Historical Year Data · 2006

Treasury Bond Futures Open Interest in 2006

Treasury Bond Futures Open Interest opened 2006 at 602,420 and closed at 761,767, a +26.45% move for the year. The high of 899,947 was reached on November 28, and the low of 585,254 on January 10.

Open

602,420

2006-01

761,767

52 data points

High

899,947

Nov 28

Low

585,254

Jan 10

Full Year Change

+26.45%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	602,420	604,338	612,913	585,254	+0.32%
Feb	658,500	659,181	674,231	658,500	+0.10%
Mar	650,748	614,075	650,748	596,121	-5.64%
Apr	656,553	815,907	815,907	656,553	+24.27%
May	851,211	796,130	878,745	796,130	-6.47%
Jun	763,828	765,619	765,619	747,700	+0.23%
Jul	743,619	765,362	765,362	743,619	+2.92%
Aug	774,122	833,289	834,113	774,122	+7.64%
Sep	794,591	766,827	794,591	747,208	-3.49%
Oct	773,507	763,166	773,507	721,095	-1.34%
Nov	772,984	899,947	899,947	772,984	+16.43%
Dec	847,924	761,767	847,924	761,767	-10.16%

Events During 2006

2006 US Housing Market Peak

Goldilocks

June 2006 – February 2007

US home prices peaked in summer 2006 after a 106% rally from 2000. Subprime mortgage underwriting collapsed in late 2006, setting up the 2008 crisis. The peak is the canonical example of a market top visible only in retrospect.

Next Year

Treasury Bond Futures Open Interest in 2007→