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Pre-FOMC positioning adjustments across the major U.S. Tsy futures contracts generally revealed a paring of the broader net exposures.
- TY futures saw a relatively notable trimming of net long exposure (from multi-year highs) in the week ending 15 Jun, while net short positioning in TU, FV & US futures was essentially flat to a little less pronounced.
- Eurodollar futures saw an extension of net shorts, while net short positioning in Fed Funds Futures edged away from the all-time extreme (in headline terms) registered in the previous week.
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