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

Long Gilt . Futures . Average Volume 
             , Long Gilt              ,, Long Gilt              ,
             , Long Gilt1st           ,, Long Gilt2nd           ,
             , Long Gilt; Nearest exp ,, 2nd nearest expn       ,
             , iration                ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,
End of       ,       Avg daily Volume ,,       Avg daily Volume ,
2008-08      ,      84594,  18 day avg ,      12595,  18 day avg 
2008-07      ,      79998,  23 day avg ,          1,  23 day avg 
2008-06      ,      11464,  21 day avg ,      72245,  21 day avg 
2008-05      ,      82216,  22 day avg ,      28182,  22 day avg 
2008-04      ,      77345,  22 day avg ,         na,  22 day avg 
2008-03      ,      15385,  19 day avg ,      83753,  19 day avg 
2008-02      ,     107830,  21 day avg ,      30647,  21 day avg 
2008-01      ,     102990,  14 day avg ,         na,  14 day avg 
2007-12      ,         na,   0 day avg ,         na,   0 day avg 
2007-11      ,         na,   0 day avg ,         na,   0 day avg 
2007-10      ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,         na,   0 day avg ,         na,   0 day avg 
2007-08      ,         na,   0 day avg ,         na,   0 day avg 
2007-07      ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,         na,   0 day avg ,         na,   0 day avg 
2007-05      ,         na,   0 day avg ,         na,   0 day avg 
2007-04      ,      84269,   4 day avg ,         na,   4 day avg 
2007-03      ,      14562,  22 day avg ,      76429,  22 day avg 
2007-02      ,     121831,  20 day avg ,      31858,  20 day avg 
2007-01      ,      81063,  22 day avg ,          2,  22 day avg 
2006-12      ,      10593,  19 day avg ,      64992,  19 day avg 
2006-11      ,     102651,  22 day avg ,      24606,  22 day avg 
2006-10      ,      73152,  22 day avg ,         na,  22 day avg 
2006-09      ,      13893,  21 day avg ,      63445,  21 day avg 
2006-08      ,      79267,  23 day avg ,      18409,  23 day avg 
2006-07      ,      62561,  21 day avg ,         na,  21 day avg 
2006-06      ,      13502,  22 day avg ,      64428,  22 day avg 
2006-05      ,      91097,  22 day avg ,      25251,  22 day avg 
2006-04      ,      70296,  18 day avg ,         na,  18 day avg 
2006-03      ,      11947,  23 day avg ,      64239,  23 day avg 
2006-02      ,      85870,  20 day avg ,      28115,  20 day avg 
2006-01      ,      64003,  22 day avg ,         na,  22 day avg 
2005-12      ,       5967,  21 day avg ,      43875,  21 day avg 
2005-11      ,      81178,  22 day avg ,      20752,  22 day avg 
2005-10      ,      68261,  21 day avg ,          0,  21 day avg 
2005-09      ,      11976,  22 day avg ,      62103,  22 day avg 
2005-08      ,      58611,  23 day avg ,      16862,  23 day avg 
2005-07      ,      52252,  21 day avg ,          2,  21 day avg 
2005-06      ,      13281,  22 day avg ,      53321,  22 day avg 
2005-05      ,      68514,  22 day avg ,      17636,  22 day avg 
2005-04      ,      50174,  20 day avg ,          0,  20 day avg 
2005-03      ,      11034,  22 day avg ,      48324,  22 day avg 
2005-02      ,      69975,  20 day avg ,      17853,  20 day avg 
2005-01      ,      51677,  21 day avg ,          0,  21 day avg 
2004-12      ,       6999,  23 day avg ,      41314,  23 day avg 
2004-11      ,      74193,  22 day avg ,      15452,  22 day avg 
2004-10      ,      48829,  21 day avg ,         na,  21 day avg 
2004-09      ,       9904,  22 day avg ,      45079,  22 day avg 
2004-08      ,      52998,  22 day avg ,      15200,  22 day avg 
2004-07      ,      42118,  22 day avg ,          9,  22 day avg 
2004-06      ,       7647,  22 day avg ,      35968,  22 day avg 
2004-05      ,      50077,  21 day avg ,      15333,  21 day avg 
2004-04      ,      41379,  19 day avg ,          1,  19 day avg 
2004-03      ,       7811,  23 day avg ,      39390,  23 day avg 
2004-02      ,      48179,  20 day avg ,      10892,  20 day avg 
2004-01      ,      41732,  21 day avg ,          0,  21 day avg 
2003-12      ,       4652,  19 day avg ,      28334,  19 day avg 
2003-11      ,      48620,  20 day avg ,      12363,  20 day avg 
2003-10      ,      36862,  23 day avg ,         82,  23 day avg 
2003-09      ,       7088,  18 day avg ,      32731,  18 day avg 
2003-08      ,      28860,  17 day avg ,       3160,  17 day avg 
2003-07      ,      35558,  23 day avg ,         na,  23 day avg 
2003-06      ,       8376,  21 day avg ,      35906,  21 day avg 
2003-05      ,      36338,  22 day avg ,       5629,  22 day avg 
2003-04      ,      31750,  18 day avg ,         na,  18 day avg 
2003-03      ,       5934,  21 day avg ,      34010,  21 day avg 
2003-02      ,      36630,  20 day avg ,       6343,  20 day avg 
2003-01      ,      32054,  22 day avg ,         na,  22 day avg 
2002-12      ,       3526,  20 day avg ,      21179,  20 day avg 
2002-11      ,      29262,  21 day avg ,       3417,  21 day avg 
2002-10      ,      29513,  22 day avg ,         na,  22 day avg