Treasury Bond Futures Open Interest in 2012
Treasury Bond Futures Open Interest opened 2012 at 585,528 and closed at 542,695, a -7.32% move for the year. The high of 790,120 was reached on May 29, and the low of 541,853 on December 24.
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 585,528 | 619,808 | 641,385 | 585,528 | +5.85% |
| Feb | 621,121 | 643,524 | 643,524 | 598,173 | +3.61% |
| Mar | 605,174 | 571,340 | 605,174 | 571,340 | -5.59% |
| Apr | 573,636 | 578,534 | 596,803 | 565,563 | +0.85% |
| May | 571,339 | 790,120 | 790,120 | 571,339 | +38.29% |
| Jun | 705,472 | 633,327 | 705,472 | 633,327 | -10.23% |
| Jul | 626,502 | 616,688 | 644,706 | 616,688 | -1.57% |
| Aug | 605,807 | 641,164 | 641,164 | 589,320 | +5.84% |
| Sep | 614,505 | 561,389 | 614,505 | 558,449 | -8.64% |
| Oct | 574,605 | 549,851 | 577,724 | 543,502 | -4.31% |
| Nov | 555,028 | 688,751 | 688,751 | 555,028 | +24.09% |
| Dec | 654,492 | 542,695 | 654,492 | 541,853 | -17.08% |
Events During 2012
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.
ECB President Mario Draghi's July 26, 2012 speech in London ended the acute eurozone crisis. The commitment, backed by Outright Monetary Transactions, arrested peripheral yield spikes without buying a single bond.
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