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EuroNext-related Exchanges
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 . Average Open Interest (prev. day) 
             , Two-Year Euro Swapnote ,
             ,                        ,
             , Two-Year Euro Swapnote ,
             , 1st                    ,
             , Two-Year Euro Swapnote ,
             , ; Nearest expiration   ,
             ,      Oct2002 to Aug2008,
End of       ,     Avg daily Open Int ,
2008-08-26   ,    29880.5,   2 day avg 
2008-08-26   ,    29736.0,   5 day avg 
2008-08-26   ,    28959.8,   5 day avg 
2008-08-26   ,    28411.8,   5 day avg 
2008-08-26   ,    28309.2,   5 day avg 
2008-08-26   ,    28329.2,   5 day avg 
2008-08-26   ,    28735.6,   5 day avg 
2008-08-26   ,    28574.2,   5 day avg 
2008-08-26   ,    26881.8,   5 day avg 
2008-08-26   ,    25717.8,   5 day avg 
2008-08-26   ,    26145.4,   5 day avg 
2008-08-26   ,    38662.2,   5 day avg 
2008-08-26   ,    42822.6,   5 day avg 
2008-08-26   ,    41089.0,   5 day avg 
2008-08-26   ,    40807.2,   5 day avg 
2008-08-26   ,    39343.4,   5 day avg 
2008-08-26   ,    38406.6,   5 day avg 
2008-08-26   ,    38576.2,   5 day avg 
2008-08-26   ,    38955.6,   5 day avg 
2008-08-26   ,    37570.8,   5 day avg 
2008-08-26   ,    38108.2,   5 day avg 
2008-08-26   ,    38608.0,   5 day avg 
2008-08-26   ,    38308.5,   4 day avg 
2008-08-26   ,    28779.8,   4 day avg 
2008-08-26   ,    28886.2,   5 day avg 
2008-08-26   ,    38766.8,   5 day avg 
2008-08-26   ,    39041.4,   5 day avg 
2008-08-26   ,    35666.0,   5 day avg 
2008-08-26   ,    31139.4,   5 day avg 
2008-08-26   ,    31103.0,   5 day avg 
2008-08-26   ,    32887.6,   5 day avg 
2008-08-26   ,    32572.6,   5 day avg 
2008-08-26   ,    34273.8,   5 day avg 
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   ,    14358.0,   4 day avg 
2008-08-26   ,    13855.8,   5 day avg 
2008-08-26   ,    11582.4,   5 day avg 
2008-08-26   ,     9201.8,   5 day avg 
2008-08-26   ,    12517.6,   5 day avg 
2008-08-26   ,    12062.4,   5 day avg 
2008-08-26   ,    12040.2,   5 day avg 
2008-08-26   ,    12556.2,   5 day avg 
2008-08-26   ,    13210.6,   5 day avg 
2008-08-26   ,    13631.6,   5 day avg 
2008-08-26   ,    13554.0,   5 day avg 
2008-08-26   ,    12937.6,   5 day avg 
2008-08-26   ,    12431.2,   5 day avg 
2008-08-26   ,    13281.3,   4 day avg 
2008-08-26   ,    14124.3,   3 day avg 
2008-08-26   ,    11540.6,   5 day avg 
2008-08-26   ,     9977.0,   5 day avg 
2008-08-26   ,    11981.8,   5 day avg 
2008-08-26   ,    11509.8,   5 day avg 
2008-08-26   ,    11624.0,   5 day avg 
2008-08-26   ,    11473.6,   5 day avg 
2008-08-26   ,    11928.0,   5 day avg 
2008-08-26   ,    12025.8,   5 day avg 
2008-08-26   ,    12036.0,   5 day avg 
2008-08-26   ,    11845.0,   5 day avg 
2008-08-26   ,    11616.8,   5 day avg 
2008-08-26   ,    11805.0,   5 day avg 
2008-08-26   ,    12002.0,   5 day avg 
2008-08-26   ,    10468.2,   5 day avg 
2008-08-26   ,    10402.6,   5 day avg 
2008-08-26   ,    11916.6,   5 day avg 
2008-08-26   ,    11806.6,   5 day avg 
2008-08-26   ,    12056.6,   5 day avg 
2008-08-26   ,    12210.8,   5 day avg 
2008-08-26   ,    11982.0,   5 day avg 
2008-08-26   ,    13450.4,   5 day avg 
2008-08-26   ,    13245.4,   5 day avg 
2008-08-26   ,    13153.0,   5 day avg 
2008-08-26   ,    12937.6,   5 day avg 
2008-08-26   ,    12289.6,   5 day avg 
2008-08-26   ,    12156.6,   5 day avg 
2008-08-26   ,    11202.8,   5 day avg 
2008-08-26   ,    13863.2,   5 day avg 
2008-08-26   ,    16159.6,   5 day avg 
2008-08-26   ,    16205.2,   5 day avg 
2008-08-26   ,    15827.2,   5 day avg 
2008-08-26   ,    15910.8,   5 day avg 
2008-08-26   ,    15762.4,   5 day avg 
2008-08-26   ,    15565.5,   4 day avg 
2008-08-26   ,    15634.8,   5 day avg 
2008-08-26   ,    15812.8,   4 day avg 
2008-08-26   ,    15454.3,   4 day avg 
2008-08-26   ,    15748.2,   5 day avg 
2008-08-26   ,    15346.0,   5 day avg 
2008-08-26   ,    15499.0,   5 day avg 
2008-08-26   ,    13421.4,   5 day avg 
2008-08-26   ,    12943.8,   5 day avg 
2008-08-26   ,    16070.8,   5 day avg 
2008-08-26   ,    16083.8,   5 day avg 
2008-08-26   ,    16327.0,   5 day avg 
2008-08-26   ,    18192.2,   5 day avg 
2008-08-26   ,    18844.8,   5 day avg 
2008-08-26   ,    17586.2,   5 day avg 
2008-08-26   ,    16616.8,   5 day avg 
2008-08-26   ,    15842.4,   5 day avg 
2008-08-26   ,    15829.4,   5 day avg 
2008-08-26   ,    15682.0,   4 day avg 
2008-08-26   ,    13818.6,   5 day avg 
2008-08-26   ,    15494.0,   5 day avg 
2008-08-26   ,    15288.4,   5 day avg 
2008-08-26   ,    17544.0,   5 day avg 
2008-08-26   ,    17459.4,   5 day avg 
2008-08-26   ,    17603.4,   5 day avg 
2008-08-26   ,    16844.4,   5 day avg 
2008-08-26   ,    16854.2,   5 day avg 
2008-08-26   ,    15712.8,   5 day avg 
2008-08-26   ,    15775.8,   5 day avg 
2008-08-26   ,    15199.8,   5 day avg 
2008-08-26   ,    14731.4,   5 day avg 
2008-08-26   ,    14309.0,   5 day avg 
2008-08-26   ,    11605.6,   5 day avg 
2008-08-26   ,    13987.6,   5 day avg 
2008-08-26   ,    14487.0,   5 day avg 
2008-08-26   ,    14419.4,   5 day avg 
2008-08-26   ,    14363.0,   5 day avg 
2008-08-26   ,    13647.4,   5 day avg 
2008-08-26   ,    13949.4,   5 day avg 
2008-08-26   ,    13809.0,   5 day avg 
2008-08-26   ,    13805.6,   5 day avg 
2008-08-26   ,    13577.2,   5 day avg 
2008-08-26   ,    13080.4,   5 day avg 
2008-08-26   ,    13146.0,   5 day avg 
2008-08-26   ,    13129.6,   5 day avg 
2008-08-26   ,    12895.0,   5 day avg 
2008-08-26   ,    10743.0,   5 day avg 
2008-08-26   ,    14221.2,   5 day avg 
2008-08-26   ,    15622.8,   5 day avg 
2008-08-26   ,    15494.0,   5 day avg 
2008-08-26   ,    15667.2,   5 day avg 
2008-08-26   ,    15647.2,   5 day avg 
2008-08-26   ,    14260.8,   5 day avg 
2008-08-26   ,    13389.2,   5 day avg 
2008-08-26   ,    12647.6,   5 day avg 
2008-08-26   ,    12534.8,   4 day avg 
2008-08-26   ,    12426.0,   5 day avg 
2008-08-26   ,    12359.8,   5 day avg 
2008-08-26   ,    12236.3,   4 day avg 
2008-08-26   ,    11896.0,   5 day avg 
2008-08-26   ,    12839.6,   5 day avg 
2008-08-26   ,    13962.6,   5 day avg 
2008-08-26   ,    12570.6,   5 day avg 
2008-08-26   ,    12193.6,   5 day avg 
2008-08-26   ,    11784.8,   5 day avg 
2008-08-26   ,    11498.6,   5 day avg 
2008-08-26   ,    10573.8,   5 day avg 
2008-08-26   ,    10357.2,   5 day avg 
2008-08-26   ,    10204.4,   5 day avg 
2008-08-26   ,    10406.6,   5 day avg 
2008-08-26   ,     9987.4,   5 day avg 
2008-08-26   ,     9785.6,   5 day avg 
2008-08-26   ,     8667.8,   5 day avg 
2008-08-26   ,     9935.0,   5 day avg 
2008-08-26   ,    11784.4,   5 day avg 
2008-08-26   ,    11832.4,   5 day avg 
2008-08-26   ,    11790.2,   5 day avg 
2008-08-26   ,    12185.8,   5 day avg 
2008-08-26   ,    12836.6,   5 day avg 
2008-08-26   ,    14171.4,   5 day avg 
2008-08-26   ,    16543.2,   5 day avg 
2008-08-26   ,    18076.6,   5 day avg 
2008-08-26   ,    17658.6,   5 day avg 
2008-08-26   ,    17995.4,   5 day avg 
2008-08-26   ,    18065.0,   5 day avg 
2008-08-26   ,    15838.4,   5 day avg 
2008-08-26   ,    20437.6,   5 day avg 
2008-08-26   ,    24373.6,   5 day avg 
2008-08-26   ,    24310.4,   5 day avg 
2008-08-26   ,    24180.6,   5 day avg 
2008-08-26   ,    24680.6,   5 day avg 
2008-08-26   ,    24783.4,   5 day avg 
2008-08-26   ,    24686.8,   5 day avg 
2008-08-26   ,    24865.4,   5 day avg 
2008-08-26   ,    24654.4,   5 day avg 
2008-08-26   ,    24655.8,   5 day avg 
2008-08-26   ,    25696.4,   5 day avg 
2008-08-26   ,    25755.4,   5 day avg 
2008-08-26   ,    19361.2,   5 day avg 
2008-08-26   ,    14900.8,   5 day avg 
2008-08-26   ,    18569.2,   5 day avg 
2008-08-26   ,    18846.2,   5 day avg 
2008-08-26   ,    18015.2,   5 day avg 
2008-08-26   ,    17819.6,   5 day avg 
2008-08-26   ,    18121.4,   5 day avg 
2008-08-26   ,    18331.8,   5 day avg 
2008-08-26   ,    18678.8,   5 day avg 
2008-08-26   ,    17883.3,   3 day avg 
2008-08-26   ,    16534.8,   4 day avg 
2008-08-26   ,    18210.6,   5 day avg 
2008-08-26   ,    19097.0,   5 day avg 
2008-08-26   ,    16642.0,   5 day avg 
2008-08-26   ,    15809.0,   5 day avg 
2008-08-26   ,    19815.8,   5 day avg 
2008-08-26   ,    20739.0,   5 day avg 
2008-08-26   ,    20295.2,   5 day avg 
2008-08-26   ,    19541.4,   5 day avg 
2008-08-26   ,    19798.6,   5 day avg 
2008-08-26   ,    19637.0,   5 day avg 
2008-08-26   ,    19901.8,   5 day avg 
2008-08-26   ,    20351.6,   5 day avg 
2008-08-26   ,    21127.0,   5 day avg 
2008-08-26   ,    21346.0,   4 day avg 
2008-08-26   ,    20880.0,   1 day avg 
2008-08-26   ,    18967.6,   5 day avg 
2008-08-26   ,    23568.6,   5 day avg 
2008-08-26   ,    26029.4,   5 day avg 
2008-08-26   ,    25797.0,   5 day avg 
2008-08-26   ,    26483.8,   5 day avg 
2008-08-26   ,    26642.2,   5 day avg 
2008-08-26   ,    25613.0,   5 day avg 
2008-08-26   ,    25151.6,   5 day avg 
2008-08-26   ,    24942.4,   5 day avg 
2008-08-26   ,    24366.4,   5 day avg 
2008-08-26   ,    24558.6,   5 day avg 
2008-08-26   ,    25306.2,   5 day avg 
2008-08-26   ,    24444.0,   5 day avg 
2008-08-26   ,    19937.6,   5 day avg 
2008-08-26   ,    19886.0,   5 day avg 
2008-08-26   ,    24819.0,   1 day avg 
2008-08-26   ,    23962.0,   2 day avg 
2008-08-26   ,    23982.2,   5 day avg 
2008-08-26   ,    24169.6,   5 day avg 
2008-08-26   ,    24401.8,   4 day avg 
2008-08-26   ,    23691.8,   5 day avg 
2008-08-26   ,    23130.4,   5 day avg 
2008-08-26   ,    23988.2,   5 day avg 
2008-08-26   ,    24519.4,   5 day avg 
2008-08-26   ,    24228.8,   5 day avg 
2008-08-26   ,    22863.0,   5 day avg 
2008-08-26   ,    18079.2,   5 day avg 
2008-08-26   ,    17264.4,   5 day avg 
2008-08-26   ,    22697.4,   5 day avg 
2008-08-26   ,    22876.4,   5 day avg 
2008-08-26   ,    23040.4,   5 day avg 
2008-08-26   ,    23581.0,   5 day avg 
2008-08-26   ,    23906.8,   5 day avg 
2008-08-26   ,    23403.8,   5 day avg 
2008-08-26   ,    23141.5,   4 day avg 
2008-08-26   ,    24039.0,   2 day avg 
2008-08-26   ,    23474.0,   5 day avg 
2008-08-26   ,    21487.2,   5 day avg 
2008-08-26   ,    20586.6,   5 day avg 
2008-08-26   ,    17450.6,   5 day avg 
2008-08-26   ,    19390.2,   5 day avg 
2008-08-26   ,    27864.6,   5 day avg 
2008-08-26   ,    28454.0,   5 day avg 
2008-08-26   ,    29689.0,   5 day avg 
2008-08-26   ,    29973.8,   5 day avg 
2008-08-26   ,    29421.6,   5 day avg 
2008-08-26   ,    28930.0,   5 day avg 
2008-08-26   ,    29272.4,   5 day avg 
2008-08-26   ,    30009.4,   5 day avg 
2008-08-26   ,    29418.2,   5 day avg 
2008-08-26   ,    30293.3,   4 day avg 
2008-08-26   ,    30670.7,   3 day avg 
2008-08-26   ,    24959.0,   5 day avg 
2008-08-26   ,    20498.6,   5 day avg 
2008-08-26   ,    33922.2,   5 day avg 
2008-08-26   ,    34894.2,   5 day avg 
2008-08-26   ,    36909.0,   5 day avg 
2008-08-26   ,    38294.2,   5 day avg 
2008-08-26   ,    39305.8,   5 day avg 
2008-08-26   ,    39674.4,   5 day avg 
2008-08-26   ,    39226.0,   5 day avg 
2008-08-26   ,    36535.2,   5 day avg 
2008-08-26   ,    36263.0,   5 day avg 
2008-08-26   ,    35901.3,   3 day avg