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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 : 269
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       ,                        ,
2008-08-26   ,        106.210, 2008-09 
2008-08-26   ,        105.690, 2008-09 
2008-08-26   ,        106.320, 2008-09 
2008-08-26   ,        106.070, 2008-09 
2008-08-26   ,        105.000, 2008-09 
2008-08-26   ,        104.020, 2008-09 
2008-08-26   ,        103.850, 2008-09 
2008-08-26   ,        104.480, 2008-09 
2008-08-26   ,        104.300, 2008-09 
2008-08-26   ,        104.410, 2008-09 
2008-08-26   ,        103.860, 2008-09 
2008-08-26   ,        103.560, 2008-06 
2008-08-26   ,        104.750, 2008-06 
2008-08-26   ,        105.570, 2008-06 
2008-08-26   ,        106.230, 2008-06 
2008-08-26   ,        106.950, 2008-06 
2008-08-26   ,        107.740, 2008-06 
2008-08-26   ,        106.850, 2008-06 
2008-08-26   ,        106.840, 2008-06 
2008-08-26   ,        106.810, 2008-06 
2008-08-26   ,        108.400, 2008-06 
2008-08-26   ,        108.210, 2008-06 
2008-08-26   ,        108.140, 2008-06 
2008-08-26   ,        108.730, 2008-06 
2008-08-26   ,        108.830, 2008-03 
2008-08-26   ,        109.080, 2008-03 
2008-08-26   ,        109.300, 2008-03 
2008-08-26   ,        108.650, 2008-03 
2008-08-26   ,        109.010, 2008-03 
2008-08-26   ,        109.470, 2008-03 
2008-08-26   ,        108.840, 2008-03 
2008-08-26   ,        108.460, 2008-03 
2008-08-26   ,        108.720, 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   ,        107.640, 2007-06 
2008-08-26   ,        107.720, 2007-06 
2008-08-26   ,        108.060, 2007-06 
2008-08-26   ,        108.460, 2007-03 
2008-08-26   ,        108.380, 2007-03 
2008-08-26   ,        108.540, 2007-03 
2008-08-26   ,        107.960, 2007-03 
2008-08-26   ,        107.960, 2007-03 
2008-08-26   ,        107.810, 2007-03 
2008-08-26   ,        108.000, 2007-03 
2008-08-26   ,        107.750, 2007-03 
2008-08-26   ,        107.860, 2007-03 
2008-08-26   ,        107.880, 2007-03 
2008-08-26   ,        108.150, 2007-03 
2008-08-26   ,        108.220, 2007-03 
2008-08-26   ,        108.450, 2007-03 
2008-08-26   ,        108.950, 2006-12 
2008-08-26   ,        109.370, 2006-12 
2008-08-26   ,        109.830, 2006-12 
2008-08-26   ,        109.620, 2006-12 
2008-08-26   ,        109.360, 2006-12 
2008-08-26   ,        109.500, 2006-12 
2008-08-26   ,        109.260, 2006-12 
2008-08-26   ,        109.070, 2006-12 
2008-08-26   ,        109.050, 2006-12 
2008-08-26   ,        109.100, 2006-12 
2008-08-26   ,        109.530, 2006-12 
2008-08-26   ,        109.610, 2006-12 
2008-08-26   ,        109.840, 2006-12 
2008-08-26   ,        109.490, 2006-09 
2008-08-26   ,        109.510, 2006-09 
2008-08-26   ,        109.850, 2006-09 
2008-08-26   ,        109.720, 2006-09 
2008-08-26   ,        109.100, 2006-09 
2008-08-26   ,        108.820, 2006-09 
2008-08-26   ,        109.110, 2006-09 
2008-08-26   ,        109.180, 2006-09 
2008-08-26   ,        108.990, 2006-09 
2008-08-26   ,        108.880, 2006-09 
2008-08-26   ,        108.390, 2006-09 
2008-08-26   ,        108.420, 2006-09 
2008-08-26   ,        108.450, 2006-09 
2008-08-26   ,        109.530, 2006-06 
2008-08-26   ,        109.580, 2006-06 
2008-08-26   ,        109.560, 2006-06 
2008-08-26   ,        109.910, 2006-06 
2008-08-26   ,        109.540, 2006-06 
2008-08-26   ,        108.850, 2006-06 
2008-08-26   ,        109.070, 2006-06 
2008-08-26   ,        109.150, 2006-06 
2008-08-26   ,        109.350, 2006-06 
2008-08-26   ,        109.180, 2006-06 
2008-08-26   ,        109.640, 2006-06 
2008-08-26   ,        109.880, 2006-06 
2008-08-26   ,        110.590, 2006-06 
2008-08-26   ,        110.290, 2006-06 
2008-08-26   ,        110.690, 2006-03 
2008-08-26   ,        111.000, 2006-03 
2008-08-26   ,        111.660, 2006-03 
2008-08-26   ,        111.990, 2006-03 
2008-08-26   ,        111.910, 2006-03 
2008-08-26   ,        111.740, 2006-03 
2008-08-26   ,        111.710, 2006-03 
2008-08-26   ,        112.200, 2006-03 
2008-08-26   ,        112.720, 2006-03 
2008-08-26   ,        112.960, 2006-03 
2008-08-26   ,        112.560, 2006-03 
2008-08-26   ,        112.480, 2006-03 
2008-08-26   ,        112.820, 2005-12 
2008-08-26   ,        112.580, 2005-12 
2008-08-26   ,        113.030, 2005-12 
2008-08-26   ,        112.870, 2005-12 
2008-08-26   ,        112.060, 2005-12 
2008-08-26   ,        112.350, 2005-12 
2008-08-26   ,        112.420, 2005-12 
2008-08-26   ,        113.030, 2005-12 
2008-08-26   ,        113.890, 2005-12 
2008-08-26   ,        113.710, 2005-12 
2008-08-26   ,        114.110, 2005-12 
2008-08-26   ,        114.410, 2005-12 
2008-08-26   ,        115.000, 2005-12 
2008-08-26   ,        115.020, 2005-09 
2008-08-26   ,        115.560, 2005-09 
2008-08-26   ,        115.580, 2005-09 
2008-08-26   ,        115.000, 2005-09 
2008-08-26   ,        114.900, 2005-09 
2008-08-26   ,        114.380, 2005-09 
2008-08-26   ,        113.960, 2005-09 
2008-08-26   ,        114.620, 2005-09 
2008-08-26   ,        114.770, 2005-09 
2008-08-26   ,        114.490, 2005-09 
2008-08-26   ,        115.000, 2005-09 
2008-08-26   ,        115.250, 2005-09 
2008-08-26   ,        115.310, 2005-09 
2008-08-26   ,        114.440, 2005-09 
2008-08-26   ,        115.450, 2005-06 
2008-08-26   ,        115.060, 2005-06 
2008-08-26   ,        114.590, 2005-06 
2008-08-26   ,        114.160, 2005-06 
2008-08-26   ,        114.370, 2005-06 
2008-08-26   ,        113.860, 2005-06 
2008-08-26   ,        114.030, 2005-06 
2008-08-26   ,        113.690, 2005-06 
2008-08-26   ,        113.260, 2005-06 
2008-08-26   ,        113.070, 2005-06 
2008-08-26   ,        112.840, 2005-06 
2008-08-26   ,        112.170, 2005-06 
2008-08-26   ,        112.250, 2005-06 
2008-08-26   ,        112.730, 2005-03 
2008-08-26   ,        112.920, 2005-03 
2008-08-26   ,        112.590, 2005-03 
2008-08-26   ,        112.720, 2005-03 
2008-08-26   ,        113.600, 2005-03 
2008-08-26   ,        113.370, 2005-03 
2008-08-26   ,        113.300, 2005-03 
2008-08-26   ,        113.250, 2005-03 
2008-08-26   ,        113.300, 2005-03 
2008-08-26   ,        113.030, 2005-03 
2008-08-26   ,        112.640, 2005-03 
2008-08-26   ,        113.140, 2005-03 
2008-08-26   ,        112.930, 2005-03 
2008-08-26   ,        113.720, 2004-12 
2008-08-26   ,        113.130, 2004-12 
2008-08-26   ,        113.050, 2004-12 
2008-08-26   ,        112.560, 2004-12 
2008-08-26   ,        112.750, 2004-12 
2008-08-26   ,        112.090, 2004-12 
2008-08-26   ,        112.150, 2004-12 
2008-08-26   ,        112.200, 2004-12 
2008-08-26   ,        112.010, 2004-12 
2008-08-26   ,        111.660, 2004-12 
2008-08-26   ,        111.190, 2004-12 
2008-08-26   ,        111.260, 2004-12 
2008-08-26   ,        110.950, 2004-12 
2008-08-26   ,        111.470, 2004-09 
2008-08-26   ,        110.910, 2004-09 
2008-08-26   ,        111.420, 2004-09 
2008-08-26   ,        111.470, 2004-09 
2008-08-26   ,        111.440, 2004-09 
2008-08-26   ,        111.330, 2004-09 
2008-08-26   ,        110.410, 2004-09 
2008-08-26   ,        110.170, 2004-09 
2008-08-26   ,        110.550, 2004-09 
2008-08-26   ,        110.270, 2004-09 
2008-08-26   ,        110.130, 2004-09 
2008-08-26   ,        109.700, 2004-09 
2008-08-26   ,        109.480, 2004-09 
2008-08-26   ,        109.690, 2004-06 
2008-08-26   ,        110.040, 2004-06 
2008-08-26   ,        110.410, 2004-06 
2008-08-26   ,        110.270, 2004-06 
2008-08-26   ,        110.100, 2004-06 
2008-08-26   ,        110.220, 2004-06 
2008-08-26   ,        110.930, 2004-06 
2008-08-26   ,        110.930, 2004-06 
2008-08-26   ,        111.240, 2004-06 
2008-08-26   ,        111.550, 2004-06 
2008-08-26   ,        111.250, 2004-06 
2008-08-26   ,        112.640, 2004-06 
2008-08-26   ,        112.350, 2004-06 
2008-08-26   ,        112.800, 2004-03 
2008-08-26   ,        112.430, 2004-03 
2008-08-26   ,        112.070, 2004-03 
2008-08-26   ,        111.450, 2004-03 
2008-08-26   ,        111.500, 2004-03 
2008-08-26   ,        111.230, 2004-03 
2008-08-26   ,        110.580, 2004-03 
2008-08-26   ,        111.440, 2004-03 
2008-08-26   ,        110.900, 2004-03 
2008-08-26   ,        111.090, 2004-03 
2008-08-26   ,        109.870, 2004-03 
2008-08-26   ,        110.000, 2004-03 
2008-08-26   ,        109.820, 2004-03 
2008-08-26   ,        110.420, 2003-12 
2008-08-26   ,        110.000, 2003-12 
2008-08-26   ,        109.300, 2003-12 
2008-08-26   ,        110.200, 2003-12 
2008-08-26   ,        109.880, 2003-12 
2008-08-26   ,        109.020, 2003-12 
2008-08-26   ,        109.920, 2003-12 
2008-08-26   ,        110.000, 2003-12 
2008-08-26   ,        109.770, 2003-12 
2008-08-26   ,        110.520, 2003-12 
2008-08-26   ,        110.370, 2003-12 
2008-08-26   ,        111.460, 2003-12 
2008-08-26   ,        110.690, 2003-12 
2008-08-26   ,        111.200, 2003-09 
2008-08-26   ,        110.300, 2003-09 
2008-08-26   ,        110.560, 2003-09 
2008-08-26   ,        110.500, 2003-09 
2008-08-26   ,        110.680, 2003-09 
2008-08-26   ,        111.590, 2003-09 
2008-08-26   ,        110.300, 2003-09 
2008-08-26   ,        112.100, 2003-09 
2008-08-26   ,        112.030, 2003-09 
2008-08-26   ,        112.850, 2003-09 
2008-08-26   ,        112.790, 2003-09 
2008-08-26   ,        112.720, 2003-09 
2008-08-26   ,        113.530, 2003-09 
2008-08-26   ,        115.230, 2003-06 
2008-08-26   ,        114.050, 2003-06 
2008-08-26   ,        113.630, 2003-06 
2008-08-26   ,        113.780, 2003-06 
2008-08-26   ,        113.060, 2003-06 
2008-08-26   ,        112.360, 2003-06 
2008-08-26   ,        111.460, 2003-06 
2008-08-26   ,        111.370, 2003-06 
2008-08-26   ,        110.540, 2003-06 
2008-08-26   ,        110.600, 2003-06 
2008-08-26   ,        110.760, 2003-06 
2008-08-26   ,        110.800, 2003-06 
2008-08-26   ,        109.970, 2003-06 
2008-08-26   ,        111.650, 2003-03 
2008-08-26   ,        113.000, 2003-03 
2008-08-26   ,        112.570, 2003-03 
2008-08-26   ,        112.290, 2003-03 
2008-08-26   ,        112.070, 2003-03 
2008-08-26   ,        111.670, 2003-03 
2008-08-26   ,        111.170, 2003-03 
2008-08-26   ,        111.330, 2003-03 
2008-08-26   ,        110.800, 2003-03 
2008-08-26   ,        110.400, 2003-03 
2008-08-26   ,        109.630, 2003-03 
2008-08-26   ,        110.230, 2003-03 
2008-08-26   ,        109.720, 2003-03 
2008-08-26   ,        109.940, 2002-12 
2008-08-26   ,        109.220, 2002-12 
2008-08-26   ,        108.850, 2002-12 
2008-08-26   ,        108.810, 2002-12 
2008-08-26   ,        108.930, 2002-12 
2008-08-26   ,        108.780, 2002-12 
2008-08-26   ,        108.420, 2002-12 
2008-08-26   ,        107.800, 2002-12 
2008-08-26   ,        107.610, 2002-12 
2008-08-26   ,        108.390, 2002-12 
2008-08-26   ,        108.780, 2002-12