US Tsy Futures: CFTC/COT, Extnd Longs/Pare Shorts, Exc 2s, Ult

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

for the period ending June 12 details.

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

adding longs, with the exception of paring longs/flipping to mildly short in

2-year notes and extending shorts in the Ultra-bond.

In the short end, large specs added to net longs in Fed funds by +58,027 to

finish +103,890, and continued to pare net shorts in Eurodollars by +129,162 to

-3,328,226.

In notes, the group reversed prior net longs in the 2-year note of +3,490 to

-17,571 (-21,061 net), and pared net shorts in the 5-year note by 27,824 to

-542,181.

In the 10-year note, the group continued to move off late May record shorts by

+61,552 to -335,994.

In the long end, the group reversed prior net shorts in the 30-year Bond of

-18,169 to +4,187 (+22,356), and extended net shorts in the Ultra-bond by -8,206

to finish -192,631.

                      Jun 12      Jun 5      Rec Long          Rec Short

Fut Only 2Y Notes    -17,571      3,490   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes     -5,512     16,333   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -542,181   -570,005   402,448 5/06/08   -656,908 5/08/18

Combined 5Y Notes   -527,024   -534,726   387,383 5/06/08   -630,199 5/08/18

Fut Only 10Y Note   -335,994   -397,546   608,492 8/14/07   -471,067 5/29/18

Combined 10Y Note   -213,673   -258,386   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond      4,187    -18,169   106,002           -178,500

Combined 30Y Bond      3,023    -11,973   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -192,631   -184,425    28,763 6/05/12   -194,423 5/22/18

Combined Ultra Bd   -192,526   -184,318    28,763 6/05/12   -194,949 5/22/18

Fut Only 3m Euro$ -3,328,226 -3,457,388 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,522,595 -2,554,756 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  103,890     45,863   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  102,976     44,823   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]