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

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),
Five-Year Dollar Swapnote. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-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

Five-Year Dollar Swapnote . Futures . Settlement Price

             , Five-Year Dollar Swapn ,
             , ote                    ,
             , Five-Year Dollar Swapn ,
             , ote1st                 ,
             , Five-Year Dollar Swapn ,
             , ote; Nearest expiratio ,
             , n                      ,
             ,      Oct2002 to Aug2008,
End of       ,                        ,
2008-08-26   ,        108.770, 2008-09 
2008-08-26   ,        108.340, 2008-09 
2008-08-26   ,        108.350, 2008-09 
2008-08-26   ,        107.820, 2008-09 
2008-08-26   ,        108.050, 2008-09 
2008-08-26   ,        107.120, 2008-09 
2008-08-26   ,        106.800, 2008-09 
2008-08-26   ,        107.900, 2008-09 
2008-08-26   ,        107.370, 2008-09 
2008-08-26   ,        107.220, 2008-09 
2008-08-26   ,        106.490, 2008-09 
2008-08-26   ,        105.970, 2008-06 
2008-08-26   ,        108.330, 2008-06 
2008-08-26   ,        107.990, 2008-06 
2008-08-26   ,        109.210, 2008-06 
2008-08-26   ,        109.380, 2008-06 
2008-08-26   ,        110.000, 2008-06 
2008-08-26   ,        109.220, 2008-06 
2008-08-26   ,        108.990, 2008-06 
2008-08-26   ,        109.710, 2008-06 
2008-08-26   ,        111.780, 2008-06 
2008-08-26   ,        111.480, 2008-06 
2008-08-26   ,        111.730, 2008-06 
2008-08-26   ,        112.320, 2008-06 
2008-08-26   ,        112.550, 2008-03 
2008-08-26   ,        111.440, 2008-03 
2008-08-26   ,        112.070, 2008-03 
2008-08-26   ,        110.140, 2008-03 
2008-08-26   ,        110.600, 2008-03 
2008-08-26   ,        111.350, 2008-03 
2008-08-26   ,        111.320, 2008-03 
2008-08-26   ,        111.260, 2008-03 
2008-08-26   ,        111.170, 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   ,        104.310, 2007-06 
2008-08-26   ,        104.460, 2007-06 
2008-08-26   ,        104.570, 2007-06 
2008-08-26   ,        104.660, 2007-03 
2008-08-26   ,        104.780, 2007-03 
2008-08-26   ,        104.630, 2007-03 
2008-08-26   ,        103.930, 2007-03 
2008-08-26   ,        103.910, 2007-03 
2008-08-26   ,        103.320, 2007-03 
2008-08-26   ,        103.320, 2007-03 
2008-08-26   ,        103.570, 2007-03 
2008-08-26   ,        103.570, 2007-03 
2008-08-26   ,        103.590, 2007-03 
2008-08-26   ,        104.320, 2007-03 
2008-08-26   ,        103.950, 2007-03 
2008-08-26   ,        104.380, 2007-03 
2008-08-26   ,        104.460, 2006-12 
2008-08-26   ,        104.600, 2006-12 
2008-08-26   ,        105.390, 2006-12 
2008-08-26   ,        104.570, 2006-12 
2008-08-26   ,        104.340, 2006-12 
2008-08-26   ,        103.660, 2006-12 
2008-08-26   ,        103.660, 2006-12 
2008-08-26   ,        103.950, 2006-12 
2008-08-26   ,        103.350, 2006-12 
2008-08-26   ,        103.230, 2006-12 
2008-08-26   ,        103.780, 2006-12 
2008-08-26   ,        104.080, 2006-12 
2008-08-26   ,        104.320, 2006-12 
2008-08-26   ,        103.500, 2006-09 
2008-08-26   ,        103.540, 2006-09 
2008-08-26   ,        103.640, 2006-09 
2008-08-26   ,        103.340, 2006-09 
2008-08-26   ,        103.230, 2006-09 
2008-08-26   ,        102.560, 2006-09 
2008-08-26   ,        102.420, 2006-09 
2008-08-26   ,        102.420, 2006-09 
2008-08-26   ,        102.010, 2006-09 
2008-08-26   ,        101.790, 2006-09 
2008-08-26   ,        101.450, 2006-09 
2008-08-26   ,        101.480, 2006-09 
2008-08-26   ,        101.050, 2006-09 
2008-08-26   ,        101.600, 2006-06 
2008-08-26   ,        102.330, 2006-06 
2008-08-26   ,        102.560, 2006-06 
2008-08-26   ,        102.340, 2006-06 
2008-08-26   ,        102.310, 2006-06 
2008-08-26   ,        101.930, 2006-06 
2008-08-26   ,        102.420, 2006-06 
2008-08-26   ,        102.420, 2006-06 
2008-08-26   ,        102.570, 2006-06 
2008-08-26   ,        102.280, 2006-06 
2008-08-26   ,        102.570, 2006-06 
2008-08-26   ,        102.960, 2006-06 
2008-08-26   ,        103.720, 2006-06 
2008-08-26   ,        103.850, 2006-06 
2008-08-26   ,        103.390, 2006-03 
2008-08-26   ,        103.500, 2006-03 
2008-08-26   ,        103.950, 2006-03 
2008-08-26   ,        104.080, 2006-03 
2008-08-26   ,        103.900, 2006-03 
2008-08-26   ,        104.270, 2006-03 
2008-08-26   ,        104.600, 2006-03 
2008-08-26   ,        105.350, 2006-03 
2008-08-26   ,        105.360, 2006-03 
2008-08-26   ,        105.160, 2006-03 
2008-08-26   ,        104.840, 2006-03 
2008-08-26   ,        104.550, 2006-03 
2008-08-26   ,        104.940, 2005-12 
2008-08-26   ,        104.510, 2005-12 
2008-08-26   ,        104.480, 2005-12 
2008-08-26   ,        105.110, 2005-12 
2008-08-26   ,        104.680, 2005-12 
2008-08-26   ,        104.390, 2005-12 
2008-08-26   ,        105.200, 2005-12 
2008-08-26   ,        105.160, 2005-12 
2008-08-26   ,        105.510, 2005-12 
2008-08-26   ,        105.050, 2005-12 
2008-08-26   ,        105.620, 2005-12 
2008-08-26   ,        105.790, 2005-12 
2008-08-26   ,        106.620, 2005-12 
2008-08-26   ,        106.700, 2005-09 
2008-08-26   ,        107.230, 2005-09 
2008-08-26   ,        107.630, 2005-09 
2008-08-26   ,        106.620, 2005-09 
2008-08-26   ,        106.510, 2005-09 
2008-08-26   ,        106.400, 2005-09 
2008-08-26   ,        105.720, 2005-09 
2008-08-26   ,        106.250, 2005-09 
2008-08-26   ,        106.820, 2005-09 
2008-08-26   ,        106.920, 2005-09 
2008-08-26   ,        107.530, 2005-09 
2008-08-26   ,        108.240, 2005-09 
2008-08-26   ,        107.290, 2005-09 
2008-08-26   ,        107.450, 2005-09 
2008-08-26   ,        107.960, 2005-06 
2008-08-26   ,        108.780, 2005-06 
2008-08-26   ,        107.860, 2005-06 
2008-08-26   ,        107.520, 2005-06 
2008-08-26   ,        107.600, 2005-06 
2008-08-26   ,        106.030, 2005-06 
2008-08-26   ,        105.930, 2005-06 
2008-08-26   ,        105.930, 2005-06 
2008-08-26   ,        105.930, 2005-06 
2008-08-26   ,        105.690, 2005-06 
2008-08-26   ,        105.940, 2005-06 
2008-08-26   ,        105.180, 2005-06 
2008-08-26   ,        105.880, 2005-06 
2008-08-26   ,        106.150, 2005-03 
2008-08-26   ,        107.310, 2005-03 
2008-08-26   ,        107.560, 2005-03 
2008-08-26   ,        107.780, 2005-03 
2008-08-26   ,        108.490, 2005-03 
2008-08-26   ,        108.560, 2005-03 
2008-08-26   ,        108.440, 2005-03 
2008-08-26   ,        108.620, 2005-03 
2008-08-26   ,        108.200, 2005-03 
2008-08-26   ,        107.960, 2005-03 
2008-08-26   ,        108.240, 2005-03 
2008-08-26   ,        108.580, 2005-03 
2008-08-26   ,        108.630, 2005-03 
2008-08-26   ,        109.520, 2004-12 
2008-08-26   ,        108.940, 2004-12 
2008-08-26   ,        108.810, 2004-12 
2008-08-26   ,        109.020, 2004-12 
2008-08-26   ,        109.090, 2004-12 
2008-08-26   ,        109.150, 2004-12 
2008-08-26   ,        110.110, 2004-12 
2008-08-26   ,        110.270, 2004-12 
2008-08-26   ,        110.260, 2004-12 
2008-08-26   ,        109.410, 2004-12 
2008-08-26   ,        109.060, 2004-12 
2008-08-26   ,        109.650, 2004-12 
2008-08-26   ,        109.400, 2004-12 
2008-08-26   ,        109.890, 2004-09 
2008-08-26   ,        109.120, 2004-09 
2008-08-26   ,        109.540, 2004-09 
2008-08-26   ,        109.580, 2004-09 
2008-08-26   ,        109.470, 2004-09 
2008-08-26   ,        109.440, 2004-09 
2008-08-26   ,        107.790, 2004-09 
2008-08-26   ,        107.810, 2004-09 
2008-08-26   ,        108.370, 2004-09 
2008-08-26   ,        107.900, 2004-09 
2008-08-26   ,        107.830, 2004-09 
2008-08-26   ,        106.650, 2004-09 
2008-08-26   ,        106.230, 2004-09 
2008-08-26   ,        107.010, 2004-06 
2008-08-26   ,        106.950, 2004-06 
2008-08-26   ,        107.620, 2004-06 
2008-08-26   ,        106.950, 2004-06 
2008-08-26   ,        106.780, 2004-06 
2008-08-26   ,        106.410, 2004-06 
2008-08-26   ,        108.240, 2004-06 
2008-08-26   ,        108.570, 2004-06 
2008-08-26   ,        109.450, 2004-06 
2008-08-26   ,        110.310, 2004-06 
2008-08-26   ,        110.490, 2004-06 
2008-08-26   ,        112.320, 2004-06 
2008-08-26   ,        112.540, 2004-06 
2008-08-26   ,        113.790, 2004-03 
2008-08-26   ,        113.030, 2004-03 
2008-08-26   ,        112.160, 2004-03 
2008-08-26   ,        111.520, 2004-03 
2008-08-26   ,        111.800, 2004-03 
2008-08-26   ,        111.160, 2004-03 
2008-08-26   ,        110.820, 2004-03 
2008-08-26   ,        111.400, 2004-03 
2008-08-26   ,        111.550, 2004-03 
2008-08-26   ,        111.280, 2004-03 
2008-08-26   ,        109.410, 2004-03 
2008-08-26   ,        110.230, 2004-03 
2008-08-26   ,        110.400, 2004-03 
2008-08-26   ,        111.240, 2003-12 
2008-08-26   ,        111.030, 2003-12 
2008-08-26   ,        110.110, 2003-12 
2008-08-26   ,        111.160, 2003-12 
2008-08-26   ,        110.800, 2003-12 
2008-08-26   ,        109.300, 2003-12 
2008-08-26   ,        110.190, 2003-12 
2008-08-26   ,        110.740, 2003-12 
2008-08-26   ,        109.640, 2003-12 
2008-08-26   ,        110.670, 2003-12 
2008-08-26   ,        110.510, 2003-12 
2008-08-26   ,        111.520, 2003-12 
2008-08-26   ,        110.630, 2003-12 
2008-08-26   ,        111.280, 2003-09 
2008-08-26   ,        110.460, 2003-09 
2008-08-26   ,        109.240, 2003-09 
2008-08-26   ,        109.440, 2003-09 
2008-08-26   ,        109.470, 2003-09 
2008-08-26   ,        110.800, 2003-09 
2008-08-26   ,        108.940, 2003-09 
2008-08-26   ,        111.530, 2003-09 
2008-08-26   ,        112.430, 2003-09 
2008-08-26   ,        114.360, 2003-09 
2008-08-26   ,        114.260, 2003-09 
2008-08-26   ,        114.290, 2003-09 
2008-08-26   ,        115.050, 2003-09 
2008-08-26   ,        117.310, 2003-06 
2008-08-26   ,        116.060, 2003-06 
2008-08-26   ,        115.970, 2003-06 
2008-08-26   ,        115.620, 2003-06 
2008-08-26   ,        115.150, 2003-06 
2008-08-26   ,        114.220, 2003-06 
2008-08-26   ,        112.560, 2003-06 
2008-08-26   ,        112.540, 2003-06 
2008-08-26   ,        111.800, 2003-06 
2008-08-26   ,        111.780, 2003-06 
2008-08-26   ,        111.930, 2003-06 
2008-08-26   ,        111.960, 2003-06 
2008-08-26   ,        110.400, 2003-06 
2008-08-26   ,        113.380, 2003-03 
2008-08-26   ,        114.190, 2003-03 
2008-08-26   ,        113.570, 2003-03 
2008-08-26   ,        112.670, 2003-03 
2008-08-26   ,        112.260, 2003-03 
2008-08-26   ,        111.960, 2003-03 
2008-08-26   ,        111.560, 2003-03 
2008-08-26   ,        112.060, 2003-03 
2008-08-26   ,        111.400, 2003-03 
2008-08-26   ,        110.400, 2003-03 
2008-08-26   ,        111.060, 2003-03 
2008-08-26   ,        112.210, 2003-03 
2008-08-26   ,        111.390, 2003-03 
2008-08-26   ,        111.570, 2002-12 
2008-08-26   ,        111.240, 2002-12 
2008-08-26   ,        110.270, 2002-12 
2008-08-26   ,        110.320, 2002-12 
2008-08-26   ,        111.110, 2002-12 
2008-08-26   ,        112.020, 2002-12 
2008-08-26   ,        111.490, 2002-12 
2008-08-26   ,        110.310, 2002-12 
2008-08-26   ,        109.680, 2002-12 
2008-08-26   ,        111.440, 2002-12 
2008-08-26   ,        111.620, 2002-12