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US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END JULY 3

                       Jul 3     Jun 26      Rec Long          Rec Short
Fut Only 2Y Notes    -11,043     23,451   234,808 7/31/12   -329,066 1/30/18
Combined 2Y Notes     -4,824     30,550   235,621 5/03/11   -310,549 10/17/17
Fut Only 5Y Notes   -548,119   -546,226   402,448 5/06/08   -656,908 5/08/18
Combined 5Y Notes   -540,718   -546,965   387,383 5/06/08   -630,199 5/08/18
Fut Only 10Y Note   -500,076*  -355,324   608,492 8/14/07   -540,076 7/06/18
Combined 10Y Note   -400,271   -284,994   668,018 8/7/07    -429,387 4/24/18
Fut Only 30Y Bond    -15,766     -9,977   106,002           -178,500
Combined 30Y Bond    -25,172    -16,207   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -194,199   -185,717    28,763 6/05/12   -194,423 5/22/18
Combined Ultra Bd   -194,494   -185,768    28,763 6/05/12   -194,949 5/22/18
Fut Only 3m Euro$ -3,200,581 -2,841,453 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -2,698,745 -2,378,850 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  133,370    220,563   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  133,203    219,071   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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