Historical Year Data · 2023
Treasury Bond Futures Open Interest in 2023
Treasury Bond Futures Open Interest opened 2023 at 1,198,425 and closed at 1,379,332, a +15.10% move for the year. The high of 1,431,389 was reached on August 22, and the low of 1,179,823 on April 11.
Open
1,198,425
2023-01
Close
1,379,332
52 data points
High
1,431,389
Aug 22
Low
1,179,823
Apr 11
Full Year Change
+15.10%
2022 Change
-0.96%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 1,198,425 | 1,226,430 | 1,235,758 | 1,184,966 | +2.34% |
| Feb | 1,206,862 | 1,211,107 | 1,307,317 | 1,206,862 | +0.35% |
| Mar | 1,220,465 | 1,201,699 | 1,235,097 | 1,201,699 | -1.54% |
| Apr | 1,193,583 | 1,193,358 | 1,193,583 | 1,179,823 | -0.02% |
| May | 1,186,143 | 1,280,460 | 1,299,274 | 1,186,143 | +7.95% |
| Jun | 1,249,240 | 1,229,154 | 1,249,240 | 1,229,154 | -1.61% |
| Jul | 1,242,918 | 1,254,582 | 1,254,582 | 1,242,918 | +0.94% |
| Aug | 1,293,818 | 1,339,364 | 1,431,389 | 1,293,818 | +3.52% |
| Sep | 1,343,057 | 1,405,064 | 1,405,064 | 1,339,675 | +4.62% |
| Oct | 1,409,347 | 1,377,938 | 1,409,347 | 1,366,758 | -2.23% |
| Nov | 1,362,012 | 1,308,135 | 1,382,150 | 1,308,135 | -3.96% |
| Dec | 1,299,431 | 1,379,332 | 1,379,332 | 1,299,431 | +6.15% |
Events During 2023
2023 Silicon Valley Bank Collapse
Mixed
March 2023
Silicon Valley Bank collapsed on March 10, 2023, the second-largest bank failure in US history. The Fed's response redefined liquidity backstops for the banking system.
2023 Credit Suisse Forced Merger
Mixed
March 15-19, 2023
Credit Suisse was forced into an emergency acquisition by UBS over the weekend of March 18-19, 2023. The deal wiped out AT1 bondholders while preserving some equity, reshaping bank capital structure risk assessment globally.
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