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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 Euroyen (Tibor). http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month Euroyen (Tibor) maturity 1. Nearest maturity . Number of observations : 22
Column ( 2) Three month Euroyen (Tibor) maturity 2. 2nd maturity . Number of observations : 22
Column ( 3) Three month Euroyen (Tibor) maturity 3. 3rd maturity . Number of observations : 22
Column ( 4) Three month Euroyen (Tibor) maturity 4. 4th maturity . Number of observations : 22
Column ( 5) Three month Euroyen (Tibor) maturity 5. 5th maturity . Number of observations : 22
Column ( 6) Three month Euroyen (Tibor) 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

Three month Euroyen (Tibor) . Futures . Settlement Price 
             , Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,
             , (Tibor)                ,, (Tibor)                ,, (Tibor)                ,, (Tibor)                ,, (Tibor)                ,, (Tibor)                ,
             , Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,, Three month Euroyen    ,
             , (Tibor)1st             ,, (Tibor)2nd             ,, (Tibor)3rd             ,, (Tibor)4th             ,, (Tibor)5th             ,, (Tibor)6th             ,
             , Three month Euroyen    ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , (Tibor); Nearest expir ,,                        ,,                        ,,                        ,,                        ,,                        ,
             , ation                  ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,
End of       ,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
2008.3       ,        99.1600, 2008-09 ,        99.2150, 2008-12 ,        99.2550, 2009-03 ,        99.2350, 2009-06 ,        99.1800, 2009-09 ,        99.1150, 2009-12 
2008.2       ,        99.1300, 2008-09 ,        99.0800, 2008-12 ,        98.9950, 2009-03 ,        98.9150, 2009-06 ,        98.8050, 2009-09 ,        98.7400, 2009-12 
2008.1       ,        99.2600, 2008-06 ,        99.3200, 2008-09 ,        99.3250, 2008-12 ,        99.3100, 2009-03 ,        99.2550, 2009-06 ,        99.1900, 2009-09 
2007.4       ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007.3       ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  ,                    na,  
2007.2       ,        99.3050, 2007-06 ,        99.2200, 2007-09 ,        99.1300, 2007-12 ,        99.0350, 2008-03 ,        98.9450, 2008-06 ,        98.8550, 2008-09 
2007.1       ,        99.3100, 2007-06 ,        99.2250, 2007-09 ,        99.1200, 2007-12 ,        99.0200, 2008-03 ,        98.9300, 2008-06 ,        98.8400, 2008-09 
2006.4       ,        99.3200, 2007-03 ,        99.2150, 2007-06 ,        99.1000, 2007-09 ,        99.0050, 2007-12 ,        98.9150, 2008-03 ,        98.8400, 2008-06 
2006.3       ,        99.4750, 2006-12 ,        99.3600, 2007-03 ,        99.2650, 2007-06 ,        99.1800, 2007-09 ,        99.0850, 2007-12 ,        98.9950, 2008-03 
2006.2       ,        99.4800, 2006-09 ,        99.3150, 2006-12 ,        99.1300, 2007-03 ,        98.9550, 2007-06 ,        98.8050, 2007-09 ,        98.6700, 2007-12 
2006.1       ,        99.7600, 2006-06 ,        99.5250, 2006-09 ,        99.2700, 2006-12 ,        99.0500, 2007-03 ,        98.8650, 2007-06 ,        98.6950, 2007-09 
2005.4       ,        99.8650, 2006-03 ,        99.7800, 2006-06 ,        99.6700, 2006-09 ,        99.5650, 2006-12 ,        99.4500, 2007-03 ,        99.3450, 2007-06 
2005.3       ,        99.8850, 2005-12 ,        99.8150, 2006-03 ,        99.7400, 2006-06 ,        99.6500, 2006-09 ,        99.5500, 2006-12 ,        99.4450, 2007-03 
2005.2       ,        99.9100, 2005-09 ,        99.9000, 2005-12 ,        99.8850, 2006-03 ,        99.8600, 2006-06 ,        99.8200, 2006-09 ,        99.7700, 2006-12 
2005.1       ,        99.9150, 2005-06 ,        99.8900, 2005-09 ,        99.8550, 2005-12 ,        99.7850, 2006-03 ,        99.7250, 2006-06 ,        99.6350, 2006-09 
2004.4       ,        99.9000, 2005-03 ,        99.8900, 2005-06 ,        99.8550, 2005-09 ,        99.8100, 2005-12 ,        99.7400, 2006-03 ,        99.6550, 2006-06 
2004.3       ,        99.9150, 2004-12 ,        99.8850, 2005-03 ,        99.8500, 2005-06 ,        99.7850, 2005-09 ,        99.7100, 2005-12 ,        99.6050, 2006-03 
2004.2       ,        99.9050, 2004-09 ,        99.8750, 2004-12 ,        99.8050, 2005-03 ,        99.7050, 2005-06 ,        99.5750, 2005-09 ,        99.4400, 2005-12 
2004.1       ,        99.9200, 2004-06 ,        99.8900, 2004-09 ,        99.8550, 2004-12 ,        99.7750, 2005-03 ,        99.7000, 2005-06 ,        99.5950, 2005-09 
2003.4       ,        99.9100, 2004-03 ,        99.9000, 2004-06 ,        99.8650, 2004-09 ,        99.8100, 2004-12 ,        99.6950, 2005-03 ,        99.5900, 2005-06 
2003.3       ,        99.8950, 2003-12 ,        99.8450, 2004-03 ,        99.8150, 2004-06 ,        99.7450, 2004-09 ,        99.6500, 2004-12 ,        99.4850, 2005-03 
2003.2       ,        99.9050, 2003-09 ,        99.8700, 2003-12 ,        99.8300, 2004-03 ,        99.8250, 2004-06 ,        99.7700, 2004-09 ,        99.7300, 2004-12 
2003.1       ,        99.9250, 2003-06 ,        99.9000, 2003-09 ,        99.8950, 2003-12 ,        99.8650, 2004-03 ,        99.8600, 2004-06 ,        99.8250, 2004-09 
2002.4       ,        99.8900, 2003-03 ,        99.9100, 2003-06 ,        99.8900, 2003-09 ,        99.8700, 2003-12 ,        99.8100, 2004-03 ,        99.8050, 2004-06