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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 Euribor. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1. Nearest maturity . Number of observations : 22
Column ( 2) 3 month Euribor maturity 2. 2nd maturity . Number of observations : 22
Column ( 3) 3 month Euribor maturity 3. 3rd maturity . Number of observations : 22
Column ( 4) 3 month Euribor maturity 4. 4th maturity . Number of observations : 22
Column ( 5) 3 month Euribor maturity 5. 5th maturity . Number of observations : 22
Column ( 6) 3 month Euribor maturity 6. 6th maturity . Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

3 month Euribor . Futures . Settlement Price 
             , 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,
             , 3 month Euribor1st     ,, 3 month Euribor2nd     ,, 3 month Euribor3rd     ,, 3 month Euribor4th     ,, 3 month Euribor5th     ,, 3 month Euribor6th     ,
             , 3 month Euribor; Neare ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , st expiration          ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,
End of       ,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
2008.3       ,        95.0150, 2008-09 ,        94.9350, 2008-10 ,        94.9300, 2008-11 ,        94.9550, 2008-12 ,        95.0500, 2009-01 ,        95.1400, 2009-02 
2008.2       ,        95.0350, 2008-07 ,        94.9800, 2008-08 ,        94.9250, 2008-09 ,        94.8600, 2008-10 ,        94.8150, 2008-11 ,        94.7450, 2008-12 
2008.1       ,        95.3550, 2008-04 ,        95.4400, 2008-05 ,        95.5050, 2008-06 ,        95.5800, 2008-07 ,        95.7600, 2008-08 ,        95.8850, 2008-09 
2007.4       ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007.3       ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007.2       ,        96.0350, 2007-04 ,        95.9650, 2007-05 ,        95.8800, 2007-06 ,        95.8450, 2007-07 ,        95.8000, 2007-08 ,        95.7800, 2007-09 
2007.1       ,        96.0450, 2007-04 ,        95.9700, 2007-05 ,        95.8900, 2007-06 ,        95.8600, 2007-07 ,        95.8200, 2007-08 ,        95.8000, 2007-09 
2006.4       ,        96.2450, 2007-01 ,        96.1600, 2007-02 ,        96.0850, 2007-03 ,        96.0500, 2007-04 ,        96.0200, 2007-05 ,        95.9500, 2007-06 
2006.3       ,        96.5050, 2006-10 ,        96.4350, 2006-11 ,        96.3200, 2006-12 ,        96.2750, 2007-01 ,        96.2400, 2007-02 ,        96.2150, 2007-03 
2006.2       ,        96.8950, 2006-07 ,        96.7800, 2006-08 ,        96.6800, 2006-09 ,        96.5400, 2006-10 ,        96.4550, 2006-11 ,        96.3900, 2006-12 
2006.1       ,        97.1350, 2006-04 ,        97.0250, 2006-05 ,        96.9250, 2006-06 ,        96.8550, 2006-07 ,        96.8050, 2006-08 ,        96.6900, 2006-09 
2005.4       ,        97.4700, 2006-01 ,        97.3750, 2006-02 ,        97.2950, 2006-03 ,        97.2500, 2006-04 ,        97.1900, 2006-05 ,        97.0900, 2006-06 
2005.3       ,        97.8150, 2005-10 ,        97.8050, 2005-11 ,        97.7850, 2005-12 ,        97.7700, 2006-01 ,        97.7300, 2006-02 ,        97.6900, 2006-03 
2005.2       ,        97.9050, 2005-07 ,        97.9200, 2005-08 ,        97.9450, 2005-09 ,        97.9750, 2005-10 ,        97.9950, 2005-11 ,        98.0100, 2005-12 
2005.1       ,        97.8550, 2005-04 ,        97.8300, 2005-05 ,        97.7900, 2005-06 ,        97.7400, 2005-07 ,        97.7000, 2005-08 ,        97.6650, 2005-09 
2004.4       ,        97.8450, 2005-01 ,        97.8300, 2005-02 ,        97.7950, 2005-03 ,        97.7550, 2005-04 ,        97.7100, 2005-05 ,        97.6600, 2005-06 
2004.3       ,        97.8500, 2004-10 ,        97.8100, 2004-11 ,        97.7750, 2004-12 ,        97.7100, 2005-01 ,        97.6550, 2005-02 ,        97.6150, 2005-03 
2004.2       ,        97.8750, 2004-07 ,        97.8550, 2004-08 ,        97.8200, 2004-09 ,        97.7100, 2004-10 ,        97.6800, 2004-11 ,        97.6050, 2004-12 
2004.1       ,        98.0550, 2004-04 ,        98.1000, 2004-05 ,        98.1250, 2004-06 ,        98.1150, 2004-07 ,        98.1100, 2004-08 ,        98.1050, 2004-09 
2003.4       ,        97.9100, 2004-01 ,        97.9200, 2004-02 ,        97.8900, 2004-03 ,        97.8800, 2004-04 ,        97.8200, 2004-05 ,        97.7700, 2004-06 
2003.3       ,        97.9000, 2003-10 ,        97.9500, 2003-11 ,        97.9750, 2003-12 ,        97.9900, 2004-01 ,        97.9700, 2004-02 ,          98.00, 2004-03 
2003.2       ,        97.8900, 2003-07 ,        97.9600, 2003-08 ,        98.0300, 2003-09 ,        98.0550, 2003-10 ,        98.0750, 2003-11 ,        98.0800, 2003-12 
2003.1       ,        97.5300, 2003-04 ,        97.6300, 2003-05 ,        97.6900, 2003-06 ,        97.7650, 2003-09 ,        97.7300, 2003-12 ,        97.6300, 2004-03 
2002.4       ,        97.1800, 2003-01 ,        97.2600, 2003-02 ,        97.3500, 2003-03 ,        97.4800, 2003-06 ,        97.4650, 2003-09 ,        97.3350, 2003-12