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US TSY FUTURES: CFTC COT LRG SPEC POSITION END MAR 12

                      Mar 12      Mar 5      Rec Long          Rec Short
Fut Only 2Y Notes   -133,391   -180,062   234,808 7/31/12   -437,237 12/11/18
Combined 2Y Notes   -135,073   -182,603   235,621 5/03/11   -421,551 12/11/18
Fut Only 5Y Notes   -203,008   -220,220   402,448 5/06/08   -859,940 10/9/18
Combined 5Y Notes   -187,179   -214,652   387,383 5/06/08   -866,140 10/9/18
Fut Only 10Y Note   -176,434   -233,376   608,492 8/14/07   -700,514 8/21/18
Combined 10Y Note   -115,467   -219,734   668,018 8/7/07    -647,655 10/9/18
Fut Only 30Y Bond    -22,600    -30,237   106,002           -178,500
Combined 30Y Bond    -34,948    -42,695   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -281,523   -302,833    28,763 6/05/12   -319,137 2/26/19
Combined Ultra Bd   -281,526   -302,859    28,763 6/05/12   -319,129 2/26/19
Fut Only 3m Euro$   -493,337   -751,851 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$   -335,762   -482,294 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  -61,174    -79,498   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  -60,858    -79,758   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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