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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 Dollar Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-Year Dollar 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 Dollar Swapnote . Futures . Average Open Interest (prev. day)
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, Five-Year Dollar Swapn ,
, ote ,
, Five-Year Dollar Swapn ,
, ote1st ,
, Five-Year Dollar Swapn ,
, ote; Nearest expiratio ,
, n ,
, Oct2002 to Aug2008,
End of , Avg daily Open Int ,
2008-08 , na, 18 day avg
2008-07 , na, 23 day avg
2008-06 , na, 21 day avg
2008-05 , na, 22 day avg
2008-04 , na, 22 day avg
2008-03 , na, 19 day avg
2008-02 , na, 21 day avg
2008-01 , na, 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 , na, 4 day avg
2007-03 , na, 22 day avg
2007-02 , na, 20 day avg
2007-01 , na, 22 day avg
2006-12 , na, 19 day avg
2006-11 , na, 22 day avg
2006-10 , na, 22 day avg
2006-09 , na, 21 day avg
2006-08 , na, 23 day avg
2006-07 , na, 21 day avg
2006-06 , na, 22 day avg
2006-05 , na, 22 day avg
2006-04 , na, 18 day avg
2006-03 , na, 23 day avg
2006-02 , na, 20 day avg
2006-01 , na, 22 day avg
2005-12 , na, 21 day avg
2005-11 , na, 22 day avg
2005-10 , na, 21 day avg
2005-09 , na, 22 day avg
2005-08 , na, 23 day avg
2005-07 , na, 21 day avg
2005-06 , na, 22 day avg
2005-05 , na, 22 day avg
2005-04 , na, 20 day avg
2005-03 , na, 22 day avg
2005-02 , na, 20 day avg
2005-01 , na, 21 day avg
2004-12 , 7, 23 day avg
2004-11 , 25, 22 day avg
2004-10 , 25, 21 day avg
2004-09 , 25, 22 day avg
2004-08 , 25, 22 day avg
2004-07 , 25, 22 day avg
2004-06 , 25, 22 day avg
2004-05 , 25, 21 day avg
2004-04 , 28, 19 day avg
2004-03 , 118, 23 day avg
2004-02 , 243, 20 day avg
2004-01 , 252, 21 day avg
2003-12 , 334, 19 day avg
2003-11 , 444, 20 day avg
2003-10 , 515, 23 day avg
2003-09 , 1285, 18 day avg
2003-08 , 2802, 17 day avg
2003-07 , 2004, 23 day avg
2003-06 , 904, 21 day avg
2003-05 , 342, 22 day avg
2003-04 , 919, 18 day avg
2003-03 , 1556, 21 day avg
2003-02 , 1864, 20 day avg
2003-01 , 1471, 22 day avg
2002-12 , 1207, 20 day avg
2002-11 , 1713, 21 day avg
2002-10 , 1365, 22 day avg
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