Historical Year Data · 2013

10Y Note Futures Open Interest in 2013

10Y Note Futures Open Interest opened 2013 at 1,715,600 and closed at 2,211,389, a +28.90% move for the year. The high of 2,493,026 was reached on May 28, and the low of 1,715,600 on January 8.

Open

1,715,600

2013-01

2,211,389

52 data points

High

2,493,026

May 28

Low

1,715,600

Jan 8

Full Year Change

+28.90%

2012 Change

+8.02%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	1,715,600	1,983,650	1,983,650	1,715,600	+15.62%
Feb	2,032,227	2,175,882	2,175,882	2,030,814	+7.07%
Mar	2,122,625	2,176,645	2,176,645	2,101,426	+2.54%
Apr	2,213,520	2,208,463	2,264,629	2,208,463	-0.23%
May	2,271,506	2,493,026	2,493,026	2,271,506	+9.75%
Jun	2,198,731	2,102,828	2,198,731	2,087,833	-4.36%
Jul	2,154,516	2,312,031	2,312,031	2,120,175	+7.31%
Aug	2,343,075	2,261,608	2,343,075	2,261,608	-3.48%
Sep	2,151,279	1,948,616	2,151,279	1,948,616	-9.42%
Oct	1,951,203	2,156,934	2,187,365	1,951,203	+10.54%
Nov	2,275,937	2,477,469	2,477,469	2,275,937	+8.85%
Dec	2,459,449	2,211,389	2,459,449	2,163,928	-10.09%

Events During 2013

2013 Taper Tantrum

Reflation

May–September 2013

When Fed Chair Ben Bernanke suggested tapering QE in May 2013, 10Y Treasury yields nearly doubled, emerging markets cracked, and carry trades unwound violently.

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