Historical Year Data · 2022
10Y Note Futures Open Interest in 2022
10Y Note Futures Open Interest opened 2022 at 3,875,093 and closed at 3,780,914, a -2.43% move for the year. The high of 4,123,745 was reached on February 15, and the low of 3,403,344 on June 28.
Open
3,875,093
2022-01
Close
3,780,914
52 data points
High
4,123,745
Feb 15
Low
3,403,344
Jun 28
Full Year Change
-2.43%
2021 Change
+19.41%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 3,875,093 | 3,750,564 | 3,890,037 | 3,750,564 | -3.21% |
| Feb | 3,932,501 | 4,083,463 | 4,123,745 | 3,932,501 | +3.84% |
| Mar | 3,772,058 | 3,669,449 | 3,807,553 | 3,561,445 | -2.72% |
| Apr | 3,722,365 | 3,647,625 | 3,728,260 | 3,647,625 | -2.01% |
| May | 3,680,764 | 3,470,808 | 3,722,697 | 3,470,808 | -5.70% |
| Jun | 3,469,948 | 3,403,344 | 3,509,639 | 3,403,344 | -1.92% |
| Jul | 3,469,680 | 3,504,780 | 3,504,780 | 3,431,246 | +1.01% |
| Aug | 3,540,076 | 3,559,445 | 3,599,859 | 3,520,468 | +0.55% |
| Sep | 3,545,995 | 3,766,782 | 3,766,782 | 3,545,995 | +6.23% |
| Oct | 3,850,494 | 3,929,010 | 3,929,010 | 3,843,164 | +2.04% |
| Nov | 3,952,205 | 3,897,383 | 4,066,878 | 3,897,383 | -1.39% |
| Dec | 3,775,431 | 3,780,914 | 3,822,244 | 3,751,165 | +0.15% |
Events During 2022
2022 Fed Rate Hiking Cycle
Stagflation
March–December 2022
The Fed raised rates 425bps in 2022, the fastest hiking cycle since the Volcker era. The 60/40 portfolio posted its worst year since 1937.
2022 UK Mini-Budget & Gilt Crisis
Stagflation
September 23 – October 14, 2022
UK Prime Minister Liz Truss's September 23, 2022 mini-budget triggered a collapse in sterling and gilts. LDI pension strategies faced forced liquidation. The Bank of England intervened to prevent financial instability.
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