CONVEX
Historical Year Data · 2021

10Y Note Futures Open Interest in 2021

10Y Note Futures Open Interest opened 2021 at 3,221,183 and closed at 3,846,382, a +19.41% move for the year. The high of 4,502,793 was reached on May 25, and the low of 3,221,183 on January 5.

Open
3,221,183
2021-01
Close
3,846,382
52 data points
High
4,502,793
May 25
Low
3,221,183
Jan 5
Full Year Change
+19.41%
2020 Change
-13.14%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3,221,1833,447,0763,447,0763,221,183+7.01%
Feb3,570,1884,049,3604,049,3603,570,188+13.42%
Mar3,556,8763,932,6073,932,6073,556,876+10.56%
Apr3,920,9743,994,5953,994,5953,893,508+1.88%
May4,259,7504,502,7934,502,7934,222,733+5.71%
Jun4,376,0874,296,2884,421,3104,268,567-1.82%
Jul4,271,0634,071,7374,271,0634,071,737-4.67%
Aug4,097,8143,946,4574,175,5343,946,457-3.69%
Sep3,904,8364,055,1134,055,1133,904,836+3.85%
Oct4,063,9524,000,2274,102,7144,000,227-1.57%
Nov3,973,9883,803,1254,124,8863,803,125-4.30%
Dec3,788,3623,846,3823,846,3823,769,585+1.53%

Events During 2021

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