*** Commodity Futures Trading...............>

US TSYS: *** Commodity Futures Trading Commission/Commitment of Traders data for

the period ending May 15 details: 

large speculative accounts bought across the curve, adding to longs (FF and 30Y)

or paring shorts (ED, 2s, 5s, 10s); exception was the Ultra-bond where the group

extended to new record shorts in futures and combined futures/options. In the

short end, large specs added to net longs in Fed funds by 20,427 to finish

+67,115, and pared net shorts in Eurodollars by  a whopping +237,166 to

-3,803,128. In notes, the group pared net shorts in the 2-year note by +23,227

to -31,029, pared back record shorts in the 5-year note by +13,827 to -643,081.

In the 10-year note, the group scaled back net shorts +26,707 to finish

-381,922. In the long end, the group added to net longs in the 30-year Bond by

+5,619 to +11,854, while extended net shorts in the Ultra-bond by -10,467 to a

new record short of -187,904.