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US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END June 26

                      Jun 26     Jun 19      Rec Long          Rec Short
Fut Only 2Y Notes     23,451      4,404   234,808 7/31/12   -329,066 1/30/18
Combined 2Y Notes     30,550     14,369   235,621 5/03/11   -310,549 10/17/17
Fut Only 5Y Notes   -546,226   -514,106   402,448 5/06/08   -656,908 5/08/18
Combined 5Y Notes   -546,965   -503,959   387,383 5/06/08   -630,199 5/08/18
Fut Only 10Y Note   -355,324   -359,463   608,492 8/14/07   -471,067 5/29/18
Combined 10Y Note   -284,994   -219,868   668,018 8/7/07    -429,387 4/24/18
Fut Only 30Y Bond     -9,977     -8,735   106,002           -178,500
Combined 30Y Bond    -16,207    -13,073   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -185,717   -189,281    28,763 6/05/12   -194,423 5/22/18
Combined Ultra Bd   -185,768   -189,149    28,763 6/05/12   -194,949 5/22/18
Fut Only 3m Euro$ -2,841,453 -2,891,371 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -2,378,850 -2,449,246 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  220,563    212,612   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  219,071    211,904   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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