US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END OCT 16

                      Oct 16      Oct 9      Rec Long          Rec Short

Fut Only 2Y Notes   -259,716   -243,564   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes   -267,019   -253,574   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -819,841   -859,940*  402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -843,601   -866,140*  387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -615,970   -622,422   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -638,779   -647,655*  668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond   -103,937   -138,382   106,002           -178,500

Combined 30Y Bond   -118,924   -142,810   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -244,975*  -226,155    28,763 6/05/12   -244,975 10/16/18

Combined Ultra Bd   -245,230*  -226,309    28,763 6/05/12   -245,230 10/16/18

Fut Only 3m Euro$ -2,592,041 -2,470,982 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,069,517 -2,072,250 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  -29,983    -12,775   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  -30,038    -12,850   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]