The complete options on futures quotes history of the London In- ternational Financial Futures and Options Exchange (LIFFE) for the period Sept. 1990 to Sept. 1993 The READ.ME file: Exchange......... LONDON INTERNATIONAL FINANCIAL ................. FUTURES & OPTIONS EXCHANGE (LIFFE) ................. Cannon Bridge ................. London EC4R.3XX, UK ................. Tel: (+44-71) 623-0444 ................. Fax: (+44-71) 588-3624 Price History.... From 09/90 to 09/93 Record formate*.. (1) Date ................. (2) Delivery month of the underlying future ................. (3) Strike Price ................. (4) Contract Code of the underlying futures ................. ...... A = German Government Bonds (Bund) ................. ...... B = U. S. Treasury Bond ................. ...... E = Three Month Eurodollar ................. ...... G = Long Gilt ................. ...... L = Short Sterling ................. ...... S = Three Month Euroswissfranc ................. ...... U = Three Month Euromark ................. ...... W = Italian Government Bonds (BTP) ................. (5) Settlement Price (?) ................. ..... Weighted average of traded prices in the last 30 ................. ..... seconds of trading. If there is no trading, the ................. ..... pit observer asks for bid/offers in the pit and ................. ..... takes the averages of these ................. (6) Class (C: Call; P: Put) ................. (7) Daily High ................. (8) Daily Low ................. (9) Volume ................. ..... Total number of matched trades ................. (0) Implied Volatilty * Record formate is an assumption, as LIFFE did not provide written information on the sequence of the data fields in each record :(( Source........... Liffe Business Development Department farmed these data ................. out by request on disks as long as supply lasted Where with Ed?... OA: Options on German Government Bonds futures ftp dg-rtp.dg.com ... /pub/misc.invest/futures/interest.lt ................. ... Liffe.bunds.opt.to.0993.zip ................. OB: Options on U.S.Treasury Bonds futures ................. ... /pub/misc.invest/futures/interest.lt ................. ... Liffe.bonds.opt.to.0693.zip ................. OE: Options on Three Month Eurodollar futures ................. ... /pub/misc.invest/futures/interest.st ................. ... Liffe.ed.opt.to.0993.zip ................. OG: Options on Long Gilt futures ................. ... /pub/misc.invest/futures/interest.lt ................. ... Liffe.gilts.opt.to.0993.zip ................. OL: Options on Three Month Short Sterling futures ................. ... /pub/misc.invest/futures/interest.st ................. ... Liffe.3m.stg.opt.to0993.zip ................. OS: Options on Three Month Euroswissfranc futures ................. ... /pub/misc.invest/futures/interest.st ................. ... Liffe.euroswiss.opt.to.0993.zip ................. OU: Options on Three Month Euromark futures ................. ... /pub/misc.invest/futures/interest.st ................. ... Liffe.euromark.opt.to.0993.zip ................. OW: Options on Italian Government Bonds futures ................. ... /pub/misc.invest/futures/interest.lt ................. ... Liffe.btp.to.0993.zip