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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),
Short Sterling.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Short Sterling maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) Short Sterling maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) Short Sterling maturity 3.
3rd maturity
. Number of observations : 7
Column ( 4) Short Sterling maturity 4.
4th maturity
. Number of observations : 7
Column ( 5) Short Sterling maturity 5.
5th maturity
. Number of observations : 7
Column ( 6) Short Sterling 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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| Short Sterling . Futures . Average Open Interest (prev. day)
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, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,
, Short Sterling1st ,, Short Sterling2nd ,, Short Sterling3rd ,, Short Sterling4th ,, Short Sterling5th ,, Short Sterling6th ,
, Short Sterling; Neares ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, t 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 , 108623, 160 day avg , 204346, 160 day avg , 120259, 160 day avg , 537181, 160 day avg , 527382, 160 day avg , 415118, 160 day avg
2007 , 157569, 68 day avg , 216300, 68 day avg , 179928, 68 day avg , 518382, 68 day avg , 487621, 68 day avg , 392563, 68 day avg
2006 , 146350, 255 day avg , 124573, 255 day avg , 135322, 255 day avg , 427957, 255 day avg , 364185, 255 day avg , 296974, 255 day avg
2005 , 83257, 257 day avg , 79560, 257 day avg , 93359, 257 day avg , 326056, 257 day avg , 291658, 257 day avg , 237555, 257 day avg
2004 , 62363, 258 day avg , 67004, 258 day avg , 85071, 258 day avg , 230833, 258 day avg , 199960, 258 day avg , 155526, 258 day avg
2003 , 53177, 244 day avg , 70364, 244 day avg , 55853, 244 day avg , 182539, 244 day avg , 171215, 244 day avg , 124953, 244 day avg
2002 , 57122, 63 day avg , 74230, 63 day avg , 50639, 63 day avg , 150326, 63 day avg , 146312, 63 day avg , 121635, 63 day avg
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