|
|
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),
Euroswiss Franc.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Euroswiss Franc maturity 1.
Nearest maturity
. Number of observations : 63
Column ( 2) Euroswiss Franc maturity 2.
2nd maturity
. Number of observations : 63
Column ( 3) Euroswiss Franc maturity 3.
3rd maturity
. Number of observations : 63
Column ( 4) Euroswiss Franc maturity 4.
4th maturity
. Number of observations : 63
Column ( 5) Euroswiss Franc maturity 5.
5th maturity
. Number of observations : 63
Column ( 6) Euroswiss Franc maturity 6.
6th maturity
. Number of observations : 63
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
|
| Euroswiss Franc . Futures . Average Open Interest (prev. day)
|
|
, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,
, Euroswiss Franc1st ,, Euroswiss Franc2nd ,, Euroswiss Franc3rd ,, Euroswiss Franc4th ,, Euroswiss Franc5th ,, Euroswiss Franc6th ,
, Euroswiss Franc; Neare ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, st expiration ,, ,, ,, ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 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 , 52625, 18 day avg , 63345, 18 day avg , 49504, 18 day avg , 22119, 18 day avg , 22212, 18 day avg , 13419, 18 day avg
2008-07 , 45248, 23 day avg , 50362, 23 day avg , 42995, 23 day avg , 19635, 23 day avg , 20534, 23 day avg , 13302, 23 day avg
2008-06 , 55433, 21 day avg , 63870, 21 day avg , 50810, 21 day avg , 36631, 21 day avg , 20165, 21 day avg , 17181, 21 day avg
2008-05 , 61816, 22 day avg , 66861, 22 day avg , 48597, 22 day avg , 51590, 22 day avg , 16736, 22 day avg , 20767, 22 day avg
2008-04 , 77402, 22 day avg , 59232, 22 day avg , 47315, 22 day avg , 41885, 22 day avg , 14041, 22 day avg , 17142, 22 day avg
2008-03 , 67008, 19 day avg , 64011, 19 day avg , 47511, 19 day avg , 35501, 19 day avg , 24177, 19 day avg , 15359, 19 day avg
2008-02 , 65558, 21 day avg , 62975, 21 day avg , 50230, 21 day avg , 29566, 21 day avg , 22518, 21 day avg , 12144, 21 day avg
2008-01 , 72024, 14 day avg , 69158, 14 day avg , 43928, 14 day avg , 33755, 14 day avg , 19151, 14 day avg , 10034, 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 , 83842, 4 day avg , 108220, 4 day avg , 64084, 4 day avg , 41615, 4 day avg , 17463, 4 day avg , 7399, 4 day avg
2007-03 , 84441, 22 day avg , 102698, 22 day avg , 73809, 22 day avg , 47478, 22 day avg , 23126, 22 day avg , 11123, 22 day avg
2007-02 , 109554, 20 day avg , 158590, 20 day avg , 71643, 20 day avg , 60324, 20 day avg , 27114, 20 day avg , 13651, 20 day avg
2007-01 , 92738, 22 day avg , 155852, 22 day avg , 60571, 22 day avg , 46277, 22 day avg , 23436, 22 day avg , 12226, 22 day avg
2006-12 , 82309, 19 day avg , 109481, 19 day avg , 82476, 19 day avg , 44841, 19 day avg , 30357, 19 day avg , 14986, 19 day avg
2006-11 , 76025, 22 day avg , 99908, 22 day avg , 104967, 22 day avg , 40482, 22 day avg , 32465, 22 day avg , 12914, 22 day avg
2006-10 , 85416, 22 day avg , 106698, 22 day avg , 64237, 22 day avg , 41337, 22 day avg , 28621, 22 day avg , 9423, 22 day avg
2006-09 , 73305, 21 day avg , 106445, 21 day avg , 79171, 21 day avg , 39484, 21 day avg , 32804, 21 day avg , 15540, 21 day avg
2006-08 , 65145, 23 day avg , 87281, 23 day avg , 87715, 23 day avg , 31327, 23 day avg , 38326, 23 day avg , 21683, 23 day avg
2006-07 , 71589, 21 day avg , 109522, 21 day avg , 61712, 21 day avg , 23326, 21 day avg , 35941, 21 day avg , 22080, 21 day avg
2006-06 , 81485, 22 day avg , 90860, 22 day avg , 67313, 22 day avg , 25045, 22 day avg , 25049, 22 day avg , 29448, 22 day avg
2006-05 , 78953, 22 day avg , 82651, 22 day avg , 89608, 22 day avg , 24775, 22 day avg , 13936, 22 day avg , 35612, 22 day avg
2006-04 , 76156, 18 day avg , 77106, 18 day avg , 78983, 18 day avg , 18609, 18 day avg , 11741, 18 day avg , 31358, 18 day avg
2006-03 , 84252, 23 day avg , 93981, 23 day avg , 62064, 23 day avg , 26314, 23 day avg , 10681, 23 day avg , 21499, 23 day avg
2006-02 , 90323, 20 day avg , 118215, 20 day avg , 52432, 20 day avg , 32259, 20 day avg , 10351, 20 day avg , 6214, 20 day avg
2006-01 , 104509, 22 day avg , 89687, 22 day avg , 38767, 22 day avg , 26909, 22 day avg , 9071, 22 day avg , 5407, 22 day avg
2005-12 , 95918, 21 day avg , 92270, 21 day avg , 62006, 21 day avg , 34119, 21 day avg , 16465, 21 day avg , 5823, 21 day avg
2005-11 , 104537, 22 day avg , 80633, 22 day avg , 60791, 22 day avg , 34123, 22 day avg , 18931, 22 day avg , 5977, 22 day avg
2005-10 , 106883, 21 day avg , 68259, 21 day avg , 53968, 21 day avg , 29543, 21 day avg , 14206, 21 day avg , 4918, 21 day avg
2005-09 , 62011, 22 day avg , 82033, 22 day avg , 47204, 22 day avg , 37804, 22 day avg , 13397, 22 day avg , 6223, 22 day avg
2005-08 , 55306, 23 day avg , 101812, 23 day avg , 37150, 23 day avg , 45494, 23 day avg , 14016, 23 day avg , 8838, 23 day avg
2005-07 , 77873, 21 day avg , 123035, 21 day avg , 36582, 21 day avg , 41648, 21 day avg , 13364, 21 day avg , 7907, 21 day avg
2005-06 , 88337, 22 day avg , 112747, 22 day avg , 58707, 22 day avg , 28517, 22 day avg , 15961, 22 day avg , 7828, 22 day avg
2005-05 , 84982, 22 day avg , 147124, 22 day avg , 68151, 22 day avg , 27346, 22 day avg , 18828, 22 day avg , 11199, 22 day avg
2005-04 , 131827, 20 day avg , 93840, 20 day avg , 56274, 20 day avg , 24309, 20 day avg , 17410, 20 day avg , 9842, 20 day avg
2005-03 , 101694, 22 day avg , 96349, 22 day avg , 50855, 22 day avg , 23338, 22 day avg , 12488, 22 day avg , 9094, 22 day avg
2005-02 , 78157, 20 day avg , 124683, 20 day avg , 67099, 20 day avg , 39446, 20 day avg , 11170, 20 day avg , 6817, 20 day avg
2005-01 , 103234, 21 day avg , 79528, 21 day avg , 51181, 21 day avg , 36100, 21 day avg , 9360, 21 day avg , 4461, 21 day avg
2004-12 , 78320, 23 day avg , 66216, 23 day avg , 47861, 23 day avg , 32766, 23 day avg , 14118, 23 day avg , 4475, 23 day avg
2004-11 , 60620, 22 day avg , 82670, 22 day avg , 52218, 22 day avg , 40792, 22 day avg , 21591, 22 day avg , 4902, 22 day avg
2004-10 , 93393, 21 day avg , 74813, 21 day avg , 48916, 21 day avg , 31654, 21 day avg , 14514, 21 day avg , 3863, 21 day avg
2004-09 , 83991, 22 day avg , 73331, 22 day avg , 45767, 22 day avg , 33121, 22 day avg , 16660, 22 day avg , 6351, 22 day avg
2004-08 , 72472, 22 day avg , 106986, 22 day avg , 50055, 22 day avg , 43547, 22 day avg , 22455, 22 day avg , 8574, 22 day avg
2004-07 , 88492, 22 day avg , 90895, 22 day avg , 46488, 22 day avg , 45230, 22 day avg , 18642, 22 day avg , 6170, 22 day avg
2004-06 , 90921, 22 day avg , 96292, 22 day avg , 56083, 22 day avg , 41825, 22 day avg , 21336, 22 day avg , 9837, 22 day avg
2004-05 , 83068, 21 day avg , 77726, 21 day avg , 53916, 21 day avg , 30564, 21 day avg , 22462, 21 day avg , 14751, 21 day avg
2004-04 , 89616, 19 day avg , 64454, 19 day avg , 50647, 19 day avg , 21081, 19 day avg , 15996, 19 day avg , 11649, 19 day avg
2004-03 , 89456, 23 day avg , 90242, 23 day avg , 53274, 23 day avg , 25687, 23 day avg , 11690, 23 day avg , 8414, 23 day avg
2004-02 , 86773, 20 day avg , 98888, 20 day avg , 47960, 20 day avg , 35068, 20 day avg , 8613, 20 day avg , 10373, 20 day avg
2004-01 , 96573, 21 day avg , 67184, 21 day avg , 33071, 21 day avg , 21741, 21 day avg , 5981, 21 day avg , 9041, 21 day avg
2003-12 , 70724, 19 day avg , 65768, 19 day avg , 43255, 19 day avg , 25079, 19 day avg , 11007, 19 day avg , 6499, 19 day avg
2003-11 , 68914, 20 day avg , 60372, 20 day avg , 41561, 20 day avg , 26117, 20 day avg , 14233, 20 day avg , 3908, 20 day avg
2003-10 , 78390, 23 day avg , 58448, 23 day avg , 35409, 23 day avg , 20906, 23 day avg , 13737, 23 day avg , 3028, 23 day avg
2003-09 , 66200, 18 day avg , 62331, 18 day avg , 29877, 18 day avg , 17734, 18 day avg , 14693, 18 day avg , 7441, 18 day avg
2003-08 , 60170, 17 day avg , 70569, 17 day avg , 38760, 17 day avg , 16427, 17 day avg , 12937, 17 day avg , 13467, 17 day avg
2003-07 , 65824, 23 day avg , 55465, 23 day avg , 37734, 23 day avg , 14704, 23 day avg , 12596, 23 day avg , 12420, 23 day avg
2003-06 , 60078, 21 day avg , 71505, 21 day avg , 41734, 21 day avg , 19738, 21 day avg , 10763, 21 day avg , 11027, 21 day avg
2003-05 , 69004, 22 day avg , 77185, 22 day avg , 42901, 22 day avg , 20336, 22 day avg , 10543, 22 day avg , 8315, 22 day avg
2003-04 , 90733, 18 day avg , 47211, 18 day avg , 40817, 18 day avg , 16254, 18 day avg , 10082, 18 day avg , 7306, 18 day avg
2003-03 , 70108, 21 day avg , 65591, 21 day avg , 36910, 21 day avg , 21046, 21 day avg , 9596, 21 day avg , 6099, 21 day avg
2003-02 , 69645, 20 day avg , 61846, 20 day avg , 30775, 20 day avg , 24416, 20 day avg , 6932, 20 day avg , 6315, 20 day avg
2003-01 , 84000, 22 day avg , 34204, 22 day avg , 20502, 22 day avg , 16368, 22 day avg , 5113, 22 day avg , 4477, 22 day avg
2002-12 , 55517, 20 day avg , 52688, 20 day avg , 23273, 20 day avg , 15845, 20 day avg , 8407, 20 day avg , 4669, 20 day avg
2002-11 , 51572, 21 day avg , 65138, 21 day avg , 22527, 21 day avg , 14183, 21 day avg , 9129, 21 day avg , 4010, 21 day avg
2002-10 , 74624, 22 day avg , 51480, 22 day avg , 19661, 22 day avg , 11716, 22 day avg , 9097, 22 day avg , 2743, 22 day avg
|