US TSY FUTURES: CFTC COT LRG SPEC POSITION END May 7

                       May 7     Apr 30      Rec Long          Rec Short

Fut Only 2Y Notes    -67,889    -47,497   234,808 7/31/12   -437,237 12/11/18

Combined 2Y Notes    -63,831    -45,598   235,621 5/03/11   -421,551 12/11/18

Fut Only 5Y Notes   -132,761   -106,876   402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -147,582   -118,581   387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -330,562   -287,921   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -306,306   -259,147   668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond    -35,025    -38,071   106,002           -178,500

Combined 30Y Bond    -32,601    -48,337   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -314,147   -323,880    28,763 6/05/12   -323,880 4/30/19

Combined Ultra Bd   -314,147   -323,968    28,763 6/05/12   -323,698 4/30/19

Fut Only 3m Euro$    405,760    302,210 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$    303,470    175,972 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd -155,724   -222,037   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd -155,724   -222,037   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]