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CME Groups
| | CME - Chicago Mercantile Exchange - Commmodities Interest Rates
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Frequency :
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PVO
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Derivatives Class :
| Futures |
Options |
Other Derivatives |
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5 Year Ed Bundle.
Column ( 1) 5 Year Ed Bundle maturity 1.
Nearest maturity
. Number of observations : 52
Column ( 2) 5 Year Ed Bundle maturity 2.
2nd maturity
. Number of observations : 52
Column ( 3) 5 Year Ed Bundle maturity 3.
3rd maturity
. Number of observations : 12
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 17, 2:21 am |
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5 Year Ed Bundle . Futures . Settlement Price
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, 5 Year Ed Bundle ,, 5 Year Ed Bundle ,, 5 Year Ed Bundle ,
, 5 Year Ed Bundle; Near ,, 2nd nearest expn ,, Third nearest expn ,
, est expiration ,, ,, ,
, Apr2003 to Jun2008,, Apr2003 to Jun2008,, Sep2003 to Mar2007,
End of , ,, ,, ,
2008-06 , 95.3179, 2008-06 , 95.1900, 2008-09 , na,
2008-05 , 95.7135, 2008-06 , 95.5918, 2008-09 , na,
2008-04 , 96.1140, 2008-06 , 96.0048, 2008-09 , na,
2008-03 , 96.5755, 2008-06 , 96.4535, 2008-09 , na,
2008-02 , na, , na, , na,
2008-01 , na, , na, , na,
2007-12 , na, , na, , na,
2007-11 , na, , na, , na,
2007-10 , na, , na, , na,
2007-09 , na, , na, , na,
2007-08 , na, , na, , na,
2007-07 , na, , na, , na,
2007-06 , na, , na, , na,
2007-05 , na, , na, , na,
2007-04 , 94.9585, 2007-06 , 94.9593, 2007-09 , na,
2007-03 , 95.0865, 2007-06 , 95.0888, 2007-09 , 95.1298, 2007-09
2007-02 , 95.1014, 2007-03 , 95.1135, 2007-06 , na,
2007-01 , 94.7790, 2007-03 , 94.7788, 2007-06 , na,
2006-12 , 94.9820, 2007-03 , 94.9883, 2007-06 , 95.1173, 2007-06
2006-11 , 95.2270, 2006-12 , 95.2483, 2007-03 , na,
2006-10 , 95.0410, 2006-12 , 95.0508, 2007-03 , na,
2006-09 , 95.0008, 2006-12 , 95.0053, 2007-03 , 94.8068, 2007-03
2006-08 , 94.8928, 2006-09 , 94.8960, 2006-12 , na,
2006-07 , 94.6503, 2006-09 , 94.6445, 2006-12 , na,
2006-06 , 94.4210, 2006-09 , 94.4115, 2006-12 , 94.4053, 2006-12
2006-05 , 94.5234, 2006-06 , 94.5023, 2006-09 , na,
2006-04 , 94.6243, 2006-06 , 94.6018, 2006-09 , na,
2006-03 , 94.7815, 2006-06 , 94.7698, 2006-09 , 94.7770, 2006-09
2006-02 , 95.0006, 2006-03 , 94.9900, 2006-06 , na,
2006-01 , 95.0845, 2006-03 , 95.0683, 2006-06 , na,
2005-12 , 95.1590, 2006-03 , 95.1465, 2006-06 , 95.1280, 2006-06
2005-11 , 95.1105, 2005-12 , 95.0770, 2006-03 , na,
2005-10 , 95.0845, 2005-12 , 95.0495, 2006-03 , na,
2005-09 , 95.3533, 2005-12 , 95.3285, 2006-03 , 95.4928, 2006-03
2005-08 , 95.7388, 2005-09 , 95.7090, 2005-12 , na,
2005-07 , 95.4373, 2005-09 , 95.3930, 2005-12 , na,
2005-06 , 95.8348, 2005-09 , 95.8025, 2005-12 , 95.6478, 2005-12
2005-05 , 95.8440, 2005-06 , 95.7878, 2005-09 , na,
2005-04 , 95.6305, 2005-06 , 95.5598, 2005-09 , na,
2005-03 , 95.3043, 2005-06 , 95.2203, 2005-09 , 95.2050, 2005-09
2005-02 , 95.6025, 2005-03 , 95.5010, 2005-06 , na,
2005-01 , 95.8665, 2005-03 , 95.7740, 2005-06 , na,
2004-12 , 95.8125, 2005-03 , 95.6970, 2005-06 , na,
2004-11 , 95.8516, 2004-12 , 95.7115, 2005-03 , na,
2004-10 , 96.1398, 2004-12 , 96.0013, 2005-03 , na,
2004-09 , na, , na, , na,
2004-08 , 96.0595, 2004-09 , 95.8833, 2004-12 , na,
2004-07 , 95.6930, 2004-09 , 95.5053, 2004-12 , na,
2004-06 , 95.4835, 2004-09 , 95.2890, 2004-12 , 94.9590, 2004-12
2004-05 , 95.6091, 2004-06 , 95.3790, 2004-09 , na,
2004-04 , 95.7453, 2004-06 , 95.5153, 2004-09 , na,
2004-03 , 96.5818, 2004-06 , 96.3790, 2004-09 , 96.4238, 2004-09
2004-02 , 96.5289, 2004-03 , 96.3188, 2004-06 , na,
2004-01 , 96.2530, 2004-03 , 96.0363, 2004-06 , na,
2003-12 , 96.0705, 2004-03 , 95.8440, 2004-06 , na,
2003-11 , 96.1276, 2003-12 , 95.9053, 2004-03 , na,
2003-10 , 96.1240, 2003-12 , 95.8918, 2004-03 , na,
2003-09 , 96.4960, 2003-12 , 96.2783, 2004-03 , 95.9360, 2004-03
2003-08 , 95.9524, 2003-09 , 95.7028, 2003-12 , na,
2003-07 , 95.9190, 2003-09 , 95.6603, 2003-12 , na,
2003-06 , 97.0415, 2003-09 , 96.8538, 2003-12 , na,
2003-05 , 97.3176, 2003-06 , 97.1520, 2003-09 , na,
2003-04 , 96.7010, 2003-06 , 96.4998, 2003-09 , na,