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EuroNext-related Exchanges
| LIFFE
- London International Financial Futures Exchange. With EuroNext, deal accept date Oct 29 2001
- NOTE: Several months of 2007 data are missing.
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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LIFFE was set up in 1982. Following mergers with the London Traded Options Market (LTOM) and the London Commodity Exchange (LCE),
Five-Year Dollar Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-Year Dollar Swapnote maturity 1.
Nearest maturity
. Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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| Five-Year Dollar Swapnote . Futures . Settlement Price
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, Five-Year Dollar Swapn ,
, ote ,
, Five-Year Dollar Swapn ,
, ote1st ,
, Five-Year Dollar Swapn ,
, ote; Nearest expiratio ,
, n ,
, Oct2002 to Aug2008,
End of , ,
2008.3 , 108.770, 2008-09
2008.2 , 107.400, 2008-09
2008.1 , 111.800, 2008-06
2007.4 , na,
2007.3 , na,
2007.2 , 104.310, 2007-06
2007.1 , 104.460, 2007-06
2006.4 , 103.950, 2007-03
2006.3 , 104.080, 2006-12
2006.2 , 101.480, 2006-09
2006.1 , 102.960, 2006-06
2005.4 , 104.840, 2006-03
2005.3 , 105.790, 2005-12
2005.2 , 108.240, 2005-09
2005.1 , 105.300, 2005-06
2004.4 , 108.240, 2005-03
2004.3 , 109.400, 2004-12
2004.2 , 106.840, 2004-09
2004.1 , 112.390, 2004-06
2003.4 , 109.900, 2004-03
2003.3 , 112.040, 2003-12
2003.2 , 114.570, 2003-09
2003.1 , 112.400, 2003-06
2002.4 , 112.460, 2003-03
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