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

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

PVO

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 . Average Open Interest (prev. day)

             , Five-Year Dollar Swapn ,
             , ote                    ,
             , Five-Year Dollar Swapn ,
             , ote1st                 ,
             , Five-Year Dollar Swapn ,
             , ote; Nearest expiratio ,
             , n                      ,
             ,      Oct2002 to Aug2008,
End of       ,     Avg daily Open Int ,
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   ,                    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   ,                    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   ,                    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   ,                    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   ,    20.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   5 day avg 
2008-08-26   ,    25.0000,   3 day avg 
2008-08-26   ,    35.0000,   4 day avg 
2008-08-26   ,    35.0000,   5 day avg 
2008-08-26   ,    33.0000,   5 day avg 
2008-08-26   ,    73.2000,   5 day avg 
2008-08-26   ,    226.000,   5 day avg 
2008-08-26   ,    191.000,   5 day avg 
2008-08-26   ,    217.000,   5 day avg 
2008-08-26   ,    253.600,   5 day avg 
2008-08-26   ,    252.000,   5 day avg 
2008-08-26   ,    252.000,   5 day avg 
2008-08-26   ,    252.000,   5 day avg 
2008-08-26   ,    252.000,   5 day avg 
2008-08-26   ,    252.000,   5 day avg 
2008-08-26   ,    252.000,   5 day avg 
2008-08-26   ,    252.000,   4 day avg 
2008-08-26   ,    252.000,   1 day avg 
2008-08-26   ,    257.400,   5 day avg 
2008-08-26   ,    387.800,   5 day avg 
2008-08-26   ,    425.000,   5 day avg 
2008-08-26   ,    425.000,   5 day avg 
2008-08-26   ,    425.000,   5 day avg 
2008-08-26   ,    433.000,   5 day avg 
2008-08-26   ,    495.000,   5 day avg 
2008-08-26   ,    515.000,   5 day avg 
2008-08-26   ,    515.000,   5 day avg 
2008-08-26   ,    515.000,   5 day avg 
2008-08-26   ,    515.000,   5 day avg 
2008-08-26   ,    509.000,   5 day avg 
2008-08-26   ,    395.000,   5 day avg 
2008-08-26   ,    780.600,   5 day avg 
2008-08-26   ,     2707.0,   5 day avg 
2008-08-26   ,     2724.0,   1 day avg 
2008-08-26   ,     2809.0,   2 day avg 
2008-08-26   ,     2809.0,   5 day avg 
2008-08-26   ,     2797.0,   5 day avg 
2008-08-26   ,     2820.0,   4 day avg 
2008-08-26   ,     2671.0,   5 day avg 
2008-08-26   ,     2196.0,   5 day avg 
2008-08-26   ,     1963.0,   5 day avg 
2008-08-26   ,     1739.0,   5 day avg 
2008-08-26   ,     1469.0,   5 day avg 
2008-08-26   ,     1317.4,   5 day avg 
2008-08-26   ,    977.200,   5 day avg 
2008-08-26   ,    618.000,   5 day avg 
2008-08-26   ,    608.000,   5 day avg 
2008-08-26   ,    505.200,   5 day avg 
2008-08-26   ,    303.000,   5 day avg 
2008-08-26   ,    291.000,   5 day avg 
2008-08-26   ,    291.000,   5 day avg 
2008-08-26   ,    291.000,   5 day avg 
2008-08-26   ,    559.500,   4 day avg 
2008-08-26   ,    797.000,   2 day avg 
2008-08-26   ,     1218.0,   5 day avg 
2008-08-26   ,     1433.0,   5 day avg 
2008-08-26   ,     1527.2,   5 day avg 
2008-08-26   ,     1103.8,   5 day avg 
2008-08-26   ,     1800.6,   5 day avg 
2008-08-26   ,     1823.0,   5 day avg 
2008-08-26   ,     1864.0,   5 day avg 
2008-08-26   ,     1924.0,   5 day avg 
2008-08-26   ,     1879.0,   5 day avg 
2008-08-26   ,     1792.0,   5 day avg 
2008-08-26   ,     1590.0,   5 day avg 
2008-08-26   ,     1572.0,   5 day avg 
2008-08-26   ,     1516.4,   5 day avg 
2008-08-26   ,     1294.0,   5 day avg 
2008-08-26   ,     1248.0,   4 day avg 
2008-08-26   ,     1229.3,   3 day avg 
2008-08-26   ,     1048.4,   5 day avg 
2008-08-26   ,    860.200,   5 day avg 
2008-08-26   ,     1684.0,   5 day avg 
2008-08-26   ,     1681.2,   5 day avg 
2008-08-26   ,     1652.0,   5 day avg 
2008-08-26   ,     1692.0,   5 day avg 
2008-08-26   ,     1806.0,   5 day avg 
2008-08-26   ,     1441.6,   5 day avg 
2008-08-26   ,     1363.0,   5 day avg 
2008-08-26   ,     1381.0,   5 day avg 
2008-08-26   ,     1381.0,   5 day avg 
2008-08-26   ,     1347.7,   3 day avg