CONVEX
Historical Year Data · 2021

Treasury Bond Futures Open Interest in 2021

Treasury Bond Futures Open Interest opened 2021 at 1,150,413 and closed at 1,208,000, a +5.01% move for the year. The high of 1,277,636 was reached on May 25, and the low of 1,150,413 on January 5.

Open
1,150,413
2021-01
Close
1,208,000
52 data points
High
1,277,636
May 25
Low
1,150,413
Jan 5
Full Year Change
+5.01%
2020 Change
+15.68%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1,150,4131,169,1561,169,1561,150,413+1.63%
Feb1,182,0521,249,2391,249,2391,182,052+5.68%
Mar1,228,4161,178,1491,228,4161,178,149-4.09%
Apr1,171,3081,186,4921,186,4921,171,308+1.30%
May1,190,8981,277,6361,277,6361,189,283+7.28%
Jun1,192,8401,173,0881,212,2551,173,088-1.66%
Jul1,172,4921,186,1821,211,2911,172,492+1.17%
Aug1,208,1691,225,1401,258,5041,198,279+1.40%
Sep1,212,3101,235,7611,238,8801,208,307+1.93%
Oct1,232,1981,173,1801,232,1981,173,180-4.79%
Nov1,158,7491,219,1811,252,9591,158,749+5.22%
Dec1,211,6851,208,0001,225,0291,208,000-0.30%

Events During 2021

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