Historical Year Data · 2022
Treasury Bond Futures Open Interest in 2022
Treasury Bond Futures Open Interest opened 2022 at 1,210,353 and closed at 1,198,737, a -0.96% move for the year. The high of 1,267,244 was reached on May 24, and the low of 1,109,506 on March 29.
Open
1,210,353
2022-01
Close
1,198,737
52 data points
High
1,267,244
May 24
Low
1,109,506
Mar 29
Full Year Change
-0.96%
2021 Change
+5.01%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 1,210,353 | 1,193,450 | 1,219,356 | 1,193,450 | -1.40% |
| Feb | 1,195,554 | 1,223,515 | 1,239,190 | 1,186,568 | +2.34% |
| Mar | 1,113,867 | 1,109,506 | 1,128,229 | 1,109,506 | -0.39% |
| Apr | 1,121,354 | 1,148,457 | 1,148,457 | 1,114,496 | +2.42% |
| May | 1,187,151 | 1,212,023 | 1,267,244 | 1,187,151 | +2.10% |
| Jun | 1,193,131 | 1,182,840 | 1,193,131 | 1,177,791 | -0.86% |
| Jul | 1,192,980 | 1,183,499 | 1,192,980 | 1,174,643 | -0.79% |
| Aug | 1,172,815 | 1,233,302 | 1,233,302 | 1,160,709 | +5.16% |
| Sep | 1,209,340 | 1,213,680 | 1,235,652 | 1,209,340 | +0.36% |
| Oct | 1,207,982 | 1,223,914 | 1,223,914 | 1,207,982 | +1.32% |
| Nov | 1,193,687 | 1,197,681 | 1,232,357 | 1,193,687 | +0.33% |
| Dec | 1,170,663 | 1,198,737 | 1,198,737 | 1,170,663 | +2.40% |
Events During 2022
2022 Fed Rate Hiking Cycle
Stagflation
March–December 2022
The Fed raised rates 425bps in 2022, the fastest hiking cycle since the Volcker era. The 60/40 portfolio posted its worst year since 1937.
2022 UK Mini-Budget & Gilt Crisis
Stagflation
September 23 – October 14, 2022
UK Prime Minister Liz Truss's September 23, 2022 mini-budget triggered a collapse in sterling and gilts. LDI pension strategies faced forced liquidation. The Bank of England intervened to prevent financial instability.
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