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LIFFE EN Amsterdam EN Brussels EN Lisbon EuroNext MATIF

LIFFE - London International Financial Futures Exchange. With EuroNext, deal accept date Oct 29 2001
- NOTE: Several months of 2007 data are missing.
(C) Cocoa . 11367 (D) Coffee - Robusto . 10555 (EWB) Weather - Berlin . 207 (EWL) Weather - London . 207 (EWP) Weather - Paris . 208
(EMB) Wthr mnth - Berli . 2330 (EML) Wthr mnth - Londo . 2330 (EMP) Wthr mnth - Paris . 2339 (T) Wheat . 11355 (W) White Sugar . 8696
(Y) Barley . 124 (B) Euro Bund . 1673 (C) 3 month Euro LIBO . 170 (I) 3 month Euribor . 30607 (L) Short Sterling . 28263
(TWS) Two-Year Euro Swa . 1305 (O) Five-Year Euro Sw . 1305 (P) Ten-Year Euro Swa . 1305 (USW) Two-Year Dollar S . 1305 (USO) Five-Year Dollar . 1305
(USP) Ten-Year Dollar S . 1305 (ED) Three month EuroD . 21850 (J) Three month Euroy . 14313 (S) Euroswiss Franc . 9591 (R) Long Gilt . 2610
(N) Japanese Govt Bon . 1305 (SHZ) Two-Year German G . 1673 (Z) FTSE 100 Index . 3915 (Q) FTSE Eurotop 100 . 2610 (Y) FTSE 250 Index . 1305
() FTSE 100 American . 0 () FTSE 100 European . 0 () FTSE 100 Flex . 0 (FOT) FTSE Europtop 300 . 2610 (MCP) MSCI Pan-Euro Ind . 2610
(MCU) MSCI Euro Index . 2610
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest (prev. day)
Derivatives Class :
Futures Options Other Derivatives

LIFFE was set up in 1982. Following mergers with the London Traded Options Market (LTOM) and the London Commodity Exchange (LCE),
Five-Year Euro Swapnote. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-Year Euro Swapnote maturity 1. Nearest maturity . Number of observations : 63
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Five-Year Euro Swapnote . Futures . Settlement Price
             , Five-Year Euro Swapnot ,
             , e                      ,
             , Five-Year Euro Swapnot ,
             , e1st                   ,
             , Five-Year Euro Swapnot ,
             , e; Nearest expiration  ,
             ,      Oct2002 to Aug2008,
End of       ,                        ,
2008-08      ,        106.210, 2008-09 
2008-07      ,        105.020, 2008-09 
2008-06      ,        103.860, 2008-09 
2008-05      ,        105.570, 2008-06 
2008-04      ,        107.210, 2008-06 
2008-03      ,        108.400, 2008-06 
2008-02      ,        109.300, 2008-03 
2008-01      ,        108.780, 2008-03 
2007-12      ,                    na,  
2007-11      ,                    na,  
2007-10      ,                    na,  
2007-09      ,                    na,  
2007-08      ,                    na,  
2007-07      ,                    na,  
2007-06      ,                    na,  
2007-05      ,                    na,  
2007-04      ,        107.640, 2007-06 
2007-03      ,        107.720, 2007-06 
2007-02      ,        108.420, 2007-03 
2007-01      ,        107.760, 2007-03 
2006-12      ,        108.220, 2007-03 
2006-11      ,        109.640, 2006-12 
2006-10      ,        109.460, 2006-12 
2006-09      ,        109.610, 2006-12 
2006-08      ,        109.810, 2006-09 
2006-07      ,        109.180, 2006-09 
2006-06      ,        108.420, 2006-09 
2006-05      ,        109.410, 2006-06 
2006-04      ,        109.150, 2006-06 
2006-03      ,        109.880, 2006-06 
2006-02      ,        111.630, 2006-03 
2006-01      ,        111.750, 2006-03 
2005-12      ,        112.560, 2006-03 
2005-11      ,        112.640, 2005-12 
2005-10      ,        113.030, 2005-12 
2005-09      ,        114.410, 2005-12 
2005-08      ,        115.250, 2005-09 
2005-07      ,        114.620, 2005-09 
2005-06      ,        115.430, 2005-09 
2005-05      ,        114.840, 2005-06 
2005-04      ,        114.030, 2005-06 
2005-03      ,        112.670, 2005-06 
2005-02      ,        112.690, 2005-03 
2005-01      ,        113.340, 2005-03 
2004-12      ,        112.640, 2005-03 
2004-11      ,        112.970, 2004-12 
2004-10      ,        112.150, 2004-12 
2004-09      ,        111.300, 2004-12 
2004-08      ,        111.710, 2004-09 
2004-07      ,        110.410, 2004-09 
2004-06      ,        109.690, 2004-09 
2004-05      ,        110.120, 2004-06 
2004-04      ,        110.930, 2004-06 
2004-03      ,        112.350, 2004-06 
2004-02      ,        112.070, 2004-03 
2004-01      ,        110.580, 2004-03 
2003-12      ,        109.930, 2004-03 
2003-11      ,        109.300, 2003-12 
2003-10      ,        109.920, 2003-12 
2003-09      ,        111.800, 2003-12 
2003-08      ,        110.560, 2003-09 
2003-07      ,        110.880, 2003-09 
2003-06      ,        112.980, 2003-09 
2003-05      ,        113.630, 2003-06 
2003-04      ,        111.370, 2003-06 
2003-03      ,        111.420, 2003-06 
2003-02      ,        112.570, 2003-03 
2003-01      ,        111.170, 2003-03 
2002-12      ,        110.100, 2003-03 
2002-11      ,        108.850, 2002-12 
2002-10      ,        108.610, 2002-12