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.
Package splusTimeSeries version 6.0.0-68
Package Index