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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),
Ten-Year Euro Swapnote. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Ten-Year Euro Swapnote maturity 1. Nearest maturity . Number of observations : 269
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Ten-Year Euro Swapnote . Futures . Settlement Price
             , Ten-Year Euro Swapnote ,
             ,                        ,
             , Ten-Year Euro Swapnote ,
             , 1st                    ,
             , Ten-Year Euro Swapnote ,
             , ; Nearest expiration   ,
             ,      Oct2002 to Aug2008,
End of       ,                        ,
2008-08-26   ,        110.520, 2008-09 
2008-08-26   ,        109.920, 2008-09 
2008-08-26   ,        110.500, 2008-09 
2008-08-26   ,        109.940, 2008-09 
2008-08-26   ,        108.990, 2008-09 
2008-08-26   ,        107.270, 2008-09 
2008-08-26   ,        107.390, 2008-09 
2008-08-26   ,        108.350, 2008-09 
2008-08-26   ,        108.040, 2008-09 
2008-08-26   ,        108.050, 2008-09 
2008-08-26   ,        107.700, 2008-09 
2008-08-26   ,        107.250, 2008-06 
2008-08-26   ,        109.200, 2008-06 
2008-08-26   ,        109.280, 2008-06 
2008-08-26   ,        110.390, 2008-06 
2008-08-26   ,        111.210, 2008-06 
2008-08-26   ,        112.380, 2008-06 
2008-08-26   ,        110.650, 2008-06 
2008-08-26   ,        110.470, 2008-06 
2008-08-26   ,        110.720, 2008-06 
2008-08-26   ,        112.710, 2008-06 
2008-08-26   ,        112.650, 2008-06 
2008-08-26   ,        112.480, 2008-06 
2008-08-26   ,        113.740, 2008-06 
2008-08-26   ,        113.350, 2008-03 
2008-08-26   ,        113.340, 2008-03 
2008-08-26   ,        113.700, 2008-03 
2008-08-26   ,        112.740, 2008-03 
2008-08-26   ,        112.880, 2008-03 
2008-08-26   ,        113.590, 2008-03 
2008-08-26   ,        113.180, 2008-03 
2008-08-26   ,        112.670, 2008-03 
2008-08-26   ,        113.070, 2008-03 
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,                    na,  
2008-08-26   ,        113.080, 2007-06 
2008-08-26   ,        113.300, 2007-06 
2008-08-26   ,        113.860, 2007-06 
2008-08-26   ,        114.760, 2007-03 
2008-08-26   ,        114.520, 2007-03 
2008-08-26   ,        114.650, 2007-03 
2008-08-26   ,        113.850, 2007-03 
2008-08-26   ,        113.760, 2007-03 
2008-08-26   ,        113.490, 2007-03 
2008-08-26   ,        113.580, 2007-03 
2008-08-26   ,        113.390, 2007-03 
2008-08-26   ,        113.670, 2007-03 
2008-08-26   ,        113.500, 2007-03 
2008-08-26   ,        114.230, 2007-03 
2008-08-26   ,        114.370, 2007-03 
2008-08-26   ,        114.920, 2007-03 
2008-08-26   ,        115.950, 2006-12 
2008-08-26   ,        116.620, 2006-12 
2008-08-26   ,        117.270, 2006-12 
2008-08-26   ,        117.050, 2006-12 
2008-08-26   ,        116.630, 2006-12 
2008-08-26   ,        116.730, 2006-12 
2008-08-26   ,        116.300, 2006-12 
2008-08-26   ,        115.780, 2006-12 
2008-08-26   ,        115.440, 2006-12 
2008-08-26   ,        115.530, 2006-12 
2008-08-26   ,        116.230, 2006-12 
2008-08-26   ,        116.530, 2006-12 
2008-08-26   ,        116.730, 2006-12 
2008-08-26   ,        116.230, 2006-09 
2008-08-26   ,        116.070, 2006-09 
2008-08-26   ,        116.400, 2006-09 
2008-08-26   ,        116.030, 2006-09 
2008-08-26   ,        115.040, 2006-09 
2008-08-26   ,        114.290, 2006-09 
2008-08-26   ,        114.800, 2006-09 
2008-08-26   ,        114.720, 2006-09 
2008-08-26   ,        114.380, 2006-09 
2008-08-26   ,        114.110, 2006-09 
2008-08-26   ,        113.460, 2006-09 
2008-08-26   ,        113.400, 2006-09 
2008-08-26   ,        113.240, 2006-09 
2008-08-26   ,        114.990, 2006-06 
2008-08-26   ,        115.020, 2006-06 
2008-08-26   ,        115.030, 2006-06 
2008-08-26   ,        115.510, 2006-06 
2008-08-26   ,        114.660, 2006-06 
2008-08-26   ,        113.730, 2006-06 
2008-08-26   ,        114.290, 2006-06 
2008-08-26   ,        114.510, 2006-06 
2008-08-26   ,        114.580, 2006-06 
2008-08-26   ,        114.450, 2006-06 
2008-08-26   ,        115.120, 2006-06 
2008-08-26   ,        116.230, 2006-06 
2008-08-26   ,        117.560, 2006-06 
2008-08-26   ,        117.080, 2006-06 
2008-08-26   ,        117.580, 2006-03 
2008-08-26   ,        118.320, 2006-03 
2008-08-26   ,        119.320, 2006-03 
2008-08-26   ,        119.650, 2006-03 
2008-08-26   ,        119.630, 2006-03 
2008-08-26   ,        119.360, 2006-03 
2008-08-26   ,        119.260, 2006-03 
2008-08-26   ,        120.540, 2006-03 
2008-08-26   ,        121.610, 2006-03 
2008-08-26   ,        121.650, 2006-03 
2008-08-26   ,        121.220, 2006-03 
2008-08-26   ,        121.000, 2006-03 
2008-08-26   ,        121.220, 2005-12 
2008-08-26   ,        120.430, 2005-12 
2008-08-26   ,        120.950, 2005-12 
2008-08-26   ,        120.690, 2005-12 
2008-08-26   ,        119.360, 2005-12 
2008-08-26   ,        119.590, 2005-12 
2008-08-26   ,        119.700, 2005-12 
2008-08-26   ,        120.600, 2005-12 
2008-08-26   ,        122.210, 2005-12 
2008-08-26   ,        121.710, 2005-12 
2008-08-26   ,        122.730, 2005-12 
2008-08-26   ,        123.030, 2005-12 
2008-08-26   ,        123.820, 2005-12 
2008-08-26   ,        123.560, 2005-09 
2008-08-26   ,        124.470, 2005-09 
2008-08-26   ,        124.330, 2005-09 
2008-08-26   ,        123.320, 2005-09 
2008-08-26   ,        122.860, 2005-09 
2008-08-26   ,        121.900, 2005-09 
2008-08-26   ,        121.130, 2005-09 
2008-08-26   ,        122.340, 2005-09 
2008-08-26   ,        122.380, 2005-09 
2008-08-26   ,        121.900, 2005-09 
2008-08-26   ,        122.880, 2005-09 
2008-08-26   ,        123.190, 2005-09 
2008-08-26   ,        123.310, 2005-09 
2008-08-26   ,        121.780, 2005-09 
2008-08-26   ,        123.660, 2005-06 
2008-08-26   ,        122.760, 2005-06 
2008-08-26   ,        121.680, 2005-06 
2008-08-26   ,        121.310, 2005-06 
2008-08-26   ,        121.610, 2005-06 
2008-08-26   ,        120.220, 2005-06 
2008-08-26   ,        120.620, 2005-06 
2008-08-26   ,        120.050, 2005-06 
2008-08-26   ,        119.490, 2005-06 
2008-08-26   ,        119.000, 2005-06 
2008-08-26   ,        118.730, 2005-06 
2008-08-26   ,        117.790, 2005-06 
2008-08-26   ,        117.840, 2005-06 
2008-08-26   ,        117.930, 2005-03 
2008-08-26   ,        118.520, 2005-03 
2008-08-26   ,        118.250, 2005-03 
2008-08-26   ,        118.710, 2005-03 
2008-08-26   ,        120.470, 2005-03 
2008-08-26   ,        120.190, 2005-03 
2008-08-26   ,        119.680, 2005-03 
2008-08-26   ,        119.420, 2005-03 
2008-08-26   ,        119.490, 2005-03 
2008-08-26   ,        119.020, 2005-03 
2008-08-26   ,        118.230, 2005-03 
2008-08-26   ,        119.060, 2005-03 
2008-08-26   ,        118.890, 2005-03 
2008-08-26   ,        119.500, 2004-12 
2008-08-26   ,        118.070, 2004-12 
2008-08-26   ,        117.980, 2004-12 
2008-08-26   ,        117.240, 2004-12 
2008-08-26   ,        117.250, 2004-12 
2008-08-26   ,        116.120, 2004-12 
2008-08-26   ,        116.240, 2004-12 
2008-08-26   ,        116.300, 2004-12 
2008-08-26   ,        115.940, 2004-12 
2008-08-26   ,        115.450, 2004-12 
2008-08-26   ,        114.730, 2004-12 
2008-08-26   ,        115.120, 2004-12 
2008-08-26   ,        114.560, 2004-12 
2008-08-26   ,        115.080, 2004-09 
2008-08-26   ,        114.060, 2004-09 
2008-08-26   ,        114.690, 2004-09 
2008-08-26   ,        114.760, 2004-09 
2008-08-26   ,        114.770, 2004-09 
2008-08-26   ,        114.590, 2004-09 
2008-08-26   ,        113.220, 2004-09 
2008-08-26   ,        112.890, 2004-09 
2008-08-26   ,        113.320, 2004-09 
2008-08-26   ,        112.880, 2004-09 
2008-08-26   ,        112.680, 2004-09 
2008-08-26   ,        112.020, 2004-09 
2008-08-26   ,        111.780, 2004-09 
2008-08-26   ,        111.820, 2004-06 
2008-08-26   ,        112.070, 2004-06 
2008-08-26   ,        112.540, 2004-06 
2008-08-26   ,        112.380, 2004-06 
2008-08-26   ,        112.190, 2004-06 
2008-08-26   ,        112.320, 2004-06 
2008-08-26   ,        113.360, 2004-06 
2008-08-26   ,        113.270, 2004-06 
2008-08-26   ,        113.850, 2004-06 
2008-08-26   ,        114.160, 2004-06 
2008-08-26   ,        113.960, 2004-06 
2008-08-26   ,        115.770, 2004-06 
2008-08-26   ,        115.610, 2004-06 
2008-08-26   ,        116.180, 2004-03 
2008-08-26   ,        115.400, 2004-03 
2008-08-26   ,        114.850, 2004-03 
2008-08-26   ,        113.950, 2004-03 
2008-08-26   ,        114.180, 2004-03 
2008-08-26   ,        113.800, 2004-03 
2008-08-26   ,        112.940, 2004-03 
2008-08-26   ,        114.300, 2004-03 
2008-08-26   ,        113.640, 2004-03 
2008-08-26   ,        113.860, 2004-03 
2008-08-26   ,        112.140, 2004-03 
2008-08-26   ,        112.540, 2004-03 
2008-08-26   ,        112.270, 2004-03 
2008-08-26   ,        113.000, 2003-12 
2008-08-26   ,        112.480, 2003-12 
2008-08-26   ,        111.640, 2003-12 
2008-08-26   ,        112.520, 2003-12 
2008-08-26   ,        112.220, 2003-12 
2008-08-26   ,        111.050, 2003-12 
2008-08-26   ,        112.400, 2003-12 
2008-08-26   ,        112.660, 2003-12 
2008-08-26   ,        112.280, 2003-12 
2008-08-26   ,        113.200, 2003-12 
2008-08-26   ,        112.940, 2003-12 
2008-08-26   ,        114.480, 2003-12 
2008-08-26   ,        113.460, 2003-12 
2008-08-26   ,        114.340, 2003-09 
2008-08-26   ,        112.840, 2003-09 
2008-08-26   ,        113.750, 2003-09 
2008-08-26   ,        113.660, 2003-09 
2008-08-26   ,        113.720, 2003-09 
2008-08-26   ,        115.170, 2003-09 
2008-08-26   ,        113.240, 2003-09 
2008-08-26   ,        115.330, 2003-09 
2008-08-26   ,        114.960, 2003-09 
2008-08-26   ,        116.160, 2003-09 
2008-08-26   ,        115.940, 2003-09 
2008-08-26   ,        116.240, 2003-09 
2008-08-26   ,        117.530, 2003-09 
2008-08-26   ,        120.440, 2003-06 
2008-08-26   ,        118.090, 2003-06 
2008-08-26   ,        117.710, 2003-06 
2008-08-26   ,        118.220, 2003-06 
2008-08-26   ,        116.620, 2003-06 
2008-08-26   ,        115.480, 2003-06 
2008-08-26   ,        114.110, 2003-06 
2008-08-26   ,        113.940, 2003-06 
2008-08-26   ,        112.880, 2003-06 
2008-08-26   ,        112.860, 2003-06 
2008-08-26   ,        112.830, 2003-06 
2008-08-26   ,        113.130, 2003-06 
2008-08-26   ,        111.950, 2003-06 
2008-08-26   ,        114.720, 2003-03 
2008-08-26   ,        116.450, 2003-03 
2008-08-26   ,        115.560, 2003-03 
2008-08-26   ,        115.430, 2003-03 
2008-08-26   ,        115.000, 2003-03 
2008-08-26   ,        114.690, 2003-03 
2008-08-26   ,        114.140, 2003-03 
2008-08-26   ,        114.520, 2003-03 
2008-08-26   ,        113.240, 2003-03 
2008-08-26   ,        112.440, 2003-03 
2008-08-26   ,        111.390, 2003-03 
2008-08-26   ,        112.610, 2003-03 
2008-08-26   ,        111.740, 2003-03 
2008-08-26   ,        112.180, 2002-12 
2008-08-26   ,        111.180, 2002-12 
2008-08-26   ,        110.500, 2002-12 
2008-08-26   ,        110.230, 2002-12 
2008-08-26   ,        110.580, 2002-12 
2008-08-26   ,        110.340, 2002-12 
2008-08-26   ,        109.540, 2002-12 
2008-08-26   ,        109.020, 2002-12 
2008-08-26   ,        108.770, 2002-12 
2008-08-26   ,        110.080, 2002-12 
2008-08-26   ,        110.550, 2002-12