EconStats : . Dollar 29 Volume accept 2001 Swapnote Data Two-Year Futures With Prices London LIFFE International date . Open Futures Financial EuroNext Exchange. Oct deal

E C O N S T A T S ^TM

	.
spot		EIA daily energy spot prices	EIA weekly petroleum stocks & prodn	EIA weekly natural gas stocks	S P O T
		EIA Monthly Energy Review	wholesale electricity	Steel_spot
		Metal_Eng	Metal_Lon	Cocoa
		Malay Rubber
USA		CBOT settle price	CBOT close price volume open int	CCX	D E R I V A T I V E S
		CME	ONEchic	CBOE
		NYBOT	NYMEX	COMEX
		CFTC COT	KCBT	BOX
		MGEmin	ROFEX
Americas		BM&F	BdCer	MexDer
Americas		MontX	WCEwin
England		IPE_ICE	LIFFE	LME
Euro Afri		BCE	EUREX	EuroNext
		MATIF	SAFEX	ECEX
		DME
Japan		c-com Chubu	FFE	KANEX
		c-com OSAMEX	TGE	TIFFE TFX
		TOCOM	Yoko
India		NCDEX	NMCEIL (nmce)	MCX
Far East		HKEx	kofex krx	SFE
		SGX	SHFE	SICOM
		TAIFEX	ZCE

EuroNext-related Exchanges

LIFFE

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 Dollar Swapnote. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Two-Year Dollar 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 Dollar Swapnote . Futures . Settlement Price

             , Two-Year Dollar Swapno ,
             , te                     ,
             , Two-Year Dollar Swapno ,
             , te1st                  ,
             , Two-Year Dollar Swapno ,
             , te; Nearest expiration ,
             ,                        ,
             ,      Oct2002 to Aug2008,
End of       ,                        ,
2008-08-26   ,        105.040, 2008-09 
2008-08-26   ,        104.860, 2008-09 
2008-08-26   ,        104.890, 2008-09 
2008-08-26   ,        104.710, 2008-09 
2008-08-26   ,        104.750, 2008-09 
2008-08-26   ,        104.350, 2008-09 
2008-08-26   ,        104.265, 2008-09 
2008-08-26   ,        104.610, 2008-09 
2008-08-26   ,        104.480, 2008-09 
2008-08-26   ,        104.420, 2008-09 
2008-08-26   ,        103.890, 2008-09 
2008-08-26   ,        103.850, 2008-06 
2008-08-26   ,        105.100, 2008-06 
2008-08-26   ,        104.840, 2008-06 
2008-08-26   ,        105.225, 2008-06 
2008-08-26   ,        105.210, 2008-06 
2008-08-26   ,        105.625, 2008-06 
2008-08-26   ,        105.200, 2008-06 
2008-08-26   ,        105.050, 2008-06 
2008-08-26   ,        105.455, 2008-06 
2008-08-26   ,        106.590, 2008-06 
2008-08-26   ,        106.440, 2008-06 
2008-08-26   ,        106.680, 2008-06 
2008-08-26   ,        106.765, 2008-06 
2008-08-26   ,        107.120, 2008-03 
2008-08-26   ,        106.690, 2008-03 
2008-08-26   ,        106.740, 2008-03 
2008-08-26   ,        105.960, 2008-03 
2008-08-26   ,        106.300, 2008-03 
2008-08-26   ,        106.370, 2008-03 
2008-08-26   ,        106.140, 2008-03 
2008-08-26   ,        106.125, 2008-03 
2008-08-26   ,        105.825, 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   ,        101.940, 2007-06 
2008-08-26   ,        102.000, 2007-06 
2008-08-26   ,        102.030, 2007-06 
2008-08-26   ,        101.900, 2007-03 
2008-08-26   ,        102.000, 2007-03 
2008-08-26   ,        101.955, 2007-03 
2008-08-26   ,        101.560, 2007-03 
2008-08-26   ,        101.560, 2007-03 
2008-08-26   ,        101.355, 2007-03 
2008-08-26   ,        101.355, 2007-03 
2008-08-26   ,        101.420, 2007-03 
2008-08-26   ,        101.420, 2007-03 
2008-08-26   ,        101.480, 2007-03 
2008-08-26   ,        101.790, 2007-03 
2008-08-26   ,        101.650, 2007-03 
2008-08-26   ,        101.830, 2007-03 
2008-08-26   ,        101.750, 2006-12 
2008-08-26   ,        101.840, 2006-12 
2008-08-26   ,        102.200, 2006-12 
2008-08-26   ,        101.805, 2006-12 
2008-08-26   ,        101.750, 2006-12 
2008-08-26   ,        101.530, 2006-12 
2008-08-26   ,        101.530, 2006-12 
2008-08-26   ,        101.680, 2006-12 
2008-08-26   ,        101.420, 2006-12 
2008-08-26   ,        101.405, 2006-12 
2008-08-26   ,        101.670, 2006-12 
2008-08-26   ,        101.765, 2006-12 
2008-08-26   ,        101.840, 2006-12 
2008-08-26   ,        101.440, 2006-09 
2008-08-26   ,        101.480, 2006-09 
2008-08-26   ,        101.550, 2006-09 
2008-08-26   ,        101.420, 2006-09 
2008-08-26   ,        101.340, 2006-09 
2008-08-26   ,        101.140, 2006-09 
2008-08-26   ,        101.100, 2006-09 
2008-08-26   ,        101.100, 2006-09 
2008-08-26   ,        100.920, 2006-09 
2008-08-26   ,        100.840, 2006-09 
2008-08-26   ,        100.665, 2006-09 
2008-08-26   ,        100.705, 2006-09 
2008-08-26   ,        100.490, 2006-09 
2008-08-26   ,        100.735, 2006-06 
2008-08-26   ,        101.035, 2006-06 
2008-08-26   ,        101.210, 2006-06 
2008-08-26   ,        101.140, 2006-06 
2008-08-26   ,        101.100, 2006-06 
2008-08-26   ,        101.020, 2006-06 
2008-08-26   ,        101.200, 2006-06 
2008-08-26   ,        101.200, 2006-06 
2008-08-26   ,        101.240, 2006-06 
2008-08-26   ,        101.120, 2006-06 
2008-08-26   ,        101.220, 2006-06 
2008-08-26   ,        101.325, 2006-06 
2008-08-26   ,        101.630, 2006-06 
2008-08-26   ,        101.740, 2006-06 
2008-08-26   ,        101.520, 2006-03 
2008-08-26   ,        101.555, 2006-03 
2008-08-26   ,        101.680, 2006-03 
2008-08-26   ,        101.740, 2006-03 
2008-08-26   ,        101.680, 2006-03 
2008-08-26   ,        101.850, 2006-03 
2008-08-26   ,        102.030, 2006-03 
2008-08-26   ,        102.320, 2006-03 
2008-08-26   ,        102.320, 2006-03 
2008-08-26   ,        102.240, 2006-03 
2008-08-26   ,        102.100, 2006-03 
2008-08-26   ,        102.000, 2006-03 
2008-08-26   ,        102.240, 2005-12 
2008-08-26   ,        102.110, 2005-12 
2008-08-26   ,        102.085, 2005-12 
2008-08-26   ,        102.330, 2005-12 
2008-08-26   ,        102.130, 2005-12 
2008-08-26   ,        102.055, 2005-12 
2008-08-26   ,        102.460, 2005-12 
2008-08-26   ,        102.430, 2005-12 
2008-08-26   ,        102.520, 2005-12 
2008-08-26   ,        102.370, 2005-12 
2008-08-26   ,        102.550, 2005-12 
2008-08-26   ,        102.590, 2005-12 
2008-08-26   ,        103.070, 2005-12 
2008-08-26   ,        103.130, 2005-09 
2008-08-26   ,        103.310, 2005-09 
2008-08-26   ,        103.510, 2005-09 
2008-08-26   ,        102.985, 2005-09 
2008-08-26   ,        103.010, 2005-09 
2008-08-26   ,        102.930, 2005-09 
2008-08-26   ,        102.760, 2005-09 
2008-08-26   ,        102.950, 2005-09 
2008-08-26   ,        103.220, 2005-09 
2008-08-26   ,        103.240, 2005-09 
2008-08-26   ,        103.185, 2005-09 
2008-08-26   ,        103.720, 2005-09 
2008-08-26   ,        103.440, 2005-09 
2008-08-26   ,        103.500, 2005-09 
2008-08-26   ,        103.755, 2005-06 
2008-08-26   ,        104.090, 2005-06 
2008-08-26   ,        103.830, 2005-06 
2008-08-26   ,        103.710, 2005-06 
2008-08-26   ,        103.740, 2005-06 
2008-08-26   ,        103.330, 2005-06 
2008-08-26   ,        103.230, 2005-06 
2008-08-26   ,        103.230, 2005-06 
2008-08-26   ,        103.230, 2005-06 
2008-08-26   ,        103.180, 2005-06 
2008-08-26   ,        103.180, 2005-06 
2008-08-26   ,        103.030, 2005-06 
2008-08-26   ,        103.410, 2005-06 
2008-08-26   ,        103.770, 2005-03 
2008-08-26   ,        104.170, 2005-03 
2008-08-26   ,        104.200, 2005-03 
2008-08-26   ,        104.200, 2005-03 
2008-08-26   ,        104.500, 2005-03 
2008-08-26   ,        104.560, 2005-03 
2008-08-26   ,        104.540, 2005-03 
2008-08-26   ,        104.680, 2005-03 
2008-08-26   ,        104.350, 2005-03 
2008-08-26   ,        104.400, 2005-03 
2008-08-26   ,        104.500, 2005-03 
2008-08-26   ,        104.650, 2005-03 
2008-08-26   ,        104.770, 2005-03 
2008-08-26   ,        105.370, 2004-12 
2008-08-26   ,        105.150, 2004-12 
2008-08-26   ,        105.480, 2004-12 
2008-08-26   ,        105.560, 2004-12 
2008-08-26   ,        105.510, 2004-12 
2008-08-26   ,        105.490, 2004-12 
2008-08-26   ,        105.880, 2004-12 
2008-08-26   ,        106.280, 2004-12 
2008-08-26   ,        106.350, 2004-12 
2008-08-26   ,        105.250, 2004-12 
2008-08-26   ,        105.300, 2004-12 
2008-08-26   ,        105.430, 2004-12 
2008-08-26   ,        105.610, 2004-12 
2008-08-26   ,        106.020, 2004-09 
2008-08-26   ,        105.780, 2004-09 
2008-08-26   ,        105.990, 2004-09 
2008-08-26   ,        106.030, 2004-09 
2008-08-26   ,        105.990, 2004-09 
2008-08-26   ,        106.040, 2004-09 
2008-08-26   ,        105.380, 2004-09 
2008-08-26   ,        105.230, 2004-09 
2008-08-26   ,        105.520, 2004-09 
2008-08-26   ,        105.445, 2004-09 
2008-08-26   ,        105.430, 2004-09 
2008-08-26   ,        105.090, 2004-09 
2008-08-26   ,        104.680, 2004-09 
2008-08-26   ,        105.380, 2004-06 
2008-08-26   ,        105.520, 2004-06 
2008-08-26   ,        105.790, 2004-06 
2008-08-26   ,        105.590, 2004-06 
2008-08-26   ,        105.450, 2004-06 
2008-08-26   ,        105.315, 2004-06 
2008-08-26   ,        106.210, 2004-06 
2008-08-26   ,        106.200, 2004-06 
2008-08-26   ,        106.720, 2004-06 
2008-08-26   ,        106.130, 2004-06 
2008-08-26   ,        106.120, 2004-06 
2008-08-26   ,        107.600, 2004-06 
2008-08-26   ,        107.620, 2004-06 
2008-08-26   ,        108.190, 2004-03 
2008-08-26   ,        108.230, 2004-03 
2008-08-26   ,        107.800, 2004-03 
2008-08-26   ,        107.585, 2004-03 
2008-08-26   ,        107.675, 2004-03 
2008-08-26   ,        107.410, 2004-03 
2008-08-26   ,        107.195, 2004-03 
2008-08-26   ,        107.485, 2004-03 
2008-08-26   ,        107.470, 2004-03 
2008-08-26   ,        107.455, 2004-03 
2008-08-26   ,        106.750, 2004-03 
2008-08-26   ,        106.945, 2004-03 
2008-08-26   ,        106.960, 2004-03 
2008-08-26   ,        107.545, 2003-12 
2008-08-26   ,        107.420, 2003-12 
2008-08-26   ,        107.010, 2003-12 
2008-08-26   ,        107.405, 2003-12 
2008-08-26   ,        107.350, 2003-12 
2008-08-26   ,        106.825, 2003-12 
2008-08-26   ,        107.165, 2003-12 
2008-08-26   ,        107.310, 2003-12 
2008-08-26   ,        106.965, 2003-12 
2008-08-26   ,        107.535, 2003-12 
2008-08-26   ,        107.405, 2003-12 
2008-08-26   ,        107.670, 2003-12 
2008-08-26   ,        107.370, 2003-12 
2008-08-26   ,        108.000, 2003-09 
2008-08-26   ,        107.790, 2003-09 
2008-08-26   ,        107.190, 2003-09 
2008-08-26   ,        107.215, 2003-09 
2008-08-26   ,        107.370, 2003-09 
2008-08-26   ,        107.675, 2003-09 
2008-08-26   ,        107.120, 2003-09 
2008-08-26   ,        108.145, 2003-09 
2008-08-26   ,        108.150, 2003-09 
2008-08-26   ,        108.595, 2003-09 
2008-08-26   ,        108.550, 2003-09 
2008-08-26   ,        108.410, 2003-09 
2008-08-26   ,        108.880, 2003-09 
2008-08-26   ,        109.375, 2003-06 
2008-08-26   ,        109.010, 2003-06 
2008-08-26   ,        108.845, 2003-06 
2008-08-26   ,        108.715, 2003-06 
2008-08-26   ,        108.710, 2003-06 
2008-08-26   ,        108.455, 2003-06 
2008-08-26   ,        108.065, 2003-06 
2008-08-26   ,        108.030, 2003-06 
2008-08-26   ,        107.645, 2003-06 
2008-08-26   ,        107.705, 2003-06 
2008-08-26   ,        107.830, 2003-06 
2008-08-26   ,        107.800, 2003-06 
2008-08-26   ,        107.090, 2003-06 
2008-08-26   ,        108.190, 2003-03 
2008-08-26   ,        108.520, 2003-03 
2008-08-26   ,        108.185, 2003-03 
2008-08-26   ,        108.010, 2003-03 
2008-08-26   ,        108.070, 2003-03 
2008-08-26   ,        107.870, 2003-03 
2008-08-26   ,        107.625, 2003-03 
2008-08-26   ,        107.690, 2003-03 
2008-08-26   ,        107.510, 2003-03 
2008-08-26   ,        107.255, 2003-03 
2008-08-26   ,        107.260, 2003-03 
2008-08-26   ,        107.655, 2003-03 
2008-08-26   ,        107.195, 2003-03 
2008-08-26   ,        107.420, 2002-12 
2008-08-26   ,        107.350, 2002-12 
2008-08-26   ,        106.910, 2002-12 
2008-08-26   ,        106.805, 2002-12 
2008-08-26   ,        107.125, 2002-12 
2008-08-26   ,        107.345, 2002-12 
2008-08-26   ,        107.420, 2002-12 
2008-08-26   ,        106.785, 2002-12 
2008-08-26   ,        106.510, 2002-12 
2008-08-26   ,        107.235, 2002-12 
2008-08-26   ,        107.110, 2002-12