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

Ten-Year Euro Swapnote . Futures . Average Volume
             , Ten-Year Euro Swapnote ,
             ,                        ,
             , Ten-Year Euro Swapnote ,
             , 1st                    ,
             , Ten-Year Euro Swapnote ,
             , ; Nearest expiration   ,
             ,      Oct2002 to Aug2008,
End of       ,       Avg daily Volume ,
2008-08-26   ,    125.500,   2 day avg 
2008-08-26   ,    191.600,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    180.800,   5 day avg 
2008-08-26   ,    66.4000,   5 day avg 
2008-08-26   ,    113.200,   5 day avg 
2008-08-26   ,    212.400,   5 day avg 
2008-08-26   ,    183.400,   5 day avg 
2008-08-26   ,    102.600,   5 day avg 
2008-08-26   ,    429.000,   5 day avg 
2008-08-26   ,    305.600,   5 day avg 
2008-08-26   ,     1700.2,   5 day avg 
2008-08-26   ,    53.8000,   5 day avg 
2008-08-26   ,    56.6000,   5 day avg 
2008-08-26   ,    44.0000,   5 day avg 
2008-08-26   ,    314.600,   5 day avg 
2008-08-26   ,    222.400,   5 day avg 
2008-08-26   ,    80.2000,   5 day avg 
2008-08-26   ,    32.0000,   5 day avg 
2008-08-26   ,    179.400,   5 day avg 
2008-08-26   ,    66.8000,   5 day avg 
2008-08-26   ,    130.800,   5 day avg 
2008-08-26   ,    282.250,   4 day avg 
2008-08-26   ,    539.500,   4 day avg 
2008-08-26   ,     1716.4,   5 day avg 
2008-08-26   ,    419.400,   5 day avg 
2008-08-26   ,    207.600,   5 day avg 
2008-08-26   ,    437.600,   5 day avg 
2008-08-26   ,    111.800,   5 day avg 
2008-08-26   ,    119.000,   5 day avg 
2008-08-26   ,    416.000,   5 day avg 
2008-08-26   ,    157.200,   5 day avg 
2008-08-26   ,    234.400,   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   ,     1189.0,   4 day avg 
2008-08-26   ,     1799.8,   5 day avg 
2008-08-26   ,     2519.4,   5 day avg 
2008-08-26   ,     4501.4,   5 day avg 
2008-08-26   ,    602.800,   5 day avg 
2008-08-26   ,     1031.0,   5 day avg 
2008-08-26   ,    347.200,   5 day avg 
2008-08-26   ,    478.200,   5 day avg 
2008-08-26   ,    251.400,   5 day avg 
2008-08-26   ,    378.400,   5 day avg 
2008-08-26   ,    660.600,   5 day avg 
2008-08-26   ,    495.200,   5 day avg 
2008-08-26   ,    268.200,   5 day avg 
2008-08-26   ,    391.250,   4 day avg 
2008-08-26   ,    140.333,   3 day avg 
2008-08-26   ,    426.200,   5 day avg 
2008-08-26   ,     6132.4,   5 day avg 
2008-08-26   ,    420.800,   5 day avg 
2008-08-26   ,    615.800,   5 day avg 
2008-08-26   ,    286.400,   5 day avg 
2008-08-26   ,    332.000,   5 day avg 
2008-08-26   ,    546.600,   5 day avg 
2008-08-26   ,     1033.4,   5 day avg 
2008-08-26   ,    732.600,   5 day avg 
2008-08-26   ,    550.200,   5 day avg 
2008-08-26   ,    363.200,   5 day avg 
2008-08-26   ,    380.800,   5 day avg 
2008-08-26   ,     1224.6,   5 day avg 
2008-08-26   ,    605.200,   5 day avg 
2008-08-26   ,     6604.4,   5 day avg 
2008-08-26   ,    442.800,   5 day avg 
2008-08-26   ,    609.800,   5 day avg 
2008-08-26   ,    304.600,   5 day avg 
2008-08-26   ,    235.800,   5 day avg 
2008-08-26   ,    474.000,   5 day avg 
2008-08-26   ,    808.200,   5 day avg 
2008-08-26   ,    784.000,   5 day avg 
2008-08-26   ,     1128.0,   5 day avg 
2008-08-26   ,    394.200,   5 day avg 
2008-08-26   ,    244.000,   5 day avg 
2008-08-26   ,    513.600,   5 day avg 
2008-08-26   ,    849.200,   5 day avg 
2008-08-26   ,     5652.6,   5 day avg 
2008-08-26   ,    865.000,   5 day avg 
2008-08-26   ,    506.600,   5 day avg 
2008-08-26   ,    778.800,   5 day avg 
2008-08-26   ,    780.800,   5 day avg 
2008-08-26   ,    500.800,   5 day avg 
2008-08-26   ,     1595.8,   4 day avg 
2008-08-26   ,    995.800,   5 day avg 
2008-08-26   ,    576.000,   4 day avg 
2008-08-26   ,    387.000,   4 day avg 
2008-08-26   ,    642.200,   5 day avg 
2008-08-26   ,    509.600,   5 day avg 
2008-08-26   ,    427.400,   5 day avg 
2008-08-26   ,     1947.6,   5 day avg 
2008-08-26   ,     4923.2,   5 day avg 
2008-08-26   ,    843.200,   5 day avg 
2008-08-26   ,    668.800,   5 day avg 
2008-08-26   ,    667.200,   5 day avg 
2008-08-26   ,    891.400,   5 day avg 
2008-08-26   ,    706.400,   5 day avg 
2008-08-26   ,     1458.0,   5 day avg 
2008-08-26   ,     1276.6,   5 day avg 
2008-08-26   ,     1460.2,   5 day avg 
2008-08-26   ,    590.200,   5 day avg 
2008-08-26   ,    485.000,   4 day avg 
2008-08-26   ,     2679.4,   5 day avg 
2008-08-26   ,     7187.4,   5 day avg 
2008-08-26   ,    162.800,   5 day avg 
2008-08-26   ,    714.000,   5 day avg 
2008-08-26   ,    468.400,   5 day avg 
2008-08-26   ,     1123.4,   5 day avg 
2008-08-26   ,    691.800,   5 day avg 
2008-08-26   ,    948.600,   5 day avg 
2008-08-26   ,    761.600,   5 day avg 
2008-08-26   ,    607.600,   5 day avg 
2008-08-26   ,    997.200,   5 day avg 
2008-08-26   ,    687.800,   5 day avg 
2008-08-26   ,    922.800,   5 day avg 
2008-08-26   ,    731.800,   5 day avg 
2008-08-26   ,     8734.6,   5 day avg 
2008-08-26   ,    487.400,   5 day avg 
2008-08-26   ,    584.800,   5 day avg 
2008-08-26   ,    337.200,   5 day avg 
2008-08-26   ,    796.600,   5 day avg 
2008-08-26   ,    371.000,   5 day avg 
2008-08-26   ,    377.600,   5 day avg 
2008-08-26   ,    180.800,   5 day avg 
2008-08-26   ,    835.400,   5 day avg 
2008-08-26   ,     1605.6,   5 day avg 
2008-08-26   ,    730.400,   5 day avg 
2008-08-26   ,    246.800,   5 day avg 
2008-08-26   ,    508.800,   5 day avg 
2008-08-26   ,     1574.2,   5 day avg 
2008-08-26   ,     8970.2,   5 day avg 
2008-08-26   ,    293.800,   5 day avg 
2008-08-26   ,    562.800,   5 day avg 
2008-08-26   ,    450.800,   5 day avg 
2008-08-26   ,    639.600,   5 day avg 
2008-08-26   ,    373.200,   5 day avg 
2008-08-26   ,     1299.8,   5 day avg 
2008-08-26   ,     1164.6,   5 day avg 
2008-08-26   ,     1323.8,   4 day avg 
2008-08-26   ,    533.000,   5 day avg 
2008-08-26   ,    617.800,   5 day avg 
2008-08-26   ,    960.000,   4 day avg 
2008-08-26   ,     1951.0,   5 day avg 
2008-08-26   ,     7897.2,   5 day avg 
2008-08-26   ,    863.600,   5 day avg 
2008-08-26   ,    484.200,   5 day avg 
2008-08-26   ,    910.400,   5 day avg 
2008-08-26   ,     1314.4,   5 day avg 
2008-08-26   ,     1125.2,   5 day avg 
2008-08-26   ,    526.600,   5 day avg 
2008-08-26   ,    842.600,   5 day avg 
2008-08-26   ,     1009.2,   5 day avg 
2008-08-26   ,    514.800,   5 day avg 
2008-08-26   ,    393.600,   5 day avg 
2008-08-26   ,    402.600,   5 day avg 
2008-08-26   ,     1667.0,   5 day avg 
2008-08-26   ,     8973.6,   5 day avg 
2008-08-26   ,    507.000,   5 day avg 
2008-08-26   ,    475.400,   5 day avg 
2008-08-26   ,    943.400,   5 day avg 
2008-08-26   ,    733.000,   5 day avg 
2008-08-26   ,    368.800,   5 day avg 
2008-08-26   ,    857.600,   5 day avg 
2008-08-26   ,    448.200,   5 day avg 
2008-08-26   ,    749.800,   5 day avg 
2008-08-26   ,    614.600,   5 day avg 
2008-08-26   ,    478.600,   5 day avg 
2008-08-26   ,    498.400,   5 day avg 
2008-08-26   ,     2359.8,   5 day avg 
2008-08-26   ,     8359.4,   5 day avg 
2008-08-26   ,    516.800,   5 day avg 
2008-08-26   ,    213.600,   5 day avg 
2008-08-26   ,    360.800,   5 day avg 
2008-08-26   ,    460.000,   5 day avg 
2008-08-26   ,    829.000,   5 day avg 
2008-08-26   ,    763.200,   5 day avg 
2008-08-26   ,     1542.2,   5 day avg 
2008-08-26   ,    733.400,   5 day avg 
2008-08-26   ,    588.200,   5 day avg 
2008-08-26   ,    851.800,   5 day avg 
2008-08-26   ,    485.200,   5 day avg 
2008-08-26   ,     3160.8,   5 day avg 
2008-08-26   ,    10901.4,   5 day avg 
2008-08-26   ,    282.800,   5 day avg 
2008-08-26   ,    763.800,   5 day avg 
2008-08-26   ,    394.200,   5 day avg 
2008-08-26   ,    767.800,   5 day avg 
2008-08-26   ,    886.000,   5 day avg 
2008-08-26   ,    975.600,   5 day avg 
2008-08-26   ,    513.400,   5 day avg 
2008-08-26   ,    735.333,   3 day avg 
2008-08-26   ,     1344.3,   4 day avg 
2008-08-26   ,     1685.8,   5 day avg 
2008-08-26   ,    909.800,   5 day avg 
2008-08-26   ,     1678.0,   5 day avg 
2008-08-26   ,    11730.2,   5 day avg 
2008-08-26   ,     1398.6,   5 day avg 
2008-08-26   ,     1370.6,   5 day avg 
2008-08-26   ,     1306.2,   5 day avg 
2008-08-26   ,     1831.6,   5 day avg 
2008-08-26   ,     1827.4,   5 day avg 
2008-08-26   ,     1864.6,   5 day avg 
2008-08-26   ,    922.200,   5 day avg 
2008-08-26   ,     1723.8,   5 day avg 
2008-08-26   ,     1725.0,   5 day avg 
2008-08-26   ,     1232.0,   4 day avg 
2008-08-26   ,    395.000,   1 day avg 
2008-08-26   ,     1893.8,   5 day avg 
2008-08-26   ,    10345.2,   5 day avg 
2008-08-26   ,     1290.6,   5 day avg 
2008-08-26   ,     1560.6,   5 day avg 
2008-08-26   ,     1525.2,   5 day avg 
2008-08-26   ,    858.600,   5 day avg 
2008-08-26   ,     1073.8,   5 day avg 
2008-08-26   ,    752.000,   5 day avg 
2008-08-26   ,     1505.4,   5 day avg 
2008-08-26   ,     2351.6,   5 day avg 
2008-08-26   ,     1490.0,   5 day avg 
2008-08-26   ,     1667.4,   5 day avg 
2008-08-26   ,     1736.4,   5 day avg 
2008-08-26   ,     2131.0,   5 day avg 
2008-08-26   ,    12515.0,   5 day avg 
2008-08-26   ,     3431.0,   1 day avg 
2008-08-26   ,     1073.0,   2 day avg 
2008-08-26   ,     1329.8,   5 day avg 
2008-08-26   ,     1585.2,   5 day avg 
2008-08-26   ,     2051.5,   4 day avg 
2008-08-26   ,     4150.0,   5 day avg 
2008-08-26   ,     1320.4,   5 day avg 
2008-08-26   ,     1966.6,   5 day avg 
2008-08-26   ,    986.000,   5 day avg 
2008-08-26   ,     1300.0,   5 day avg 
2008-08-26   ,     1818.8,   5 day avg 
2008-08-26   ,     2267.2,   5 day avg 
2008-08-26   ,    12217.4,   5 day avg 
2008-08-26   ,     1804.8,   5 day avg 
2008-08-26   ,     2101.2,   5 day avg 
2008-08-26   ,     3545.6,   5 day avg 
2008-08-26   ,     2569.4,   5 day avg 
2008-08-26   ,     2203.8,   5 day avg 
2008-08-26   ,     1349.0,   5 day avg 
2008-08-26   ,     1442.3,   4 day avg 
2008-08-26   ,     1774.0,   2 day avg 
2008-08-26   ,     3083.4,   5 day avg 
2008-08-26   ,     2608.6,   5 day avg 
2008-08-26   ,     2647.4,   5 day avg 
2008-08-26   ,     3671.0,   5 day avg 
2008-08-26   ,    12365.8,   5 day avg 
2008-08-26   ,     2655.2,   5 day avg 
2008-08-26   ,     5305.2,   5 day avg 
2008-08-26   ,     3647.0,   5 day avg 
2008-08-26   ,     3237.4,   5 day avg 
2008-08-26   ,     4620.0,   5 day avg 
2008-08-26   ,     4729.4,   5 day avg 
2008-08-26   ,     3085.4,   5 day avg 
2008-08-26   ,     5886.0,   5 day avg 
2008-08-26   ,     4567.8,   5 day avg 
2008-08-26   ,     2806.8,   4 day avg 
2008-08-26   ,    387.667,   3 day avg 
2008-08-26   ,     3501.6,   5 day avg 
2008-08-26   ,    14661.8,   5 day avg 
2008-08-26   ,     4088.8,   5 day avg 
2008-08-26   ,     2238.8,   5 day avg 
2008-08-26   ,     2763.8,   5 day avg 
2008-08-26   ,     2542.4,   5 day avg 
2008-08-26   ,     4490.4,   5 day avg 
2008-08-26   ,     2655.6,   5 day avg 
2008-08-26   ,     3068.8,   5 day avg 
2008-08-26   ,     7706.2,   5 day avg 
2008-08-26   ,     4268.8,   5 day avg 
2008-08-26   ,     3691.0,   3 day avg