US TSY FUTURES: CFTC COT LRG SPEC POSITION END MAR 26

                      Mar 26     Mar 19      Rec Long          Rec Short

Fut Only 2Y Notes   -154,014   -126,219   234,808 7/31/12   -437,237 12/11/18

Combined 2Y Notes   -160,227   -131,459   235,621 5/03/11   -421,551 12/11/18

Fut Only 5Y Notes   -165,750   -219,673   402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -156,683   -201,455   387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -166,293   -163,974   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note    -79,680    -96,501   668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond    -17,955    -30,218   106,002           -178,500

Combined 30Y Bond    -19,730    -40,744   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -300,062   -277,042    28,763 6/05/12   -319,137 2/26/19

Combined Ultra Bd   -300,099   -277,006    28,763 6/05/12   -319,129 2/26/19

Fut Only 3m Euro$   -306,262   -426,111 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$   -389,707   -376,230 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd -158,214   -120,380   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd -158,188   -120,449   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]