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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),
Two-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Two-Year Euro Swapnote maturity 1.
Nearest 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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| Two-Year Euro Swapnote . Futures . Average Open Interest (prev. day)
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, Two-Year Euro Swapnote ,
, ,
, Two-Year Euro Swapnote ,
, 1st ,
, Two-Year Euro Swapnote ,
, ; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Open Int ,
2008-08 , 29051, 18 day avg
2008-07 , 28266, 23 day avg
2008-06 , 33006, 21 day avg
2008-05 , 39780, 22 day avg
2008-04 , 38338, 22 day avg
2008-03 , 33964, 19 day avg
2008-02 , 34110, 21 day avg
2008-01 , 33363, 14 day avg
2007-12 , na, 0 day avg
2007-11 , na, 0 day avg
2007-10 , na, 0 day avg
2007-09 , na, 0 day avg
2007-08 , na, 0 day avg
2007-07 , na, 0 day avg
2007-06 , na, 0 day avg
2007-05 , na, 0 day avg
2007-04 , 14358, 4 day avg
2007-03 , 11833, 22 day avg
2007-02 , 12601, 20 day avg
2007-01 , 13121, 22 day avg
2006-12 , 11676, 19 day avg
2006-11 , 11672, 22 day avg
2006-10 , 11843, 22 day avg
2006-09 , 11227, 21 day avg
2006-08 , 12260, 23 day avg
2006-07 , 12945, 21 day avg
2006-06 , 13593, 22 day avg
2006-05 , 15847, 22 day avg
2006-04 , 15665, 18 day avg
2006-03 , 14536, 23 day avg
2006-02 , 17088, 20 day avg
2006-01 , 16678, 22 day avg
2005-12 , 15255, 21 day avg
2005-11 , 17285, 22 day avg
2005-10 , 15414, 21 day avg
2005-09 , 13659, 22 day avg
2005-08 , 14016, 23 day avg
2005-07 , 13385, 21 day avg
2005-06 , 13124, 22 day avg
2005-05 , 15300, 22 day avg
2005-04 , 12738, 20 day avg
2005-03 , 12686, 22 day avg
2005-02 , 12081, 20 day avg
2005-01 , 10435, 21 day avg
2004-12 , 9875, 23 day avg
2004-11 , 12131, 22 day avg
2004-10 , 16664, 21 day avg
2004-09 , 18944, 22 day avg
2004-08 , 24492, 22 day avg
2004-07 , 24720, 22 day avg
2004-06 , 20590, 22 day avg
2004-05 , 18232, 21 day avg
2004-04 , 17894, 19 day avg
2004-03 , 17943, 23 day avg
2004-02 , 20093, 20 day avg
2004-01 , 20304, 21 day avg
2003-12 , 22515, 19 day avg
2003-11 , 26134, 20 day avg
2003-10 , 24815, 23 day avg
2003-09 , 22056, 18 day avg
2003-08 , 24136, 17 day avg
2003-07 , 23912, 23 day avg
2003-06 , 20394, 21 day avg
2003-05 , 23388, 22 day avg
2003-04 , 23001, 18 day avg
2003-03 , 21303, 21 day avg
2003-02 , 29384, 20 day avg
2003-01 , 29476, 22 day avg
2002-12 , 27487, 20 day avg
2002-11 , 37455, 21 day avg
2002-10 , 37574, 22 day avg
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