|
|
EuroNext-related Exchanges
| LIFFE
- London International Financial Futures Exchange. With EuroNext, deal accept date Oct 29 2001
- NOTE: Several months of 2007 data are missing.
|
Frequency :
|
|
PVO
|
|
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),
3 month Euribor.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 3 month Euribor maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) 3 month Euribor maturity 3.
3rd maturity
. Number of observations : 7
Column ( 4) 3 month Euribor maturity 4.
4th maturity
. Number of observations : 7
Column ( 5) 3 month Euribor maturity 5.
5th maturity
. Number of observations : 7
Column ( 6) 3 month Euribor maturity 6.
6th maturity
. Number of observations : 7
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
|
| 3 month Euribor . Futures . Settlement Price
|
|
, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,
, 3 month Euribor1st ,, 3 month Euribor2nd ,, 3 month Euribor3rd ,, 3 month Euribor4th ,, 3 month Euribor5th ,, 3 month Euribor6th ,
, 3 month Euribor; Neare ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, st expiration ,, ,, ,, ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , ,, ,, ,, ,, ,, ,
2008 , 95.0150, 2008-09 , 94.9350, 2008-10 , 94.9300, 2008-11 , 94.9550, 2008-12 , 95.0500, 2009-01 , 95.1400, 2009-02
2007 , 96.0350, 2007-04 , 95.9650, 2007-05 , 95.8800, 2007-06 , 95.8450, 2007-07 , 95.8000, 2007-08 , 95.7800, 2007-09
2006 , 96.2450, 2007-01 , 96.1600, 2007-02 , 96.0850, 2007-03 , 96.0500, 2007-04 , 96.0200, 2007-05 , 95.9500, 2007-06
2005 , 97.4700, 2006-01 , 97.3750, 2006-02 , 97.2950, 2006-03 , 97.2500, 2006-04 , 97.1900, 2006-05 , 97.0900, 2006-06
2004 , 97.8450, 2005-01 , 97.8300, 2005-02 , 97.7950, 2005-03 , 97.7550, 2005-04 , 97.7100, 2005-05 , 97.6600, 2005-06
2003 , 97.9100, 2004-01 , 97.9200, 2004-02 , 97.8900, 2004-03 , 97.8800, 2004-04 , 97.8200, 2004-05 , 97.7700, 2004-06
2002 , 97.1800, 2003-01 , 97.2600, 2003-02 , 97.3500, 2003-03 , 97.4800, 2003-06 , 97.4650, 2003-09 , 97.3350, 2003-12
|