If you want a cheap flight from East Midlands to Rome, you've got zero airlines to choose from.
Rome Leonardo da Vinci International (Fiumicino) Airport is just one of the airports in Rome. If you're not set on a specific airport, try changing your search from Rome Leonardo da Vinci International (Fiumicino) Airport to Rome to see a broader range of flights – they might be cheaper.
If you're planning on going to Rome during this time, you could take a look at other airport options. Or you could try to get a last-minute bargain.