US Tsy Futures: CFTC/COT, Large Spec New Record 10Y Short

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

for the period ending August 21 details.

Large speculative accounts largely scaled back previous positions for the most

part, while adding to net shorts in 2s and 10s (new record short in 10s). 

In the short end, large specs pared net longs in Fed funds by -37,665 to finish

+21,286, and pared net shorts in Eurodollars by +25,998 to -2,880,784. 

In notes, the group added net shorts in the 2-year note by -10,487 to finish

-97,333, and pared back from prior record net shorts in the 5-year note by

+47,212 to -755,338. 

In the 10-year note, the group added to shorts by -2,320 to a new record short

of -700,514. 

In the long end, the group pared net shorts in the 30-year Bond by -17,994 to

-8,501, and pared net shorts in the Ultra-bond by +16,088 to -224,395.

                      Aug 21     Aug 14      Rec Long          Rec Short

Fut Only 2Y Notes    -97,333    -86,846   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes   -110,633    -84,208   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -755,338   -802,550*  402,448 5/06/08   -802,550 8/14/18

Combined 5Y Notes   -758,146   -804,775*  387,383 5/06/08   -804,775 8/14/18

Fut Only 10Y Note   -700,514*  -698,194   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -565,998   -611,059*  668,018 8/7/07    -611,059 8/14/18

Fut Only 30Y Bond     -8,501    -26,495   106,002           -178,500

Combined 30Y Bond    -25,810    -44,990   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -224,395   -240,483*   28,763 6/05/12   -240,483 8/14/18

Combined Ultra Bd   -224,720   -240,767*   28,763 6/05/12   -240,767 8/14/18

Fut Only 3m Euro$ -2,880,784 -2,906,782 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,303,293 -2,427,185 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd   21,286     58,951   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd   21,286     58,919   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]