CONVEX
Historical Year Data · 2017

10Y Note Futures Open Interest in 2017

10Y Note Futures Open Interest opened 2017 at 3,096,552 and closed at 3,289,719, a +6.24% move for the year. The high of 3,692,041 was reached on November 28, and the low of 3,027,576 on April 4.

Open
3,096,552
2017-01
Close
3,289,719
52 data points
High
3,692,041
Nov 28
Low
3,027,576
Apr 4
Full Year Change
+6.24%
2016 Change
+20.08%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3,096,5523,175,2883,175,2883,095,567+2.54%
Feb3,215,2613,255,3883,580,9793,215,261+1.25%
Mar3,254,4793,034,0013,254,4793,034,001-6.77%
Apr3,027,5763,188,4173,188,4173,027,576+5.31%
May3,250,0463,284,7843,538,8513,250,046+1.07%
Jun3,208,5783,137,0843,224,3893,137,084-2.23%
Jul3,087,8633,200,0173,200,0173,087,863+3.63%
Aug3,227,4933,578,5173,578,5173,227,493+10.88%
Sep3,403,9573,212,1093,403,9573,212,109-5.64%
Oct3,105,6463,236,0843,236,0843,036,524+4.20%
Nov3,191,0983,692,0413,692,0413,191,098+15.70%
Dec3,273,7073,289,7193,305,6073,273,707+0.49%

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