CONVEX
Historical Year Data · 2010

Treasury Bond Futures Open Interest in 2010

Treasury Bond Futures Open Interest opened 2010 at 658,969 and closed at 529,597, a -19.63% move for the year. The high of 780,661 was reached on August 31, and the low of 529,597 on December 28.

Open
658,969
2010-01
Close
529,597
52 data points
High
780,661
Aug 31
Low
529,597
Dec 28
Full Year Change
-19.63%
2009 Change
-9.09%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan658,969652,424658,969652,138-0.99%
Feb648,854703,202703,202648,854+8.38%
Mar680,023640,167680,023638,248-5.86%
Apr661,193685,417685,417651,228+3.66%
May719,213757,180757,180719,213+5.28%
Jun712,278652,433712,278633,174-8.40%
Jul662,203691,590691,590662,203+4.44%
Aug692,587780,661780,661692,587+12.72%
Sep681,513676,868681,513664,989-0.68%
Oct674,322667,626695,529667,626-0.99%
Nov675,492634,661681,718626,882-6.04%
Dec593,469529,597593,469529,597-10.76%

Events During 2010

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.