US Tsy Futures: CFTC/COT, New Record Short 5Y Note, Ultra-Bond

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

for the period ending July 17 details.

Except for scaling back Fed funds and Eurodollar positions slightly, large

speculative accounts primarily added to existing positions over the last

reporting period, making new record shorts in 5Y notes and Ultra-bonds. 

In the short end, large specs pared net longs in Fed funds by -1,302 to finish

+127,236, and pared net shorts in Eurodollars by +3,702 to -3,287,665. 

In notes, the group added net shorts in the 2-year note by -19,084 to finish

-19,143, and added net shorts in the 5-year note by -97,764 to new record short

of -698,955 (blowing past prior record short of -630,199 set back on 5/8/18). 

In the 10-year note, the group added to shorts by -29,990 to finish -469,138. 

In the long end, the group added to net longs in the 30-year Bond by +8,603 to

+16,978, and added to net shorts in the Ultra-bond by -19,115 to new record

short of -209,909.

                      Jul 17     Jul 10      Rec Long          Rec Short

Fut Only 2Y Notes    -19,143        -59   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes    -17,669      5,264   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -698,955*  -601,191   402,448 5/06/08   -698,955 7/17/18

Combined 5Y Notes   -690,969*  -588,531   387,383 5/06/08   -690,969 7/17/18

Fut Only 10Y Note   -469,138   -439,148   608,492 8/14/07   -540,076 7/06/18

Combined 10Y Note   -373,744   -346,291   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond     16,978      8,375   106,002           -178,500

Combined 30Y Bond      3,026     -2,097   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -209,909*  -190,794    28,763 6/05/12   -209,909 7/17/18

Combined Ultra Bd   -210,193*  -191,126    28,763 6/05/12   -210,193 7/17/18

Fut Only 3m Euro$ -3,287,665 -3,291,367 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,804,531 -2,835,314 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  127,236    128,538   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  127,147    128,447   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]