US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END OCT 23

                      Oct 23     Oct 16      Rec Long          Rec Short

Fut Only 2Y Notes   -316,754   -259,716   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes   -318,570*  -267,019   235,621 5/03/11   -318,570 10/28/18

Fut Only 5Y Notes   -773,639   -819,841   402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -805,981   -843,601   387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -544,033   -615,970   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -589,344   -638,779   668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond    -87,815   -103,937   106,002           -178,500

Combined 30Y Bond    -95,424   -118,924   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -239,485   -244,975*   28,763 6/05/12   -244,975 10/16/18

Combined Ultra Bd   -239,815   -245,230*   28,763 6/05/12   -245,230 10/16/18

Fut Only 3m Euro$ -2,576,593 -2,592,041 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,069,944 -2,069,517 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  -56,662    -87,815   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  -56,760    -30,038   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]