US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END JULY 10

                      Jul 10      Jul 3      Rec Long          Rec Short

Fut Only 2Y Notes        -59    -11,043    234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes      5,264     -4,824    235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -601,191   -548,119    402,448 5/06/08   -656,908 5/08/18

Combined 5Y Notes   -588,531   -540,718    387,383 5/06/08   -630,199 5/08/18

Fut Only 10Y Note   -439,148   -500,076*   608,492 8/14/07   -540,076 7/06/18

Combined 10Y Note   -346,291   -400,271    668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond      8,375    -15,766    106,002           -178,500

Combined 30Y Bond     -2,097    -25,172    122,839 12/19/17  -172,009

Fut Only Ultra Bd   -190,794   -194,199     28,763 6/05/12   -194,423 5/22/18

Combined Ultra Bd   -191,126   -194,494     28,763 6/05/12   -194,949 5/22/18

Fut Only 3m Euro$ -3,291,367 -3,200,581  1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,835,314 -2,698,745  1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  128,538    133,370    332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  128,447    133,203    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]