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US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END NOV 20

                      Nov 20     Nov 13      Rec Long          Rec Short
Fut Only 2Y Notes   -361,057   -362,374*  234,808 7/31/12   -362,374 11/13/18
Combined 2Y Notes   -362,305   -365,472*  235,621 5/03/11   -365,472 11/13/18
Fut Only 5Y Notes   -446,186   -570,542   402,448 5/06/08   -859,940 10/9/18
Combined 5Y Notes   -449,266   -592,118   387,383 5/06/08   -866,140 10/9/18
Fut Only 10Y Note   -367,265   -333,195   608,492 8/14/07   -700,514 8/21/18
Combined 10Y Note   -348,836   -357,250   668,018 8/7/07    -647,655 10/9/18
Fut Only 30Y Bond    -84,963    -73,265   106,002           -178,500
Combined 30Y Bond    -80,050    -72,082   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -274,782   -280,858*   28,763 6/05/12   -280,858 11/13/18
Combined Ultra Bd   -275,289   -281,465*   28,763 6/05/12   -281,465 11/13/18
Fut Only 3m Euro$ -2,461,704 -2,595,399 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -1,793,341 -2,126,848 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  -91,131    -32,490   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  -91,085    -32,451   333,657 6/24/08   -286,025 8/8/17
*Denotes new record
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE]

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