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US Tsy Futures: CFTC/COT, Extend Record Shorts 5s, Ultra-Bond

CHICAGO (MNI) - Commodity Futures Trading Commission/Commitment of Traders data
for the period ending July 24 details.
Large speculative accounts added longs/pared shorts in the short end -- extended
shorts/pared longs across the balance of the curve w/new record shorts in 5s and
the Ultra-bond. 
In the short end, large specs added to net longs in Fed funds by +27,911 to
finish +155,147, and pared net shorts in Eurodollars by +119,732 to -3,167,933. 
In notes, the group added net shorts in the 2-year note by -29,914 to finish
-49,057, and added net shorts in the 5-year note by -17,010 to new record short
of -715,965. 
In the 10-year note, the group added to shorts by -40,360 to a new record short
of -509,498. 
In the long end, the group pared net longs in the 30-year Bond by -14,573 to
+2,405, and added to net shorts in the Ultra-bond by -2,765 to new record short
of -212,674.
                      Jul 24     Jul 17      Rec Long          Rec Short
Fut Only 2Y Notes    -49,057    -19,143   234,808 7/31/12   -329,066 1/30/18
Combined 2Y Notes    -48,400    -17,669   235,621 5/03/11   -310,549 10/17/17
Fut Only 5Y Notes   -715,965*  -698,955   402,448 5/06/08   -715,965 7/24/18
Combined 5Y Notes   -689,945   -690,969*  387,383 5/06/08   -690,969 7/17/18
Fut Only 10Y Note   -509,498   -469,138   608,492 8/14/07   -540,076 7/06/18
Combined 10Y Note   -462,585*  -373,744   668,018 8/7/07    -462,585 7/24/18
Fut Only 30Y Bond      2,405     16,978   106,002           -178,500
Combined 30Y Bond     -7,705      3,026   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -212,674*  -209,909    28,763 6/05/12   -212,674 7/24/18
Combined Ultra Bd   -213,135*  -210,193    28,763 6/05/12   -213,135 7/24/18
Fut Only 3m Euro$ -3,167,933 -3,287,665 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -2,726,362 -2,804,531 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  155,147    127,236   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  155,051    127,147   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]

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