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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),
3 month Euro LIBOR. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euro LIBOR maturity 1. Nearest maturity . Number of observations : 116
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

3 month Euro LIBOR . Futures . Settlement Price
             , 3 month Euro LIBOR     ,
             , 3 month Euro LIBOR1st  ,
             , 3 month Euro LIBOR;    ,
             , Nearest expiration     ,
             ,      Oct2002 to Mar2003,
          ,                 , Expire
2003-03-17 Mo,        97.4450, 2003-03 
2003-03-14 Fr,        97.4350, 2003-03 
2003-03-13 Th,        97.4600, 2003-03 
2003-03-12 We,        97.4750, 2003-03 
2003-03-11 Tu,        97.4850, 2003-03 
2003-03-10 Mo,        97.5000, 2003-03 
2003-03-07 Fr,        97.5050, 2003-03 
2003-03-06 Th,        97.5050, 2003-03 
2003-03-05 We,        97.5800, 2003-03 
2003-03-04 Tu,        97.5800, 2003-03 
2003-03-03 Mo,        97.5850, 2003-03 
2003-02-28 Fr,        97.5750, 2003-03 
2003-02-27 Th,        97.5300, 2003-03 
2003-02-26 We,        97.5650, 2003-03 
2003-02-25 Tu,        97.5600, 2003-03 
2003-02-24 Mo,        97.5400, 2003-03 
2003-02-21 Fr,        97.4150, 2003-03 
2003-02-20 Th,        97.4300, 2003-03 
2003-02-19 We,        97.4350, 2003-03 
2003-02-18 Tu,        97.4250, 2003-03 
2003-02-17 Mo,        97.4350, 2003-03 
2003-02-14 Fr,        97.4450, 2003-03 
2003-02-13 Th,        97.4650, 2003-03 
2003-02-12 We,        97.4400, 2003-03 
2003-02-11 Tu,        97.4100, 2003-03 
2003-02-10 Mo,        97.4200, 2003-03 
2003-02-07 Fr,        97.4000, 2003-03 
2003-02-06 Th,        97.3600, 2003-03 
2003-02-05 We,        97.3400, 2003-03 
2003-02-04 Tu,        97.3350, 2003-03 
2003-02-03 Mo,        97.3100, 2003-03 
2003-01-31 Fr,        97.3250, 2003-03 
2003-01-30 Th,        97.3250, 2003-03 
2003-01-29 We,        97.3400, 2003-03 
2003-01-28 Tu,        97.3250, 2003-03 
2003-01-27 Mo,        97.3350, 2003-03 
2003-01-24 Fr,        97.3450, 2003-03 
2003-01-23 Th,        97.3250, 2003-03 
2003-01-22 We,        97.3200, 2003-03 
2003-01-21 Tu,        97.3100, 2003-03 
2003-01-20 Mo,        97.3150, 2003-03 
2003-01-17 Fr,        97.3200, 2003-03 
2003-01-16 Th,        97.2900, 2003-03 
2003-01-15 We,        97.3100, 2003-03 
2003-01-14 Tu,        97.3200, 2003-03 
2003-01-13 Mo,        97.3200, 2003-03 
2003-01-10 Fr,        97.3300, 2003-03 
2003-01-09 Th,        97.3100, 2003-03 
2003-01-08 We,        97.3300, 2003-03 
2003-01-07 Tu,        97.3150, 2003-03 
2003-01-06 Mo,        97.3150, 2003-03 
2003-01-03 Fr,        97.2950, 2003-03 
2003-01-02 Th,        97.3000, 2003-03 
2003-01-01 We,             na,         
2002-12-31 Tu,        97.3500, 2003-03 
2002-12-30 Mo,        97.3250, 2003-03 
2002-12-27 Fr,        97.3200, 2003-03 
2002-12-26 Th,             na,         
2002-12-25 We,             na,         
2002-12-24 Tu,        97.2750, 2003-03 
2002-12-23 Mo,        97.2700, 2003-03 
2002-12-20 Fr,        97.2750, 2003-03 
2002-12-19 Th,        97.2750, 2003-03 
2002-12-18 We,        97.2850, 2003-03 
2002-12-17 Tu,        97.2650, 2003-03 
2002-12-16 Mo,        97.0600, 2002-12 
2002-12-13 Fr,        97.0650, 2002-12 
2002-12-12 Th,        97.0700, 2002-12 
2002-12-11 We,        97.0900, 2002-12 
2002-12-10 Tu,        97.1050, 2002-12 
2002-12-09 Mo,        97.1100, 2002-12 
2002-12-06 Fr,        97.1200, 2002-12 
2002-12-05 Th,        97.1300, 2002-12 
2002-12-04 We,        97.0650, 2002-12 
2002-12-03 Tu,        97.0800, 2002-12 
2002-12-02 Mo,        97.0750, 2002-12 
2002-11-29 Fr,        97.0800, 2002-12 
2002-11-28 Th,        97.0700, 2002-12 
2002-11-27 We,        97.0500, 2002-12 
2002-11-26 Tu,        97.0750, 2002-12 
2002-11-25 Mo,        97.0600, 2002-12 
2002-11-22 Fr,        97.0750, 2002-12 
2002-11-21 Th,        97.0750, 2002-12 
2002-11-20 We,        97.0850, 2002-12 
2002-11-19 Tu,        97.0800, 2002-12 
2002-11-18 Mo,        97.0650, 2002-12 
2002-11-15 Fr,        97.0650, 2002-12 
2002-11-14 Th,        97.0500, 2002-12 
2002-11-13 We,        97.0550, 2002-12 
2002-11-12 Tu,        97.0450, 2002-12 
2002-11-11 Mo,        97.0050, 2002-12 
2002-11-08 Fr,        96.9950, 2002-12 
2002-11-07 Th,        96.9400, 2002-12 
2002-11-06 We,        96.9700, 2002-12 
2002-11-05 Tu,        96.9700, 2002-12 
2002-11-04 Mo,        97.0150, 2002-12 
2002-11-01 Fr,        96.9750, 2002-12 
2002-10-31 Th,        96.9950, 2002-12 
2002-10-30 We,        96.9300, 2002-12 
2002-10-29 Tu,        96.9950, 2002-12 
2002-10-28 Mo,        96.9400, 2002-12 
2002-10-25 Fr,        96.9150, 2002-12 
2002-10-24 Th,        96.9550, 2002-12 
2002-10-23 We,        96.9900, 2002-12 
2002-10-22 Tu,        96.9400, 2002-12 
2002-10-21 Mo,        96.9650, 2002-12 
2002-10-18 Fr,        96.9450, 2002-12 
2002-10-17 Th,        96.9300, 2002-12 
2002-10-16 We,        96.8850, 2002-12 
2002-10-15 Tu,        96.9000, 2002-12 
2002-10-14 Mo,        96.9400, 2002-12 
2002-10-11 Fr,        96.9350, 2002-12 
2002-10-10 Th,        96.9550, 2002-12 
2002-10-09 We,        97.0350, 2002-12 
2002-10-08 Tu,        97.0350, 2002-12 
2002-10-07 Mo,        97.0550, 2002-12 
2002-10-04 Fr,        97.0500, 2002-12 
2002-10-03 Th,        97.0400, 2002-12 
2002-10-02 We,        96.9950, 2002-12