Euribor Strategies

Real-time Packs and Bundles

View prices for: Euribor Short Sterling Total Volume: 693018 Open Interest: 3,413,748  Pricing Information: LIFFE CONNECT(R) Convention Annualised Convention

Contracts Del S CV OI Mar 12 99.085 162,935 555,794 Jun 12 99.175 105,085 508,427 Sep 12 99.205 83,219 456,146 Dec 12 99.210 72,714 399,288 Mar 13 99.205 70,502 401,651 Jun 13 99.165 49,020 289,678 Sep 13 99.110 42,564 220,953 Dec 13 99.025 42,311 194,843 Mar 14 98.920 24,399 125,144 Jun 14 98.785 17,498 86,453 Sep 14 98.640 10,799 69,015 Dec 14 98.470 7,284 52,600 Mar 15 98.310 2,229 20,709 Jun 15 98.140 1,577 8,216 Sep 15 97.975 439 7,790 Dec 15 97.815 295 8,025 Mar 16 97.685 89 1,762 Jun 16 97.560 45 4,904 Sep 16 97.440 10 1,930 Dec 16 97.325 4 420 Total Volume 693018       Packs       White Pack (Mar 12) Traded Volume 3,628   Bid Ask   TB TA   -0.240 -0.065   -0.170 -0.145   (24) (24)   (207) (201)   Red Pack (Mar 13) Traded Volume 2,320   Bid Ask   TB TA   -0.160 0.015   -0.085 -0.065   (15) (15)   (145) (5)   Green Pack (Mar 14) Traded Volume 2,944   Bid Ask   TB TA   -0.025 0.155   0.060 0.080   (6) (6)   (26) (15)   Blue Pack (Mar 15) Traded Volume 24   Bid Ask   TB TA   -0.170 0.330   0.075 0.710   (20) (20)   (1) (1)   Gold Pack (Mar 16) Traded Volume 8   Bid Ask   TB TA   -0.130 0.470   0.045 1.295   (10) (10)   (25) (10)   Bundles           2-year Bundle (Traded Volume 8,472) Bid Ask   TB TA -0.310 -0.135   -0.255 -0.210 (15) (15)   (145) (5) 3-year Bundle (Traded Volume 1,320) Bid Ask   TB TA -0.270 -0.060   -0.195 -0.130 (6) (6)   (26) (5) 4-year Bundle (Traded Volume -) Bid Ask   TB TA -0.455 0.295   -0.120 0.580 (10) (10)   (1) (1) 5-year Bundle (Traded Volume -) Bid Ask   TB TA -0.415 0.585   -0.075 1.875 (10) (10)   (1) (1)

Click on the e to view Time & Sales information, including Packs and Bundles.

Legend: A Ask Price S Previous Settlement T Trade AV Ask Volume CV Cumulative Volume TA Theoretical in Ask (based on explicit prices)* B Bid Price Del Delivery Date TB Theoretical in Bid (based on explicit prices)* BV Bid Volume OI Open Interest +/- Change on day (using yesterday's closing price)

* Please see pricing information above.

Site created by Intelligent Financial Systems Limited.
Access to this web site and all information therein is subject to the Warning and Disclaimer attached.