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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 . Settlement Price 
             , Long Gilt              ,, Long Gilt              ,
             , Long Gilt1st           ,, Long Gilt2nd           ,
             , Long Gilt; Nearest exp ,, 2nd nearest expn       ,
             , iration                ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,
End of       ,                        ,,                        ,
2008-08      ,        109.800, 2008-09 ,        111.820, 2008-12 
2008-07      ,        107.360, 2008-09 ,        109.010, 2008-12 
2008-06      ,        104.390, 2008-09 ,        106.540, 2008-12 
2008-05      ,        105.970, 2008-06 ,        105.810, 2008-09 
2008-04      ,        108.290, 2008-06 ,        108.940, 2008-09 
2008-03      ,        111.300, 2008-06 ,        111.950, 2008-09 
2008-02      ,        110.440, 2008-03 ,        110.310, 2008-06 
2008-01      ,        110.570, 2008-03 ,        110.770, 2008-06 
2007-12      ,                    na,  ,                    na,  
2007-11      ,                    na,  ,                    na,  
2007-10      ,                    na,  ,                    na,  
2007-09      ,                    na,  ,                    na,  
2007-08      ,                    na,  ,                    na,  
2007-07      ,                    na,  ,                    na,  
2007-06      ,                    na,  ,                    na,  
2007-05      ,                    na,  ,                    na,  
2007-04      ,        107.550, 2007-06 ,        107.600, 2007-09 
2007-03      ,        107.810, 2007-06 ,        107.860, 2007-09 
2007-02      ,        107.640, 2007-03 ,        109.280, 2007-06 
2007-01      ,        106.260, 2007-03 ,        107.900, 2007-06 
2006-12      ,        108.130, 2007-03 ,        109.980, 2007-06 
2006-11      ,        110.010, 2006-12 ,        109.920, 2007-03 
2006-10      ,        110.010, 2006-12 ,        109.920, 2007-03 
2006-09      ,        110.040, 2006-12 ,         110.00, 2007-03 
2006-08      ,        110.380, 2006-09 ,        110.170, 2006-12 
2006-07      ,        109.730, 2006-09 ,        109.480, 2006-12 
2006-06      ,        108.900, 2006-09 ,        108.760, 2006-12 
2006-05      ,        110.100, 2006-06 ,        109.810, 2006-09 
2006-04      ,        109.700, 2006-06 ,        109.430, 2006-09 
2006-03      ,        111.650, 2006-06 ,        111.540, 2006-09 
2006-02      ,        113.700, 2006-03 ,        113.410, 2006-06 
2006-01      ,        114.080, 2006-03 ,        113.710, 2006-06 
2005-12      ,        114.450, 2006-03 ,        114.190, 2006-06 
2005-11      ,        113.140, 2005-12 ,        113.490, 2006-03 
2005-10      ,        112.290, 2005-12 ,        112.630, 2006-03 
2005-09      ,        112.730, 2005-12 ,        112.770, 2006-03 
2005-08      ,        114.200, 2005-09 ,        113.920, 2005-12 
2005-07      ,        112.930, 2005-09 ,        112.620, 2005-12 
2005-06      ,        114.170, 2005-09 ,        114.060, 2005-12 
2005-05      ,        113.290, 2005-06 ,        113.090, 2005-09 
2005-04      ,        111.450, 2005-06 ,        111.230, 2005-09 
2005-03      ,        110.050, 2005-06 ,        109.840, 2005-09 
2005-02      ,        109.910, 2005-03 ,        109.710, 2005-06 
2005-01      ,        110.980, 2005-03 ,        110.830, 2005-06 
2004-12      ,        111.560, 2005-03 ,        111.370, 2005-06 
2004-11      ,        109.410, 2004-12 ,        110.980, 2005-03 
2004-10      ,        108.350, 2004-12 ,        109.810, 2005-03 
2004-09      ,        107.670, 2004-12 ,        108.700, 2005-03 
2004-08      ,        107.280, 2004-09 ,        107.010, 2004-12 
2004-07      ,        105.930, 2004-09 ,        105.660, 2004-12 
2004-06      ,        105.820, 2004-09 ,        105.620, 2004-12 
2004-05      ,        105.720, 2004-06 ,        105.370, 2004-09 
2004-04      ,        106.930, 2004-06 ,        106.580, 2004-09 
2004-03      ,        108.800, 2004-06 ,        108.490, 2004-09 
2004-02      ,        108.990, 2004-03 ,        108.530, 2004-06 
2004-01      ,        107.850, 2004-03 ,        107.420, 2004-06 
2003-12      ,        108.480, 2004-03 ,        108.230, 2004-06 
2003-11      ,        114.490, 2003-12 ,        106.250, 2004-03 
2003-10      ,        114.560, 2003-12 ,        106.380, 2004-03 
2003-09      ,        118.410, 2003-12 ,        110.160, 2004-03 
2003-08      ,        118.460, 2003-09 ,        117.550, 2003-12 
2003-07      ,        118.960, 2003-09 ,        118.090, 2003-12 
2003-06      ,        121.830, 2003-09 ,        122.060, 2003-12 
2003-05      ,        122.650, 2003-06 ,        122.910, 2003-09 
2003-04      ,        120.080, 2003-06 ,        120.080, 2003-09 
2003-03      ,        120.520, 2003-06 ,        120.520, 2003-09 
2003-02      ,        122.280, 2003-03 ,        121.500, 2003-06 
2003-01      ,        121.280, 2003-03 ,        120.500, 2003-06 
2002-12      ,        120.350, 2003-03 ,        119.570, 2003-06 
2002-11      ,        118.320, 2002-12 ,        117.570, 2003-03 
2002-10      ,        119.200, 2002-12 ,        118.400, 2003-03