Treasury Bond Futures Open Interest in 2015
Treasury Bond Futures Open Interest opened 2015 at 883,840 and closed at 511,734, a -42.10% move for the year. The high of 883,840 was reached on January 6, and the low of 403,170 on March 10.
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 883,840 | 787,448 | 883,840 | 787,448 | -10.91% |
| Feb | 705,394 | 590,614 | 705,394 | 590,614 | -16.27% |
| Mar | 426,420 | 426,004 | 426,420 | 403,170 | -0.10% |
| Apr | 435,377 | 431,699 | 447,376 | 431,699 | -0.84% |
| May | 445,195 | 496,128 | 496,821 | 445,195 | +11.44% |
| Jun | 482,533 | 477,943 | 491,842 | 477,943 | -0.95% |
| Jul | 496,718 | 507,926 | 508,180 | 484,848 | +2.26% |
| Aug | 526,168 | 554,294 | 554,294 | 525,938 | +5.35% |
| Sep | 532,576 | 495,917 | 532,576 | 495,917 | -6.88% |
| Oct | 504,542 | 484,358 | 521,887 | 484,358 | -4.00% |
| Nov | 493,079 | 540,362 | 540,362 | 471,956 | +9.59% |
| Dec | 524,811 | 511,734 | 528,173 | 511,734 | -2.49% |
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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