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US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END AUGUST 21

                      Aug 21     Aug 14      Rec Long          Rec Short
Fut Only 2Y Notes    -97,333    -86,846   234,808 7/31/12   -329,066 1/30/18
Combined 2Y Notes   -110,633    -84,208   235,621 5/03/11   -310,549 10/17/17
Fut Only 5Y Notes   -755,338   -802,550*  402,448 5/06/08   -802,550 8/14/18
Combined 5Y Notes   -758,146   -804,775*  387,383 5/06/08   -804,775 8/14/18
Fut Only 10Y Note   -700,514*  -698,194   608,492 8/14/07   -700,514 8/21/18
Combined 10Y Note   -565,998   -611,059*  668,018 8/7/07    -611,059 8/14/18
Fut Only 30Y Bond     -8,501    -26,495   106,002           -178,500
Combined 30Y Bond    -25,810    -44,990   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -224,395   -240,483*   28,763 6/05/12   -240,483 8/14/18
Combined Ultra Bd   -224,720   -240,767*   28,763 6/05/12   -240,767 8/14/18
Fut Only 3m Euro$ -2,880,784 -2,906,782 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -2,303,293 -2,427,185 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd   21,286     58,951   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd   21,286     58,919   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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