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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),
Long Gilt.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Long Gilt maturity 1.
Nearest maturity
. Number of observations : 63
Column ( 2) Long Gilt maturity 2.
2nd 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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| Long Gilt . Futures . Average Open Interest (prev. day)
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, Long Gilt ,, Long Gilt ,
, Long Gilt1st ,, Long Gilt2nd ,
, Long Gilt; Nearest exp ,, 2nd nearest expn ,
, iration ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2008-08 , 332859, 18 day avg , 680, 18 day avg
2008-07 , 312913, 23 day avg , 44, 23 day avg
2008-06 , 51124, 21 day avg , 293691, 21 day avg
2008-05 , 297477, 22 day avg , 39397, 22 day avg
2008-04 , 327084, 22 day avg , na, 22 day avg
2008-03 , 52155, 19 day avg , 305536, 19 day avg
2008-02 , 309247, 21 day avg , 35625, 21 day avg
2008-01 , 363034, 14 day avg , na, 14 day avg
2007-12 , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg
2007-04 , 335037, 4 day avg , 5, 4 day avg
2007-03 , 61928, 22 day avg , 286648, 22 day avg
2007-02 , 330195, 20 day avg , 36605, 20 day avg
2007-01 , 332550, 22 day avg , 32, 22 day avg
2006-12 , 62460, 19 day avg , 233487, 19 day avg
2006-11 , 267402, 22 day avg , 27519, 22 day avg
2006-10 , 249054, 22 day avg , na, 22 day avg
2006-09 , 59284, 21 day avg , 217259, 21 day avg
2006-08 , 240788, 23 day avg , 26719, 23 day avg
2006-07 , 260930, 21 day avg , na, 21 day avg
2006-06 , 75682, 22 day avg , 248547, 22 day avg
2006-05 , 282206, 22 day avg , 48652, 22 day avg
2006-04 , 294372, 18 day avg , na, 18 day avg
2006-03 , 59191, 23 day avg , 235620, 23 day avg
2006-02 , 221953, 20 day avg , 32357, 20 day avg
2006-01 , 246473, 22 day avg , na, 22 day avg
2005-12 , 41153, 21 day avg , 182925, 21 day avg
2005-11 , 219491, 22 day avg , 22084, 22 day avg
2005-10 , 221792, 21 day avg , 3, 21 day avg
2005-09 , 36139, 22 day avg , 185413, 22 day avg
2005-08 , 204460, 23 day avg , 27504, 23 day avg
2005-07 , 214745, 21 day avg , 7, 21 day avg
2005-06 , 42469, 22 day avg , 204437, 22 day avg
2005-05 , 230072, 22 day avg , 36147, 22 day avg
2005-04 , 234025, 20 day avg , 0, 20 day avg
2005-03 , 39864, 22 day avg , 200059, 22 day avg
2005-02 , 186352, 20 day avg , 20017, 20 day avg
2005-01 , 193273, 21 day avg , 0, 21 day avg
2004-12 , 41710, 23 day avg , 182687, 23 day avg
2004-11 , 200070, 22 day avg , 30223, 22 day avg
2004-10 , 214101, 21 day avg , na, 21 day avg
2004-09 , 43229, 22 day avg , 191010, 22 day avg
2004-08 , 186259, 22 day avg , 24493, 22 day avg
2004-07 , 207871, 22 day avg , na, 22 day avg
2004-06 , 45654, 22 day avg , 191384, 22 day avg
2004-05 , 182431, 21 day avg , 32893, 21 day avg
2004-04 , 172412, 19 day avg , 2, 19 day avg
2004-03 , 32785, 23 day avg , 145974, 23 day avg
2004-02 , 150323, 20 day avg , 13849, 20 day avg
2004-01 , 161853, 21 day avg , 0, 21 day avg
2003-12 , 34087, 19 day avg , 147103, 19 day avg
2003-11 , 147213, 20 day avg , 23022, 20 day avg
2003-10 , 150853, 23 day avg , 273, 23 day avg
2003-09 , 23742, 18 day avg , 117271, 18 day avg
2003-08 , 116192, 17 day avg , 561, 17 day avg
2003-07 , 100150, 23 day avg , na, 23 day avg
2003-06 , 27790, 21 day avg , 83821, 21 day avg
2003-05 , 111788, 22 day avg , 8275, 22 day avg
2003-04 , 91720, 18 day avg , 5, 18 day avg
2003-03 , 19139, 21 day avg , 79224, 21 day avg
2003-02 , 90181, 20 day avg , 8107, 20 day avg
2003-01 , 86302, 22 day avg , na, 22 day avg
2002-12 , 21073, 20 day avg , 67624, 20 day avg
2002-11 , 76432, 21 day avg , 5293, 21 day avg
2002-10 , 87484, 22 day avg , na, 22 day avg
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