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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),
Long Gilt.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Long Gilt maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) Long Gilt maturity 2.
2nd 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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Long Gilt . Futures . Average Open Interest (prev. day)
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, Long Gilt ,, Long Gilt ,
, Long Gilt1st ,, Long Gilt2nd ,
, Long Gilt; Nearest exp ,, 2nd nearest expn ,
, iration ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2008 , 253563, 160 day avg , 85005, 160 day avg
2007 , 244449, 68 day avg , 103516, 68 day avg
2006 , 192967, 255 day avg , 89503, 255 day avg
2005 , 154463, 257 day avg , 74450, 257 day avg
2004 , 134689, 258 day avg , 70323, 258 day avg
2003 , 84286, 244 day avg , 37501, 244 day avg
2002 , 62717, 63 day avg , 23232, 63 day avg
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