US Tsy Futures: CFTC/COT, Pared Shorts/Added Longs Across Crv

     CHICAGO - Commodity Futures Trading Commission/Commitment of Traders data

for the period ending May 15 details.

     Large speculative accounts bought across the curve, adding to longs (FF and

30Y) or paring shorts (ED, 2s, 5s, 10s); exception was the Ultra-bond where the

group extended to new record shorts in futures and combined futures/options.

     In the short end, large specs added to net longs in Fed funds by 20,427 to

finish +67,115, and pared net shorts in Eurodollars by a whopping +237,166 to

-3,803,128.

     In notes, the group pared net shorts in the 2-year note by +23,227 to

-31,029, pared back record shorts in the 5-year note by +13,827 to -643,081.

     In the 10-year note, the group scaled back net shorts +26,707 to finish

-381,922.

     In the long end, the group added to net longs in the 30-year Bond by +5,619

to +11,854, while extended net shorts in the Ultra-bond by -10,467 to a new

record short of -187,904.

                      May 15      May 8      Rec Long          Rec Short

Fut Only 2Y Notes    -31,029    -54,256   234,808 7/31/12   -329,066 1/30/18

Combined 2Y Notes    -30,949    -52,194   235,621 5/03/11   -310,549 10/17/17

Fut Only 5Y Notes   -643,081   -656,908*  402,448 5/06/08   -656,908 5/08/18

Combined 5Y Notes   -617,395   -630,199*  387,383 5/06/08   -630,199 5/08/18

Fut Only 10Y Note   -381,922   -408,629   608,492 8/14/07   -462,133 4/24/18

Combined 10Y Note   -375,302   -371,967   668,018 8/7/07    -429,387 4/24/18

Fut Only 30Y Bond     11,854      6,235   106,002           -178,500

Combined 30Y Bond     14,174      5,916   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -187,904*  -177,437    28,763 6/05/12   -187,904 5/15/18

Combined Ultra Bd   -188,349*  -177,681    28,763 6/05/12   -188,349 5/15/18

Fut Only 3m Euro$ -3,803,128 -4,040,294 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -2,809,718 -3,110,209*1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd   67,115     46,688   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd   66,821     46,433   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]