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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 : 22
Column ( 2) Long Gilt maturity 2.
2nd 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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| 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 ,
2008.3 , 321670, 41 day avg , 323, 41 day avg
2008.2 , 227907, 65 day avg , 108219, 65 day avg
2008.1 , 232734, 54 day avg , 121357, 54 day avg
2007.4 , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg
2007.2 , 335037, 4 day avg , 5, 4 day avg
2007.1 , 238788, 64 day avg , 109985, 64 day avg
2006.4 , 199187, 63 day avg , 80027, 63 day avg
2006.3 , 188656, 65 day avg , 79646, 65 day avg
2006.2 , 212455, 62 day avg , 105457, 62 day avg
2006.1 , 172659, 65 day avg , 93329, 65 day avg
2005.4 , 161729, 64 day avg , 67614, 64 day avg
2005.3 , 151625, 66 day avg , 71391, 66 day avg
2005.2 , 166819, 64 day avg , 82701, 64 day avg
2005.1 , 137504, 63 day avg , 76216, 63 day avg
2004.4 , 149349, 66 day avg , 73738, 66 day avg
2004.3 , 145786, 66 day avg , 71834, 66 day avg
2004.2 , 130827, 62 day avg , 79052, 62 day avg
2004.1 , 111866, 64 day avg , 56787, 64 day avg
2003.4 , 113896, 62 day avg , 52608, 62 day avg
2003.3 , 81139, 58 day avg , 36559, 58 day avg
2003.2 , 76949, 61 day avg , 31842, 61 day avg
2003.1 , 65146, 63 day avg , 28982, 63 day avg
2002.4 , 62717, 63 day avg , 23232, 63 day avg
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