Historical Year Data · 2024
Treasury Bond Futures Open Interest in 2024
Treasury Bond Futures Open Interest opened 2024 at 1,427,734 and closed at 1,914,824, a +34.12% move for the year. The high of 2,060,744 was reached on November 19, and the low of 1,417,135 on February 20.
Open
1,427,734
2024-01
Close
1,914,824
53 data points
High
2,060,744
Nov 19
Low
1,417,135
Feb 20
Full Year Change
+34.12%
2023 Change
+15.10%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 1,427,734 | 1,426,560 | 1,452,040 | 1,426,560 | -0.08% |
| Feb | 1,433,426 | 1,534,097 | 1,534,097 | 1,417,135 | +7.02% |
| Mar | 1,492,384 | 1,510,518 | 1,510,518 | 1,491,051 | +1.22% |
| Apr | 1,526,420 | 1,573,888 | 1,573,888 | 1,526,420 | +3.11% |
| May | 1,604,531 | 1,695,196 | 1,760,039 | 1,604,531 | +5.65% |
| Jun | 1,643,723 | 1,646,057 | 1,656,407 | 1,635,945 | +0.14% |
| Jul | 1,686,638 | 1,698,988 | 1,698,988 | 1,672,882 | +0.73% |
| Aug | 1,764,559 | 1,782,638 | 1,782,638 | 1,735,131 | +1.02% |
| Sep | 1,732,923 | 1,755,961 | 1,757,650 | 1,728,586 | +1.33% |
| Oct | 1,752,653 | 1,827,927 | 1,827,927 | 1,752,653 | +4.29% |
| Nov | 1,878,905 | 1,858,990 | 2,060,744 | 1,858,990 | -1.06% |
| Dec | 1,857,562 | 1,914,824 | 1,914,824 | 1,857,562 | +3.08% |
Events During 2024
Related Metrics
Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.