US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END FEB 12

New Record Short/Ultra-Bond

CFTC Resumes COT Data Backlog; Next On 3/1 For 2/19

                      Feb 12      Feb 5      Rec Long          Rec Short

Fut Only 2Y Notes   -351,964   -383,605   234,808 7/31/12   -437,237 12/11/18

Combined 2Y Notes   -352,722   -385,693   235,621 5/03/11   -421,551 12/11/18

Fut Only 5Y Notes   -230,894   -204,560   402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -191,409   -171,353   387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -165,489   -162,950   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -132,423   -161,064   668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond    -26,678    -33,779   106,002           -178,500

Combined 30Y Bond    -39,101    -48,997   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -315,331*  -291,770    28,763 6/05/12   -315,331 2/12/19

Combined Ultra Bd   -315,323*  -291,784    28,763 6/05/12   -315,323 2/12/19

Fut Only 3m Euro$ -1,365,394 -1,451,642 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -1,045,337 -1,098,014 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd -196,285   -143,607   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd -196,322   -143,710   333,657 6/24/08   -286,025 8/8/17

*Denotes new record

According to the CFTC, "the last COT report was published on December 21, 2018.

Reports going forward from that date will be published in chronological order

beginning with the report previously scheduled for release on Friday, December

28, 2018 (based on data from Monday, December 24, 2018)."

Going forward, the the CFTC "expects to publish one report on Tuesday and

another on Friday of each week until the reports are current as per the normal

schedule."

--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com

[TOPICS: MTABLE]