Yamaha YZF R1 losing tire pressure

I hate it, when I got the bike, the first time I drove it, it felt really weird, it wanted to keep going in a straight line. After visiting r1-forum.com (best site on the subject) I got some good pointers. The reason was almost so obvious I totally ignored it: tire pressure. I measured only 12psi in front tire and 15psi in rear tire. Gosh... Problem is I pumped air in the tires to spec (36psi in front 42psi in back), the day after it went down like 5 psi. I hate this stuff. What does this mean? Do I have to change the tire or valve? I have to figure this one out what the cause is. Maybe I should just put a tube in to avoid this in the future.