Historical Year Data · 2016

10Y Note Futures Open Interest in 2016

10Y Note Futures Open Interest opened 2016 at 2,534,485 and closed at 3,043,508, a +20.08% move for the year. The high of 3,144,877 was reached on February 16, and the low of 2,534,485 on January 5.

Open

2,534,485

2016-01

3,043,508

52 data points

High

3,144,877

Feb 16

Low

2,534,485

Jan 5

Full Year Change

+20.08%

2015 Change

-6.89%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	2,534,485	2,885,948	2,885,948	2,534,485	+13.87%
Feb	2,984,496	3,086,539	3,144,877	2,984,496	+3.42%
Mar	2,909,117	2,653,703	2,909,117	2,629,742	-8.78%
Apr	2,689,476	2,678,615	2,805,983	2,678,615	-0.40%
May	2,662,801	2,618,379	2,826,448	2,618,379	-1.67%
Jun	2,706,443	2,819,694	2,819,694	2,706,443	+4.18%
Jul	2,810,952	2,757,952	2,877,360	2,757,952	-1.89%
Aug	2,769,492	2,858,768	2,858,768	2,769,492	+3.22%
Sep	2,865,497	2,819,244	2,865,497	2,763,656	-1.61%
Oct	2,857,712	2,917,840	2,917,840	2,857,712	+2.10%
Nov	2,916,829	3,008,378	3,131,340	2,890,322	+3.14%
Dec	2,973,876	3,043,508	3,058,814	2,973,876	+2.34%

Events During 2016

2016 Brexit Vote

Goldilocks

June 23–24, 2016

The UK voted to leave the European Union on June 23, 2016. The pound fell 10% overnight, its largest single-day drop since floating in 1971.

2014-2016 Oil Price Collapse

Deflation

June 2014 – February 2016

Brent crude fell from $115 in June 2014 to $27 in January 2016, a 77% collapse. Shale oversupply and OPEC's refusal to cut production broke the commodity supercycle that had dominated markets since 2003.

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