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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 : 7
Column ( 2) Long Gilt maturity 2.
2nd 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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Long Gilt . Futures . Average Volume
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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 Volume ,, Avg daily Volume ,
2008 , 69452, 160 day avg , 28742, 160 day avg
2007 , 71727, 68 day avg , 34098, 68 day avg
2006 , 56723, 255 day avg , 29587, 255 day avg
2005 , 45074, 257 day avg , 23787, 257 day avg
2004 , 35483, 258 day avg , 18813, 258 day avg
2003 , 26450, 244 day avg , 12907, 244 day avg
2002 , 21179, 63 day avg , 7863, 63 day avg
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