Historical Year Data · 2007

10Y Note Futures Open Interest in 2007

10Y Note Futures Open Interest opened 2007 at 2,257,271 and closed at 2,123,952, a -5.91% move for the year. The high of 3,058,921 was reached on August 7, and the low of 2,123,952 on December 31.

Open

2,257,271

2007-01

2,123,952

53 data points

High

3,058,921

Aug 7

Low

2,123,952

Dec 31

Full Year Change

-5.91%

2006 Change

+37.08%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	2,257,271	2,412,726	2,412,726	2,257,271	+6.89%
Feb	2,368,690	2,320,566	2,453,314	2,320,566	-2.03%
Mar	2,164,423	2,407,018	2,407,018	2,164,423	+11.21%
Apr	2,525,436	2,619,188	2,619,188	2,525,436	+3.71%
May	2,681,560	2,986,247	2,986,247	2,681,560	+11.36%
Jun	2,784,615	2,789,907	2,952,773	2,784,615	+0.19%
Jul	2,783,537	2,945,613	2,945,613	2,783,537	+5.82%
Aug	3,058,921	2,542,149	3,058,921	2,542,149	-16.89%
Sep	2,318,480	2,271,317	2,318,480	2,228,366	-2.03%
Oct	2,392,643	2,541,447	2,562,472	2,392,643	+6.22%
Nov	2,680,029	2,637,003	2,727,870	2,534,472	-1.61%
Dec	2,544,543	2,123,952	2,544,543	2,123,952	-16.53%

Events During 2007

2008 Financial Crisis

Deflation

September 2007 – March 2009

The 2008 Financial Crisis remains the deepest and most instructive market event of the 21st century. Subprime losses cascaded through leveraged balance sheets, froze interbank lending, and forced unprecedented central bank intervention.

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.

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