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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 : 22
Column ( 2) FTSE 100 Index maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) FTSE 100 Index maturity 3.
3rd 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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| 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 ,
2008.3 , 483341, 41 day avg , 9782, 41 day avg , 1325, 41 day avg
2008.2 , 458564, 65 day avg , 32561, 65 day avg , 3700, 65 day avg
2008.1 , 508804, 54 day avg , 40067, 54 day avg , 2088, 54 day avg
2007.4 , 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
2007.2 , 501474, 4 day avg , 6985, 4 day avg , 5174, 4 day avg
2007.1 , 506177, 64 day avg , 42414, 64 day avg , 1944, 64 day avg
2006.4 , 494683, 63 day avg , 30523, 63 day avg , 3645, 63 day avg
2006.3 , 432714, 65 day avg , 53579, 65 day avg , 1221, 65 day avg
2006.2 , 450737, 62 day avg , 32667, 62 day avg , 23079, 62 day avg
2006.1 , 433529, 65 day avg , 45174, 65 day avg , 3273, 65 day avg
2005.4 , 425520, 64 day avg , 47014, 64 day avg , 12017, 64 day avg
2005.3 , 429643, 66 day avg , 46940, 66 day avg , 5841, 66 day avg
2005.2 , 454049, 64 day avg , 57112, 64 day avg , 12419, 64 day avg
2005.1 , 448642, 63 day avg , 59412, 63 day avg , 7192, 63 day avg
2004.4 , 431886, 66 day avg , 47876, 66 day avg , 12590, 66 day avg
2004.3 , 427006, 66 day avg , 55382, 66 day avg , 6606, 66 day avg
2004.2 , 379510, 62 day avg , 51746, 62 day avg , 17985, 62 day avg
2004.1 , 393638, 64 day avg , 42344, 64 day avg , 11712, 64 day avg
2003.4 , 378819, 62 day avg , 45396, 62 day avg , 7481, 62 day avg
2003.3 , 369176, 58 day avg , 52871, 58 day avg , 5214, 58 day avg
2003.2 , 397152, 61 day avg , 53692, 61 day avg , 15629, 61 day avg
2003.1 , 434484, 63 day avg , 69570, 63 day avg , 11056, 63 day avg
2002.4 , 378598, 63 day avg , 68851, 63 day avg , 21146, 63 day avg
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