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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 : 63
Column ( 2) Short Sterling maturity 2.
2nd maturity
. Number of observations : 63
Column ( 3) Short Sterling maturity 3.
3rd maturity
. Number of observations : 63
Column ( 4) Short Sterling maturity 4.
4th maturity
. Number of observations : 63
Column ( 5) Short Sterling maturity 5.
5th maturity
. Number of observations : 63
Column ( 6) Short Sterling maturity 6.
6th maturity
. Number of observations : 63
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 ,
2008-08 , 88519, 18 day avg , 312126, 18 day avg , na, 18 day avg , 478741, 18 day avg , 504736, 18 day avg , 389261, 18 day avg
2008-07 , na, 23 day avg , 177036, 23 day avg , 211642, 23 day avg , 483971, 23 day avg , 446838, 23 day avg , 346543, 23 day avg
2008-06 , 232764, 21 day avg , na, 21 day avg , 170116, 21 day avg , 483947, 21 day avg , 525278, 21 day avg , 419322, 21 day avg
2008-05 , 134548, 22 day avg , 314208, 22 day avg , na, 22 day avg , 488993, 22 day avg , 569715, 22 day avg , 416982, 22 day avg
2008-04 , 485, 22 day avg , 230025, 22 day avg , 283332, 22 day avg , 542274, 22 day avg , 602844, 22 day avg , 366244, 22 day avg
2008-03 , 261124, 19 day avg , 10, 19 day avg , 167200, 19 day avg , 556769, 19 day avg , 552462, 19 day avg , 478568, 19 day avg
2008-02 , 140261, 21 day avg , 287025, 21 day avg , na, 21 day avg , 637328, 21 day avg , 524886, 21 day avg , 489761, 21 day avg
2008-01 , 1480, 14 day avg , 357466, 14 day avg , 99374, 14 day avg , 670504, 14 day avg , 476569, 14 day avg , 430518, 14 day avg
2007-12 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-04 , 150, 4 day avg , na, 4 day avg , 562299, 4 day avg , 543977, 4 day avg , 431239, 4 day avg , 394994, 4 day avg
2007-03 , 355988, 22 day avg , na, 22 day avg , 184009, 22 day avg , 530535, 22 day avg , 452352, 22 day avg , 398278, 22 day avg
2007-02 , 144118, 20 day avg , 446046, 20 day avg , na, 20 day avg , 543800, 20 day avg , 535743, 20 day avg , 405457, 20 day avg
2007-01 , na, 22 day avg , 263069, 22 day avg , 269895, 22 day avg , 478466, 22 day avg , 489393, 22 day avg , 374683, 22 day avg
2006-12 , 286528, 19 day avg , na, 19 day avg , 125540, 19 day avg , 452484, 19 day avg , 428367, 19 day avg , 358389, 19 day avg
2006-11 , 208940, 22 day avg , 194683, 22 day avg , na, 22 day avg , 430069, 22 day avg , 435374, 22 day avg , 332967, 22 day avg
2006-10 , 395, 22 day avg , 155838, 22 day avg , 238115, 22 day avg , 433376, 22 day avg , 377288, 22 day avg , 294600, 22 day avg
2006-09 , 268217, 21 day avg , 33, 21 day avg , 137686, 21 day avg , 413562, 21 day avg , 408487, 21 day avg , 325360, 21 day avg
2006-08 , 196411, 23 day avg , 214495, 23 day avg , na, 23 day avg , 386551, 23 day avg , 389128, 23 day avg , 321704, 23 day avg
2006-07 , na, 21 day avg , 163218, 21 day avg , 277848, 21 day avg , 368764, 21 day avg , 359832, 21 day avg , 293592, 21 day avg
2006-06 , 273105, 22 day avg , na, 22 day avg , 158495, 22 day avg , 474930, 22 day avg , 354005, 22 day avg , 304542, 22 day avg
2006-05 , 202287, 22 day avg , 250592, 22 day avg , na, 22 day avg , 536515, 22 day avg , 370481, 22 day avg , 318791, 22 day avg
2006-04 , na, 18 day avg , 186544, 18 day avg , 270669, 18 day avg , 471356, 18 day avg , 329767, 18 day avg , 270869, 18 day avg
2006-03 , 157711, 23 day avg , na, 23 day avg , 224998, 23 day avg , 413710, 23 day avg , 329212, 23 day avg , 263418, 23 day avg
2006-02 , 151365, 20 day avg , 186289, 20 day avg , na, 20 day avg , 399262, 20 day avg , 299685, 20 day avg , 256629, 20 day avg
2006-01 , 300, 22 day avg , 140745, 22 day avg , 210149, 22 day avg , 362714, 22 day avg , 287496, 22 day avg , 224323, 22 day avg
2005-12 , 198369, 21 day avg , na, 21 day avg , 105018, 21 day avg , 353176, 21 day avg , 314719, 21 day avg , 245446, 21 day avg
2005-11 , 129477, 22 day avg , 161551, 22 day avg , na, 22 day avg , 391010, 22 day avg , 307957, 22 day avg , 267812, 22 day avg
2005-10 , na, 21 day avg , 112034, 21 day avg , 186434, 21 day avg , 416884, 21 day avg , 313350, 21 day avg , 284086, 21 day avg
2005-09 , 161245, 22 day avg , na, 22 day avg , 102117, 22 day avg , 335265, 22 day avg , 337900, 22 day avg , 232231, 22 day avg
2005-08 , 109141, 23 day avg , 149562, 23 day avg , 3, 23 day avg , 348594, 23 day avg , 283796, 23 day avg , 234765, 23 day avg
2005-07 , 1141, 21 day avg , 90576, 21 day avg , 173522, 21 day avg , 384809, 21 day avg , 302575, 21 day avg , 267577, 21 day avg
2005-06 , 116975, 22 day avg , na, 22 day avg , 135571, 22 day avg , 315565, 22 day avg , 313365, 22 day avg , 274474, 22 day avg
2005-05 , 89808, 22 day avg , 136805, 22 day avg , na, 22 day avg , 319948, 22 day avg , 322060, 22 day avg , 244637, 22 day avg
2005-04 , 71, 20 day avg , 79489, 20 day avg , 157628, 20 day avg , 266047, 20 day avg , 242846, 20 day avg , 159885, 20 day avg
2005-03 , 98522, 22 day avg , 186, 22 day avg , 121999, 22 day avg , 274387, 22 day avg , 260817, 22 day avg , 192239, 22 day avg
2005-02 , 78218, 20 day avg , 134853, 20 day avg , na, 20 day avg , 245014, 20 day avg , 251527, 20 day avg , 233993, 20 day avg
2005-01 , 897, 21 day avg , 90359, 21 day avg , 150624, 21 day avg , 252831, 21 day avg , 241501, 21 day avg , 208790, 21 day avg
2004-12 , 99587, 23 day avg , 573, 23 day avg , 129716, 23 day avg , 259281, 23 day avg , 249567, 23 day avg , 205335, 23 day avg
2004-11 , 99154, 22 day avg , 149852, 22 day avg , 490, 22 day avg , 276400, 22 day avg , 207669, 22 day avg , 199971, 22 day avg
2004-10 , 526, 21 day avg , 81254, 21 day avg , 163960, 21 day avg , 255392, 21 day avg , 206832, 21 day avg , 157350, 21 day avg
2004-09 , 84817, 22 day avg , na, 22 day avg , 131407, 22 day avg , 240453, 22 day avg , 194770, 22 day avg , 158543, 22 day avg
2004-08 , 82569, 22 day avg , 123767, 22 day avg , na, 22 day avg , 261954, 22 day avg , 196663, 22 day avg , 161942, 22 day avg
2004-07 , 630, 22 day avg , 63977, 22 day avg , 137158, 22 day avg , 235787, 22 day avg , 188743, 22 day avg , 129725, 22 day avg
2004-06 , 106788, 22 day avg , 22, 22 day avg , 91081, 22 day avg , 227027, 22 day avg , 225837, 22 day avg , 163960, 22 day avg
2004-05 , 82359, 21 day avg , 138933, 21 day avg , na, 21 day avg , 204235, 21 day avg , 225810, 21 day avg , 143902, 21 day avg
2004-04 , 1137, 19 day avg , 75917, 19 day avg , 134057, 19 day avg , 190347, 19 day avg , 214624, 19 day avg , 116671, 19 day avg
2004-03 , 104285, 23 day avg , 313, 23 day avg , 103083, 23 day avg , 206189, 23 day avg , 171627, 23 day avg , 143544, 23 day avg
2004-02 , 68923, 20 day avg , 121626, 20 day avg , na, 20 day avg , 202058, 20 day avg , 160593, 20 day avg , 146485, 20 day avg
2004-01 , 1563, 21 day avg , 63821, 21 day avg , 127657, 21 day avg , 201124, 21 day avg , 153624, 21 day avg , 129411, 21 day avg
2003-12 , 141992, 19 day avg , 668, 19 day avg , 56230, 19 day avg , 176959, 19 day avg , 162995, 19 day avg , 123061, 19 day avg
2003-11 , 78031, 20 day avg , 142220, 20 day avg , na, 20 day avg , 176855, 20 day avg , 177106, 20 day avg , 111549, 20 day avg
2003-10 , 1424, 23 day avg , 111705, 23 day avg , 101278, 23 day avg , 177782, 23 day avg , 162480, 23 day avg , 99110, 23 day avg
2003-09 , 87115, 18 day avg , na, 18 day avg , 112048, 18 day avg , 213254, 18 day avg , 166773, 18 day avg , 109156, 18 day avg
2003-08 , 41477, 17 day avg , 131422, 17 day avg , na, 17 day avg , 215393, 17 day avg , 185938, 17 day avg , 117293, 17 day avg
2003-07 , 3589, 23 day avg , 91411, 23 day avg , 99734, 23 day avg , 187764, 23 day avg , 186172, 23 day avg , 116309, 23 day avg
2003-06 , 89902, 21 day avg , 48, 21 day avg , 67459, 21 day avg , 179918, 21 day avg , 191060, 21 day avg , 146249, 21 day avg
2003-05 , 47941, 22 day avg , 107934, 22 day avg , na, 22 day avg , 174465, 22 day avg , 170098, 22 day avg , 138106, 22 day avg
2003-04 , 4053, 18 day avg , 60391, 18 day avg , 94743, 18 day avg , 154248, 18 day avg , 158111, 18 day avg , 110586, 18 day avg
2003-03 , 101497, 21 day avg , 238, 21 day avg , 58127, 21 day avg , 171372, 21 day avg , 170009, 21 day avg , 131392, 21 day avg
2003-02 , 58807, 20 day avg , 104748, 20 day avg , na, 20 day avg , 187826, 20 day avg , 169870, 20 day avg , 156186, 20 day avg
2003-01 , 228, 22 day avg , 83784, 22 day avg , 71683, 22 day avg , 181098, 22 day avg , 153979, 22 day avg , 137399, 22 day avg
2002-12 , 110911, 20 day avg , na, 20 day avg , 54409, 20 day avg , 152780, 20 day avg , 144228, 20 day avg , 119399, 20 day avg
2002-11 , 62563, 21 day avg , 127248, 21 day avg , na, 21 day avg , 142609, 21 day avg , 150836, 21 day avg , 121432, 21 day avg
2002-10 , 3029, 22 day avg , 91105, 22 day avg , 95548, 22 day avg , 155463, 22 day avg , 143888, 22 day avg , 123860, 22 day avg
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