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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),
Short Sterling.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Short Sterling maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) Short Sterling maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) Short Sterling maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) Short Sterling maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) Short Sterling maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) Short Sterling maturity 6.
6th maturity
. Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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| Short Sterling . Futures . Average Open Interest (prev. day)
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, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,
, Short Sterling1st ,, Short Sterling2nd ,, Short Sterling3rd ,, Short Sterling4th ,, Short Sterling5th ,, Short Sterling6th ,
, Short Sterling; Neares ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, t 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 ,
2008.3 , 38862, 41 day avg , 236344, 41 day avg , 118726, 41 day avg , 481675, 41 day avg , 472256, 41 day avg , 365297, 41 day avg
2008.2 , 120904, 65 day avg , 184201, 65 day avg , 150857, 65 day avg , 505396, 65 day avg , 566572, 65 day avg , 400565, 65 day avg
2008.1 , 146807, 54 day avg , 204301, 54 day avg , 84593, 54 day avg , 617584, 54 day avg , 522062, 54 day avg , 470463, 54 day avg
2007.4 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.2 , 150, 4 day avg , na, 4 day avg , 562299, 4 day avg , 543977, 4 day avg , 431239, 4 day avg , 394994, 4 day avg
2007.1 , 167408, 64 day avg , 229819, 64 day avg , 156029, 64 day avg , 516782, 64 day avg , 491144, 64 day avg , 392411, 64 day avg
2006.4 , 159514, 63 day avg , 122404, 63 day avg , 121012, 63 day avg , 437984, 63 day avg , 412977, 63 day avg , 327236, 63 day avg
2006.3 , 156154, 65 day avg , 128641, 65 day avg , 134249, 65 day avg , 389531, 65 day avg , 385918, 65 day avg , 313803, 65 day avg
2006.2 , 168687, 62 day avg , 143077, 62 day avg , 134821, 62 day avg , 495745, 62 day avg , 352814, 62 day avg , 299822, 62 day avg
2006.1 , 102481, 65 day avg , 104956, 65 day avg , 150742, 65 day avg , 392005, 65 day avg , 306008, 65 day avg , 248097, 65 day avg
2005.4 , 109598, 64 day avg , 92294, 64 day avg , 95633, 64 day avg , 387086, 64 day avg , 311946, 64 day avg , 265813, 64 day avg
2005.3 , 92145, 66 day avg , 80940, 66 day avg , 89252, 66 day avg , 355674, 66 day avg , 307806, 66 day avg , 244360, 66 day avg
2005.2 , 71104, 64 day avg , 71867, 64 day avg , 95861, 64 day avg , 301597, 64 day avg , 294316, 64 day avg , 228408, 64 day avg
2005.1 , 59535, 63 day avg , 72995, 63 day avg , 92811, 63 day avg , 257877, 63 day avg , 251429, 63 day avg , 211011, 63 day avg
2004.4 , 67923, 66 day avg , 76004, 66 day avg , 97537, 66 day avg , 263750, 66 day avg , 222003, 66 day avg , 188279, 66 day avg
2004.3 , 56005, 66 day avg , 62581, 66 day avg , 89521, 66 day avg , 246065, 66 day avg , 193392, 66 day avg , 150070, 66 day avg
2004.2 , 66137, 62 day avg , 70331, 62 day avg , 73401, 62 day avg , 208067, 62 day avg , 222391, 62 day avg , 142674, 62 day avg
2004.1 , 59529, 64 day avg , 59062, 64 day avg , 78932, 64 day avg , 203236, 64 day avg , 162271, 64 day avg , 139825, 64 day avg
2003.4 , 69213, 62 day avg , 87521, 62 day avg , 54802, 62 day avg , 177230, 62 day avg , 167356, 62 day avg , 110462, 62 day avg
2003.3 , 40616, 58 day avg , 74770, 58 day avg , 74323, 58 day avg , 203773, 58 day avg , 180083, 58 day avg , 114378, 58 day avg
2003.2 , 49436, 61 day avg , 56764, 61 day avg , 51180, 61 day avg , 170376, 61 day avg , 173777, 61 day avg , 132789, 61 day avg
2003.1 , 52580, 63 day avg , 62591, 63 day avg , 44408, 63 day avg , 179992, 63 day avg , 164367, 63 day avg , 141361, 63 day avg
2002.4 , 57122, 63 day avg , 74230, 63 day avg , 50639, 63 day avg , 150326, 63 day avg , 146312, 63 day avg , 121635, 63 day avg
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