CFTC: Asset management companies increase net long positions in US Treasury futures, while hedge funds increase net short positions.

According to data from the U.S. Commodity Futures Trading Commission, as of the week ending June 16, asset management companies were overall bullish on U.S. Treasury futures, particularly significantly increasing net long positions at the long end. On the other hand, hedge funds increased net short positions on U.S. Treasury futures across multiple maturities. During the week, from 10-year Treasury futures to ultra-long Treasury bond contracts, asset management companies' net long positions increased by a total of $20.2 million/DV01, with the majority of the net increase occurring in long-term Treasury futures, with long positions increasing by approximately $9 million/DV01. Hedge funds were most bearish on 10-year Treasury futures during the week, increasing net short positions by $6.5 million/DV01. Their net short positions on long-term Treasury futures increased by nearly $4 million/DV01.