US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END May 15

                      May 15      May 8      Rec Long          Rec Short

Fut Only 2Y Notes    -31,029    -54,256   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes    -30,949    -52,194   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -643,081   -656,908*  402,448 5/06/08   -656,908 5/08/18

Combined 5Y Notes   -617,395   -630,199*  387,383 5/06/08   -630,199 5/08/18

Fut Only 10Y Note   -381,922   -408,629   608,492 8/14/07   -462,133 4/24/18

Combined 10Y Note   -375,302   -371,967   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond     11,854      6,235   106,002           -178,500

Combined 30Y Bond     14,174      5,916   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -187,904*  -177,437    28,763 6/05/12   -187,904 5/15/18

Combined Ultra Bd   -188,349*  -177,681    28,763 6/05/12   -188,349 5/15/18

Fut Only 3m Euro$ -3,803,128 -4,040,294 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,809,718 -3,110,209*1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd   67,115     46,688   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd   66,821     46,433   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]