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

Ten-Year Euro Swapnote . Futures . Average Open Interest (prev. day) 
             , Ten-Year Euro Swapnote ,
             ,                        ,
             , Ten-Year Euro Swapnote ,
             , 1st                    ,
             , Ten-Year Euro Swapnote ,
             , ; Nearest expiration   ,
             ,      Oct2002 to Aug2008,
End of       ,     Avg daily Open Int ,
2008-08-26   ,     6603.5,   2 day avg 
2008-08-26   ,     6724.0,   5 day avg 
2008-08-26   ,     6849.4,   5 day avg 
2008-08-26   ,     7169.8,   5 day avg 
2008-08-26   ,     7205.0,   5 day avg 
2008-08-26   ,     7153.8,   5 day avg 
2008-08-26   ,     7587.6,   5 day avg 
2008-08-26   ,     8192.4,   5 day avg 
2008-08-26   ,     8388.0,   5 day avg 
2008-08-26   ,     8497.8,   5 day avg 
2008-08-26   ,     6785.6,   5 day avg 
2008-08-26   ,     8056.4,   5 day avg 
2008-08-26   ,    10240.6,   5 day avg 
2008-08-26   ,    10367.4,   5 day avg 
2008-08-26   ,    10431.4,   5 day avg 
2008-08-26   ,    10509.6,   5 day avg 
2008-08-26   ,    10369.4,   5 day avg 
2008-08-26   ,    10224.2,   5 day avg 
2008-08-26   ,    10147.8,   5 day avg 
2008-08-26   ,    10350.0,   5 day avg 
2008-08-26   ,    10584.8,   5 day avg 
2008-08-26   ,    10511.6,   5 day avg 
2008-08-26   ,    10350.8,   4 day avg 
2008-08-26   ,     8528.8,   4 day avg 
2008-08-26   ,     9560.8,   5 day avg 
2008-08-26   ,    10809.6,   5 day avg 
2008-08-26   ,    11699.0,   5 day avg 
2008-08-26   ,    11673.0,   5 day avg 
2008-08-26   ,    11430.4,   5 day avg 
2008-08-26   ,    11347.8,   5 day avg 
2008-08-26   ,    11209.0,   5 day avg 
2008-08-26   ,    11437.6,   5 day avg 
2008-08-26   ,    11769.4,   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   ,    21606.3,   4 day avg 
2008-08-26   ,    19985.8,   5 day avg 
2008-08-26   ,    20016.0,   5 day avg 
2008-08-26   ,    23970.6,   5 day avg 
2008-08-26   ,    28771.0,   5 day avg 
2008-08-26   ,    29374.0,   5 day avg 
2008-08-26   ,    30029.4,   5 day avg 
2008-08-26   ,    29638.0,   5 day avg 
2008-08-26   ,    29079.8,   5 day avg 
2008-08-26   ,    29273.2,   5 day avg 
2008-08-26   ,    30349.0,   5 day avg 
2008-08-26   ,    29487.4,   5 day avg 
2008-08-26   ,    29253.4,   5 day avg 
2008-08-26   ,    29345.0,   4 day avg 
2008-08-26   ,    28884.7,   3 day avg 
2008-08-26   ,    24855.4,   5 day avg 
2008-08-26   ,    26509.2,   5 day avg 
2008-08-26   ,    31101.8,   5 day avg 
2008-08-26   ,    31878.4,   5 day avg 
2008-08-26   ,    32677.0,   5 day avg 
2008-08-26   ,    32747.6,   5 day avg 
2008-08-26   ,    34049.2,   5 day avg 
2008-08-26   ,    34745.4,   5 day avg 
2008-08-26   ,    33170.4,   5 day avg 
2008-08-26   ,    31778.4,   5 day avg 
2008-08-26   ,    31025.2,   5 day avg 
2008-08-26   ,    31101.2,   5 day avg 
2008-08-26   ,    31749.8,   5 day avg 
2008-08-26   ,    26162.6,   5 day avg 
2008-08-26   ,    23902.4,   5 day avg 
2008-08-26   ,    29031.4,   5 day avg 
2008-08-26   ,    28597.4,   5 day avg 
2008-08-26   ,    29343.8,   5 day avg 
2008-08-26   ,    29725.2,   5 day avg 
2008-08-26   ,    28950.4,   5 day avg 
2008-08-26   ,    29382.6,   5 day avg 
2008-08-26   ,    29672.6,   5 day avg 
2008-08-26   ,    28147.6,   5 day avg 
2008-08-26   ,    27893.8,   5 day avg 
2008-08-26   ,    27953.0,   5 day avg 
2008-08-26   ,    27627.2,   5 day avg 
2008-08-26   ,    24185.6,   5 day avg 
2008-08-26   ,    21769.0,   5 day avg 
2008-08-26   ,    27505.0,   5 day avg 
2008-08-26   ,    29423.0,   5 day avg 
2008-08-26   ,    30089.8,   5 day avg 
2008-08-26   ,    31420.4,   5 day avg 
2008-08-26   ,    32602.4,   5 day avg 
2008-08-26   ,    31081.0,   4 day avg 
2008-08-26   ,    29170.6,   5 day avg 
2008-08-26   ,    29227.3,   4 day avg 
2008-08-26   ,    29719.5,   4 day avg 
2008-08-26   ,    29147.0,   5 day avg 
2008-08-26   ,    28759.4,   5 day avg 
2008-08-26   ,    29015.8,   5 day avg 
2008-08-26   ,    28848.4,   5 day avg 
2008-08-26   ,    30000.8,   5 day avg 
2008-08-26   ,    30600.6,   5 day avg 
2008-08-26   ,    30129.4,   5 day avg 
2008-08-26   ,    30021.8,   5 day avg 
2008-08-26   ,    29491.4,   5 day avg 
2008-08-26   ,    29322.4,   5 day avg 
2008-08-26   ,    27475.6,   5 day avg 
2008-08-26   ,    28414.8,   5 day avg 
2008-08-26   ,    30932.6,   5 day avg 
2008-08-26   ,    29188.6,   5 day avg 
2008-08-26   ,    29076.8,   4 day avg 
2008-08-26   ,    28529.6,   5 day avg 
2008-08-26   ,    30146.2,   5 day avg 
2008-08-26   ,    30880.8,   5 day avg 
2008-08-26   ,    31108.6,   5 day avg 
2008-08-26   ,    30673.8,   5 day avg 
2008-08-26   ,    31510.4,   5 day avg 
2008-08-26   ,    31775.8,   5 day avg 
2008-08-26   ,    31687.8,   5 day avg 
2008-08-26   ,    32795.6,   5 day avg 
2008-08-26   ,    33192.0,   5 day avg 
2008-08-26   ,    35632.4,   5 day avg 
2008-08-26   ,    36243.0,   5 day avg 
2008-08-26   ,    37071.0,   5 day avg 
2008-08-26   ,    32613.0,   5 day avg 
2008-08-26   ,    33377.2,   5 day avg 
2008-08-26   ,    42846.0,   5 day avg 
2008-08-26   ,    42885.4,   5 day avg 
2008-08-26   ,    43154.8,   5 day avg 
2008-08-26   ,    43481.6,   5 day avg 
2008-08-26   ,    44262.6,   5 day avg 
2008-08-26   ,    44407.2,   5 day avg 
2008-08-26   ,    44415.0,   5 day avg 
2008-08-26   ,    44535.6,   5 day avg 
2008-08-26   ,    45477.6,   5 day avg 
2008-08-26   ,    45331.8,   5 day avg 
2008-08-26   ,    44869.0,   5 day avg 
2008-08-26   ,    44397.4,   5 day avg 
2008-08-26   ,    37945.6,   5 day avg 
2008-08-26   ,    38712.0,   5 day avg 
2008-08-26   ,    46214.8,   5 day avg 
2008-08-26   ,    46695.2,   5 day avg 
2008-08-26   ,    46322.4,   5 day avg 
2008-08-26   ,    45706.8,   5 day avg 
2008-08-26   ,    45559.0,   5 day avg 
2008-08-26   ,    48051.6,   5 day avg 
2008-08-26   ,    48846.8,   5 day avg 
2008-08-26   ,    46870.0,   4 day avg 
2008-08-26   ,    46795.8,   5 day avg 
2008-08-26   ,    46222.0,   5 day avg 
2008-08-26   ,    44941.3,   4 day avg 
2008-08-26   ,    37690.2,   5 day avg 
2008-08-26   ,    38786.2,   5 day avg 
2008-08-26   ,    43625.0,   5 day avg 
2008-08-26   ,    43160.4,   5 day avg 
2008-08-26   ,    44857.6,   5 day avg 
2008-08-26   ,    44963.8,   5 day avg 
2008-08-26   ,    42792.0,   5 day avg 
2008-08-26   ,    41499.2,   5 day avg 
2008-08-26   ,    40624.4,   5 day avg 
2008-08-26   ,    39447.4,   5 day avg 
2008-08-26   ,    39207.4,   5 day avg 
2008-08-26   ,    39482.8,   5 day avg 
2008-08-26   ,    39417.4,   5 day avg 
2008-08-26   ,    33675.4,   5 day avg 
2008-08-26   ,    38876.0,   5 day avg 
2008-08-26   ,    45902.6,   5 day avg 
2008-08-26   ,    46174.4,   5 day avg 
2008-08-26   ,    47017.8,   5 day avg 
2008-08-26   ,    47150.8,   5 day avg 
2008-08-26   ,    45934.6,   5 day avg 
2008-08-26   ,    45600.4,   5 day avg 
2008-08-26   ,    45717.4,   5 day avg 
2008-08-26   ,    45495.8,   5 day avg 
2008-08-26   ,    44901.2,   5 day avg 
2008-08-26   ,    44365.4,   5 day avg 
2008-08-26   ,    43799.6,   5 day avg 
2008-08-26   ,    37130.0,   5 day avg 
2008-08-26   ,    38558.0,   5 day avg 
2008-08-26   ,    45753.2,   5 day avg 
2008-08-26   ,    46020.2,   5 day avg 
2008-08-26   ,    45981.2,   5 day avg 
2008-08-26   ,    45878.0,   5 day avg 
2008-08-26   ,    45746.4,   5 day avg 
2008-08-26   ,    46263.6,   5 day avg 
2008-08-26   ,    47352.2,   5 day avg 
2008-08-26   ,    47778.2,   5 day avg 
2008-08-26   ,    48116.6,   5 day avg 
2008-08-26   ,    48419.6,   5 day avg 
2008-08-26   ,    48456.2,   5 day avg 
2008-08-26   ,    42273.4,   5 day avg 
2008-08-26   ,    38267.0,   5 day avg 
2008-08-26   ,    50768.6,   5 day avg 
2008-08-26   ,    50710.4,   5 day avg 
2008-08-26   ,    50476.6,   5 day avg 
2008-08-26   ,    50174.4,   5 day avg 
2008-08-26   ,    51039.0,   5 day avg 
2008-08-26   ,    50738.0,   5 day avg 
2008-08-26   ,    50183.8,   5 day avg 
2008-08-26   ,    50477.0,   3 day avg 
2008-08-26   ,    50711.5,   4 day avg 
2008-08-26   ,    48887.4,   5 day avg 
2008-08-26   ,    49764.6,   5 day avg 
2008-08-26   ,    43941.8,   5 day avg 
2008-08-26   ,    46655.8,   5 day avg 
2008-08-26   ,    54492.4,   5 day avg 
2008-08-26   ,    53870.0,   5 day avg 
2008-08-26   ,    55032.8,   5 day avg 
2008-08-26   ,    52220.8,   5 day avg 
2008-08-26   ,    48725.8,   5 day avg 
2008-08-26   ,    49721.6,   5 day avg 
2008-08-26   ,    50626.6,   5 day avg 
2008-08-26   ,    50556.6,   5 day avg 
2008-08-26   ,    48555.8,   5 day avg 
2008-08-26   ,    47643.8,   4 day avg 
2008-08-26   ,    47838.0,   1 day avg 
2008-08-26   ,    40627.6,   5 day avg 
2008-08-26   ,    47076.6,   5 day avg 
2008-08-26   ,    53790.8,   5 day avg 
2008-08-26   ,    52913.6,   5 day avg 
2008-08-26   ,    53406.6,   5 day avg 
2008-08-26   ,    53943.0,   5 day avg 
2008-08-26   ,    53496.6,   5 day avg 
2008-08-26   ,    53523.8,   5 day avg 
2008-08-26   ,    53363.6,   5 day avg 
2008-08-26   ,    50870.6,   5 day avg 
2008-08-26   ,    50589.0,   5 day avg 
2008-08-26   ,    51650.2,   5 day avg 
2008-08-26   ,    52237.8,   5 day avg 
2008-08-26   ,    46602.0,   5 day avg 
2008-08-26   ,    50265.6,   5 day avg 
2008-08-26   ,    61370.0,   1 day avg 
2008-08-26   ,    62188.5,   2 day avg 
2008-08-26   ,    60125.8,   5 day avg 
2008-08-26   ,    58822.4,   5 day avg 
2008-08-26   ,    58381.5,   4 day avg 
2008-08-26   ,    54121.2,   5 day avg 
2008-08-26   ,    51858.2,   5 day avg 
2008-08-26   ,    51875.4,   5 day avg 
2008-08-26   ,    51239.0,   5 day avg 
2008-08-26   ,    50813.0,   5 day avg 
2008-08-26   ,    50020.6,   5 day avg 
2008-08-26   ,    42725.2,   5 day avg 
2008-08-26   ,    53389.2,   5 day avg 
2008-08-26   ,    60792.4,   5 day avg 
2008-08-26   ,    62240.4,   5 day avg 
2008-08-26   ,    62618.8,   5 day avg 
2008-08-26   ,    60699.8,   5 day avg 
2008-08-26   ,    61097.8,   5 day avg 
2008-08-26   ,    61946.2,   5 day avg 
2008-08-26   ,    62905.3,   4 day avg 
2008-08-26   ,    62264.0,   2 day avg 
2008-08-26   ,    62255.8,   5 day avg 
2008-08-26   ,    61655.0,   5 day avg 
2008-08-26   ,    60701.4,   5 day avg 
2008-08-26   ,    53175.4,   5 day avg 
2008-08-26   ,    66566.8,   5 day avg 
2008-08-26   ,    79423.0,   5 day avg 
2008-08-26   ,    82212.6,   5 day avg 
2008-08-26   ,    80360.2,   5 day avg 
2008-08-26   ,    77799.8,   5 day avg 
2008-08-26   ,    77720.6,   5 day avg 
2008-08-26   ,    83787.2,   5 day avg 
2008-08-26   ,    83070.4,   5 day avg 
2008-08-26   ,    76779.4,   5 day avg 
2008-08-26   ,    64068.8,   5 day avg 
2008-08-26   ,    66215.3,   4 day avg 
2008-08-26   ,    67533.7,   3 day avg 
2008-08-26   ,    60149.8,   5 day avg 
2008-08-26   ,    59391.4,   5 day avg 
2008-08-26   ,    76197.2,   5 day avg 
2008-08-26   ,    79731.0,   5 day avg 
2008-08-26   ,    77785.4,   5 day avg 
2008-08-26   ,    77379.2,   5 day avg 
2008-08-26   ,    78405.8,   5 day avg 
2008-08-26   ,    75580.8,   5 day avg 
2008-08-26   ,    74500.2,   5 day avg 
2008-08-26   ,    68016.0,   5 day avg 
2008-08-26   ,    59778.4,   5 day avg 
2008-08-26   ,    62142.7,   3 day avg