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From Friday: Commodity Futures Trading......>

US TSYS
US TSYS: From Friday: Commodity Futures Trading Commission/Commitment of Traders
data for the period ending May 1 details: the latest report showed large
speculative accounts scaled back positions across much of the curve, but
extended net shorts in 5s and Ultras to new record levels. In the short end,
large specs pared net longs in Fed funds by -107,462 to finish +109,042, and
added to net shorts in Eurodollars by -70,886 to -3,952,082 (just off record
short of -4,051,527 from April 17, 2018). In notes, the group pared net shorts
in the 2-year note by 8,028 to -61,236, while extending net shorts in the 5-year
note by -9,677 to a new record short of -591,849. In the 10-year note, the group
scaled back from prior record short of -462,133 by +16,455 to finish the latest
period -445,678. In the long end, the group reversed prior net longs in the
30-year Bond of +18,321 to -6,709 (-25,030 net), and extended net shorts in the
Ultra-bond by -11,625 to a new record short of -171,600.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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