[CFTC: Asset Management Firms Increase Net Long Positions in U.S. Treasury Futures, Hedge Funds Increase Net Short Positions] According to a report by Jinse Finance, on June 23, data from the U.S. Commodity Futures Trading Commission (CFTC) showed that as of the week ending June 16, asset management firms were generally bullish on U.S. Treasury futures, with a significant increase in net long positions, particularly on the long end. On the other hand, hedge funds increased their net short positions across various maturities of U.S. Treasury futures. During the week, from 10-year Treasury futures to ultra-long-term Treasury contracts, asset management firms' net long positions increased by a total of $20.2 million/DV01, with most of the net increase concentrated in long-term Treasury futures, where long positions rose by approximately $9 million/DV01. Hedge funds were most bearish on 10-year Treasury futures during the week, with net short positions increasing by $6.5 million/DV01. Their net short positions in long-term Treasury futures increased by nearly $4 million/DV01.