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CME Groups
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- Chicago Mercantile Exchange - Commmodities Interest Rates
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Frequency :
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PVO
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Derivatives Class :
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Other Derivatives |
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5 Year Ed Bundle.
Column ( 1) 5 Year Ed Bundle maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 5 Year Ed Bundle maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) 5 Year Ed Bundle maturity 3.
3rd maturity
. Number of observations : 6
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
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5 Year Ed Bundle . Futures . Average Volume
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, 5 Year Ed Bundle ,, 5 Year Ed Bundle ,, 5 Year Ed Bundle ,
, 5 Year Ed Bundle1st ,, 5 Year Ed Bundle2nd ,, 5 Year Ed Bundle3rd ,
, 5 Year Ed Bundle; Near ,, 2nd nearest expn ,, Third nearest expn ,
, est expiration ,, ,, ,
, Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,, Sep.2003 to Jun.16.2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2009 , na, 16 day avg , na, 16 day avg , na, 0 day avg
2008 , na, 139 day avg , na, 141 day avg , na, 1 day avg
2007 , na, 51 day avg , na, 52 day avg , na, 1 day avg
2006 , na, 204 day avg , na, 208 day avg , na, 4 day avg
2005 , na, 203 day avg , na, 204 day avg , na, 4 day avg
2004 , na, 136 day avg , na, 137 day avg , na, 2 day avg
2003 , na, 133 day avg , na, 133 day avg , na, 1 day avg
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