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

Ten-Year Dollar Swapnote . Futures . Average Open Interest (prev. day)
             , Ten-Year Dollar Swapno ,
             , te                     ,
             , Ten-Year Dollar Swapno ,
             , te1st                  ,
             , Ten-Year Dollar Swapno ,
             , te; Nearest expiration ,
             ,                        ,
             ,      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   ,     8.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    10.0000,   5 day avg 
2008-08-26   ,    305.000,   5 day avg 
2008-08-26   ,     1485.0,   5 day avg 
2008-08-26   ,     1485.0,   5 day avg 
2008-08-26   ,     1485.0,   5 day avg 
2008-08-26   ,     1485.0,   5 day avg 
2008-08-26   ,     1485.0,   5 day avg 
2008-08-26   ,     1480.0,   5 day avg 
2008-08-26   ,     1206.0,   5 day avg 
2008-08-26   ,     1010.0,   5 day avg 
2008-08-26   ,     1010.0,   5 day avg 
2008-08-26   ,    946.000,   5 day avg 
2008-08-26   ,    842.000,   5 day avg 
2008-08-26   ,    580.000,   5 day avg 
2008-08-26   ,    568.000,   5 day avg 
2008-08-26   ,    520.000,   5 day avg 
2008-08-26   ,    468.000,   5 day avg 
2008-08-26   ,    390.000,   5 day avg 
2008-08-26   ,    390.000,   5 day avg 
2008-08-26   ,    390.000,   5 day avg 
2008-08-26   ,    390.000,   5 day avg 
2008-08-26   ,    390.000,   5 day avg 
2008-08-26   ,    390.000,   5 day avg 
2008-08-26   ,    390.000,   3 day avg 
2008-08-26   ,    390.000,   4 day avg 
2008-08-26   ,    381.000,   5 day avg 
2008-08-26   ,    375.000,   5 day avg 
2008-08-26   ,    535.000,   5 day avg 
2008-08-26   ,     1163.0,   5 day avg 
2008-08-26   ,     1160.0,   5 day avg 
2008-08-26   ,     1160.0,   5 day avg 
2008-08-26   ,     1167.8,   5 day avg 
2008-08-26   ,     1173.0,   5 day avg 
2008-08-26   ,     1165.0,   5 day avg 
2008-08-26   ,     1163.0,   5 day avg 
2008-08-26   ,     1023.0,   5 day avg 
2008-08-26   ,    923.000,   5 day avg 
2008-08-26   ,    913.000,   5 day avg 
2008-08-26   ,    733.000,   4 day avg 
2008-08-26   ,    93.0000,   1 day avg 
2008-08-26   ,    154.200,   5 day avg 
2008-08-26   ,    399.000,   5 day avg 
2008-08-26   ,    399.000,   5 day avg 
2008-08-26   ,    399.000,   5 day avg 
2008-08-26   ,    399.000,   5 day avg 
2008-08-26   ,    399.000,   5 day avg 
2008-08-26   ,    399.000,   5 day avg 
2008-08-26   ,    353.000,   5 day avg 
2008-08-26   ,    269.000,   5 day avg 
2008-08-26   ,    359.000,   5 day avg 
2008-08-26   ,    433.000,   5 day avg 
2008-08-26   ,    400.000,   5 day avg 
2008-08-26   ,    240.000,   5 day avg 
2008-08-26   ,    940.600,   5 day avg 
2008-08-26   ,     4246.0,   5 day avg 
2008-08-26   ,     5296.0,   1 day avg 
2008-08-26   ,     5296.0,   2 day avg 
2008-08-26   ,     5504.0,   5 day avg 
2008-08-26   ,     5635.2,   5 day avg 
2008-08-26   ,     5681.3,   4 day avg 
2008-08-26   ,     5651.2,   5 day avg 
2008-08-26   ,     5380.0,   5 day avg 
2008-08-26   ,     5290.0,   5 day avg 
2008-08-26   ,     5040.8,   5 day avg 
2008-08-26   ,     4923.6,   5 day avg 
2008-08-26   ,     4871.0,   5 day avg 
2008-08-26   ,     3892.0,   5 day avg 
2008-08-26   ,     1485.2,   5 day avg 
2008-08-26   ,     2673.0,   5 day avg 
2008-08-26   ,     2673.0,   5 day avg 
2008-08-26   ,     2663.0,   5 day avg 
2008-08-26   ,     2301.4,   5 day avg 
2008-08-26   ,     2137.0,   5 day avg 
2008-08-26   ,     2123.2,   5 day avg 
2008-08-26   ,     2039.0,   4 day avg 
2008-08-26   ,     2014.0,   2 day avg 
2008-08-26   ,     2221.0,   5 day avg 
2008-08-26   ,     2529.0,   5 day avg 
2008-08-26   ,     2583.8,   5 day avg 
2008-08-26   ,     2903.2,   5 day avg 
2008-08-26   ,     6206.0,   5 day avg 
2008-08-26   ,     6211.8,   5 day avg 
2008-08-26   ,     6213.0,   5 day avg 
2008-08-26   ,     6183.0,   5 day avg 
2008-08-26   ,     6902.2,   5 day avg 
2008-08-26   ,     8561.0,   5 day avg 
2008-08-26   ,     9400.0,   5 day avg 
2008-08-26   ,     9400.0,   5 day avg 
2008-08-26   ,     9580.0,   5 day avg 
2008-08-26   ,     9913.0,   5 day avg 
2008-08-26   ,    10211.0,   4 day avg 
2008-08-26   ,    10272.3,   3 day avg 
2008-08-26   ,     8466.0,   5 day avg 
2008-08-26   ,     1398.6,   5 day avg 
2008-08-26   ,     1243.4,   5 day avg 
2008-08-26   ,     3445.2,   5 day avg 
2008-08-26   ,     7584.2,   5 day avg 
2008-08-26   ,     7241.8,   5 day avg 
2008-08-26   ,     6899.6,   5 day avg 
2008-08-26   ,     6049.2,   5 day avg 
2008-08-26   ,     5188.4,   5 day avg 
2008-08-26   ,     4414.0,   5 day avg 
2008-08-26   ,     3645.0,   5 day avg 
2008-08-26   ,     3031.0,   3 day avg