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US TSY FUTURES: CFTC COT LRG SPEC POSITION END MAY 28

                      May 28     May 21      Rec Long          Rec Short
Fut Only 2Y Notes   -102,797    -33,815   234,808 7/31/12   -437,237 12/11/18
Combined 2Y Notes   -101,291    -28,953   235,621 5/03/11   -421,551 12/11/18
Fut Only 5Y Notes   -111,437   -168,676   402,448 5/06/08   -859,940 10/9/18
Combined 5Y Notes   -108,271   -145,350   387,383 5/06/08   -866,140 10/9/18
Fut Only 10Y Note   -376,173   -423,351   608,492 8/14/07   -700,514 8/21/18
Combined 10Y Note   -379,736   -341,214   668,018 8/7/07    -647,655 10/9/18
Fut Only 30Y Bond     -9,311    -44,010   106,002           -178,500
Combined 30Y Bond    -36,299    -35,091   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -325,223   -327,346    28,763 6/05/12   -333,509 5/14/19
Combined Ultra Bd   -325,165   -327,668    28,763 6/05/12   -333,818 5/14/19
Fut Only 3m Euro$    777,909    582,350 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$    439,343    406,823 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd -190,550   -152,578   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd -190,537   -152,529   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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