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30 Year U.S. Treasury Bonds Futures (US) Seasonal Chart

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The above chart represents the seasonality for 30 Year U.S. Treasury Bonds Futures (US) Continuous Contract for the past 20 years.

  • Date range: January 1, 1990 to December 31, 2009
  • Type: Interest Futures – US
  • Symbol: US

30 Year U.S. Treasury Bonds Futures Continuous Contract Seasonality

Analysis has revealed that with a buy date of May 13 and a sell date of March 18, investors have benefited from a total return of 121.73% over the last 10 years. This scenario has shown positive results in 8 of those periods.

Conversely, the best return over the maximum number of positive periods reveals a buy date of October 16 and a sell date of September 26, producing a total return over the same 10-year range of 111.73% with positive results in 10 of those periods.

The buy and hold return for the past 10 years was 79.66%.

**Results shown are compounded

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