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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),
3 month Euribor.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 3 month Euribor maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) 3 month Euribor maturity 3.
3rd maturity
. Number of observations : 7
Column ( 4) 3 month Euribor maturity 4.
4th maturity
. Number of observations : 7
Column ( 5) 3 month Euribor maturity 5.
5th maturity
. Number of observations : 7
Column ( 6) 3 month Euribor maturity 6.
6th maturity
. Number of observations : 7
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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3 month Euribor . Futures . Average Volume
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, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,
, 3 month Euribor1st ,, 3 month Euribor2nd ,, 3 month Euribor3rd ,, 3 month Euribor4th ,, 3 month Euribor5th ,, 3 month Euribor6th ,
, 3 month Euribor; Neare ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, st expiration ,, ,, ,, ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008 , 41653, 160 day avg , 64271, 160 day avg , 34080, 160 day avg , 50425, 160 day avg , 78409, 160 day avg , 35750, 160 day avg
2007 , 29494, 68 day avg , 31905, 68 day avg , 45537, 68 day avg , 62320, 68 day avg , 57797, 68 day avg , 45666, 68 day avg
2006 , 30778, 255 day avg , 32314, 255 day avg , 43892, 255 day avg , 58095, 255 day avg , 43414, 255 day avg , 47993, 255 day avg
2005 , 24021, 257 day avg , 27624, 257 day avg , 34698, 257 day avg , 41476, 257 day avg , 35388, 257 day avg , 43083, 257 day avg
2004 , 20126, 258 day avg , 24587, 258 day avg , 39159, 258 day avg , 35234, 258 day avg , 35859, 258 day avg , 42097, 258 day avg
2003 , 27967, 244 day avg , 33778, 244 day avg , 30501, 244 day avg , 51769, 244 day avg , 59225, 244 day avg , 48330, 244 day avg
2002 , 42087, 63 day avg , 59354, 63 day avg , 29314, 63 day avg , 106125, 63 day avg , 88697, 63 day avg , 54577, 63 day avg
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