$HZ^nHZ$ is trivial for $n<0$. $HZ^0HZ$ is infinite cyclic generated by the identity operation. For $n>0$ the group is finite. So you know everything if you know what's going on locally at each prime. For $n>0$ the $p$-primary part is not just finite but killed by $p$, which means that you can extract it from the Steenrod algebra $H(Z/p)^{*}H(Z/p)$ and Bocksteins.
Tom Goodwillie
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