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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),
Ten-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Ten-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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| Ten-Year Euro Swapnote . Futures . Average Open Interest (prev. day)
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, Ten-Year Euro Swapnote ,
, ,
, Ten-Year Euro Swapnote ,
, 1st ,
, Ten-Year Euro Swapnote ,
, ; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Open Int ,
2008-08 , 6894, 18 day avg
2008-07 , 7697, 23 day avg
2008-06 , 8395, 21 day avg
2008-05 , 10408, 22 day avg
2008-04 , 10362, 22 day avg
2008-03 , 9889, 19 day avg
2008-02 , 11525, 21 day avg
2008-01 , 11485, 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 , 21606, 4 day avg
2007-03 , 23711, 22 day avg
2007-02 , 29544, 20 day avg
2007-01 , 29589, 22 day avg
2006-12 , 27925, 19 day avg
2006-11 , 33175, 22 day avg
2006-10 , 32018, 22 day avg
2006-09 , 27729, 21 day avg
2006-08 , 29208, 23 day avg
2006-07 , 28497, 21 day avg
2006-06 , 25610, 22 day avg
2006-05 , 31090, 22 day avg
2006-04 , 29298, 18 day avg
2006-03 , 29355, 23 day avg
2006-02 , 29827, 20 day avg
2006-01 , 29058, 22 day avg
2005-12 , 29818, 21 day avg
2005-11 , 31345, 22 day avg
2005-10 , 34352, 21 day avg
2005-09 , 37063, 22 day avg
2005-08 , 43700, 23 day avg
2005-07 , 44941, 21 day avg
2005-06 , 41957, 22 day avg
2005-05 , 46094, 22 day avg
2005-04 , 47616, 20 day avg
2005-03 , 41885, 22 day avg
2005-02 , 43997, 20 day avg
2005-01 , 40301, 21 day avg
2004-12 , 38896, 23 day avg
2004-11 , 46524, 22 day avg
2004-10 , 45395, 21 day avg
2004-09 , 41428, 22 day avg
2004-08 , 45908, 22 day avg
2004-07 , 47467, 22 day avg
2004-06 , 45150, 22 day avg
2004-05 , 50614, 21 day avg
2004-04 , 50467, 19 day avg
2004-03 , 48639, 23 day avg
2004-02 , 52462, 20 day avg
2004-01 , 49756, 21 day avg
2003-12 , 47279, 19 day avg
2003-11 , 53439, 20 day avg
2003-10 , 51994, 23 day avg
2003-09 , 50612, 18 day avg
2003-08 , 59365, 17 day avg
2003-07 , 51832, 23 day avg
2003-06 , 51688, 21 day avg
2003-05 , 61647, 22 day avg
2003-04 , 62296, 18 day avg
2003-03 , 64784, 21 day avg
2003-02 , 79523, 20 day avg
2003-01 , 75892, 22 day avg
2002-12 , 65752, 20 day avg
2002-11 , 78260, 21 day avg
2002-10 , 68129, 22 day avg
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