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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),
Five-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-Year Euro Swapnote maturity 1.
Nearest 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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| Five-Year Euro Swapnote . Futures . Average Volume
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, Five-Year Euro Swapnot ,
, e ,
, Five-Year Euro Swapnot ,
, e1st ,
, Five-Year Euro Swapnot ,
, e; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Volume ,
2008 , 605, 160 day avg
2007 , 1231, 68 day avg
2006 , 1135, 255 day avg
2005 , 1100, 257 day avg
2004 , 1790, 258 day avg
2003 , 3014, 244 day avg
2002 , 3887, 63 day avg
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