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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.
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Frequency :
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PVO
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Derivatives Class :
| Futures |
Options |
Other Derivatives |
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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 |
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3 month Euribor . Futures . Average Open Interest (prev. day)
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, 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 , 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 , 259684, 160 day avg , 339595, 160 day avg , 173652, 160 day avg , 189254, 160 day avg , 298606, 160 day avg , 155606, 160 day avg
2007 , 230699, 68 day avg , 341493, 68 day avg , 277381, 68 day avg , 239033, 68 day avg , 317085, 68 day avg , 238858, 68 day avg
2006 , 244452, 255 day avg , 209355, 255 day avg , 221190, 255 day avg , 264995, 255 day avg , 212176, 255 day avg , 197252, 255 day avg
2005 , 226125, 257 day avg , 205719, 257 day avg , 221308, 257 day avg , 236788, 257 day avg , 201957, 257 day avg , 201886, 257 day avg
2004 , 193460, 258 day avg , 189241, 258 day avg , 219644, 258 day avg , 174004, 258 day avg , 162865, 258 day avg , 198735, 258 day avg
2003 , 187323, 244 day avg , 224852, 244 day avg , 178335, 244 day avg , 262193, 244 day avg , 276345, 244 day avg , 202563, 244 day avg
2002 , 233520, 63 day avg , 237681, 63 day avg , 142883, 63 day avg , 481154, 63 day avg , 345918, 63 day avg , 246069, 63 day avg
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