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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 : 22
Column ( 2) 5 Year Ed Bundle maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) 5 Year Ed Bundle maturity 3.
3rd maturity
. Number of observations : 13
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 ,
2009.1 , na, 16 day avg , na, 16 day avg , na, 0 day avg
2008.4 , na, 33 day avg , na, 33 day avg , na, 0 day avg
2008.3 , na, 51 day avg , na, 52 day avg , na, 0 day avg
2008.2 , na, 49 day avg , na, 50 day avg , na, 1 day avg
2008.1 , na, 6 day avg , na, 6 day avg , na, 0 day avg
2007.4 , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.2 , na, 5 day avg , na, 5 day avg , na, 0 day avg
2007.1 , na, 46 day avg , na, 47 day avg , na, 1 day avg
2006.4 , na, 55 day avg , na, 56 day avg , na, 1 day avg
2006.3 , na, 56 day avg , na, 57 day avg , na, 1 day avg
2006.2 , na, 47 day avg , na, 48 day avg , na, 1 day avg
2006.1 , na, 46 day avg , na, 47 day avg , na, 1 day avg
2005.4 , na, 54 day avg , na, 55 day avg , na, 1 day avg
2005.3 , na, 49 day avg , na, 49 day avg , na, 1 day avg
2005.2 , na, 48 day avg , na, 48 day avg , na, 1 day avg
2005.1 , na, 52 day avg , na, 52 day avg , na, 1 day avg
2004.4 , na, 36 day avg , na, 36 day avg , na, 0 day avg
2004.3 , na, 14 day avg , na, 14 day avg , na, 0 day avg
2004.2 , na, 45 day avg , na, 46 day avg , na, 1 day avg
2004.1 , na, 41 day avg , na, 41 day avg , na, 1 day avg
2003.4 , na, 43 day avg , na, 43 day avg , na, 0 day avg
2003.3 , na, 47 day avg , na, 47 day avg , na, 1 day avg
2003.2 , na, 43 day avg , na, 43 day avg , na, 0 day avg
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