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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),
Five-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-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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| Five-Year Euro Swapnote . Futures . Average Open Interest (prev. day)
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, Five-Year Euro Swapnot ,
, e ,
, Five-Year Euro Swapnot ,
, e1st ,
, Five-Year Euro Swapnot ,
, e; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Open Int ,
2008-08 , 12304, 18 day avg
2008-07 , 12393, 23 day avg
2008-06 , 13218, 21 day avg
2008-05 , 16246, 22 day avg
2008-04 , 15671, 22 day avg
2008-03 , 18699, 19 day avg
2008-02 , 23860, 21 day avg
2008-01 , 25077, 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 , 28629, 4 day avg
2007-03 , 27102, 22 day avg
2007-02 , 29970, 20 day avg
2007-01 , 28354, 22 day avg
2006-12 , 26803, 19 day avg
2006-11 , 29894, 22 day avg
2006-10 , 27416, 22 day avg
2006-09 , 22274, 21 day avg
2006-08 , 23932, 23 day avg
2006-07 , 23455, 21 day avg
2006-06 , 22951, 22 day avg
2006-05 , 27898, 22 day avg
2006-04 , 28275, 18 day avg
2006-03 , 20494, 23 day avg
2006-02 , 17279, 20 day avg
2006-01 , 19270, 22 day avg
2005-12 , 18936, 21 day avg
2005-11 , 18505, 22 day avg
2005-10 , 20799, 21 day avg
2005-09 , 22409, 22 day avg
2005-08 , 25226, 23 day avg
2005-07 , 24695, 21 day avg
2005-06 , 24808, 22 day avg
2005-05 , 31182, 22 day avg
2005-04 , 31155, 20 day avg
2005-03 , 27582, 22 day avg
2005-02 , 31660, 20 day avg
2005-01 , 33417, 21 day avg
2004-12 , 35921, 23 day avg
2004-11 , 45852, 22 day avg
2004-10 , 45275, 21 day avg
2004-09 , 42114, 22 day avg
2004-08 , 48262, 22 day avg
2004-07 , 48901, 22 day avg
2004-06 , 49002, 22 day avg
2004-05 , 53778, 21 day avg
2004-04 , 52327, 19 day avg
2004-03 , 47210, 23 day avg
2004-02 , 50042, 20 day avg
2004-01 , 50304, 21 day avg
2003-12 , 48540, 19 day avg
2003-11 , 56302, 20 day avg
2003-10 , 55172, 23 day avg
2003-09 , 49155, 18 day avg
2003-08 , 57723, 17 day avg
2003-07 , 58489, 23 day avg
2003-06 , 57258, 21 day avg
2003-05 , 70796, 22 day avg
2003-04 , 62751, 18 day avg
2003-03 , 52023, 21 day avg
2003-02 , 69158, 20 day avg
2003-01 , 67767, 22 day avg
2002-12 , 50615, 20 day avg
2002-11 , 57710, 21 day avg
2002-10 , 51865, 22 day avg
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