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

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

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

Two-Year Euro Swapnote . Futures . Average Volume

             , Two-Year Euro Swapnote ,
             ,                        ,
             , Two-Year Euro Swapnote ,
             , 1st                    ,
             , Two-Year Euro Swapnote ,
             , ; Nearest expiration   ,
             ,      Oct2002 to Aug2008,
End of       ,       Avg daily Volume ,
2008-08-26   ,     1693.0,   2 day avg 
2008-08-26   ,     1149.2,   5 day avg 
2008-08-26   ,    859.200,   5 day avg 
2008-08-26   ,     1571.8,   5 day avg 
2008-08-26   ,     1941.8,   5 day avg 
2008-08-26   ,     1311.2,   5 day avg 
2008-08-26   ,     1861.8,   5 day avg 
2008-08-26   ,     1760.2,   5 day avg 
2008-08-26   ,     2903.4,   5 day avg 
2008-08-26   ,     1362.4,   5 day avg 
2008-08-26   ,     1276.8,   5 day avg 
2008-08-26   ,     8599.8,   5 day avg 
2008-08-26   ,     4467.4,   5 day avg 
2008-08-26   ,     1231.4,   5 day avg 
2008-08-26   ,     1912.4,   5 day avg 
2008-08-26   ,    751.400,   5 day avg 
2008-08-26   ,    693.000,   5 day avg 
2008-08-26   ,    787.000,   5 day avg 
2008-08-26   ,     1287.6,   5 day avg 
2008-08-26   ,     1741.4,   5 day avg 
2008-08-26   ,     1643.4,   5 day avg 
2008-08-26   ,    840.600,   5 day avg 
2008-08-26   ,     1848.8,   4 day avg 
2008-08-26   ,     4188.3,   4 day avg 
2008-08-26   ,     7371.0,   5 day avg 
2008-08-26   ,     1071.8,   5 day avg 
2008-08-26   ,    993.600,   5 day avg 
2008-08-26   ,     2802.2,   5 day avg 
2008-08-26   ,     1328.6,   5 day avg 
2008-08-26   ,     1662.8,   5 day avg 
2008-08-26   ,     1041.0,   5 day avg 
2008-08-26   ,     2409.4,   5 day avg 
2008-08-26   ,     1877.4,   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   ,    823.000,   4 day avg 
2008-08-26   ,    739.400,   5 day avg 
2008-08-26   ,     1739.6,   5 day avg 
2008-08-26   ,     2891.8,   5 day avg 
2008-08-26   ,    893.400,   5 day avg 
2008-08-26   ,    762.200,   5 day avg 
2008-08-26   ,    283.800,   5 day avg 
2008-08-26   ,    920.200,   5 day avg 
2008-08-26   ,     1230.4,   5 day avg 
2008-08-26   ,    513.800,   5 day avg 
2008-08-26   ,    616.200,   5 day avg 
2008-08-26   ,    471.400,   5 day avg 
2008-08-26   ,    360.800,   5 day avg 
2008-08-26   ,    762.250,   4 day avg 
2008-08-26   ,    120.333,   3 day avg 
2008-08-26   ,     1492.4,   5 day avg 
2008-08-26   ,     2571.4,   5 day avg 
2008-08-26   ,    484.200,   5 day avg 
2008-08-26   ,    457.200,   5 day avg 
2008-08-26   ,    357.200,   5 day avg 
2008-08-26   ,    197.200,   5 day avg 
2008-08-26   ,    491.600,   5 day avg 
2008-08-26   ,    330.800,   5 day avg 
2008-08-26   ,    323.000,   5 day avg 
2008-08-26   ,    336.800,   5 day avg 
2008-08-26   ,    401.000,   5 day avg 
2008-08-26   ,    377.200,   5 day avg 
2008-08-26   ,    629.600,   5 day avg 
2008-08-26   ,    713.200,   5 day avg 
2008-08-26   ,     2751.4,   5 day avg 
2008-08-26   ,    351.800,   5 day avg 
2008-08-26   ,    208.600,   5 day avg 
2008-08-26   ,    319.200,   5 day avg 
2008-08-26   ,    161.400,   5 day avg 
2008-08-26   ,    707.200,   5 day avg 
2008-08-26   ,    848.400,   5 day avg 
2008-08-26   ,    358.800,   5 day avg 
2008-08-26   ,    191.000,   5 day avg 
2008-08-26   ,    358.600,   5 day avg 
2008-08-26   ,    368.400,   5 day avg 
2008-08-26   ,    390.200,   5 day avg 
2008-08-26   ,    396.200,   5 day avg 
2008-08-26   ,     4080.8,   5 day avg 
2008-08-26   ,    348.400,   5 day avg 
2008-08-26   ,    392.800,   5 day avg 
2008-08-26   ,    349.000,   5 day avg 
2008-08-26   ,    349.600,   5 day avg 
2008-08-26   ,    402.600,   5 day avg 
2008-08-26   ,     1098.0,   4 day avg 
2008-08-26   ,    595.600,   5 day avg 
2008-08-26   ,    851.000,   4 day avg 
2008-08-26   ,    577.750,   4 day avg 
2008-08-26   ,    918.400,   5 day avg 
2008-08-26   ,    458.200,   5 day avg 
2008-08-26   ,    945.800,   5 day avg 
2008-08-26   ,    832.600,   5 day avg 
2008-08-26   ,     3415.8,   5 day avg 
2008-08-26   ,    240.000,   5 day avg 
2008-08-26   ,    413.200,   5 day avg 
2008-08-26   ,    579.200,   5 day avg 
2008-08-26   ,     1358.6,   5 day avg 
2008-08-26   ,    788.600,   5 day avg 
2008-08-26   ,     1398.6,   5 day avg 
2008-08-26   ,     1527.2,   5 day avg 
2008-08-26   ,     1463.2,   5 day avg 
2008-08-26   ,    763.200,   5 day avg 
2008-08-26   ,    443.000,   4 day avg 
2008-08-26   ,     2039.6,   5 day avg 
2008-08-26   ,     3323.8,   5 day avg 
2008-08-26   ,     1193.2,   5 day avg 
2008-08-26   ,     1891.6,   5 day avg 
2008-08-26   ,    626.800,   5 day avg 
2008-08-26   ,     1006.2,   5 day avg 
2008-08-26   ,    871.800,   5 day avg 
2008-08-26   ,     1445.6,   5 day avg 
2008-08-26   ,    857.200,   5 day avg 
2008-08-26   ,    642.400,   5 day avg 
2008-08-26   ,    551.600,   5 day avg 
2008-08-26   ,    283.800,   5 day avg 
2008-08-26   ,    836.400,   5 day avg 
2008-08-26   ,    657.000,   5 day avg 
2008-08-26   ,     3568.8,   5 day avg 
2008-08-26   ,    428.800,   5 day avg 
2008-08-26   ,    458.200,   5 day avg 
2008-08-26   ,    473.200,   5 day avg 
2008-08-26   ,    415.200,   5 day avg 
2008-08-26   ,    361.000,   5 day avg 
2008-08-26   ,    386.200,   5 day avg 
2008-08-26   ,    265.800,   5 day avg 
2008-08-26   ,    546.600,   5 day avg 
2008-08-26   ,    302.800,   5 day avg 
2008-08-26   ,    885.600,   5 day avg 
2008-08-26   ,    230.000,   5 day avg 
2008-08-26   ,    458.200,   5 day avg 
2008-08-26   ,    343.000,   5 day avg 
2008-08-26   ,     3415.4,   5 day avg 
2008-08-26   ,    253.600,   5 day avg 
2008-08-26   ,    165.200,   5 day avg 
2008-08-26   ,    113.600,   5 day avg 
2008-08-26   ,    151.400,   5 day avg 
2008-08-26   ,    414.800,   5 day avg 
2008-08-26   ,    454.000,   5 day avg 
2008-08-26   ,    555.800,   5 day avg 
2008-08-26   ,    230.750,   4 day avg 
2008-08-26   ,    284.400,   5 day avg 
2008-08-26   ,    101.600,   5 day avg 
2008-08-26   ,    287.250,   4 day avg 
2008-08-26   ,     1122.2,   5 day avg 
2008-08-26   ,     3472.2,   5 day avg 
2008-08-26   ,     1043.6,   5 day avg 
2008-08-26   ,    366.800,   5 day avg 
2008-08-26   ,    315.200,   5 day avg 
2008-08-26   ,    439.800,   5 day avg 
2008-08-26   ,    174.200,   5 day avg 
2008-08-26   ,    377.800,   5 day avg 
2008-08-26   ,    537.400,   5 day avg 
2008-08-26   ,    283.600,   5 day avg 
2008-08-26   ,    571.800,   5 day avg 
2008-08-26   ,    639.800,   5 day avg 
2008-08-26   ,    522.400,   5 day avg 
2008-08-26   ,    417.000,   5 day avg 
2008-08-26   ,     3279.2,   5 day avg 
2008-08-26   ,    770.400,   5 day avg 
2008-08-26   ,    318.400,   5 day avg 
2008-08-26   ,    449.600,   5 day avg 
2008-08-26   ,    870.800,   5 day avg 
2008-08-26   ,    688.400,   5 day avg 
2008-08-26   ,    967.000,   5 day avg 
2008-08-26   ,     1158.2,   5 day avg 
2008-08-26   ,    457.400,   5 day avg 
2008-08-26   ,    501.600,   5 day avg 
2008-08-26   ,    490.800,   5 day avg 
2008-08-26   ,    608.600,   5 day avg 
2008-08-26   ,    873.200,   5 day avg 
2008-08-26   ,     4674.4,   5 day avg 
2008-08-26   ,    631.400,   5 day avg 
2008-08-26   ,    760.200,   5 day avg 
2008-08-26   ,     1297.0,   5 day avg 
2008-08-26   ,    600.200,   5 day avg 
2008-08-26   ,    521.800,   5 day avg 
2008-08-26   ,    505.400,   5 day avg 
2008-08-26   ,    651.000,   5 day avg 
2008-08-26   ,    587.200,   5 day avg 
2008-08-26   ,    604.800,   5 day avg 
2008-08-26   ,     1693.6,   5 day avg 
2008-08-26   ,     1639.0,   5 day avg 
2008-08-26   ,     3678.0,   5 day avg 
2008-08-26   ,     4301.4,   5 day avg 
2008-08-26   ,     1261.2,   5 day avg 
2008-08-26   ,     1302.2,   5 day avg 
2008-08-26   ,    898.400,   5 day avg 
2008-08-26   ,     1173.8,   5 day avg 
2008-08-26   ,     1219.0,   5 day avg 
2008-08-26   ,     1150.8,   5 day avg 
2008-08-26   ,     2108.2,   5 day avg 
2008-08-26   ,     2264.0,   3 day avg 
2008-08-26   ,     1510.5,   4 day avg 
2008-08-26   ,     2592.6,   5 day avg 
2008-08-26   ,     1517.4,   5 day avg 
2008-08-26   ,     1167.0,   5 day avg 
2008-08-26   ,     4294.0,   5 day avg 
2008-08-26   ,     1661.8,   5 day avg 
2008-08-26   ,     1738.8,   5 day avg 
2008-08-26   ,     1737.2,   5 day avg 
2008-08-26   ,     1731.2,   5 day avg 
2008-08-26   ,     1243.6,   5 day avg 
2008-08-26   ,     2043.0,   5 day avg 
2008-08-26   ,     1925.4,   5 day avg 
2008-08-26   ,     1439.4,   5 day avg 
2008-08-26   ,     1221.8,   5 day avg 
2008-08-26   ,    202.750,   4 day avg 
2008-08-26   ,    69.0000,   1 day avg 
2008-08-26   ,     1302.8,   5 day avg 
2008-08-26   ,     6525.0,   5 day avg 
2008-08-26   ,     1294.6,   5 day avg 
2008-08-26   ,     1850.4,   5 day avg 
2008-08-26   ,     1140.2,   5 day avg 
2008-08-26   ,    998.400,   5 day avg 
2008-08-26   ,     1332.0,   5 day avg 
2008-08-26   ,     1523.6,   5 day avg 
2008-08-26   ,     1603.0,   5 day avg 
2008-08-26   ,     1160.4,   5 day avg 
2008-08-26   ,    754.000,   5 day avg 
2008-08-26   ,     1205.0,   5 day avg 
2008-08-26   ,     1441.2,   5 day avg 
2008-08-26   ,     1384.6,   5 day avg 
2008-08-26   ,     9880.4,   5 day avg 
2008-08-26   ,     2225.0,   1 day avg 
2008-08-26   ,    807.000,   2 day avg 
2008-08-26   ,     1047.0,   5 day avg 
2008-08-26   ,     1888.4,   5 day avg 
2008-08-26   ,     1185.8,   4 day avg 
2008-08-26   ,    986.400,   5 day avg 
2008-08-26   ,     1217.4,   5 day avg 
2008-08-26   ,     1860.8,   5 day avg 
2008-08-26   ,    661.600,   5 day avg 
2008-08-26   ,    583.400,   5 day avg 
2008-08-26   ,     1002.2,   5 day avg 
2008-08-26   ,     1707.8,   5 day avg 
2008-08-26   ,     6365.4,   5 day avg 
2008-08-26   ,    855.600,   5 day avg 
2008-08-26   ,    589.600,   5 day avg 
2008-08-26   ,    474.800,   5 day avg 
2008-08-26   ,    808.000,   5 day avg 
2008-08-26   ,    977.800,   5 day avg 
2008-08-26   ,    725.800,   5 day avg 
2008-08-26   ,    702.500,   4 day avg 
2008-08-26   ,    650.500,   2 day avg 
2008-08-26   ,     1419.2,   5 day avg 
2008-08-26   ,     1046.2,   5 day avg 
2008-08-26   ,    924.600,   5 day avg 
2008-08-26   ,     1219.4,   5 day avg 
2008-08-26   ,     6331.2,   5 day avg 
2008-08-26   ,     1476.8,   5 day avg 
2008-08-26   ,    923.400,   5 day avg 
2008-08-26   ,     1686.4,   5 day avg 
2008-08-26   ,     1285.8,   5 day avg 
2008-08-26   ,     1302.6,   5 day avg 
2008-08-26   ,     1586.4,   5 day avg 
2008-08-26   ,     1401.8,   5 day avg 
2008-08-26   ,     1909.2,   5 day avg 
2008-08-26   ,     3154.4,   5 day avg 
2008-08-26   ,     1382.5,   4 day avg 
2008-08-26   ,    41.3333,   3 day avg 
2008-08-26   ,     1998.4,   5 day avg 
2008-08-26   ,     5552.8,   5 day avg 
2008-08-26   ,     2593.6,   5 day avg 
2008-08-26   ,     2076.6,   5 day avg 
2008-08-26   ,     1368.6,   5 day avg 
2008-08-26   ,     1329.6,   5 day avg 
2008-08-26   ,     2312.0,   5 day avg 
2008-08-26   ,     1171.4,   5 day avg 
2008-08-26   ,     1331.0,   5 day avg 
2008-08-26   ,     4117.2,   5 day avg 
2008-08-26   ,     2518.6,   5 day avg 
2008-08-26   ,     3798.3,   3 day avg