| |
- Historical Data - Financial Instruments |
| Brazil Mercantile & Futures Exchange (BM&F) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| BM |
1-Day Interbank Deposit Futures |
04/12/2002* |
NA |
NA |
$20 |
All Months |
| Futures: 04/12/2002 to date |
| Chicago Board of Trade (CBOT) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| FF |
Federal Funds / 30-Day |
10/06/1988 |
03/20/1989 |
03/27/2003 |
$30 |
All Months |
Cash daily close: 03/20/1989 to date
Futures: 10/06/1988 to date
COT: 10/14/1988 to date |
| NS |
Interest Rate Swap, 30-Year |
03/19/2007 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 03/19/2007 to date |
| 8F |
Federal Funds Binary Options |
NA |
NA |
08/22/2006 |
$20 |
All Months |
| Options Daily Close: 08/22/2006 |
| MB |
Municipal Note Index 10-Year |
06/11/1985* |
01/02/1985* |
09/21/1988 |
$30 |
H,M,U,Z
Cash |
Cash daily close: 01/02/1985 to 06/10/1986
Cash daily o/h/l/c: 06/11/1986 to date
Futures: 06/11/1985 to 10/24/2002 (CBOT; Muni-Bond)
Futures: 10/25/2002 to date (CBOT; Muni-Note)
Options Strikes daily close: 09/21/1988 to date |
| TU |
Treasury Note, U.S., 2-Year |
06/22/1990* |
NA |
05/01/1992* |
$20 |
H,M,U,Z |
Futures: 06/22/1990 to December 1999 contract (theoretical 6%) See symbol O2
Futures: March 2000 contract to date (6%)
COT: 06/29/1990 to date
Options Strikes daily close: 05/01/1992 to date |
| O2
| Treasury Note, U.S., 2-Year (8%) |
06/90-12/99* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 06/22/1990 to 12/19/1999 (8%) |
| TN
| Treasury Note, U.S., 3-Year (8%) |
3/23/2009 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 3/23/2009 to date |
| FV |
Treasury Note, U.S., 5-Year |
05/27/1988* |
NA |
05/24/1990 |
$30 |
H,M,U,Z |
Futures: 05/27/1988 to December 1999 contract (theoretical 6%) See symbol O5
Futures: March 2000 contract to date (6%)
COT: 05/31/1988 to date
Options Strikes daily close: 05/24/1990 to date |
| O5
| Treasury Note, U.S., 5-Year (8%) |
05/88-12/99* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 05/27/1988 to 12/19/1999 (8%) |
| TY |
Treasury Note, U.S., 10-Year |
05/03/1982* |
NA |
09/01/1988* |
$40 |
H,M,U,Z
Cash |
Futures: 05/03/1982 to December 1999 contract (theoretical 6%) See symbol O1
Futures: March 2000 contract to date (6%)
COT: 01/15/1986 to date
Options Strikes daily close: 09/01/1988 to date |
| O1
| Treasury Note, U.S., 10-Year (8%) |
05/82-12/99* |
NA |
NA |
$30 |
H,M,U,Z |
| Futures: 05/03/1982 to 12/19/1999 (8%) |
| NL |
Treasury Note, U.S., 5-Year Swap |
06/21/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 06/21/2002 to date |
| NJ |
Treasury Note, U.S., 10-Year Swap |
10/25/2001* |
NA |
NA |
$20 |
H,M,U,Z |
Futures: 10/25/2001 to date
COT: 11/13/2001 to date |
| NJ |
Treasury Bond, U.S., 30-Year Swap |
3/19/2007 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 3/19/2007 to date
|
| US
| Treasury Bond, U.S., 30-Year |
08/22/1977* |
NA |
09/01/1988* |
$50 |
H,M,U,Z |
Futures: 08/22/1977 to December 1999 contract (theoretical 6%) See symbol O3
Futures: March 2000 contract to date (6%)
COT: 01/15/1986 to date
Options Strikes daily close: 09/01/1988 to date |
| O3
| Treasury Bond, U.S., 30-Year (8%) |
08/77-12/99* |
NA |
NA |
$30 |
H,M,U,Z |
| Futures: 08/22/1977 to 12/19/1999 (8%) |
| B8
| Spread, NOB 10-yr vs 30-yr |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| B0
| Spread, FOB 5-yr vs 30-yr |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| C1
| Spread, FYT 5-yr vs 10-yr |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| C4
| Spread, TUF 2-yr vs 5-yr |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| C5
| Spread, TUT 2-yr vs 10-yr |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| U1
| Spread, TUB 2-yr vs 30-yr |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| O7
| Spread, NOS 10-yr vs 7-yr Swap |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| O8
| Spread, BOI 30-yr vs 30-yr Swap |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| O9
| Spread, TOS 10-yr vs 10-yr Swap |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| O0
| Spread, FOS 5-yr vs 5-yr Swap |
11/14/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 11/14/2008 |
| Chicago Mercantile Exchange (CME) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| C0 |
EuroZone CPI |
09/19/2005 |
09/19/2005 |
NA |
$20 |
H,M,U,Z |
Futures: 09/19/2005 to date
Cash: 09/19/2005 to date |
| CK |
Consumer Price Index Symbol changed from CI on 06/20/2005 |
02/13/2004* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 02/13/2004 to date |
| ED |
Eurodollar, 3-Month |
12/09/1981* |
12/15/1992* |
03/20/1985* |
$40 |
All Months |
Cash weekly o/h/l/c: 10/04/1974 to 06/30/1978
Cash daily close: 07/03/1978 to 12/31/1981
Cash daily o/h/l/c: 01/04/1982 to 12/31/1987
Cash daily o/h/l/c: 12/15/1992 to date (yield)
Futures (Pit): 12/09/1981 to 08/17/1992
Futures (Electronic and Pit): 08/17/1992 to date
COT: 01/15/1986 to date
Options Strikes daily close: 03/20/1985 to date |
| 5L |
Eurodollar, 3-Month (Pit Only) |
12/09/1981* |
12/15/1992* |
NA |
$40 |
All Months |
Cash weekly o/h/l/c: 10/04/1974 to 06/30/1978
Cash daily close: 07/03/1978 to 12/31/1981
Cash daily o/h/l/c: 01/04/1982 to 12/31/1987
Cash daily o/h/l/c: 12/15/1992 to date (yield)
Futures: 12/09/1981 to date |
| EB |
Eurodollar, E-Mini |
10/09/2006 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 10/09/2006 to date |
| E8 |
Eurodollar, 5-year E-Mini Bundle |
10/09/2006 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 10/09/2006 to date |
| E1 |
Eurodollar, 1-Year Mid-Curve options |
NA |
NA |
12/20/1994* |
NA |
H,M,U,Z |
| Options Strikes daily close: 12/20/1994 to date |
| E2 |
Eurodollar, 2-Year Mid-Curve options |
NA |
NA |
03/14/1994* |
NA |
H,M,U,Z |
| Options Strikes daily close: 03/14/1994 to date |
| E5 |
Eurodollar, 5-Year Mid-Curve options |
NA |
NA |
08/18/2003* |
NA |
H,M,U,Z |
| Options Strikes daily close: 08/18/2003 to date |
| K1 |
Eurodollar Week 1, 1-Year Mid-Curve options |
NA |
NA |
08/16/2005* |
NA |
H,M,U,Z |
| Options Strikes daily close: 08/16/2005 to date |
| K2 |
Eurodollar Week 2, 1-Year Mid-Curve options |
NA |
NA |
08/16/2005* |
NA |
H,M,U,Z |
| Options Strikes daily close: 08/16/2005 to date |
| K3 |
Eurodollar Week 3, 1-Year Mid-Curve options |
NA |
NA |
08/16/2005* |
NA |
H,M,U,Z |
| Options Strikes daily close: 08/16/2005 to date |
| K4 |
Eurodollar Week 4, 1-Year Mid-Curve options |
NA |
NA |
08/16/2005* |
NA |
H,M,U,Z |
| Options Strikes daily close: 08/16/2005 to date |
| K5 |
Eurodollar Week 5, 1-Year Mid-Curve options |
NA |
NA |
08/16/2005* |
NA |
H,M,U,Z |
| Options Strikes daily close: 08/16/2005 to date |
| UB |
Euroyen Libor, 3-Month |
04/01/1999* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/01/1999 to date |
| EY |
Euroyen Tibor, 3-Month |
03/06/1996* |
NA |
NA |
$20 |
H,M,U,Z |
Futures: 03/06/1996 to date
COT: 03/12/1996 to date |
| 5M |
Euroyen Tibor, 3-Month (Pit Only) |
03/06/1996* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 03/06/1996 to date |
| JA |
Japanese Gov't Bond (JGB), 10-year |
01/21/1999* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 01/21/1999 to date |
| FD |
3-Month Overnight Index Swaps |
09/08/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 09/08/2008 to date |
| T9 |
7-Year Interest Swaps |
09/22/2008 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 09/22/2008 to date |
| TB |
Treasury Bill, U.S. ,3-Month |
01/76-09/03* |
04/29/1986* |
04/86-08/96* |
$50 |
H,M,U,Z
Cash |
Cash monthly average: 01/1931 to 01/1973
Cash weekly average: 02/09/1973 to 04/25/1986
Cash daily o/h/l/c: 04/29/1986 to date
Futures: 01/06/1976 to 09/15/2003
Futures (Electronic and Pit): 08/17/1992 to 09/15/2003
Options Strikes daily close: 04/10/1986 to 08/16/1996 |
| T1 |
Treasury Bill, U.S., 1-Year |
03/94-06/95* |
04/29/1986* |
NA |
$20 |
H,M,U,Z |
Cash weekly average: 01/04/1974 to 04/25/1986 (FRB)
Cash daily o/h/l/c: 04/29/1986 to date (FRB)
Futures: 03/28/1994 to 06/22/1995 |
| T2 |
Treasury Note, U.S., 2-Year Swap |
04/08/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/08/2002 to date |
| T5 |
Treasury Note, U.S., 5-Year Swap |
04/08/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/08/2002 to date |
| T0 |
Treasury Note, U.S., 10-Year Swap |
04/08/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/08/2002 to date |
| EUREX |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| EN |
EONIA, 1-month |
02/04/2003* |
NA |
NA |
$20 |
All Months |
| Futures: 02/04/2003 to date |
| EO |
Euribor, 1-month |
09/18/1998* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 09/18/1998 to date |
| EP |
Euribor, 3-month |
09/18/1998* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 09/18/1998 to date |
| GM |
Euro-Bobl (FGBM) |
12/11/1998* |
NA |
01/27/1999* |
$20 |
H,M,U,Z |
Futures: 12/11/1998 to date
Options Strikes daily close: 01/27/1999 to date |
| BF |
Euro-Bund (FGBL) |
12/03/1990* |
NA |
01/03/1994* |
$20 |
H,M,U,Z |
Futures: 12/03/1990 to March 1999 contract (German Bund)
Futures: June 1999 contract to date (Euro-Bund)
Options Strikes daily close: 01/03/1994 to date |
| GX |
Euro-Buxl® (FGBX) |
01/07/1999* |
NA |
NA |
$20 |
H,M,U,Z |
Futures: 01/07/1999 to 06/22/2005 (6%)
Futures: 09/08/2005 to date (4%) |
| GH |
Euro-Schatz (FGBS) |
03/07/1997* |
NA |
NA |
$20 |
H,M,U,Z |
Futures: 03/07/1997 to June 2000 contract (2-Year Interest Rate)
Futures: September 2000 contract to date (Euro-Schatz) |
| SW |
Swiss Government Bond (CONF) |
08/24/1993* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 08/24/1993 to date |
| Korean Futures Exchange (KFE) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| KB |
Korea 3-Year Bond |
04/26/2005* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/26/2005 to date |
| Euronext LIFFE |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| IJ |
EONIA, 1-month |
02/04/2003* |
NA |
NA |
$20 |
All Months |
| Futures: 02/04/2003 to date |
| B- |
Euribor 3-Month |
12/15/1998* |
NA |
01/04/2000* |
$20 |
All Months |
Futures: 12/15/1998 to date
Options Strikes daily close: 01/04/2000 to date |
| I- |
Eurodollars, 3-Month |
03/19/2004* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 03/19/2004 to date |
| Z- |
Euro Libor, 3-Month |
10/26/1989* |
NA |
NA |
$30 |
H,M,U,Z |
Futures: 10/27/1989 to 04/29/1998 (ECU)
Futures: 04/30/1998 to date (EUR) |
| F- |
Euroswiss, 3-Month |
02/07/1991* |
NA |
10/09/1992* |
$20 |
H,M,U,Z |
Futures: 02/07/1991 to date
Options Strikes daily close: 10/09/1992 to date |
| N- |
Euroyen Tibor, 3-Month |
04/11/1996* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/11/1996 to date |
| R- |
Gilt, Long |
11/18/1982* |
NA |
08/15/1990* |
$20 |
H,M,U,Z |
Futures: 11/18/1982 to March 1998 contract (9%)
Futures: June 1998 contract to December 2003 contract (7%)
Futures: March 2004 contract to date (6%)
Options Strikes daily close: 08/15/1990 to date |
| J- |
Japanese Gov't Bond (JGB), 10-Year |
07/13/1987* |
NA |
NA |
$30 |
H,M,U,Z |
| Futures: 07/13/1987 to date |
| L- |
Sterling, 3-Month |
11/04/1982* |
NA |
08/15/1990* |
$40 |
All Months |
Futures: 11/04/1982 to date
Options Strikes daily close: 08/15/1990 to date |
| P- |
Euro Swap Note, 2-year |
03/20/2001* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 03/20/2001 to date |
| G- |
Euro Swap Note, 5-year |
10/15/1998* |
NA |
11/05/2001* |
$20 |
H,M,U,Z |
Futures: 10/15/1998 to Mar 1999 contract (DEM LFB)
Futures: June 1999 contract to date (EUR EFB)
Options Strikes daily close: 11/05/2001 to date |
| D- |
Euro Swap Note, 10-year |
10/15/1998* |
NA |
10/05/2001* |
$20 |
H,M,U,Z |
Futures: 10/15/1998 to March 1999 contract (DEM LFB)
Futures: June 1999 contract to date (EUR EFB)
Options Strikes daily close: 10/05/2001 to date |
| VV |
Dollar Swap Note, 2-year |
08/12/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 08/12/2002 to date |
| VY |
Dollar Swap Note, 5-year |
08/12/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 08/12/2002 to date |
| VZ |
Dollar Swap Note, 10-year |
08/12/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 08/12/2002 to date |
| Mercade De Opciones Y Futuros Financieros (MEFF) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| KM |
BONO 10 |
04/10/1992* |
NA |
NA |
$20 |
H,M,U,Z |
Futures: 04/10/1992 to September 1997 contract (6.5%)
Futures: December 1997 contract to March 1999 (5.5%)
Futures: June 1999 contract to date (4%) |
| Montreal Exchange (ME) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| CA |
Canadian Bankers Acceptance, 3-Month |
04/22/1988* |
NA |
11/94-10/01* |
$30 |
H,M,U,Z |
Futures: 04/22/1988 to date
Options Strikes daily close: 11/08/1994 to 10/29/2001 |
| CG |
Canadian Government Bond, 10-Year |
03/29/1990* |
NA |
11/94-10/01* |
$30 |
H,M,U,Z |
Futures: 03/29/1990 to date
Options Strikes daily close: 11/08/1994 to 10/29/2001 |
| CH |
Canadian Government Bond, 2-Year |
05/03/2004* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 05/03/2004 to date |
| CF |
Canadian Government Note, 5-Year |
04/16/2009 |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 04/16/2009 to date |
| Singapore Exchange (SGX) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| DS |
Eurodollar, 3-Month |
11/03/1989* |
NA |
09/94-09/97* |
$30 |
All Months |
Futures: 11/03/1989 to date
Options Strikes daily close: 09/26/1994 to 09/08/1997 |
| SY |
Euroyen, 3-Month |
10/30/1989* |
NA |
NA |
$30 |
H,M,U,Z |
| Futures: 10/30/1989 to date |
| SL |
Euroyen Libor, 3-month |
02/22/1999* |
NA |
10/30/2001* |
$20 |
H,M,U,Z |
Futures: 02/22/1999 to date
Options Strikes daily close: 10/30/2001 to date |
| JB |
Japanese Gov't Bond (JGB), 10-Year Mini |
10/01/1993* |
NA |
10/30/2001* |
$20 |
H,M,U,Z |
Futures: 10/01/1993 to date
Options Strikes daily close: 10/30/2001 to date |
| JV |
Japanese Gov't Bond (JGB), 10-Year Full |
05/07/2002* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 05/07/2002 to date |
| SG |
Singapore Dollar, 3-month |
09/07/1999* |
NA |
NA |
$20 |
H,M,U,Z |
| Futures: 09/07/1999 to date |
| Tokyo International Financial Futures Exchange (TIFFE) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| IT |
Euroyen, 3-Month |
02/12/1990* |
NA |
NA |
$30 |
H,M,U,Z |
| Futures: 02/12/1990 to date |
| Tokyo Stock Exchange (TSE) |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| BT |
Japanese Gov't Bond (JGB), 10-Year |
10/21/1985* |
NA |
09/94-10/01* |
$30 |
H,M,U,Z |
Futures: 10/21/1985 to date
Options Strikes daily close: 09/26/1994 to 10/29/2001 |
| Miscellaneous |
| Symbol |
Futures/Cash
Description |
Futures |
Cash |
Options |
F/C
PKG |
Contract
Months |
| BY |
Treasury Bill, U.S., 3-Month Yield |
NA |
02/09/1973* |
NA |
$20 |
Cash |
Cash weekly average: 02/09/1973 to 08/08/1986 (FRB)
Cash daily close: 01/04/1982 to 08/13/1986 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 08/14/1986 to date (FRB)
(Constant Maturity Rate) |
| T6 |
Treasury Bill, U.S., 6-Month Yield |
NA |
04/29/1986* |
NA |
$20 |
Cash |
Cash monthly average: 01/1959 to 12/1976
Cash weekly average: 01/07/1977 to 04/25/1986
Cash daily o/h/l/c: 04/29/1986 to date |
| 6Y |
Treasury Bill, U.S., 6-Month Yield |
NA |
01/30/1959* |
NA |
$20 |
Cash |
Cash monthly average: 01/1959 to 12/1976 (FRB)
Cash weekly average: 01/07/1977 to 12/31/1981 (FRB)
Cash daily close: 01/04/1982 to 08/13/1986 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 08/14/1986 to date
(Constant Maturity Rate) |
| 1Y |
Treasury Bill, U.S., 1-Year Yield |
NA |
04/30/1953* |
NA |
$20 |
Cash |
Cash monthly average: 04/1953 to 01/1962 (FRB)
Cash daily close: 02/01/1962 to 08/13/1986 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 08/14/1986 to date (FRB)
(Constant Maturity Rate) |
| N2 |
Treasury Note, U.S., 2-Year |
NA |
08/19/1986 |
NA |
$20 |
Cash |
| Cash daily o/h/l/c: 08/19/1986 to date (on-the-run coupon) |
| 2Y |
Treasury Note, U.S., 2-Year Yield |
NA |
06/01/1976* |
NA |
$20 |
Cash |
Cash daily close: 06/01/1976 to 08/13/1986 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 08/14/1986 to date (FRB)
(Constant Maturity Rate) |
| 3Y |
Treasury Note, U.S., 3-Year Yield |
NA |
09/22/2003* |
NA |
$20 |
Cash |
*Cash daily o/h/l/c: 09/22/2003 to date (FRB)
(Constant Maturity Rate) |
| N5 |
Treasury Note, U.S., 5-Year |
NA |
08/19/1986* |
NA |
$20 |
Cash |
| Cash daily o/h/l/c: 08/19/1986 to date (on-the-run coupon) |
| 5Y |
Treasury Note, U.S., 5-Year Yield |
NA |
08/14/1986* |
NA |
$20 |
Cash |
Cash monthly average: 04/1953 to 12/1961 (FRB)
Cash weekly average: 01/05/1962 to 01/26/1962 (FRB)
Cash daily close: 02/01/1962 to 08/13/1986 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 08/14/1986 to date (FRB)
(Constant Maturity Rate) |
| 7Y |
Treasury Note, U.S., 13-Week Yield |
NA |
09/22/2003* |
NA |
$20 |
Cash |
Cash daily o/h/l/c: 09/22/2003 to date (FRB)
(Constant Maturity Rate) |
| N1 |
Treasury Note, U.S., 10-Year |
NA |
10/03/1988* |
NA |
$20 |
Cash |
| Cash daily o/h/l/c: 10/03/1988 to date (on-the-run coupon) |
| NY |
Treasury Note, U.S., 10-Year Yield |
NA |
04/30/1953* |
NA |
$20 |
Cash |
Cash monthly average: 04/1953 to 12/1961 (FRB)
Cash daily close: 01/02/1962 to 09/07/1988 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 09/08/1988 to date (FRB)
(Constant Maturity Rate) |
| N3
| Treasury Bond, U.S., 30-Year |
NA |
01/02/1981* |
NA |
$20 |
Cash |
Cash daily close: 01/02/1981 to 09/30/1988 (on-the-run coupon)
Cash daily o/h/l/c: 10/03/1988 to date (on-the-run coupon) |
| UY |
Treasury Bonds, U.S., 30-Year Yield |
NA |
01/31/1919* |
NA |
$20 |
Cash |
Cash monthly average: 01/1919 to 07/1972 (FRB)
(Long-Term U.S. Gov't Securities Including Flower Bonds)
Cash monthly average: 08/1972 to 01/1977 (FRB)
(Long-Term U.S. Gov't Securities Including Flower Bonds)
Cash daily close: 02/15/1977 to 05/12/1988 (FRB)
(Constant Maturity Rate)
Cash daily o/h/l/c: 05/13/1988 to date (FRB)
(Constant Maturity Rate) |
| A1 |
German Gov't Bond Yield, 2-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A2 |
German Gov't Bond Yield, 5-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A3 |
German Gov't Bond Yield, 10-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A4 |
U.K. Gov't Bond Yield, 2-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A5 |
U.K. Gov't Bond Yield, 5-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A6 |
U.K. Gov't Bond Yield, 10-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A7 |
Canadian Gov't Bond Yield, 2-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A8 |
Canadian Gov't Bond Yield, 5-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| A9 |
Canadian Gov't Bond Yield, 10-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| J1 |
Japanese Gov't Bond Yield, 2-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| J2 |
Japanese Gov't Bond Yield, 5-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
| J3 |
Japanese Gov't Bond Yield, 10-Year |
NA |
09/16/2002* |
NA |
$20 |
Cash |
| Cash daily close: 09/16/2002 to date |
|