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

Five-Year Euro Swapnote . Futures . Average Volume 
             , Five-Year Euro Swapnot ,
             , e                      ,
             , Five-Year Euro Swapnot ,
             , e1st                   ,
             , Five-Year Euro Swapnot ,
             , e; Nearest expiration  ,
             ,      Oct2002 to Aug2008,
End of       ,       Avg daily Volume ,
2008-08-26   ,    220.000,   2 day avg 
2008-08-26   ,    216.200,   5 day avg 
2008-08-26   ,    99.6000,   5 day avg 
2008-08-26   ,    91.4000,   5 day avg 
2008-08-26   ,    156.200,   5 day avg 
2008-08-26   ,    208.400,   5 day avg 
2008-08-26   ,    160.800,   5 day avg 
2008-08-26   ,    296.400,   5 day avg 
2008-08-26   ,    179.800,   5 day avg 
2008-08-26   ,    219.000,   5 day avg 
2008-08-26   ,    397.000,   5 day avg 
2008-08-26   ,     2505.2,   5 day avg 
2008-08-26   ,    317.600,   5 day avg 
2008-08-26   ,    194.800,   5 day avg 
2008-08-26   ,    203.200,   5 day avg 
2008-08-26   ,    233.000,   5 day avg 
2008-08-26   ,    235.000,   5 day avg 
2008-08-26   ,    244.200,   5 day avg 
2008-08-26   ,    308.400,   5 day avg 
2008-08-26   ,    558.600,   5 day avg 
2008-08-26   ,    292.400,   5 day avg 
2008-08-26   ,    176.400,   5 day avg 
2008-08-26   ,    235.500,   4 day avg 
2008-08-26   ,     1646.3,   4 day avg 
2008-08-26   ,     3417.8,   5 day avg 
2008-08-26   ,    369.400,   5 day avg 
2008-08-26   ,    592.200,   5 day avg 
2008-08-26   ,    638.600,   5 day avg 
2008-08-26   ,     1459.2,   5 day avg 
2008-08-26   ,     1817.2,   5 day avg 
2008-08-26   ,    266.200,   5 day avg 
2008-08-26   ,     1033.8,   5 day avg 
2008-08-26   ,    883.600,   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   ,    851.500,   4 day avg 
2008-08-26   ,     1144.0,   5 day avg 
2008-08-26   ,     2308.0,   5 day avg 
2008-08-26   ,     4805.6,   5 day avg 
2008-08-26   ,     1239.6,   5 day avg 
2008-08-26   ,     1808.6,   5 day avg 
2008-08-26   ,    535.200,   5 day avg 
2008-08-26   ,    713.600,   5 day avg 
2008-08-26   ,    432.400,   5 day avg 
2008-08-26   ,    649.000,   5 day avg 
2008-08-26   ,    642.200,   5 day avg 
2008-08-26   ,    698.600,   5 day avg 
2008-08-26   ,    806.200,   5 day avg 
2008-08-26   ,    349.750,   4 day avg 
2008-08-26   ,    62.6667,   3 day avg 
2008-08-26   ,    459.000,   5 day avg 
2008-08-26   ,     5334.0,   5 day avg 
2008-08-26   ,    607.000,   5 day avg 
2008-08-26   ,     1182.2,   5 day avg 
2008-08-26   ,    955.800,   5 day avg 
2008-08-26   ,    453.800,   5 day avg 
2008-08-26   ,    615.400,   5 day avg 
2008-08-26   ,     1248.4,   5 day avg 
2008-08-26   ,    570.800,   5 day avg 
2008-08-26   ,    413.400,   5 day avg 
2008-08-26   ,    937.400,   5 day avg 
2008-08-26   ,    234.600,   5 day avg 
2008-08-26   ,    714.800,   5 day avg 
2008-08-26   ,     1025.8,   5 day avg 
2008-08-26   ,     4940.6,   5 day avg 
2008-08-26   ,    978.800,   5 day avg 
2008-08-26   ,    403.400,   5 day avg 
2008-08-26   ,    898.000,   5 day avg 
2008-08-26   ,    342.200,   5 day avg 
2008-08-26   ,    860.400,   5 day avg 
2008-08-26   ,    536.200,   5 day avg 
2008-08-26   ,    417.400,   5 day avg 
2008-08-26   ,    781.200,   5 day avg 
2008-08-26   ,    864.800,   5 day avg 
2008-08-26   ,    287.200,   5 day avg 
2008-08-26   ,    777.000,   5 day avg 
2008-08-26   ,     1808.8,   5 day avg 
2008-08-26   ,     4669.0,   5 day avg 
2008-08-26   ,     1050.4,   5 day avg 
2008-08-26   ,    596.000,   5 day avg 
2008-08-26   ,    497.800,   5 day avg 
2008-08-26   ,    810.800,   5 day avg 
2008-08-26   ,    411.600,   5 day avg 
2008-08-26   ,     1065.8,   4 day avg 
2008-08-26   ,    805.400,   5 day avg 
2008-08-26   ,    611.250,   4 day avg 
2008-08-26   ,    622.750,   4 day avg 
2008-08-26   ,     2134.2,   5 day avg 
2008-08-26   ,    877.600,   5 day avg 
2008-08-26   ,    932.200,   5 day avg 
2008-08-26   ,     1816.4,   5 day avg 
2008-08-26   ,     4566.8,   5 day avg 
2008-08-26   ,     1197.0,   5 day avg 
2008-08-26   ,     1146.8,   5 day avg 
2008-08-26   ,    505.800,   5 day avg 
2008-08-26   ,    765.800,   5 day avg 
2008-08-26   ,    926.200,   5 day avg 
2008-08-26   ,     1268.8,   5 day avg 
2008-08-26   ,    923.400,   5 day avg 
2008-08-26   ,    700.600,   5 day avg 
2008-08-26   ,    776.600,   5 day avg 
2008-08-26   ,    672.250,   4 day avg 
2008-08-26   ,     1296.4,   5 day avg 
2008-08-26   ,     4723.6,   5 day avg 
2008-08-26   ,    865.400,   5 day avg 
2008-08-26   ,    704.800,   5 day avg 
2008-08-26   ,     1222.0,   5 day avg 
2008-08-26   ,     1332.8,   5 day avg 
2008-08-26   ,    617.800,   5 day avg 
2008-08-26   ,     1170.8,   5 day avg 
2008-08-26   ,     1006.8,   5 day avg 
2008-08-26   ,    839.600,   5 day avg 
2008-08-26   ,    701.400,   5 day avg 
2008-08-26   ,    938.600,   5 day avg 
2008-08-26   ,     1209.0,   5 day avg 
2008-08-26   ,    676.600,   5 day avg 
2008-08-26   ,     5125.6,   5 day avg 
2008-08-26   ,    480.600,   5 day avg 
2008-08-26   ,    608.400,   5 day avg 
2008-08-26   ,    391.200,   5 day avg 
2008-08-26   ,    827.400,   5 day avg 
2008-08-26   ,    278.400,   5 day avg 
2008-08-26   ,    325.600,   5 day avg 
2008-08-26   ,    439.000,   5 day avg 
2008-08-26   ,    619.000,   5 day avg 
2008-08-26   ,    175.800,   5 day avg 
2008-08-26   ,    827.800,   5 day avg 
2008-08-26   ,    374.000,   5 day avg 
2008-08-26   ,    460.800,   5 day avg 
2008-08-26   ,     1229.8,   5 day avg 
2008-08-26   ,     5511.0,   5 day avg 
2008-08-26   ,    404.000,   5 day avg 
2008-08-26   ,    657.400,   5 day avg 
2008-08-26   ,    477.200,   5 day avg 
2008-08-26   ,    957.600,   5 day avg 
2008-08-26   ,    353.400,   5 day avg 
2008-08-26   ,    554.600,   5 day avg 
2008-08-26   ,    716.000,   5 day avg 
2008-08-26   ,    556.500,   4 day avg 
2008-08-26   ,    494.600,   5 day avg 
2008-08-26   ,    731.400,   5 day avg 
2008-08-26   ,    771.500,   4 day avg 
2008-08-26   ,     2374.6,   5 day avg 
2008-08-26   ,     5296.6,   5 day avg 
2008-08-26   ,    848.000,   5 day avg 
2008-08-26   ,    628.200,   5 day avg 
2008-08-26   ,    719.200,   5 day avg 
2008-08-26   ,    444.800,   5 day avg 
2008-08-26   ,    944.000,   5 day avg 
2008-08-26   ,    595.000,   5 day avg 
2008-08-26   ,    711.600,   5 day avg 
2008-08-26   ,     1106.8,   5 day avg 
2008-08-26   ,    963.600,   5 day avg 
2008-08-26   ,    772.600,   5 day avg 
2008-08-26   ,     1070.0,   5 day avg 
2008-08-26   ,     1656.6,   5 day avg 
2008-08-26   ,     9555.8,   5 day avg 
2008-08-26   ,    890.200,   5 day avg 
2008-08-26   ,    510.000,   5 day avg 
2008-08-26   ,    541.400,   5 day avg 
2008-08-26   ,    350.000,   5 day avg 
2008-08-26   ,    410.400,   5 day avg 
2008-08-26   ,    844.600,   5 day avg 
2008-08-26   ,    682.600,   5 day avg 
2008-08-26   ,    766.200,   5 day avg 
2008-08-26   ,    768.000,   5 day avg 
2008-08-26   ,    507.200,   5 day avg 
2008-08-26   ,    679.400,   5 day avg 
2008-08-26   ,     2314.8,   5 day avg 
2008-08-26   ,    10107.0,   5 day avg 
2008-08-26   ,    608.400,   5 day avg 
2008-08-26   ,    410.000,   5 day avg 
2008-08-26   ,    570.000,   5 day avg 
2008-08-26   ,    572.200,   5 day avg 
2008-08-26   ,     1381.0,   5 day avg 
2008-08-26   ,    589.200,   5 day avg 
2008-08-26   ,    589.200,   5 day avg 
2008-08-26   ,    767.000,   5 day avg 
2008-08-26   ,    908.400,   5 day avg 
2008-08-26   ,    893.000,   5 day avg 
2008-08-26   ,    572.200,   5 day avg 
2008-08-26   ,     3665.8,   5 day avg 
2008-08-26   ,    10748.6,   5 day avg 
2008-08-26   ,    602.000,   5 day avg 
2008-08-26   ,     1028.2,   5 day avg 
2008-08-26   ,    844.400,   5 day avg 
2008-08-26   ,     1209.2,   5 day avg 
2008-08-26   ,     1078.6,   5 day avg 
2008-08-26   ,    749.000,   5 day avg 
2008-08-26   ,    833.800,   5 day avg 
2008-08-26   ,     1254.0,   3 day avg 
2008-08-26   ,     1558.5,   4 day avg 
2008-08-26   ,     1325.8,   5 day avg 
2008-08-26   ,    972.400,   5 day avg 
2008-08-26   ,     2154.8,   5 day avg 
2008-08-26   ,    11470.8,   5 day avg 
2008-08-26   ,     2046.8,   5 day avg 
2008-08-26   ,     1028.4,   5 day avg 
2008-08-26   ,     1457.2,   5 day avg 
2008-08-26   ,     1106.4,   5 day avg 
2008-08-26   ,     1565.4,   5 day avg 
2008-08-26   ,     2339.8,   5 day avg 
2008-08-26   ,     1150.0,   5 day avg 
2008-08-26   ,     1450.4,   5 day avg 
2008-08-26   ,     1132.4,   5 day avg 
2008-08-26   ,    597.250,   4 day avg 
2008-08-26   ,    378.000,   1 day avg 
2008-08-26   ,     2058.6,   5 day avg 
2008-08-26   ,    12849.6,   5 day avg 
2008-08-26   ,     1046.8,   5 day avg 
2008-08-26   ,     1423.8,   5 day avg 
2008-08-26   ,     1344.6,   5 day avg 
2008-08-26   ,     1411.0,   5 day avg 
2008-08-26   ,     1483.6,   5 day avg 
2008-08-26   ,    905.000,   5 day avg 
2008-08-26   ,     1229.4,   5 day avg 
2008-08-26   ,     1366.4,   5 day avg 
2008-08-26   ,     1664.2,   5 day avg 
2008-08-26   ,     1318.8,   5 day avg 
2008-08-26   ,     1633.6,   5 day avg 
2008-08-26   ,     1965.2,   5 day avg 
2008-08-26   ,    13998.6,   5 day avg 
2008-08-26   ,     1344.0,   1 day avg 
2008-08-26   ,    536.000,   2 day avg 
2008-08-26   ,    810.600,   5 day avg 
2008-08-26   ,     1343.2,   5 day avg 
2008-08-26   ,     1504.8,   4 day avg 
2008-08-26   ,     3865.4,   5 day avg 
2008-08-26   ,    684.200,   5 day avg 
2008-08-26   ,    996.400,   5 day avg 
2008-08-26   ,     1112.8,   5 day avg 
2008-08-26   ,     1345.2,   5 day avg 
2008-08-26   ,     1545.6,   5 day avg 
2008-08-26   ,     1902.4,   5 day avg 
2008-08-26   ,    13737.8,   5 day avg 
2008-08-26   ,     3698.0,   5 day avg 
2008-08-26   ,     2381.4,   5 day avg 
2008-08-26   ,     2552.2,   5 day avg 
2008-08-26   ,     2704.0,   5 day avg 
2008-08-26   ,     2117.4,   5 day avg 
2008-08-26   ,     1457.6,   5 day avg 
2008-08-26   ,     1692.8,   4 day avg 
2008-08-26   ,     1755.5,   2 day avg 
2008-08-26   ,     2142.0,   5 day avg 
2008-08-26   ,     3617.0,   5 day avg 
2008-08-26   ,     1801.4,   5 day avg 
2008-08-26   ,     2486.0,   5 day avg 
2008-08-26   ,    10633.6,   5 day avg 
2008-08-26   ,     3723.4,   5 day avg 
2008-08-26   ,     2830.4,   5 day avg 
2008-08-26   ,     3319.8,   5 day avg 
2008-08-26   ,     4270.2,   5 day avg 
2008-08-26   ,     3252.4,   5 day avg 
2008-08-26   ,     3519.2,   5 day avg 
2008-08-26   ,     3474.0,   5 day avg 
2008-08-26   ,     5010.4,   5 day avg 
2008-08-26   ,     3999.8,   5 day avg 
2008-08-26   ,     1705.8,   4 day avg 
2008-08-26   ,    403.333,   3 day avg 
2008-08-26   ,     1883.2,   5 day avg 
2008-08-26   ,    11402.6,   5 day avg 
2008-08-26   ,     4423.6,   5 day avg 
2008-08-26   ,     3203.8,   5 day avg 
2008-08-26   ,     1830.4,   5 day avg 
2008-08-26   ,     2498.4,   5 day avg 
2008-08-26   ,     2503.4,   5 day avg 
2008-08-26   ,     1660.6,   5 day avg 
2008-08-26   ,     2418.2,   5 day avg 
2008-08-26   ,     7569.4,   5 day avg 
2008-08-26   ,     4236.4,   5 day avg 
2008-08-26   ,     7859.7,   3 day avg