Treasury Bond Futures Trading Data

Treasury Bond futures trading data: high and low prices over 20-minute intervals from January 7, 1994, to February 3, 1995.

Taken from the Ohio State University web site http://www.cob.ohio-state.edu/~fin/osudown.htm, this dataset is a two-column time series. It is used to illustrate a drop in bond prices that occurred in 1994.

  • tbond
Documentation reproduced from package splusTimeSeries, version 1.5.0-75, License: BSD_3_clause + file LICENSE

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