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There was little in the way of generic direction in the net positioning among non-commercial U.S. Tsy market players in the week to 02 Feb, with the details outlined below.
- STIR futures saw net length cut in the Eurodollar futures space, while 3-month $ LIBOR went on to fix at fresh all-time lows at the backend of the week i.e. after the survey cut off.
- Fed fund futures net positioning hit the shortest seen since Aug '19, perhaps on the back of some speculation that the Fed may be forced into an IOER hike in the coming months, owing to liquidity dynamics.