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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),
FTSE 100 Index.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) FTSE 100 Index maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) FTSE 100 Index maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) FTSE 100 Index maturity 3.
3rd 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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FTSE 100 Index . Futures . Average Open Interest (prev. day)
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, FTSE 100 Index ,, FTSE 100 Index ,, FTSE 100 Index ,
, FTSE 100 Index1st ,, FTSE 100 Index2nd ,, FTSE 100 Index3rd ,
, FTSE 100 Index; Neares ,, 2nd nearest expn ,, Third nearest expn ,
, t expiration ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008 , 481869, 160 day avg , 29257, 160 day avg , 2548, 160 day avg
2007 , 505900, 68 day avg , 40330, 68 day avg , 2134, 68 day avg
2006 , 452614, 255 day avg , 40656, 255 day avg , 7657, 255 day avg
2005 , 439352, 257 day avg , 52549, 257 day avg , 9348, 257 day avg
2004 , 408563, 258 day avg , 49354, 258 day avg , 12138, 258 day avg
2003 , 395483, 244 day avg , 55489, 244 day avg , 9902, 244 day avg
2002 , 378598, 63 day avg , 68851, 63 day avg , 21146, 63 day avg
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