CONVEX
Historical Year Data · 2017

Treasury Bond Futures Open Interest in 2017

Treasury Bond Futures Open Interest opened 2017 at 604,589 and closed at 767,642, a +26.97% move for the year. The high of 845,062 was reached on November 21, and the low of 604,589 on January 3.

Open
604,589
2017-01
Close
767,642
52 data points
High
845,062
Nov 21
Low
604,589
Jan 3
Full Year Change
+26.97%
2016 Change
+21.01%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan604,589614,586621,710604,589+1.65%
Feb621,110650,578650,578621,110+4.74%
Mar673,380624,686673,380624,686-7.23%
Apr640,036640,749644,227640,036+0.11%
May642,881755,193797,692642,881+17.47%
Jun704,014750,814752,497704,014+6.65%
Jul734,560730,692734,560726,348-0.53%
Aug737,473798,122798,122737,473+8.22%
Sep753,180719,328753,180719,328-4.49%
Oct730,334736,955741,123730,334+0.91%
Nov764,307832,485845,062764,307+8.92%
Dec784,646767,642784,646767,642-2.17%

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