|
|
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.
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
LIFFE was set up in 1982. Following mergers with the London Traded Options Market (LTOM) and the London Commodity Exchange (LCE),
Three month EuroDollar.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1.
Nearest maturity
. Number of observations : 46
Column ( 2) Three month EuroDollar maturity 2.
2nd maturity
. Number of observations : 46
Column ( 3) Three month EuroDollar maturity 3.
3rd maturity
. Number of observations : 46
Column ( 4) Three month EuroDollar maturity 4.
4th maturity
. Number of observations : 46
Column ( 5) Three month EuroDollar maturity 5.
5th maturity
. Number of observations : 46
Column ( 6) Three month EuroDollar maturity 6.
6th maturity
. Number of observations : 46
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
|
| Three month EuroDollar . Futures . Average Open Interest (prev. day)
|
|
, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
, ,, ,, ,, ,, ,, ,
, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
, 1st ,, 2nd ,, 3rd ,, 4th ,, 5th ,, 6th ,
, Three month EuroDollar ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, ; Nearest expiration ,, ,, ,, ,, ,, ,
, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 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 , 1398, 18 day avg , 2717, 18 day avg , na, 18 day avg , 1209, 18 day avg , 2387, 18 day avg , na, 18 day avg
2008-07 , na, 23 day avg , 2095, 23 day avg , 1620, 23 day avg , na, 23 day avg , 2045, 23 day avg , 1446, 23 day avg
2008-06 , 3267, 21 day avg , na, 21 day avg , 1878, 21 day avg , 2556, 21 day avg , na, 21 day avg , 1683, 21 day avg
2008-05 , 2550, 22 day avg , 3497, 22 day avg , na, 22 day avg , 2005, 22 day avg , 2897, 22 day avg , na, 22 day avg
2008-04 , na, 22 day avg , 2963, 22 day avg , 2365, 22 day avg , na, 22 day avg , 2652, 22 day avg , 2162, 22 day avg
2008-03 , 3341, 19 day avg , na, 19 day avg , 2113, 19 day avg , 3077, 19 day avg , na, 19 day avg , 2002, 19 day avg
2008-02 , 2435, 21 day avg , 3246, 21 day avg , na, 21 day avg , 2325, 21 day avg , 3099, 21 day avg , na, 21 day avg
2008-01 , na, 14 day avg , 5295, 14 day avg , 403, 14 day avg , na, 14 day avg , 5036, 14 day avg , 380, 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 , na, 4 day avg , na, 4 day avg , 9926, 4 day avg , na, 4 day avg , na, 4 day avg , 6114, 4 day avg
2007-03 , 6494, 22 day avg , na, 22 day avg , 3989, 22 day avg , 5723, 22 day avg , na, 22 day avg , 2508, 22 day avg
2007-02 , 3810, 20 day avg , 7077, 20 day avg , na, 20 day avg , 3348, 20 day avg , 6263, 20 day avg , na, 20 day avg
2007-01 , na, 22 day avg , 5938, 22 day avg , 4948, 22 day avg , na, 22 day avg , 5212, 22 day avg , 4289, 22 day avg
2006-12 , 5748, 19 day avg , na, 19 day avg , 4006, 19 day avg , 6892, 19 day avg , na, 19 day avg , 3476, 19 day avg
2006-11 , 5414, 22 day avg , 3556, 22 day avg , na, 22 day avg , 6551, 22 day avg , 4499, 22 day avg , na, 22 day avg
2006-10 , na, 22 day avg , 4277, 22 day avg , 4326, 22 day avg , na, 22 day avg , 5551, 22 day avg , 5588, 22 day avg
2006-09 , 8408, 21 day avg , na, 21 day avg , 3627, 21 day avg , 4669, 21 day avg , na, 21 day avg , 4815, 21 day avg
2006-08 , 8377, 23 day avg , 6402, 23 day avg , na, 23 day avg , 4639, 23 day avg , 3579, 23 day avg , na, 23 day avg
2006-07 , na, 21 day avg , 7063, 21 day avg , 7807, 21 day avg , na, 21 day avg , 3920, 21 day avg , 4309, 21 day avg
2006-06 , 16453, 22 day avg , na, 22 day avg , 6116, 22 day avg , 8732, 22 day avg , na, 22 day avg , 3264, 22 day avg
2006-05 , 15185, 22 day avg , 12305, 22 day avg , na, 22 day avg , 8032, 22 day avg , 6616, 22 day avg , na, 22 day avg
2006-04 , na, 18 day avg , 13437, 18 day avg , 13283, 18 day avg , na, 18 day avg , 7296, 18 day avg , 7274, 18 day avg
2006-03 , 17312, 23 day avg , na, 23 day avg , 16009, 23 day avg , 10266, 23 day avg , na, 23 day avg , 8898, 23 day avg
2006-02 , 24185, 20 day avg , 19755, 20 day avg , na, 20 day avg , 14456, 20 day avg , 11866, 20 day avg , na, 20 day avg
2006-01 , na, 22 day avg , 21917, 22 day avg , 21901, 22 day avg , na, 22 day avg , 13213, 22 day avg , 13175, 22 day avg
2005-12 , 17933, 21 day avg , na, 21 day avg , 16697, 21 day avg , 27249, 21 day avg , na, 21 day avg , 9915, 21 day avg
2005-11 , 14974, 22 day avg , 12206, 22 day avg , na, 22 day avg , 24018, 22 day avg , 19986, 22 day avg , na, 22 day avg
2005-10 , na, 21 day avg , 12892, 21 day avg , 14676, 21 day avg , na, 21 day avg , 20980, 21 day avg , 22999, 21 day avg
2005-09 , 24556, 22 day avg , na, 22 day avg , 11588, 22 day avg , 17914, 22 day avg , na, 22 day avg , 17985, 22 day avg
2005-08 , 22057, 23 day avg , 20114, 23 day avg , na, 23 day avg , 15885, 23 day avg , 14167, 23 day avg , na, 23 day avg
2005-07 , na, 21 day avg , 17713, 21 day avg , 23524, 21 day avg , na, 21 day avg , 12680, 21 day avg , 16629, 21 day avg
2005-06 , 13604, 22 day avg , na, 22 day avg , 22874, 22 day avg , 15142, 22 day avg , na, 22 day avg , 16451, 22 day avg
2005-05 , 16128, 22 day avg , 16504, 22 day avg , na, 22 day avg , 18674, 22 day avg , 17018, 22 day avg , na, 22 day avg
2005-04 , 111, 20 day avg , 15004, 20 day avg , 18222, 20 day avg , na, 20 day avg , 15009, 20 day avg , 18182, 20 day avg
2005-03 , 11436, 22 day avg , 92, 22 day avg , 18424, 22 day avg , 14237, 22 day avg , na, 22 day avg , 18211, 22 day avg
2005-02 , 12852, 20 day avg , 14220, 20 day avg , 101, 20 day avg , 15742, 20 day avg , 14252, 20 day avg , na, 20 day avg
2005-01 , na, 21 day avg , 12597, 21 day avg , 11929, 21 day avg , na, 21 day avg , 13733, 21 day avg , 12924, 21 day avg
2004-12 , 9825, 23 day avg , na, 23 day avg , 13878, 23 day avg , 8320, 23 day avg , na, 23 day avg , 14320, 23 day avg
2004-11 , 12714, 22 day avg , 12789, 22 day avg , na, 22 day avg , 9950, 22 day avg , 8890, 22 day avg , na, 22 day avg
2004-10 , na, 21 day avg , 9787, 21 day avg , 13448, 21 day avg , na, 21 day avg , 5923, 21 day avg , 7276, 21 day avg
2004-09 , 7031, 22 day avg , na, 22 day avg , 13833, 22 day avg , 8698, 22 day avg , na, 22 day avg , 6866, 22 day avg
2004-08 , 8044, 22 day avg , 8367, 22 day avg , na, 22 day avg , 9243, 22 day avg , 8292, 22 day avg , na, 22 day avg
2004-07 , na, 22 day avg , 6590, 22 day avg , 9193, 22 day avg , na, 22 day avg , 6555, 22 day avg , 9467, 22 day avg
2004-06 , 5485, 22 day avg , na, 22 day avg , 7668, 22 day avg , 4730, 22 day avg , na, 22 day avg , 7588, 22 day avg
2004-05 , 5926, 21 day avg , 5278, 21 day avg , na, 21 day avg , 3998, 21 day avg , 3732, 21 day avg , na, 21 day avg
2004-04 , na, 19 day avg , 3501, 19 day avg , 2319, 19 day avg , na, 19 day avg , 2647, 19 day avg , 1972, 19 day avg
2004-03 , na, 11 day avg , na, 11 day avg , 1437, 11 day avg , na, 11 day avg , na, 11 day avg , 1329, 11 day avg
|