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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),
Two-Year Dollar Swapnote. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Two-Year Dollar 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

Two-Year Dollar Swapnote . Futures . Average Open Interest (prev. day) 
             , Two-Year Dollar Swapno ,
             , te                     ,
             , Two-Year Dollar Swapno ,
             , te1st                  ,
             , Two-Year Dollar Swapno ,
             , te; Nearest expiration ,
             ,                        ,
             ,      Oct2002 to Aug2008,
End of       ,     Avg daily Open Int ,
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   ,                    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   ,                    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   ,                    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   ,                    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   ,                    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   ,    12.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   4 day avg 
2008-08-26   ,    60.0000,   1 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   1 day avg 
2008-08-26   ,    60.0000,   2 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   4 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    60.0000,   5 day avg 
2008-08-26   ,    66.0000,   5 day avg 
2008-08-26   ,    90.0000,   5 day avg 
2008-08-26   ,    108.000,   5 day avg 
2008-08-26   ,    108.000,   5 day avg 
2008-08-26   ,    108.000,   4 day avg 
2008-08-26   ,    123.000,   2 day avg 
2008-08-26   ,    103.800,   5 day avg 
2008-08-26   ,    100.000,   5 day avg 
2008-08-26   ,    128.000,   5 day avg 
2008-08-26   ,    94.0000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   5 day avg 
2008-08-26   ,    170.000,   4 day avg 
2008-08-26   ,    70.0000,   3 day avg 
2008-08-26   ,    294.000,   5 day avg 
2008-08-26   ,     1190.0,   5 day avg 
2008-08-26   ,     1198.0,   5 day avg 
2008-08-26   ,     1186.0,   5 day avg 
2008-08-26   ,     1430.0,   5 day avg 
2008-08-26   ,     1430.0,   5 day avg 
2008-08-26   ,     1430.0,   5 day avg 
2008-08-26   ,     1430.0,   5 day avg 
2008-08-26   ,     1364.0,   5 day avg 
2008-08-26   ,     1332.0,   5 day avg 
2008-08-26   ,     1320.0,   5 day avg 
2008-08-26   ,     1320.0,   3 day avg