US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END AUGUST 28

                      Aug 28     Aug 21      Rec Long          Rec Short

Fut Only 2Y Notes   -142,738    -97,333   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes   -152,077   -110,633   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -768,466   -755,338   402,448 5/06/08   -802,550 8/14/18

Combined 5Y Notes   -771,338   -758,146   387,383 5/06/08   -804,775 8/14/18

Fut Only 10Y Note   -529,820   -700,514*  608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -506,732   -565,998   668,018 8/7/07    -611,059 8/14/18

Fut Only 30Y Bond     -5,686     -8,501   106,002           -178,500

Combined 30Y Bond     -9,015    -25,810   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -211,531   -224,395    28,763 6/05/12   -240,483 8/14/18

Combined Ultra Bd   -211,566   -224,720    28,763 6/05/12   -240,767 8/14/18

Fut Only 3m Euro$ -2,960,544 -2,880,784 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,402,798 -2,303,293 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd    9,727     21,286   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd    9,727     21,286   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]