The Futures Bond Basis, Second Edition

AppendixC

LIFFE LONG GILT DELIVERY HISTORY

(March 1996 to June 2001)

Table C.1 Long gilt contract delivery notices: delivery month – March 1996

Table C.2 Long gilt contract delivery notices: delivery month – June 1996

Table C.3 Long gilt contract delivery notices: delivery month – September 1996

Table C.4 Long gilt contract delivery notices: delivery month – December 1996

Table C.5 Long gilt contract delivery notices: delivery month – March 1997

Table C.6 Long gilt contract delivery notices: delivery month – June 1997

Table C.7 Long gilt contract delivery notices: delivery month – September 1997

Table C.8 Long gilt contract delivery notices: delivery month – December 1997

Table C.9 Long ...