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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),
Three month EuroDollar. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1. Nearest maturity . Number of observations : 46
Column ( 2) Three month EuroDollar maturity 2. 2nd maturity . Number of observations : 46
Column ( 3) Three month EuroDollar maturity 3. 3rd maturity . Number of observations : 46
Column ( 4) Three month EuroDollar maturity 4. 4th maturity . Number of observations : 46
Column ( 5) Three month EuroDollar maturity 5. 5th maturity . Number of observations : 46
Column ( 6) Three month EuroDollar maturity 6. 6th maturity . Number of observations : 46
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Three month EuroDollar . Futures . Settlement Price 
             , Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
             ,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
             , Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
             , 1st                    ,, 2nd                    ,, 3rd                    ,, 4th                    ,, 5th                    ,, 6th                    ,
             , Three month EuroDollar ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , ; Nearest expiration   ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,
End of       ,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
2008-08      ,        97.1750, 2008-09 ,        97.0400, 2008-10 ,        97.0200, 2008-11 ,          97.00, 2008-12 ,        97.0700, 2009-01 ,        97.0400, 2009-02 
2008-07      ,        97.2300, 2008-08 ,        97.1900, 2008-09 ,        97.0750, 2008-10 ,        97.0400, 2008-11 ,          97.00, 2008-12 ,        97.0050, 2009-01 
2008-06      ,        97.2100, 2008-07 ,        97.1400, 2008-08 ,        97.0700, 2008-09 ,        96.9400, 2008-10 ,        96.8800, 2008-11 ,        96.8200, 2008-12 
2008-05      ,        97.3000, 2008-06 ,        97.2800, 2008-07 ,        97.2250, 2008-08 ,        97.1650, 2008-09 ,        97.0800, 2008-10 ,        96.9800, 2008-11 
2008-04      ,        97.3000, 2008-05 ,        97.3250, 2008-06 ,        97.3400, 2008-07 ,        97.3250, 2008-08 ,        97.3100, 2008-09 ,        97.2050, 2008-10 
2008-03      ,        97.4450, 2008-04 ,        97.6350, 2008-05 ,        97.7300, 2008-06 ,        97.8400, 2008-07 ,        97.8900, 2008-08 ,        97.9050, 2008-09 
2008-02      ,        97.1900, 2008-03 ,        97.3700, 2008-04 ,        97.5250, 2008-05 ,        97.6400, 2008-06 ,        97.6950, 2008-07 ,        97.7450, 2008-08 
2008-01      ,        96.9700, 2008-02 ,        97.0950, 2008-03 ,        97.2400, 2008-04 ,        97.4000, 2008-05 ,        97.5100, 2008-06 ,        97.4600, 2008-07 
2007-12      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-11      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-10      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-09      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-08      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-07      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-06      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-05      ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007-04      ,        94.6550, 2007-04 ,        94.6750, 2007-05 ,        94.7100, 2007-06 ,        94.7600, 2007-07 ,        94.7950, 2007-08 ,        94.8700, 2007-09 
2007-03      ,        94.6700, 2007-04 ,        94.7000, 2007-05 ,        94.7350, 2007-06 ,        94.7850, 2007-07 ,        94.8400, 2007-08 ,        94.9200, 2007-09 
2007-02      ,        94.6600, 2007-03 ,        94.6950, 2007-04 ,        94.7450, 2007-05 ,        94.8100, 2007-06 ,        94.9400, 2007-07 ,        94.9800, 2007-08 
2007-01      ,        94.6350, 2007-02 ,        94.6300, 2007-03 ,        94.6400, 2007-04 ,        94.6600, 2007-05 ,        94.6600, 2007-06 ,        94.6650, 2007-07 
2006-12      ,        94.6450, 2007-01 ,        94.6550, 2007-02 ,        94.6800, 2007-03 ,        94.7050, 2007-04 ,        94.7600, 2007-05 ,        94.7750, 2007-06 
2006-11      ,        94.6450, 2006-12 ,        94.6900, 2007-01 ,        94.7500, 2007-02 ,        94.8100, 2007-03 ,        94.8600, 2007-04 ,        94.9400, 2007-05 
2006-10      ,        94.6350, 2006-11 ,        94.6400, 2006-12 ,        94.6800, 2007-01 ,        94.7250, 2007-02 ,        94.7850, 2007-03 ,        94.8700, 2007-04 
2006-09      ,        94.6300, 2006-10 ,        94.6400, 2006-11 ,        94.6650, 2006-12 ,        94.6800, 2007-01 ,        94.7500, 2007-02 ,        94.8200, 2007-03 
2006-08      ,        94.6000, 2006-09 ,        94.6100, 2006-10 ,        94.6300, 2006-11 ,        94.6500, 2006-12 ,        94.6800, 2007-01 ,        94.7400, 2007-02 
2006-07      ,        94.5400, 2006-08 ,        94.5200, 2006-09 ,        94.5350, 2006-10 ,        94.5350, 2006-11 ,        94.5500, 2006-12 ,        94.5900, 2007-01 
2006-06      ,        94.5050, 2006-07 ,        94.4600, 2006-08 ,        94.4200, 2006-09 ,        94.4050, 2006-10 ,        94.4000, 2006-11 ,        94.4050, 2006-12 
2006-05      ,        94.6800, 2006-06 ,        94.6300, 2006-07 ,        94.5950, 2006-08 ,        94.5750, 2006-09 ,        94.5850, 2006-10 ,        94.5800, 2006-11 
2006-04      ,        94.8900, 2006-05 ,        94.8100, 2006-06 ,        94.8150, 2006-07 ,        94.8100, 2006-08 ,        94.7550, 2006-09 ,        94.7500, 2006-10 
2006-03      ,        94.9500, 2006-04 ,        94.8650, 2006-05 ,        94.8000, 2006-06 ,        94.7750, 2006-07 ,        94.7650, 2006-08 ,        94.7300, 2006-09 
2006-02      ,        95.1150, 2006-03 ,        94.9850, 2006-04 ,        94.9400, 2006-05 ,        94.9250, 2006-06 ,        94.8800, 2006-07 ,        94.8700, 2006-08 
2006-01      ,        95.2750, 2006-02 ,        95.1750, 2006-03 ,        95.1200, 2006-04 ,        95.0950, 2006-05 ,        95.0750, 2006-06 ,        95.0700, 2006-07 
2005-12      ,        95.4000, 2006-01 ,        95.2950, 2006-02 ,        95.2250, 2006-03 ,        95.1950, 2006-04 ,        95.1750, 2006-05 ,        95.1500, 2006-06 
2005-11      ,        95.5050, 2005-12 ,        95.3900, 2006-01 ,        95.3000, 2006-02 ,        95.2200, 2006-03 ,        95.1600, 2006-04 ,        95.1450, 2006-05 
2005-10      ,        95.6700, 2005-11 ,        95.5150, 2005-12 ,        95.3800, 2006-01 ,        95.2950, 2006-02 ,        95.2600, 2006-03 ,        95.2050, 2006-04 
2005-09      ,        95.8500, 2005-10 ,        95.7350, 2005-11 ,        95.6150, 2005-12 ,        95.5600, 2006-01 ,        95.4950, 2006-02 ,        95.4500, 2006-03 
2005-08      ,        96.0750, 2005-09 ,        95.9600, 2005-10 ,        95.9550, 2005-11 ,        95.9200, 2005-12 ,        95.9000, 2006-01 ,        95.8850, 2006-02 
2005-07      ,        96.2050, 2005-08 ,        96.0200, 2005-09 ,        95.9000, 2005-10 ,        95.8250, 2005-11 ,        95.7350, 2005-12 ,        95.7000, 2006-01 
2005-06      ,        96.4000, 2005-07 ,        96.2800, 2005-08 ,        96.1550, 2005-09 ,        96.0950, 2005-10 ,        96.0650, 2005-11 ,        96.0300, 2005-12 
2005-05      ,        96.5850, 2005-06 ,        96.4350, 2005-07 ,        96.3550, 2005-08 ,        96.2700, 2005-09 ,        96.2050, 2005-10 ,        96.1650, 2005-11 
2005-04      ,        96.7250, 2005-05 ,        96.5800, 2005-06 ,        96.4600, 2005-07 ,        96.3700, 2005-08 ,        96.2600, 2005-09 ,        96.2000, 2005-10 
2005-03      ,        96.8000, 2005-04 ,        96.6500, 2005-05 ,        96.4900, 2005-06 ,        96.3050, 2005-07 ,        96.1750, 2005-08 ,        96.0300, 2005-09 
2005-02      ,        96.9900, 2005-03 ,        96.8100, 2005-04 ,        96.6700, 2005-05 ,        96.5400, 2005-06 ,        96.4100, 2005-07 ,        96.3500, 2005-08 
2005-01      ,        97.1800, 2005-02 ,        97.0200, 2005-03 ,        96.8850, 2005-04 ,        96.8000, 2005-05 ,        96.7300, 2005-06 ,        96.6300, 2005-07 
2004-12      ,        97.3750, 2005-01 ,        97.2350, 2005-02 ,        97.1000, 2005-03 ,        97.0050, 2005-04 ,        96.9100, 2005-05 ,        96.8100, 2005-06 
2004-11      ,        97.5200, 2004-12 ,        97.3700, 2005-01 ,        97.2400, 2005-02 ,        97.1200, 2005-03 ,        97.0050, 2005-04 ,        96.9350, 2005-05 
2004-10      ,        97.7750, 2004-11 ,        97.6750, 2004-12 ,        97.6100, 2005-01 ,        97.5600, 2005-02 ,        97.4700, 2005-03 ,        97.3950, 2005-04 
2004-09      ,        97.9200, 2004-10 ,        97.7750, 2004-11 ,        97.6950, 2004-12 ,        97.6050, 2005-01 ,        97.5450, 2005-02 ,        97.4400, 2005-03 
2004-08      ,        98.1350, 2004-09 ,        98.0050, 2004-10 ,        97.9050, 2004-11 ,        97.8250, 2004-12 ,        97.7000, 2005-01 ,        97.6200, 2005-02 
2004-07      ,        98.2100, 2004-08 ,        98.0600, 2004-09 ,        97.8300, 2004-10 ,        97.7250, 2004-11 ,        97.6400, 2004-12 ,        97.4850, 2005-01 
2004-06      ,        98.3050, 2004-07 ,        98.1150, 2004-08 ,        97.9800, 2004-09 ,        97.7600, 2004-10 ,        97.6300, 2004-11 ,        97.4850, 2004-12 
2004-05      ,        98.5650, 2004-06 ,        98.3750, 2004-07 ,        98.2150, 2004-08 ,        98.0750, 2004-09 ,        97.9000, 2004-10 ,        97.7500, 2004-11 
2004-04      ,        98.7750, 2004-05 ,        98.6750, 2004-06 ,        98.5550, 2004-07 ,        98.4000, 2004-08 ,        98.2650, 2004-09 ,        98.0500, 2004-10 
2004-03      ,        98.8700, 2004-04 ,        98.8500, 2004-05 ,        98.8350, 2004-06 ,        98.7650, 2004-07 ,        98.7000, 2004-08 ,        98.6800, 2004-09