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EuroNext-related Exchanges
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),
Three month EuroDollar. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1. Nearest maturity . Number of observations : 46
Column ( 2) Three month EuroDollar maturity 2. 2nd maturity . Number of observations : 46
Column ( 3) Three month EuroDollar maturity 3. 3rd maturity . Number of observations : 46
Column ( 4) Three month EuroDollar maturity 4. 4th maturity . Number of observations : 46
Column ( 5) Three month EuroDollar maturity 5. 5th maturity . Number of observations : 46
Column ( 6) Three month EuroDollar maturity 6. 6th maturity . Number of observations : 46
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Three month EuroDollar . Futures . Average Open Interest (prev. day) 
             , Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
             ,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
             , Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
             , 1st                    ,, 2nd                    ,, 3rd                    ,, 4th                    ,, 5th                    ,, 6th                    ,
             , Three month EuroDollar ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , ; Nearest expiration   ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,,      Mar2004 to Aug2008,
End of       ,     Avg daily Open Int ,,     Avg daily Open Int ,,     Avg daily Open Int ,,     Avg daily Open Int ,,     Avg daily Open Int ,,     Avg daily Open Int ,
2008-08      ,       1398,  18 day avg ,       2717,  18 day avg ,         na,  18 day avg ,       1209,  18 day avg ,       2387,  18 day avg ,         na,  18 day avg 
2008-07      ,         na,  23 day avg ,       2095,  23 day avg ,       1620,  23 day avg ,         na,  23 day avg ,       2045,  23 day avg ,       1446,  23 day avg 
2008-06      ,       3267,  21 day avg ,         na,  21 day avg ,       1878,  21 day avg ,       2556,  21 day avg ,         na,  21 day avg ,       1683,  21 day avg 
2008-05      ,       2550,  22 day avg ,       3497,  22 day avg ,         na,  22 day avg ,       2005,  22 day avg ,       2897,  22 day avg ,         na,  22 day avg 
2008-04      ,         na,  22 day avg ,       2963,  22 day avg ,       2365,  22 day avg ,         na,  22 day avg ,       2652,  22 day avg ,       2162,  22 day avg 
2008-03      ,       3341,  19 day avg ,         na,  19 day avg ,       2113,  19 day avg ,       3077,  19 day avg ,         na,  19 day avg ,       2002,  19 day avg 
2008-02      ,       2435,  21 day avg ,       3246,  21 day avg ,         na,  21 day avg ,       2325,  21 day avg ,       3099,  21 day avg ,         na,  21 day avg 
2008-01      ,         na,  14 day avg ,       5295,  14 day avg ,        403,  14 day avg ,         na,  14 day avg ,       5036,  14 day avg ,        380,  14 day avg 
2007-12      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-11      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-10      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-08      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-07      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-05      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-04      ,         na,   4 day avg ,         na,   4 day avg ,       9926,   4 day avg ,         na,   4 day avg ,         na,   4 day avg ,       6114,   4 day avg 
2007-03      ,       6494,  22 day avg ,         na,  22 day avg ,       3989,  22 day avg ,       5723,  22 day avg ,         na,  22 day avg ,       2508,  22 day avg 
2007-02      ,       3810,  20 day avg ,       7077,  20 day avg ,         na,  20 day avg ,       3348,  20 day avg ,       6263,  20 day avg ,         na,  20 day avg 
2007-01      ,         na,  22 day avg ,       5938,  22 day avg ,       4948,  22 day avg ,         na,  22 day avg ,       5212,  22 day avg ,       4289,  22 day avg 
2006-12      ,       5748,  19 day avg ,         na,  19 day avg ,       4006,  19 day avg ,       6892,  19 day avg ,         na,  19 day avg ,       3476,  19 day avg 
2006-11      ,       5414,  22 day avg ,       3556,  22 day avg ,         na,  22 day avg ,       6551,  22 day avg ,       4499,  22 day avg ,         na,  22 day avg 
2006-10      ,         na,  22 day avg ,       4277,  22 day avg ,       4326,  22 day avg ,         na,  22 day avg ,       5551,  22 day avg ,       5588,  22 day avg 
2006-09      ,       8408,  21 day avg ,         na,  21 day avg ,       3627,  21 day avg ,       4669,  21 day avg ,         na,  21 day avg ,       4815,  21 day avg 
2006-08      ,       8377,  23 day avg ,       6402,  23 day avg ,         na,  23 day avg ,       4639,  23 day avg ,       3579,  23 day avg ,         na,  23 day avg 
2006-07      ,         na,  21 day avg ,       7063,  21 day avg ,       7807,  21 day avg ,         na,  21 day avg ,       3920,  21 day avg ,       4309,  21 day avg 
2006-06      ,      16453,  22 day avg ,         na,  22 day avg ,       6116,  22 day avg ,       8732,  22 day avg ,         na,  22 day avg ,       3264,  22 day avg 
2006-05      ,      15185,  22 day avg ,      12305,  22 day avg ,         na,  22 day avg ,       8032,  22 day avg ,       6616,  22 day avg ,         na,  22 day avg 
2006-04      ,         na,  18 day avg ,      13437,  18 day avg ,      13283,  18 day avg ,         na,  18 day avg ,       7296,  18 day avg ,       7274,  18 day avg 
2006-03      ,      17312,  23 day avg ,         na,  23 day avg ,      16009,  23 day avg ,      10266,  23 day avg ,         na,  23 day avg ,       8898,  23 day avg 
2006-02      ,      24185,  20 day avg ,      19755,  20 day avg ,         na,  20 day avg ,      14456,  20 day avg ,      11866,  20 day avg ,         na,  20 day avg 
2006-01      ,         na,  22 day avg ,      21917,  22 day avg ,      21901,  22 day avg ,         na,  22 day avg ,      13213,  22 day avg ,      13175,  22 day avg 
2005-12      ,      17933,  21 day avg ,         na,  21 day avg ,      16697,  21 day avg ,      27249,  21 day avg ,         na,  21 day avg ,       9915,  21 day avg 
2005-11      ,      14974,  22 day avg ,      12206,  22 day avg ,         na,  22 day avg ,      24018,  22 day avg ,      19986,  22 day avg ,         na,  22 day avg 
2005-10      ,         na,  21 day avg ,      12892,  21 day avg ,      14676,  21 day avg ,         na,  21 day avg ,      20980,  21 day avg ,      22999,  21 day avg 
2005-09      ,      24556,  22 day avg ,         na,  22 day avg ,      11588,  22 day avg ,      17914,  22 day avg ,         na,  22 day avg ,      17985,  22 day avg 
2005-08      ,      22057,  23 day avg ,      20114,  23 day avg ,         na,  23 day avg ,      15885,  23 day avg ,      14167,  23 day avg ,         na,  23 day avg 
2005-07      ,         na,  21 day avg ,      17713,  21 day avg ,      23524,  21 day avg ,         na,  21 day avg ,      12680,  21 day avg ,      16629,  21 day avg 
2005-06      ,      13604,  22 day avg ,         na,  22 day avg ,      22874,  22 day avg ,      15142,  22 day avg ,         na,  22 day avg ,      16451,  22 day avg 
2005-05      ,      16128,  22 day avg ,      16504,  22 day avg ,         na,  22 day avg ,      18674,  22 day avg ,      17018,  22 day avg ,         na,  22 day avg 
2005-04      ,        111,  20 day avg ,      15004,  20 day avg ,      18222,  20 day avg ,         na,  20 day avg ,      15009,  20 day avg ,      18182,  20 day avg 
2005-03      ,      11436,  22 day avg ,         92,  22 day avg ,      18424,  22 day avg ,      14237,  22 day avg ,         na,  22 day avg ,      18211,  22 day avg 
2005-02      ,      12852,  20 day avg ,      14220,  20 day avg ,        101,  20 day avg ,      15742,  20 day avg ,      14252,  20 day avg ,         na,  20 day avg 
2005-01      ,         na,  21 day avg ,      12597,  21 day avg ,      11929,  21 day avg ,         na,  21 day avg ,      13733,  21 day avg ,      12924,  21 day avg 
2004-12      ,       9825,  23 day avg ,         na,  23 day avg ,      13878,  23 day avg ,       8320,  23 day avg ,         na,  23 day avg ,      14320,  23 day avg 
2004-11      ,      12714,  22 day avg ,      12789,  22 day avg ,         na,  22 day avg ,       9950,  22 day avg ,       8890,  22 day avg ,         na,  22 day avg 
2004-10      ,         na,  21 day avg ,       9787,  21 day avg ,      13448,  21 day avg ,         na,  21 day avg ,       5923,  21 day avg ,       7276,  21 day avg 
2004-09      ,       7031,  22 day avg ,         na,  22 day avg ,      13833,  22 day avg ,       8698,  22 day avg ,         na,  22 day avg ,       6866,  22 day avg 
2004-08      ,       8044,  22 day avg ,       8367,  22 day avg ,         na,  22 day avg ,       9243,  22 day avg ,       8292,  22 day avg ,         na,  22 day avg 
2004-07      ,         na,  22 day avg ,       6590,  22 day avg ,       9193,  22 day avg ,         na,  22 day avg ,       6555,  22 day avg ,       9467,  22 day avg 
2004-06      ,       5485,  22 day avg ,         na,  22 day avg ,       7668,  22 day avg ,       4730,  22 day avg ,         na,  22 day avg ,       7588,  22 day avg 
2004-05      ,       5926,  21 day avg ,       5278,  21 day avg ,         na,  21 day avg ,       3998,  21 day avg ,       3732,  21 day avg ,         na,  21 day avg 
2004-04      ,         na,  19 day avg ,       3501,  19 day avg ,       2319,  19 day avg ,         na,  19 day avg ,       2647,  19 day avg ,       1972,  19 day avg 
2004-03      ,         na,  11 day avg ,         na,  11 day avg ,       1437,  11 day avg ,         na,  11 day avg ,         na,  11 day avg ,       1329,  11 day avg