Historical Year Data · 2006

10Y Note Futures Open Interest in 2006

10Y Note Futures Open Interest opened 2006 at 1,563,688 and closed at 2,143,478, a +37.08% move for the year. The high of 2,560,646 was reached on November 28, and the low of 1,563,688 on January 3.

Open

1,563,688

2006-01

2,143,478

52 data points

High

2,560,646

Nov 28

Low

1,563,688

Jan 3

Full Year Change

+37.08%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	1,563,688	1,931,728	1,931,728	1,563,688	+23.54%
Feb	2,017,112	1,986,502	2,017,112	1,924,084	-1.52%
Mar	2,134,749	2,013,325	2,134,749	1,984,183	-5.69%
Apr	2,132,614	2,361,982	2,361,982	2,132,614	+10.76%
May	2,301,583	2,088,911	2,438,450	2,088,911	-9.24%
Jun	2,017,563	2,194,364	2,194,364	1,912,279	+8.76%
Jul	2,136,459	2,023,096	2,136,459	2,023,096	-5.31%
Aug	2,118,976	2,348,181	2,348,181	2,118,976	+10.82%
Sep	2,270,848	2,197,365	2,318,002	2,197,365	-3.24%
Oct	2,241,109	2,413,564	2,518,656	2,241,109	+7.70%
Nov	2,387,678	2,560,646	2,560,646	2,300,386	+7.24%
Dec	2,269,869	2,143,478	2,269,869	2,143,478	-5.57%

Events During 2006

2006 US Housing Market Peak

Goldilocks

June 2006 – February 2007

US home prices peaked in summer 2006 after a 106% rally from 2000. Subprime mortgage underwriting collapsed in late 2006, setting up the 2008 crisis. The peak is the canonical example of a market top visible only in retrospect.

Next Year

10Y Note Futures Open Interest in 2007→