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Historical Year Data · 2013

Treasury Bond Futures Open Interest in 2013

Treasury Bond Futures Open Interest opened 2013 at 544,064 and closed at 648,059, a +19.11% move for the year. The high of 799,593 was reached on November 26, and the low of 544,064 on January 8.

Open
544,064
2013-01
Close
648,059
52 data points
High
799,593
Nov 26
Low
544,064
Jan 8
Full Year Change
+19.11%
2012 Change
-7.32%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan544,064564,575564,575544,064+3.77%
Feb586,451779,151779,151586,451+32.86%
Mar641,634620,347641,985612,710-3.32%
Apr630,799717,378717,378630,799+13.73%
May684,138710,940710,940634,982+3.92%
Jun579,821546,939580,653546,939-5.67%
Jul560,247569,972576,327560,247+1.74%
Aug583,333686,657686,657583,333+17.71%
Sep631,454620,439632,691620,439-1.74%
Oct630,995659,490659,490630,995+4.52%
Nov670,743799,593799,593670,743+19.21%
Dec710,746648,059710,746630,014-8.82%

Events During 2013

2013 Taper Tantrum
Reflation
May–September 2013

When Fed Chair Ben Bernanke suggested tapering QE in May 2013, 10Y Treasury yields nearly doubled, emerging markets cracked, and carry trades unwound violently.

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