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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),
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 . Average Open Interest (prev. day) 
             , Five-Year Euro Swapnot ,
             , e                      ,
             , Five-Year Euro Swapnot ,
             , e1st                   ,
             , Five-Year Euro Swapnot ,
             , e; Nearest expiration  ,
             ,      Oct2002 to Aug2008,
End of       ,     Avg daily Open Int ,
2008-08-26   ,    12040.0,   2 day avg 
2008-08-26   ,    12239.4,   5 day avg 
2008-08-26   ,    12374.8,   5 day avg 
2008-08-26   ,    12386.6,   5 day avg 
2008-08-26   ,    12411.6,   5 day avg 
2008-08-26   ,    12484.6,   5 day avg 
2008-08-26   ,    12423.2,   5 day avg 
2008-08-26   ,    12357.0,   5 day avg 
2008-08-26   ,    12274.4,   5 day avg 
2008-08-26   ,    12203.8,   5 day avg 
2008-08-26   ,    10771.0,   5 day avg 
2008-08-26   ,    14163.6,   5 day avg 
2008-08-26   ,    15918.0,   5 day avg 
2008-08-26   ,    16467.0,   5 day avg 
2008-08-26   ,    16474.0,   5 day avg 
2008-08-26   ,    16422.0,   5 day avg 
2008-08-26   ,    15868.8,   5 day avg 
2008-08-26   ,    15361.0,   5 day avg 
2008-08-26   ,    15161.8,   5 day avg 
2008-08-26   ,    15523.8,   5 day avg 
2008-08-26   ,    16122.6,   5 day avg 
2008-08-26   ,    16266.0,   5 day avg 
2008-08-26   ,    16019.0,   4 day avg 
2008-08-26   ,    13630.8,   4 day avg 
2008-08-26   ,    20786.4,   5 day avg 
2008-08-26   ,    23324.0,   5 day avg 
2008-08-26   ,    23235.8,   5 day avg 
2008-08-26   ,    24030.8,   5 day avg 
2008-08-26   ,    23129.8,   5 day avg 
2008-08-26   ,    24697.6,   5 day avg 
2008-08-26   ,    25416.2,   5 day avg 
2008-08-26   ,    25172.0,   5 day avg 
2008-08-26   ,    24747.2,   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   ,    28629.8,   4 day avg 
2008-08-26   ,    27961.6,   5 day avg 
2008-08-26   ,    23927.8,   5 day avg 
2008-08-26   ,    25282.2,   5 day avg 
2008-08-26   ,    30208.2,   5 day avg 
2008-08-26   ,    30389.2,   5 day avg 
2008-08-26   ,    30714.0,   5 day avg 
2008-08-26   ,    29695.4,   5 day avg 
2008-08-26   ,    29293.2,   5 day avg 
2008-08-26   ,    29151.0,   5 day avg 
2008-08-26   ,    29401.8,   5 day avg 
2008-08-26   ,    28637.8,   5 day avg 
2008-08-26   ,    27510.8,   5 day avg 
2008-08-26   ,    27148.5,   4 day avg 
2008-08-26   ,    27000.0,   3 day avg 
2008-08-26   ,    24685.0,   5 day avg 
2008-08-26   ,    25320.4,   5 day avg 
2008-08-26   ,    29816.8,   5 day avg 
2008-08-26   ,    29215.4,   5 day avg 
2008-08-26   ,    29692.0,   5 day avg 
2008-08-26   ,    30101.6,   5 day avg 
2008-08-26   ,    30183.6,   5 day avg 
2008-08-26   ,    29546.2,   5 day avg 
2008-08-26   ,    27655.2,   5 day avg 
2008-08-26   ,    27756.8,   5 day avg 
2008-08-26   ,    27079.8,   5 day avg 
2008-08-26   ,    26768.2,   5 day avg 
2008-08-26   ,    26712.6,   5 day avg 
2008-08-26   ,    20518.4,   5 day avg 
2008-08-26   ,    18186.8,   5 day avg 
2008-08-26   ,    23570.4,   5 day avg 
2008-08-26   ,    23291.0,   5 day avg 
2008-08-26   ,    24285.8,   5 day avg 
2008-08-26   ,    24741.2,   5 day avg 
2008-08-26   ,    23666.0,   5 day avg 
2008-08-26   ,    23428.0,   5 day avg 
2008-08-26   ,    23469.6,   5 day avg 
2008-08-26   ,    23868.4,   5 day avg 
2008-08-26   ,    23257.8,   5 day avg 
2008-08-26   ,    23159.8,   5 day avg 
2008-08-26   ,    23184.8,   5 day avg 
2008-08-26   ,    19651.6,   5 day avg 
2008-08-26   ,    20455.2,   5 day avg 
2008-08-26   ,    26815.8,   5 day avg 
2008-08-26   ,    27377.4,   5 day avg 
2008-08-26   ,    27265.0,   5 day avg 
2008-08-26   ,    27636.0,   5 day avg 
2008-08-26   ,    28110.2,   5 day avg 
2008-08-26   ,    29056.3,   4 day avg 
2008-08-26   ,    29083.2,   5 day avg 
2008-08-26   ,    28873.3,   4 day avg 
2008-08-26   ,    29005.5,   4 day avg 
2008-08-26   ,    26405.2,   5 day avg 
2008-08-26   ,    26043.0,   5 day avg 
2008-08-26   ,    24053.8,   5 day avg 
2008-08-26   ,    19515.4,   5 day avg 
2008-08-26   ,    14449.8,   5 day avg 
2008-08-26   ,    16880.6,   5 day avg 
2008-08-26   ,    17114.2,   5 day avg 
2008-08-26   ,    17394.6,   5 day avg 
2008-08-26   ,    17169.0,   5 day avg 
2008-08-26   ,    17817.6,   5 day avg 
2008-08-26   ,    18074.4,   5 day avg 
2008-08-26   ,    19204.0,   5 day avg 
2008-08-26   ,    19672.4,   5 day avg 
2008-08-26   ,    20792.2,   5 day avg 
2008-08-26   ,    21416.3,   4 day avg 
2008-08-26   ,    18209.0,   5 day avg 
2008-08-26   ,    15651.6,   5 day avg 
2008-08-26   ,    20583.6,   5 day avg 
2008-08-26   ,    19587.8,   5 day avg 
2008-08-26   ,    18800.2,   5 day avg 
2008-08-26   ,    18792.0,   5 day avg 
2008-08-26   ,    18233.2,   5 day avg 
2008-08-26   ,    17497.6,   5 day avg 
2008-08-26   ,    18807.4,   5 day avg 
2008-08-26   ,    20483.2,   5 day avg 
2008-08-26   ,    21663.6,   5 day avg 
2008-08-26   ,    22872.4,   5 day avg 
2008-08-26   ,    23860.0,   5 day avg 
2008-08-26   ,    20304.2,   5 day avg 
2008-08-26   ,    19758.8,   5 day avg 
2008-08-26   ,    24734.4,   5 day avg 
2008-08-26   ,    24855.0,   5 day avg 
2008-08-26   ,    24695.2,   5 day avg 
2008-08-26   ,    25023.2,   5 day avg 
2008-08-26   ,    25716.2,   5 day avg 
2008-08-26   ,    25694.4,   5 day avg 
2008-08-26   ,    24735.2,   5 day avg 
2008-08-26   ,    25136.4,   5 day avg 
2008-08-26   ,    25118.6,   5 day avg 
2008-08-26   ,    23949.6,   5 day avg 
2008-08-26   ,    24127.8,   5 day avg 
2008-08-26   ,    23780.6,   5 day avg 
2008-08-26   ,    21171.4,   5 day avg 
2008-08-26   ,    25990.2,   5 day avg 
2008-08-26   ,    31375.0,   5 day avg 
2008-08-26   ,    31056.4,   5 day avg 
2008-08-26   ,    31083.0,   5 day avg 
2008-08-26   ,    31077.0,   5 day avg 
2008-08-26   ,    31478.0,   5 day avg 
2008-08-26   ,    31738.6,   5 day avg 
2008-08-26   ,    31598.6,   5 day avg 
2008-08-26   ,    30820.5,   4 day avg 
2008-08-26   ,    30676.8,   5 day avg 
2008-08-26   ,    29255.6,   5 day avg 
2008-08-26   ,    27780.8,   4 day avg 
2008-08-26   ,    23327.6,   5 day avg 
2008-08-26   ,    27858.8,   5 day avg 
2008-08-26   ,    30770.8,   5 day avg 
2008-08-26   ,    30625.8,   5 day avg 
2008-08-26   ,    31765.2,   5 day avg 
2008-08-26   ,    32004.4,   5 day avg 
2008-08-26   ,    32697.0,   5 day avg 
2008-08-26   ,    33527.8,   5 day avg 
2008-08-26   ,    33277.0,   5 day avg 
2008-08-26   ,    33495.4,   5 day avg 
2008-08-26   ,    33476.0,   5 day avg 
2008-08-26   ,    34678.2,   5 day avg 
2008-08-26   ,    36478.4,   5 day avg 
2008-08-26   ,    31872.8,   5 day avg 
2008-08-26   ,    35029.6,   5 day avg 
2008-08-26   ,    45400.6,   5 day avg 
2008-08-26   ,    45648.6,   5 day avg 
2008-08-26   ,    45902.0,   5 day avg 
2008-08-26   ,    45862.0,   5 day avg 
2008-08-26   ,    46116.8,   5 day avg 
2008-08-26   ,    45936.0,   5 day avg 
2008-08-26   ,    45372.8,   5 day avg 
2008-08-26   ,    45127.6,   5 day avg 
2008-08-26   ,    44657.6,   5 day avg 
2008-08-26   ,    45355.2,   5 day avg 
2008-08-26   ,    44345.4,   5 day avg 
2008-08-26   ,    37622.2,   5 day avg 
2008-08-26   ,    38438.0,   5 day avg 
2008-08-26   ,    47926.4,   5 day avg 
2008-08-26   ,    48107.8,   5 day avg 
2008-08-26   ,    48497.2,   5 day avg 
2008-08-26   ,    48349.6,   5 day avg 
2008-08-26   ,    48083.8,   5 day avg 
2008-08-26   ,    48813.2,   5 day avg 
2008-08-26   ,    49073.8,   5 day avg 
2008-08-26   ,    48555.8,   5 day avg 
2008-08-26   ,    48876.0,   5 day avg 
2008-08-26   ,    49482.2,   5 day avg 
2008-08-26   ,    49155.6,   5 day avg 
2008-08-26   ,    46506.4,   5 day avg 
2008-08-26   ,    47405.2,   5 day avg 
2008-08-26   ,    53696.6,   5 day avg 
2008-08-26   ,    53614.8,   5 day avg 
2008-08-26   ,    53512.2,   5 day avg 
2008-08-26   ,    53856.0,   5 day avg 
2008-08-26   ,    54100.4,   5 day avg 
2008-08-26   ,    53493.0,   5 day avg 
2008-08-26   ,    53101.0,   5 day avg 
2008-08-26   ,    51497.7,   3 day avg 
2008-08-26   ,    51176.5,   4 day avg 
2008-08-26   ,    51045.4,   5 day avg 
2008-08-26   ,    50479.4,   5 day avg 
2008-08-26   ,    44338.8,   5 day avg 
2008-08-26   ,    40840.4,   5 day avg 
2008-08-26   ,    50878.2,   5 day avg 
2008-08-26   ,    51519.8,   5 day avg 
2008-08-26   ,    50657.6,   5 day avg 
2008-08-26   ,    49380.2,   5 day avg 
2008-08-26   ,    48611.6,   5 day avg 
2008-08-26   ,    49448.4,   5 day avg 
2008-08-26   ,    50288.4,   5 day avg 
2008-08-26   ,    50515.2,   5 day avg 
2008-08-26   ,    50833.4,   5 day avg 
2008-08-26   ,    50727.3,   4 day avg 
2008-08-26   ,    50791.0,   1 day avg 
2008-08-26   ,    43595.0,   5 day avg 
2008-08-26   ,    45163.2,   5 day avg 
2008-08-26   ,    55150.4,   5 day avg 
2008-08-26   ,    56187.2,   5 day avg 
2008-08-26   ,    56284.0,   5 day avg 
2008-08-26   ,    56660.6,   5 day avg 
2008-08-26   ,    56078.8,   5 day avg 
2008-08-26   ,    56064.4,   5 day avg 
2008-08-26   ,    55862.2,   5 day avg 
2008-08-26   ,    55133.2,   5 day avg 
2008-08-26   ,    54211.6,   5 day avg 
2008-08-26   ,    54285.2,   5 day avg 
2008-08-26   ,    54648.8,   5 day avg 
2008-08-26   ,    45956.2,   5 day avg 
2008-08-26   ,    43110.6,   5 day avg 
2008-08-26   ,    57395.0,   1 day avg 
2008-08-26   ,    57219.0,   2 day avg 
2008-08-26   ,    57333.2,   5 day avg 
2008-08-26   ,    57657.6,   5 day avg 
2008-08-26   ,    57898.5,   4 day avg 
2008-08-26   ,    58887.0,   5 day avg 
2008-08-26   ,    58560.2,   5 day avg 
2008-08-26   ,    58639.0,   5 day avg 
2008-08-26   ,    58476.4,   5 day avg 
2008-08-26   ,    58134.0,   5 day avg 
2008-08-26   ,    57504.0,   5 day avg 
2008-08-26   ,    49074.4,   5 day avg 
2008-08-26   ,    52477.0,   5 day avg 
2008-08-26   ,    69846.4,   5 day avg 
2008-08-26   ,    73139.2,   5 day avg 
2008-08-26   ,    74243.0,   5 day avg 
2008-08-26   ,    69487.4,   5 day avg 
2008-08-26   ,    67653.4,   5 day avg 
2008-08-26   ,    67304.6,   5 day avg 
2008-08-26   ,    66074.0,   4 day avg 
2008-08-26   ,    60860.5,   2 day avg 
2008-08-26   ,    60435.0,   5 day avg 
2008-08-26   ,    59193.8,   5 day avg 
2008-08-26   ,    56054.2,   5 day avg 
2008-08-26   ,    46625.0,   5 day avg 
2008-08-26   ,    44000.4,   5 day avg 
2008-08-26   ,    60569.0,   5 day avg 
2008-08-26   ,    66584.0,   5 day avg 
2008-08-26   ,    67778.6,   5 day avg 
2008-08-26   ,    70453.4,   5 day avg 
2008-08-26   ,    71817.8,   5 day avg 
2008-08-26   ,    75488.6,   5 day avg 
2008-08-26   ,    73489.8,   5 day avg 
2008-08-26   ,    68047.8,   5 day avg 
2008-08-26   ,    58688.2,   5 day avg 
2008-08-26   ,    56529.5,   4 day avg 
2008-08-26   ,    57210.3,   3 day avg 
2008-08-26   ,    46852.2,   5 day avg 
2008-08-26   ,    38566.8,   5 day avg 
2008-08-26   ,    59956.6,   5 day avg 
2008-08-26   ,    60485.6,   5 day avg 
2008-08-26   ,    57950.6,   5 day avg 
2008-08-26   ,    56788.8,   5 day avg 
2008-08-26   ,    55954.2,   5 day avg 
2008-08-26   ,    55525.2,   5 day avg 
2008-08-26   ,    53920.4,   5 day avg 
2008-08-26   ,    50731.4,   5 day avg 
2008-08-26   ,    49850.6,   5 day avg 
2008-08-26   ,    48973.3,   3 day avg