US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END May 8

                       May 8      May 1      Rec Long          Rec Short

Fut Only 2Y Notes    -54,256    -61,236   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes    -52,194    -59,627   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -656,908*  -601,526   402,448 5/06/08   -656,908 5/08/18

Combined 5Y Notes   -630,199*  -577,580   387,383 5/06/08   -630,199 5/08/18

Fut Only 10Y Note   -408,629   -445,678   608,492 8/14/07   -462,133 4/24/18

Combined 10Y Note   -371,967   -410,513   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond      6,235     -6,709   106,002           -178,500

Combined 30Y Bond      5,916     -4,708   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -177,437*  -171,600    28,763 6/05/12   -177,437 5/08/18

Combined Ultra Bd   -177,681*  -171,887    28,763 6/05/12   -177,681 5/08/18

Fut Only 3m Euro$ -4,040,294 -3,952,082 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -3,110,209*-3,017,648 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd   46,688    109,042   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd   46,433    108,786   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]