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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),
Long Gilt. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Long Gilt maturity 1. Nearest maturity . Number of observations : 22
Column ( 2) Long Gilt maturity 2. 2nd maturity . Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Long Gilt . Futures . Settlement Price 
             , Long Gilt              ,, Long Gilt              ,
             , Long Gilt1st           ,, Long Gilt2nd           ,
             , Long Gilt; Nearest exp ,, 2nd nearest expn       ,
             , iration                ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,
End of       ,                        ,,                        ,
2008.3       ,        109.800, 2008-09 ,        111.820, 2008-12 
2008.2       ,        104.390, 2008-09 ,        106.540, 2008-12 
2008.1       ,        111.300, 2008-06 ,        111.950, 2008-09 
2007.4       ,                    na,  ,                    na,  
2007.3       ,                    na,  ,                    na,  
2007.2       ,        107.550, 2007-06 ,        107.600, 2007-09 
2007.1       ,        107.810, 2007-06 ,        107.860, 2007-09 
2006.4       ,        108.130, 2007-03 ,        109.980, 2007-06 
2006.3       ,        110.040, 2006-12 ,         110.00, 2007-03 
2006.2       ,        108.900, 2006-09 ,        108.760, 2006-12 
2006.1       ,        111.650, 2006-06 ,        111.540, 2006-09 
2005.4       ,        114.450, 2006-03 ,        114.190, 2006-06 
2005.3       ,        112.730, 2005-12 ,        112.770, 2006-03 
2005.2       ,        114.170, 2005-09 ,        114.060, 2005-12 
2005.1       ,        110.050, 2005-06 ,        109.840, 2005-09 
2004.4       ,        111.560, 2005-03 ,        111.370, 2005-06 
2004.3       ,        107.670, 2004-12 ,        108.700, 2005-03 
2004.2       ,        105.820, 2004-09 ,        105.620, 2004-12 
2004.1       ,        108.800, 2004-06 ,        108.490, 2004-09 
2003.4       ,        108.480, 2004-03 ,        108.230, 2004-06 
2003.3       ,        118.410, 2003-12 ,        110.160, 2004-03 
2003.2       ,        121.830, 2003-09 ,        122.060, 2003-12 
2003.1       ,        120.520, 2003-06 ,        120.520, 2003-09 
2002.4       ,        120.350, 2003-03 ,        119.570, 2003-06