Treasury Bond Futures Open Interest in 2011
Treasury Bond Futures Open Interest opened 2011 at 538,630 and closed at 581,902, a +8.03% move for the year. The high of 774,703 was reached on May 24, and the low of 538,630 on January 4.
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 538,630 | 567,906 | 567,906 | 538,630 | +5.44% |
| Feb | 560,523 | 665,717 | 665,717 | 560,523 | +18.77% |
| Mar | 664,755 | 590,910 | 664,755 | 590,910 | -11.11% |
| Apr | 593,161 | 575,695 | 593,161 | 561,681 | -2.94% |
| May | 607,225 | 740,953 | 774,703 | 607,225 | +22.02% |
| Jun | 691,900 | 641,754 | 691,900 | 641,754 | -7.25% |
| Jul | 598,632 | 636,836 | 645,396 | 598,632 | +6.38% |
| Aug | 650,940 | 689,017 | 689,017 | 642,101 | +5.85% |
| Sep | 642,580 | 638,290 | 651,563 | 638,290 | -0.67% |
| Oct | 626,846 | 620,520 | 626,846 | 612,289 | -1.01% |
| Nov | 622,374 | 658,141 | 658,141 | 621,596 | +5.75% |
| Dec | 591,861 | 581,902 | 601,710 | 581,902 | -1.68% |
Events During 2011
S&P stripped the United States of its AAA credit rating on August 5, 2011, the first time in history. Markets whipsawed as the debt ceiling fight showed political risk could reprice government creditworthiness.
Greece's debt revelation in October 2009 triggered a multi-year eurozone crisis that threatened the euro's survival. Greece, Ireland, Portugal, Spain, and Italy required emergency support. Mario Draghi's "whatever it takes" in 2012 ended the acute phase.
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