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

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

the period ending May 29 details: 

large speculative accounts primarily added to longs/pared shorts in the short

end through 5Y notes, adding to shorts in 10s (new record) and 30s -- reflecting

flattener unwind interest over the last reporting period; exception was the

Ultra-bond where the group pared back record shorts in futures and combined

futures/options. In the short end, large specs added to net longs in Fed funds

by +103,478 to finish +183,283, and continued to pare net shorts in Eurodollars

by a whopping +257,896 to -3,523,424. In notes, the group added to net longs in

the 2-year note by +58,368 to +62,892, pared back shorts in the 5-year note by

+156,972 to -472,857. In the 10-year note, the group extend net shorts by

-112,440 to a new record short of -471,067. In the long end, the group added to

net shorts in the 30-year Bond by -28,423 to -33,714, and pared net shorts in

the Ultra-bond by +4,657 to finish -189,766.