US Tsy Futures: CFTC/COT, Buy Across Curve Save 5s And 30s

CHICAGO (MNI) - Commodity Futures Trading Commission/Commitment of Traders data

for the period ending June 26 details.

Large speculative accounts mostly bought across the curve, paring shorts or

adding longs, with the exception of adding shorts in 5-year notes and 30-Bond. 

In the short end, large specs added to net longs in Fed funds by +7,951 to

finish +220,563, and continued to pare net shorts in Eurodollars by +49,918 to

-2,841,453. 

In notes, the group added to net longs in the 2-year note by +19,047 to finish

+23,451, and added net shorts in the 5-year note by -32,120 to -546,226. 

In the 10-year note, the group pared shorts by +4,139 to -355,324. 

In the long end, the group added to net shorts in the 30-year Bond of -1,242 to

-9,977, and pared net shorts in the Ultra-bond by +3,564 to finish -185,717.

                      Jun 26     Jun 19      Rec Long          Rec Short

Fut Only 2Y Notes     23,451      4,404   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes     30,550     14,369   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -546,226   -514,106   402,448 5/06/08   -656,908 5/08/18

Combined 5Y Notes   -546,965   -503,959   387,383 5/06/08   -630,199 5/08/18

Fut Only 10Y Note   -355,324   -359,463   608,492 8/14/07   -471,067 5/29/18

Combined 10Y Note   -284,994   -219,868   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond     -9,977     -8,735   106,002           -178,500

Combined 30Y Bond    -16,207    -13,073   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -185,717   -189,281    28,763 6/05/12   -194,423 5/22/18

Combined Ultra Bd   -185,768   -189,149    28,763 6/05/12   -194,949 5/22/18

Fut Only 3m Euro$ -2,841,453 -2,891,371 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,378,850 -2,449,246 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  220,563    212,612   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  219,071    211,904   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]