CONVEX
Historical Year Data · 2016

Treasury Bond Futures Open Interest in 2016

Treasury Bond Futures Open Interest opened 2016 at 491,104 and closed at 594,263, a +21.01% move for the year. The high of 602,091 was reached on November 22, and the low of 491,104 on January 5.

Open
491,104
2016-01
Close
594,263
52 data points
High
602,091
Nov 22
Low
491,104
Jan 5
Full Year Change
+21.01%
2015 Change
-42.10%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan491,104534,175534,175491,104+8.77%
Feb550,487546,339571,022546,339-0.75%
Mar542,518504,806542,518492,144-6.95%
Apr517,225520,073542,834517,225+0.55%
May509,896563,250563,250509,896+10.46%
Jun567,518553,179586,565553,179-2.53%
Jul566,840568,150589,391566,840+0.23%
Aug563,228582,396589,741563,228+3.40%
Sep562,705564,271564,271560,056+0.28%
Oct569,086557,367571,432554,097-2.06%
Nov544,660578,177602,091544,660+6.15%
Dec575,948594,263594,263575,948+3.18%

Events During 2016

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