CONVEX
Historical Year Data · 2020

10Y Note Futures Open Interest in 2020

10Y Note Futures Open Interest opened 2020 at 3,753,965 and closed at 3,260,742, a -13.14% move for the year. The high of 4,284,498 was reached on February 18, and the low of 3,077,241 on November 3.

Open
3,753,965
2020-01
Close
3,260,742
52 data points
High
4,284,498
Feb 18
Low
3,077,241
Nov 3
Full Year Change
-13.14%
2019 Change
-11.46%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3,753,9653,891,5873,891,5873,687,989+3.67%
Feb4,074,2924,207,9824,284,4984,074,292+3.28%
Mar3,913,1083,258,6873,913,1083,258,687-16.72%
Apr3,218,0623,284,9153,284,9153,218,062+2.08%
May3,385,2303,628,9363,628,9363,385,230+7.20%
Jun3,330,2483,441,1243,441,1243,266,592+3.33%
Jul3,428,0853,503,9153,503,9153,420,575+2.21%
Aug3,480,2343,570,2553,570,2553,480,234+2.59%
Sep3,363,5993,287,4203,363,5993,262,396-2.26%
Oct3,249,4513,153,3653,249,4513,153,365-2.96%
Nov3,077,2413,471,8613,471,8613,077,241+12.82%
Dec3,201,3033,260,7423,260,7423,153,023+1.86%

Events During 2020

Related Metrics

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