|
|
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),
Three month EuroDollar.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1.
Nearest maturity
. Number of observations : 17
Column ( 2) Three month EuroDollar maturity 2.
2nd maturity
. Number of observations : 17
Column ( 3) Three month EuroDollar maturity 3.
3rd maturity
. Number of observations : 17
Column ( 4) Three month EuroDollar maturity 4.
4th maturity
. Number of observations : 17
Column ( 5) Three month EuroDollar maturity 5.
5th maturity
. Number of observations : 17
Column ( 6) Three month EuroDollar maturity 6.
6th maturity
. Number of observations : 17
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
|
| Three month EuroDollar . Futures . Settlement Price
|
|
, 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 , ,, ,, ,, ,, ,, ,
2008.3 , 97.1750, 2008-09 , 97.0400, 2008-10 , 97.0200, 2008-11 , 97.00, 2008-12 , 97.0700, 2009-01 , 97.0400, 2009-02
2008.2 , 97.2100, 2008-07 , 97.1400, 2008-08 , 97.0700, 2008-09 , 96.9400, 2008-10 , 96.8800, 2008-11 , 96.8200, 2008-12
2008.1 , 97.4450, 2008-04 , 97.6350, 2008-05 , 97.7300, 2008-06 , 97.8400, 2008-07 , 97.8900, 2008-08 , 97.9050, 2008-09
2007.4 , na, , na, , na, , na, , na, , na,
2007.3 , na, , na, , na, , na, , na, , na,
2007.2 , 94.6550, 2007-04 , 94.6750, 2007-05 , 94.7100, 2007-06 , 94.7600, 2007-07 , 94.7950, 2007-08 , 94.8700, 2007-09
2007.1 , 94.6700, 2007-04 , 94.7000, 2007-05 , 94.7350, 2007-06 , 94.7850, 2007-07 , 94.8400, 2007-08 , 94.9200, 2007-09
2006.4 , 94.6450, 2007-01 , 94.6550, 2007-02 , 94.6800, 2007-03 , 94.7050, 2007-04 , 94.7600, 2007-05 , 94.7750, 2007-06
2006.3 , 94.6300, 2006-10 , 94.6400, 2006-11 , 94.6650, 2006-12 , 94.6800, 2007-01 , 94.7500, 2007-02 , 94.8200, 2007-03
2006.2 , 94.5050, 2006-07 , 94.4600, 2006-08 , 94.4200, 2006-09 , 94.4050, 2006-10 , 94.4000, 2006-11 , 94.4050, 2006-12
2006.1 , 94.9500, 2006-04 , 94.8650, 2006-05 , 94.8000, 2006-06 , 94.7750, 2006-07 , 94.7650, 2006-08 , 94.7300, 2006-09
2005.4 , 95.4000, 2006-01 , 95.2950, 2006-02 , 95.2250, 2006-03 , 95.1950, 2006-04 , 95.1750, 2006-05 , 95.1500, 2006-06
2005.3 , 95.8500, 2005-10 , 95.7350, 2005-11 , 95.6150, 2005-12 , 95.5600, 2006-01 , 95.4950, 2006-02 , 95.4500, 2006-03
2005.2 , 96.4000, 2005-07 , 96.2800, 2005-08 , 96.1550, 2005-09 , 96.0950, 2005-10 , 96.0650, 2005-11 , 96.0300, 2005-12
2005.1 , 96.8000, 2005-04 , 96.6500, 2005-05 , 96.4900, 2005-06 , 96.3050, 2005-07 , 96.1750, 2005-08 , 96.0300, 2005-09
2004.4 , 97.3750, 2005-01 , 97.2350, 2005-02 , 97.1000, 2005-03 , 97.0050, 2005-04 , 96.9100, 2005-05 , 96.8100, 2005-06
2004.3 , 97.9200, 2004-10 , 97.7750, 2004-11 , 97.6950, 2004-12 , 97.6050, 2005-01 , 97.5450, 2005-02 , 97.4400, 2005-03
2004.2 , 98.3050, 2004-07 , 98.1150, 2004-08 , 97.9800, 2004-09 , 97.7600, 2004-10 , 97.6300, 2004-11 , 97.4850, 2004-12
2004.1 , 98.8700, 2004-04 , 98.8500, 2004-05 , 98.8350, 2004-06 , 98.7650, 2004-07 , 98.7000, 2004-08 , 98.6800, 2004-09
|