CONVEX
Historical Year Data · 2020

Treasury Bond Futures Open Interest in 2020

Treasury Bond Futures Open Interest opened 2020 at 1,010,901 and closed at 1,169,405, a +15.68% move for the year. The high of 1,493,957 was reached on February 25, and the low of 981,100 on April 28.

Open
1,010,901
2020-01
Close
1,169,405
52 data points
High
1,493,957
Feb 25
Low
981,100
Apr 28
Full Year Change
+15.68%
2019 Change
+7.48%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1,010,9011,092,6521,092,6521,010,901+8.09%
Feb1,215,7871,493,9571,493,9571,215,787+22.88%
Mar1,230,9541,001,2571,230,9541,001,257-18.66%
Apr1,001,494981,1001,005,372981,100-2.04%
May989,5231,185,7781,185,778989,523+19.83%
Jun1,010,6971,013,8631,022,752984,514+0.31%
Jul1,021,4321,072,6601,072,6601,021,432+5.02%
Aug1,099,3131,200,3531,200,3531,099,313+9.19%
Sep1,136,0861,186,4191,186,4191,136,086+4.43%
Oct1,198,0711,225,5461,225,5461,198,071+2.29%
Nov1,216,9941,361,6911,361,6911,216,994+11.89%
Dec1,163,9961,169,4051,169,4051,147,238+0.46%

Events During 2020

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.