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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),
Two-Year Euro Swapnote. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Two-Year Euro Swapnote maturity 1. Nearest maturity . Number of observations : 269
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Two-Year Euro Swapnote . Futures . Settlement Price
             , Two-Year Euro Swapnote ,
             ,                        ,
             , Two-Year Euro Swapnote ,
             , 1st                    ,
             , Two-Year Euro Swapnote ,
             , ; Nearest expiration   ,
             ,      Oct2002 to Aug2008,
End of       ,                        ,
2008-08-26   ,        102.385, 2008-09 
2008-08-26   ,        102.170, 2008-09 
2008-08-26   ,        102.460, 2008-09 
2008-08-26   ,        102.380, 2008-09 
2008-08-26   ,        101.945, 2008-09 
2008-08-26   ,        101.565, 2008-09 
2008-08-26   ,        101.400, 2008-09 
2008-08-26   ,        101.630, 2008-09 
2008-08-26   ,        101.470, 2008-09 
2008-08-26   ,        101.495, 2008-09 
2008-08-26   ,        101.125, 2008-09 
2008-08-26   ,        101.045, 2008-06 
2008-08-26   ,        101.150, 2008-06 
2008-08-26   ,        101.890, 2008-06 
2008-08-26   ,        102.185, 2008-06 
2008-08-26   ,        102.560, 2008-06 
2008-08-26   ,        103.070, 2008-06 
2008-08-26   ,        102.785, 2008-06 
2008-08-26   ,        102.640, 2008-06 
2008-08-26   ,        102.660, 2008-06 
2008-08-26   ,        103.505, 2008-06 
2008-08-26   ,        103.415, 2008-06 
2008-08-26   ,        103.495, 2008-06 
2008-08-26   ,        103.755, 2008-06 
2008-08-26   ,        103.675, 2008-03 
2008-08-26   ,        103.925, 2008-03 
2008-08-26   ,        104.145, 2008-03 
2008-08-26   ,        103.885, 2008-03 
2008-08-26   ,        104.210, 2008-03 
2008-08-26   ,        104.415, 2008-03 
2008-08-26   ,        104.010, 2008-03 
2008-08-26   ,        103.890, 2008-03 
2008-08-26   ,        103.935, 2008-03 
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,        103.235, 2007-06 
2008-08-26   ,        103.260, 2007-06 
2008-08-26   ,        103.415, 2007-06 
2008-08-26   ,        103.510, 2007-03 
2008-08-26   ,        103.510, 2007-03 
2008-08-26   ,        103.650, 2007-03 
2008-08-26   ,        103.375, 2007-03 
2008-08-26   ,        103.395, 2007-03 
2008-08-26   ,        103.350, 2007-03 
2008-08-26   ,        103.460, 2007-03 
2008-08-26   ,        103.335, 2007-03 
2008-08-26   ,        103.340, 2007-03 
2008-08-26   ,        103.380, 2007-03 
2008-08-26   ,        103.445, 2007-03 
2008-08-26   ,        103.465, 2007-03 
2008-08-26   ,        103.550, 2007-03 
2008-08-26   ,        103.760, 2006-12 
2008-08-26   ,        103.950, 2006-12 
2008-08-26   ,        104.120, 2006-12 
2008-08-26   ,        104.000, 2006-12 
2008-08-26   ,        103.910, 2006-12 
2008-08-26   ,        103.955, 2006-12 
2008-08-26   ,        103.900, 2006-12 
2008-08-26   ,        103.850, 2006-12 
2008-08-26   ,        103.890, 2006-12 
2008-08-26   ,        103.920, 2006-12 
2008-08-26   ,        104.085, 2006-12 
2008-08-26   ,        104.100, 2006-12 
2008-08-26   ,        104.215, 2006-12 
2008-08-26   ,        104.045, 2006-09 
2008-08-26   ,        104.095, 2006-09 
2008-08-26   ,        104.290, 2006-09 
2008-08-26   ,        104.300, 2006-09 
2008-08-26   ,        104.030, 2006-09 
2008-08-26   ,        104.050, 2006-09 
2008-08-26   ,        104.145, 2006-09 
2008-08-26   ,        104.220, 2006-09 
2008-08-26   ,        104.160, 2006-09 
2008-08-26   ,        104.130, 2006-09 
2008-08-26   ,        103.940, 2006-09 
2008-08-26   ,        104.000, 2006-09 
2008-08-26   ,        104.050, 2006-09 
2008-08-26   ,        104.580, 2006-06 
2008-08-26   ,        104.630, 2006-06 
2008-08-26   ,        104.550, 2006-06 
2008-08-26   ,        104.705, 2006-06 
2008-08-26   ,        104.615, 2006-06 
2008-08-26   ,        104.370, 2006-06 
2008-08-26   ,        104.400, 2006-06 
2008-08-26   ,        104.415, 2006-06 
2008-08-26   ,        104.560, 2006-06 
2008-08-26   ,        104.500, 2006-06 
2008-08-26   ,        104.645, 2006-06 
2008-08-26   ,        104.560, 2006-06 
2008-08-26   ,        104.820, 2006-06 
2008-08-26   ,        104.710, 2006-06 
2008-08-26   ,        105.030, 2006-03 
2008-08-26   ,        105.120, 2006-03 
2008-08-26   ,        105.345, 2006-03 
2008-08-26   ,        105.530, 2006-03 
2008-08-26   ,        105.490, 2006-03 
2008-08-26   ,        105.385, 2006-03 
2008-08-26   ,        105.390, 2006-03 
2008-08-26   ,        105.505, 2006-03 
2008-08-26   ,        105.635, 2006-03 
2008-08-26   ,        105.790, 2006-03 
2008-08-26   ,        105.550, 2006-03 
2008-08-26   ,        105.535, 2006-03 
2008-08-26   ,        105.770, 2005-12 
2008-08-26   ,        105.780, 2005-12 
2008-08-26   ,        105.990, 2005-12 
2008-08-26   ,        105.910, 2005-12 
2008-08-26   ,        105.640, 2005-12 
2008-08-26   ,        105.820, 2005-12 
2008-08-26   ,        105.885, 2005-12 
2008-08-26   ,        106.070, 2005-12 
2008-08-26   ,        106.365, 2005-12 
2008-08-26   ,        106.385, 2005-12 
2008-08-26   ,        106.430, 2005-12 
2008-08-26   ,        106.590, 2005-12 
2008-08-26   ,        106.860, 2005-12 
2008-08-26   ,        106.935, 2005-09 
2008-08-26   ,        107.140, 2005-09 
2008-08-26   ,        107.210, 2005-09 
2008-08-26   ,        106.975, 2005-09 
2008-08-26   ,        107.030, 2005-09 
2008-08-26   ,        106.865, 2005-09 
2008-08-26   ,        106.730, 2005-09 
2008-08-26   ,        106.915, 2005-09 
2008-08-26   ,        107.040, 2005-09 
2008-08-26   ,        106.940, 2005-09 
2008-08-26   ,        107.120, 2005-09 
2008-08-26   ,        107.285, 2005-09 
2008-08-26   ,        107.345, 2005-09 
2008-08-26   ,        107.025, 2005-09 
2008-08-26   ,        107.310, 2005-06 
2008-08-26   ,        107.230, 2005-06 
2008-08-26   ,        107.065, 2005-06 
2008-08-26   ,        106.850, 2005-06 
2008-08-26   ,        106.945, 2005-06 
2008-08-26   ,        106.860, 2005-06 
2008-08-26   ,        106.900, 2005-06 
2008-08-26   ,        106.755, 2005-06 
2008-08-26   ,        106.560, 2005-06 
2008-08-26   ,        106.495, 2005-06 
2008-08-26   ,        106.360, 2005-06 
2008-08-26   ,        106.075, 2005-06 
2008-08-26   ,        106.180, 2005-06 
2008-08-26   ,        106.545, 2005-03 
2008-08-26   ,        106.545, 2005-03 
2008-08-26   ,        106.400, 2005-03 
2008-08-26   ,        106.390, 2005-03 
2008-08-26   ,        106.625, 2005-03 
2008-08-26   ,        106.550, 2005-03 
2008-08-26   ,        106.560, 2005-03 
2008-08-26   ,        106.530, 2005-03 
2008-08-26   ,        106.560, 2005-03 
2008-08-26   ,        106.450, 2005-03 
2008-08-26   ,        106.325, 2005-03 
2008-08-26   ,        106.460, 2005-03 
2008-08-26   ,        106.485, 2005-03 
2008-08-26   ,        106.850, 2004-12 
2008-08-26   ,        106.740, 2004-12 
2008-08-26   ,        106.725, 2004-12 
2008-08-26   ,        106.500, 2004-12 
2008-08-26   ,        106.640, 2004-12 
2008-08-26   ,        106.375, 2004-12 
2008-08-26   ,        106.470, 2004-12 
2008-08-26   ,        106.500, 2004-12 
2008-08-26   ,        106.435, 2004-12 
2008-08-26   ,        106.260, 2004-12 
2008-08-26   ,        106.090, 2004-12 
2008-08-26   ,        106.030, 2004-12 
2008-08-26   ,        105.945, 2004-12 
2008-08-26   ,        106.260, 2004-09 
2008-08-26   ,        106.120, 2004-09 
2008-08-26   ,        106.380, 2004-09 
2008-08-26   ,        106.410, 2004-09 
2008-08-26   ,        106.380, 2004-09 
2008-08-26   ,        106.340, 2004-09 
2008-08-26   ,        105.970, 2004-09 
2008-08-26   ,        105.885, 2004-09 
2008-08-26   ,        106.080, 2004-09 
2008-08-26   ,        105.950, 2004-09 
2008-08-26   ,        105.910, 2004-09 
2008-08-26   ,        105.680, 2004-09 
2008-08-26   ,        105.520, 2004-09 
2008-08-26   ,        105.800, 2004-06 
2008-08-26   ,        106.005, 2004-06 
2008-08-26   ,        106.165, 2004-06 
2008-08-26   ,        106.100, 2004-06 
2008-08-26   ,        106.005, 2004-06 
2008-08-26   ,        106.000, 2004-06 
2008-08-26   ,        106.320, 2004-06 
2008-08-26   ,        106.330, 2004-06 
2008-08-26   ,        106.470, 2004-06 
2008-08-26   ,        106.620, 2004-06 
2008-08-26   ,        106.395, 2004-06 
2008-08-26   ,        107.075, 2004-06 
2008-08-26   ,        106.935, 2004-06 
2008-08-26   ,        107.045, 2004-03 
2008-08-26   ,        106.990, 2004-03 
2008-08-26   ,        106.880, 2004-03 
2008-08-26   ,        106.600, 2004-03 
2008-08-26   ,        106.660, 2004-03 
2008-08-26   ,        106.540, 2004-03 
2008-08-26   ,        106.195, 2004-03 
2008-08-26   ,        106.575, 2004-03 
2008-08-26   ,        106.335, 2004-03 
2008-08-26   ,        106.420, 2004-03 
2008-08-26   ,        105.880, 2004-03 
2008-08-26   ,        105.885, 2004-03 
2008-08-26   ,        105.820, 2004-03 
2008-08-26   ,        106.145, 2003-12 
2008-08-26   ,        105.950, 2003-12 
2008-08-26   ,        105.655, 2003-12 
2008-08-26   ,        106.090, 2003-12 
2008-08-26   ,        105.910, 2003-12 
2008-08-26   ,        105.535, 2003-12 
2008-08-26   ,        105.880, 2003-12 
2008-08-26   ,        105.930, 2003-12 
2008-08-26   ,        105.790, 2003-12 
2008-08-26   ,        106.145, 2003-12 
2008-08-26   ,        106.070, 2003-12 
2008-08-26   ,        106.540, 2003-12 
2008-08-26   ,        106.195, 2003-12 
2008-08-26   ,        106.440, 2003-09 
2008-08-26   ,        106.110, 2003-09 
2008-08-26   ,        106.060, 2003-09 
2008-08-26   ,        106.050, 2003-09 
2008-08-26   ,        106.180, 2003-09 
2008-08-26   ,        106.455, 2003-09 
2008-08-26   ,        105.910, 2003-09 
2008-08-26   ,        106.805, 2003-09 
2008-08-26   ,        106.800, 2003-09 
2008-08-26   ,        107.105, 2003-09 
2008-08-26   ,        107.140, 2003-09 
2008-08-26   ,        106.970, 2003-09 
2008-08-26   ,        107.305, 2003-09 
2008-08-26   ,        107.790, 2003-06 
2008-08-26   ,        107.460, 2003-06 
2008-08-26   ,        107.210, 2003-06 
2008-08-26   ,        107.250, 2003-06 
2008-08-26   ,        107.030, 2003-06 
2008-08-26   ,        106.775, 2003-06 
2008-08-26   ,        106.530, 2003-06 
2008-08-26   ,        106.420, 2003-06 
2008-08-26   ,        106.055, 2003-06 
2008-08-26   ,        106.170, 2003-06 
2008-08-26   ,        106.270, 2003-06 
2008-08-26   ,        106.205, 2003-06 
2008-08-26   ,        105.860, 2003-06 
2008-08-26   ,        106.450, 2003-03 
2008-08-26   ,        106.930, 2003-03 
2008-08-26   ,        106.765, 2003-03 
2008-08-26   ,        106.575, 2003-03 
2008-08-26   ,        106.520, 2003-03 
2008-08-26   ,        106.410, 2003-03 
2008-08-26   ,        106.190, 2003-03 
2008-08-26   ,        106.220, 2003-03 
2008-08-26   ,        106.080, 2003-03 
2008-08-26   ,        105.975, 2003-03 
2008-08-26   ,        105.665, 2003-03 
2008-08-26   ,        105.825, 2003-03 
2008-08-26   ,        105.635, 2003-03 
2008-08-26   ,        105.670, 2002-12 
2008-08-26   ,        105.365, 2002-12 
2008-08-26   ,        105.170, 2002-12 
2008-08-26   ,        105.220, 2002-12 
2008-08-26   ,        105.270, 2002-12 
2008-08-26   ,        105.220, 2002-12 
2008-08-26   ,        105.130, 2002-12 
2008-08-26   ,        104.810, 2002-12 
2008-08-26   ,        104.730, 2002-12 
2008-08-26   ,        104.920, 2002-12 
2008-08-26   ,        105.185, 2002-12