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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),
3 month Euribor. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1. Nearest maturity . Number of observations : 63
Column ( 2) 3 month Euribor maturity 2. 2nd maturity . Number of observations : 63
Column ( 3) 3 month Euribor maturity 3. 3rd maturity . Number of observations : 63
Column ( 4) 3 month Euribor maturity 4. 4th maturity . Number of observations : 63
Column ( 5) 3 month Euribor maturity 5. 5th maturity . Number of observations : 63
Column ( 6) 3 month Euribor maturity 6. 6th maturity . Number of observations : 63
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

3 month Euribor . Futures . Average Volume 
             , 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,
             , 3 month Euribor1st     ,, 3 month Euribor2nd     ,, 3 month Euribor3rd     ,, 3 month Euribor4th     ,, 3 month Euribor5th     ,, 3 month Euribor6th     ,
             , 3 month Euribor; Neare ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , st expiration          ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,
End of       ,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,
2008-08      ,      20525,  18 day avg ,      46349,  18 day avg ,        481,  18 day avg ,      31436,  18 day avg ,      77963,  18 day avg ,         na,  18 day avg 
2008-07      ,       9190,  23 day avg ,      49260,  23 day avg ,      51798,  23 day avg ,         na,  23 day avg ,      73575,  23 day avg ,      64347,  23 day avg 
2008-06      ,      62489,  21 day avg ,       3612,  21 day avg ,      61072,  21 day avg ,     101844,  21 day avg ,         na,  21 day avg ,      60726,  21 day avg 
2008-05      ,      39779,  22 day avg ,      59574,  22 day avg ,        122,  22 day avg ,      51293,  22 day avg ,      69940,  22 day avg ,         na,  22 day avg 
2008-04      ,      15719,  22 day avg ,      86843,  22 day avg ,      66282,  22 day avg ,         na,  22 day avg ,      98244,  22 day avg ,      67699,  22 day avg 
2008-03      ,     110301,  19 day avg ,       8084,  19 day avg ,      69772,  19 day avg ,     133781,  19 day avg ,         na,  19 day avg ,      66473,  19 day avg 
2008-02      ,      59193,  21 day avg ,      88229,  21 day avg ,          0,  21 day avg ,      80626,  21 day avg ,     118449,  21 day avg ,         na,  21 day avg 
2008-01      ,      15125,  14 day avg ,     215190,  14 day avg ,      13119,  14 day avg ,         na,  14 day avg ,     233031,  14 day avg ,      15170,  14 day avg 
2007-12      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-11      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-10      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-08      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-07      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-05      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-04      ,       2092,   4 day avg ,        237,   4 day avg ,     112948,   4 day avg ,         na,   4 day avg ,         na,   4 day avg ,     120078,   4 day avg 
2007-03      ,      62798,  22 day avg ,       1389,  22 day avg ,      56734,  22 day avg ,     132304,  22 day avg ,         na,  22 day avg ,      58662,  22 day avg 
2007-02      ,      29535,  20 day avg ,      59251,  20 day avg ,         na,  20 day avg ,      66356,  20 day avg ,     111164,  20 day avg ,         na,  20 day avg 
2007-01      ,       1137,  22 day avg ,      43320,  22 day avg ,      63483,  22 day avg ,         na,  22 day avg ,      77587,  22 day avg ,      60655,  22 day avg 
2006-12      ,      47860,  19 day avg ,       1104,  19 day avg ,      39084,  19 day avg ,     130139,  19 day avg ,         na,  19 day avg ,      29381,  19 day avg 
2006-11      ,      57052,  22 day avg ,      41454,  22 day avg ,         77,  22 day avg ,      98893,  22 day avg ,      68808,  22 day avg ,         na,  22 day avg 
2006-10      ,       4001,  22 day avg ,      39316,  22 day avg ,      52158,  22 day avg ,         35,  22 day avg ,      62339,  22 day avg ,      74261,  22 day avg 
2006-09      ,      29825,  21 day avg ,       2192,  21 day avg ,      81298,  21 day avg ,      98276,  21 day avg ,         na,  21 day avg ,      94138,  21 day avg 
2006-08      ,      35615,  23 day avg ,      38136,  23 day avg ,         28,  23 day avg ,      85240,  23 day avg ,      65741,  23 day avg ,         na,  23 day avg 
2006-07      ,       3835,  21 day avg ,      35915,  21 day avg ,      63180,  21 day avg ,         na,  21 day avg ,      68511,  21 day avg ,      77499,  21 day avg 
2006-06      ,      74747,  22 day avg ,       1247,  22 day avg ,      70330,  22 day avg ,      89828,  22 day avg ,         na,  22 day avg ,      66889,  22 day avg 
2006-05      ,      49024,  22 day avg ,      76060,  22 day avg ,          9,  22 day avg ,      64920,  22 day avg ,      62106,  22 day avg ,         na,  22 day avg 
2006-04      ,       4436,  18 day avg ,      64132,  18 day avg ,      96722,  18 day avg ,         na,  18 day avg ,      68204,  18 day avg ,      86892,  18 day avg 
2006-03      ,      28013,  23 day avg ,       2242,  23 day avg ,      78436,  23 day avg ,      57669,  23 day avg ,         na,  23 day avg ,      80435,  23 day avg 
2006-02      ,      28139,  20 day avg ,      35086,  20 day avg ,         59,  20 day avg ,      70506,  20 day avg ,      55376,  20 day avg ,         na,  20 day avg 
2006-01      ,       2731,  22 day avg ,      52558,  22 day avg ,      53287,  22 day avg ,         na,  22 day avg ,      69687,  22 day avg ,      70736,  22 day avg 
2005-12      ,      47365,  21 day avg ,       1441,  21 day avg ,      20766,  21 day avg ,      77167,  21 day avg ,         na,  21 day avg ,      16982,  21 day avg 
2005-11      ,      70692,  22 day avg ,      86819,  22 day avg ,        122,  22 day avg ,      85935,  22 day avg ,      74827,  22 day avg ,         na,  22 day avg 
2005-10      ,       2442,  21 day avg ,      80924,  21 day avg ,      73205,  21 day avg ,        296,  21 day avg ,      84338,  21 day avg ,      77330,  21 day avg 
2005-09      ,      26003,  22 day avg ,        904,  22 day avg ,      43953,  22 day avg ,      62622,  22 day avg ,         na,  22 day avg ,      63006,  22 day avg 
2005-08      ,      12382,  23 day avg ,      24317,  23 day avg ,        157,  23 day avg ,      46623,  23 day avg ,      34756,  23 day avg ,         na,  23 day avg 
2005-07      ,       2901,  21 day avg ,      17344,  21 day avg ,      52449,  21 day avg ,         na,  21 day avg ,      31380,  21 day avg ,      69694,  21 day avg 
2005-06      ,      37716,  22 day avg ,       1225,  22 day avg ,      77367,  22 day avg ,      61190,  22 day avg ,         na,  22 day avg ,      95058,  22 day avg 
2005-05      ,      17321,  22 day avg ,      30132,  22 day avg ,        225,  22 day avg ,      46192,  22 day avg ,      50459,  22 day avg ,          0,  22 day avg 
2005-04      ,       3993,  20 day avg ,      34497,  20 day avg ,      47092,  20 day avg ,        178,  20 day avg ,      52006,  20 day avg ,      67077,  20 day avg 
2005-03      ,      26132,  22 day avg ,       2128,  22 day avg ,      55768,  22 day avg ,      51276,  22 day avg ,          1,  22 day avg ,      63808,  22 day avg 
2005-02      ,      37621,  20 day avg ,      25803,  20 day avg ,        276,  20 day avg ,      59447,  20 day avg ,      50960,  20 day avg ,          0,  20 day avg 
2005-01      ,       1740,  21 day avg ,      27316,  21 day avg ,      47046,  21 day avg ,        427,  21 day avg ,      49983,  21 day avg ,      66923,  21 day avg 
2004-12      ,      20163,  23 day avg ,       1073,  23 day avg ,      36514,  23 day avg ,      47056,  23 day avg ,          0,  23 day avg ,      35617,  23 day avg 
2004-11      ,      29537,  22 day avg ,      44836,  22 day avg ,        351,  22 day avg ,      60870,  22 day avg ,      61256,  22 day avg ,         na,  22 day avg 
2004-10      ,       3308,  21 day avg ,      28592,  21 day avg ,      43449,  21 day avg ,         na,  21 day avg ,      46424,  21 day avg ,      63543,  21 day avg 
2004-09      ,      22851,  22 day avg ,       1662,  22 day avg ,      57506,  22 day avg ,      50674,  22 day avg ,         na,  22 day avg ,      72022,  22 day avg 
2004-08      ,      15317,  22 day avg ,      30992,  22 day avg ,        118,  22 day avg ,      27998,  22 day avg ,      55541,  22 day avg ,         na,  22 day avg 
2004-07      ,       2911,  22 day avg ,      24517,  22 day avg ,      36489,  22 day avg ,         na,  22 day avg ,      42331,  22 day avg ,      57355,  22 day avg 
2004-06      ,      32251,  22 day avg ,       2412,  22 day avg ,      48391,  22 day avg ,      53870,  22 day avg ,         na,  22 day avg ,      65897,  22 day avg 
2004-05      ,      18511,  21 day avg ,      40183,  21 day avg ,         na,  21 day avg ,      39558,  21 day avg ,      61695,  21 day avg ,         na,  21 day avg 
2004-04      ,       7165,  19 day avg ,      47543,  19 day avg ,      91239,  19 day avg ,         na,  19 day avg ,      56007,  19 day avg ,      76973,  19 day avg 
2004-03      ,      45757,  23 day avg ,       1567,  23 day avg ,      98786,  23 day avg ,      77931,  23 day avg ,          4,  23 day avg ,      64498,  23 day avg 
2004-02      ,      38574,  20 day avg ,      45475,  20 day avg ,         12,  20 day avg ,      56497,  20 day avg ,      63297,  20 day avg ,         na,  20 day avg 
2004-01      ,       2258,  21 day avg ,      34689,  21 day avg ,      57239,  21 day avg ,          1,  21 day avg ,      54767,  21 day avg ,      69792,  21 day avg 
2003-12      ,      29891,  19 day avg ,       1052,  19 day avg ,      22110,  19 day avg ,      53782,  19 day avg ,         na,  19 day avg ,      19285,  19 day avg 
2003-11      ,      23896,  20 day avg ,      31590,  20 day avg ,         97,  20 day avg ,      42460,  20 day avg ,      48342,  20 day avg ,         na,  20 day avg 
2003-10      ,       2021,  23 day avg ,      39082,  23 day avg ,      39698,  23 day avg ,         15,  23 day avg ,      54309,  23 day avg ,      53074,  23 day avg 
2003-09      ,      12550,  18 day avg ,       1666,  18 day avg ,      61439,  18 day avg ,      34754,  18 day avg ,         na,  18 day avg ,      67155,  18 day avg 
2003-08      ,      12812,  17 day avg ,      38514,  17 day avg ,        742,  17 day avg ,      21795,  17 day avg ,      63447,  17 day avg ,          1,  17 day avg 
2003-07      ,       3559,  23 day avg ,      38337,  23 day avg ,      35937,  23 day avg ,         na,  23 day avg ,      58104,  23 day avg ,      35092,  23 day avg 
2003-06      ,      64173,  21 day avg ,       3642,  21 day avg ,      56764,  21 day avg ,      71482,  21 day avg ,         na,  21 day avg ,      61671,  21 day avg 
2003-05      ,      46604,  22 day avg ,      76530,  22 day avg ,        902,  22 day avg ,      37103,  22 day avg ,      62866,  22 day avg ,         na,  22 day avg 
2003-04      ,      14289,  18 day avg ,      45515,  18 day avg ,      62308,  18 day avg ,      51158,  18 day avg ,     114881,  18 day avg ,      58470,  18 day avg 
2003-03      ,      62548,  21 day avg ,       5425,  21 day avg ,      51741,  21 day avg ,     121987,  21 day avg ,     130598,  21 day avg ,     124777,  21 day avg 
2003-02      ,      56938,  20 day avg ,      63791,  20 day avg ,        766,  20 day avg ,      96589,  20 day avg ,      87992,  20 day avg ,      76762,  20 day avg 
2003-01      ,       5622,  22 day avg ,      52527,  22 day avg ,      33040,  22 day avg ,      92388,  22 day avg ,      84852,  22 day avg ,      76656,  22 day avg 
2002-12      ,      67742,  20 day avg ,       1639,  20 day avg ,      21649,  20 day avg ,      71548,  20 day avg ,      60580,  20 day avg ,      51652,  20 day avg 
2002-11      ,      45500,  21 day avg ,      82396,  21 day avg ,          2,  21 day avg ,      98197,  21 day avg ,      77538,  21 day avg ,      48252,  21 day avg 
2002-10      ,      15505,  22 day avg ,      89829,  22 day avg ,      64262,  22 day avg ,     145126,  22 day avg ,     124908,  22 day avg ,      63273,  22 day avg