|
|
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.
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
LIFFE was set up in 1982. Following mergers with the London Traded Options Market (LTOM) and the London Commodity Exchange (LCE),
3 month Euro LIBOR.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euro LIBOR maturity 1.
Nearest maturity
. Number of observations : 25
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
|
| 3 month Euro LIBOR . Futures . Average Open Interest (prev. day)
|
|
, 3 month Euro LIBOR ,
, 3 month Euro LIBOR1st ,
, 3 month Euro LIBOR; ,
, Nearest expiration ,
, Oct2002 to Mar2003,
End of , Avg daily Open Int ,
2003-03-17 , 15.0000, 1 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 5 day avg
2003-03-17 , 15.0000, 4 day avg
2003-03-17 , 15.0000, 3 day avg
2003-03-17 , 70.4000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 5 day avg
2003-03-17 , 292.000, 3 day avg
|