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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),
FTSE 100 Index.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) FTSE 100 Index maturity 1.
Nearest maturity
. Number of observations : 63
Column ( 2) FTSE 100 Index maturity 2.
2nd maturity
. Number of observations : 63
Column ( 3) FTSE 100 Index maturity 3.
3rd 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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| FTSE 100 Index . Futures . Average Open Interest (prev. day)
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, FTSE 100 Index ,, FTSE 100 Index ,, FTSE 100 Index ,
, FTSE 100 Index1st ,, FTSE 100 Index2nd ,, FTSE 100 Index3rd ,
, FTSE 100 Index; Neares ,, 2nd nearest expn ,, Third nearest expn ,
, t expiration ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008-08 , 501965, 18 day avg , 12038, 18 day avg , 2964, 18 day avg
2008-07 , 468766, 23 day avg , 8017, 23 day avg , 43, 23 day avg
2008-06 , 424252, 21 day avg , 82112, 21 day avg , 3193, 21 day avg
2008-05 , 484696, 22 day avg , 12122, 22 day avg , 4324, 22 day avg
2008-04 , 465184, 22 day avg , 5703, 22 day avg , 3562, 22 day avg
2008-03 , 453556, 19 day avg , 91201, 19 day avg , 2172, 19 day avg
2008-02 , 556775, 21 day avg , 14125, 21 day avg , 2051, 21 day avg
2008-01 , 511828, 14 day avg , 9586, 14 day avg , 2031, 14 day avg
2007-12 , 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
2007-10 , 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
2007-08 , 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
2007-06 , 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
2007-04 , 501474, 4 day avg , 6985, 4 day avg , 5174, 4 day avg
2007-03 , 463285, 22 day avg , 82641, 22 day avg , 3398, 22 day avg
2007-02 , 552162, 20 day avg , 22914, 20 day avg , 1797, 20 day avg
2007-01 , 507264, 22 day avg , 19915, 22 day avg , 624, 22 day avg
2006-12 , 451330, 19 day avg , 87953, 19 day avg , 5295, 19 day avg
2006-11 , 518331, 22 day avg , 8260, 22 day avg , 3919, 22 day avg
2006-10 , 508475, 22 day avg , 3187, 22 day avg , 1945, 22 day avg
2006-09 , 417141, 21 day avg , 90057, 21 day avg , 1627, 21 day avg
2006-08 , 440030, 23 day avg , 35177, 23 day avg , 1047, 23 day avg
2006-07 , 440274, 21 day avg , 37256, 21 day avg , 1004, 21 day avg
2006-06 , 410123, 22 day avg , 86624, 22 day avg , 20608, 22 day avg
2006-05 , 478889, 22 day avg , 3263, 22 day avg , 33507, 22 day avg
2006-04 , 465967, 18 day avg , 2659, 18 day avg , 13353, 18 day avg
2006-03 , 400694, 23 day avg , 90411, 23 day avg , 5888, 23 day avg
2006-02 , 477707, 20 day avg , 24420, 20 day avg , 2319, 20 day avg
2006-01 , 427692, 22 day avg , 16749, 22 day avg , 1405, 22 day avg
2005-12 , 380123, 21 day avg , 102007, 21 day avg , 8259, 21 day avg
2005-11 , 461693, 22 day avg , 30346, 22 day avg , 13896, 22 day avg
2005-10 , 433022, 21 day avg , 9481, 21 day avg , 13807, 21 day avg
2005-09 , 381298, 22 day avg , 87625, 22 day avg , 9130, 22 day avg
2005-08 , 441235, 23 day avg , 26763, 23 day avg , 4654, 23 day avg
2005-07 , 467594, 21 day avg , 26417, 21 day avg , 3696, 21 day avg
2005-06 , 405414, 22 day avg , 118924, 22 day avg , 11958, 22 day avg
2005-05 , 467871, 22 day avg , 29338, 22 day avg , 13611, 22 day avg
2005-04 , 492343, 20 day avg , 19668, 20 day avg , 11615, 20 day avg
2005-03 , 416678, 22 day avg , 116842, 22 day avg , 11065, 22 day avg
2005-02 , 483158, 20 day avg , 35638, 20 day avg , 5782, 20 day avg
2005-01 , 449255, 21 day avg , 21891, 21 day avg , 4477, 21 day avg
2004-12 , 389059, 23 day avg , 104790, 23 day avg , 10803, 23 day avg
2004-11 , 459637, 22 day avg , 21062, 22 day avg , 16697, 22 day avg
2004-10 , 449721, 21 day avg , 13631, 21 day avg , 10244, 21 day avg
2004-09 , 390426, 22 day avg , 101182, 22 day avg , 8549, 22 day avg
2004-08 , 461444, 22 day avg , 35816, 22 day avg , 7243, 22 day avg
2004-07 , 429148, 22 day avg , 29149, 22 day avg , 4025, 22 day avg
2004-06 , 345823, 22 day avg , 106488, 22 day avg , 16345, 22 day avg
2004-05 , 403708, 21 day avg , 25667, 21 day avg , 20860, 21 day avg
2004-04 , 391770, 19 day avg , 17184, 19 day avg , 16704, 19 day avg
2004-03 , 339172, 23 day avg , 88731, 23 day avg , 15821, 23 day avg
2004-02 , 438564, 20 day avg , 20793, 20 day avg , 11518, 20 day avg
2004-01 , 410505, 21 day avg , 12063, 21 day avg , 7397, 21 day avg
2003-12 , 326654, 19 day avg , 115840, 19 day avg , 7432, 19 day avg
2003-11 , 399693, 20 day avg , 17801, 20 day avg , 8646, 20 day avg
2003-10 , 403760, 23 day avg , 11200, 23 day avg , 6507, 23 day avg
2003-09 , 326689, 18 day avg , 115214, 18 day avg , 7724, 18 day avg
2003-08 , 387251, 17 day avg , 30661, 17 day avg , 4704, 17 day avg
2003-07 , 389068, 23 day avg , 20497, 23 day avg , 3626, 23 day avg
2003-06 , 329932, 21 day avg , 103112, 21 day avg , 13497, 21 day avg
2003-05 , 432290, 22 day avg , 28802, 22 day avg , 17250, 22 day avg
2003-04 , 432630, 18 day avg , 26459, 18 day avg , 16136, 18 day avg
2003-03 , 421683, 21 day avg , 140711, 21 day avg , 15724, 21 day avg
2003-02 , 469280, 20 day avg , 38976, 20 day avg , 10057, 20 day avg
2003-01 , 415072, 22 day avg , 29474, 22 day avg , 7509, 22 day avg
2002-12 , 310008, 20 day avg , 128885, 20 day avg , 22438, 20 day avg
2002-11 , 389203, 21 day avg , 46962, 21 day avg , 23437, 21 day avg
2002-10 , 430829, 22 day avg , 35169, 22 day avg , 17785, 22 day avg
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