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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 Euro LIBOR.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euro LIBOR maturity 1.
Nearest maturity
. Number of observations : 6
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 Euro LIBOR . Futures . Average Open Interest (prev. day)
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, 3 month Euro LIBOR ,
, 3 month Euro LIBOR1st ,
, 3 month Euro LIBOR; ,
, Nearest expiration ,
, Oct2002 to Mar2003,
End of , Avg daily Open Int ,
2003-03 , 15, 11 day avg
2003-02 , 15, 20 day avg
2003-01 , 15, 22 day avg
2002-12 , 167, 20 day avg
2002-11 , 292, 21 day avg
2002-10 , 292, 22 day avg
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