US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END JULY 17

                      Jul 17     Jul 10      Rec Long          Rec Short

Fut Only 2Y Notes    -19,143        -59   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes    -17,669      5,264   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -698,955*  -601,191   402,448 5/06/08   -698,955 7/17/18

Combined 5Y Notes   -690,969*  -588,531   387,383 5/06/08   -690,969 7/17/18

Fut Only 10Y Note   -469,138   -439,148   608,492 8/14/07   -540,076 7/06/18

Combined 10Y Note   -373,744   -346,291   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond     16,978      8,375   106,002           -178,500

Combined 30Y Bond      3,026     -2,097   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -209,909*  -190,794    28,763 6/05/12   -209,909 7/17/18

Combined Ultra Bd   -210,193*  -191,126    28,763 6/05/12   -210,193 7/17/18

Fut Only 3m Euro$ -3,287,665 -3,291,367 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,804,531 -2,835,314 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  127,236    128,538   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  127,147    128,447   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]