S&P 500 Futures Open Interest in 2015
S&P 500 Futures Open Interest opened 2015 at 675,726 and closed at 584,476, a -13.50% move for the year. The high of 921,243 was reached on September 15, and the low of 584,476 on December 29.
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 675,726 | 672,635 | 675,726 | 671,513 | -0.46% |
| Feb | 689,848 | 729,019 | 729,019 | 689,848 | +5.68% |
| Mar | 754,597 | 635,500 | 904,970 | 629,452 | -15.78% |
| Apr | 643,859 | 667,287 | 667,287 | 643,859 | +3.64% |
| May | 669,417 | 685,015 | 685,015 | 669,417 | +2.33% |
| Jun | 699,436 | 624,941 | 818,130 | 608,957 | -10.65% |
| Jul | 644,368 | 647,180 | 647,180 | 633,569 | +0.44% |
| Aug | 651,953 | 782,911 | 782,911 | 651,953 | +20.09% |
| Sep | 816,628 | 686,659 | 921,243 | 679,965 | -15.92% |
| Oct | 696,897 | 668,152 | 700,025 | 668,152 | -4.12% |
| Nov | 671,878 | 678,277 | 689,592 | 671,878 | +0.95% |
| Dec | 685,208 | 584,476 | 757,425 | 584,476 | -14.70% |
Events During 2015
The PBoC devalued the yuan by 1.9% in a single day on August 11, 2015, the first meaningful devaluation since 1994. Global risk assets convulsed.
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.
The Swiss National Bank abandoned its 1.20 EUR/CHF floor on January 15, 2015. The franc immediately surged 30%, blowing up retail FX brokers and exposing the fragility of exchange rate commitments.
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