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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 : 63
Column ( 2) 3 month Euribor maturity 2.
2nd maturity
. Number of observations : 63
Column ( 3) 3 month Euribor maturity 3.
3rd maturity
. Number of observations : 63
Column ( 4) 3 month Euribor maturity 4.
4th maturity
. Number of observations : 63
Column ( 5) 3 month Euribor maturity 5.
5th maturity
. Number of observations : 63
Column ( 6) 3 month Euribor maturity 6.
6th maturity
. Number of observations : 63
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 ,
2008-08 , 20525, 18 day avg , 46349, 18 day avg , 481, 18 day avg , 31436, 18 day avg , 77963, 18 day avg , na, 18 day avg
2008-07 , 9190, 23 day avg , 49260, 23 day avg , 51798, 23 day avg , na, 23 day avg , 73575, 23 day avg , 64347, 23 day avg
2008-06 , 62489, 21 day avg , 3612, 21 day avg , 61072, 21 day avg , 101844, 21 day avg , na, 21 day avg , 60726, 21 day avg
2008-05 , 39779, 22 day avg , 59574, 22 day avg , 122, 22 day avg , 51293, 22 day avg , 69940, 22 day avg , na, 22 day avg
2008-04 , 15719, 22 day avg , 86843, 22 day avg , 66282, 22 day avg , na, 22 day avg , 98244, 22 day avg , 67699, 22 day avg
2008-03 , 110301, 19 day avg , 8084, 19 day avg , 69772, 19 day avg , 133781, 19 day avg , na, 19 day avg , 66473, 19 day avg
2008-02 , 59193, 21 day avg , 88229, 21 day avg , 0, 21 day avg , 80626, 21 day avg , 118449, 21 day avg , na, 21 day avg
2008-01 , 15125, 14 day avg , 215190, 14 day avg , 13119, 14 day avg , na, 14 day avg , 233031, 14 day avg , 15170, 14 day avg
2007-12 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-04 , 2092, 4 day avg , 237, 4 day avg , 112948, 4 day avg , na, 4 day avg , na, 4 day avg , 120078, 4 day avg
2007-03 , 62798, 22 day avg , 1389, 22 day avg , 56734, 22 day avg , 132304, 22 day avg , na, 22 day avg , 58662, 22 day avg
2007-02 , 29535, 20 day avg , 59251, 20 day avg , na, 20 day avg , 66356, 20 day avg , 111164, 20 day avg , na, 20 day avg
2007-01 , 1137, 22 day avg , 43320, 22 day avg , 63483, 22 day avg , na, 22 day avg , 77587, 22 day avg , 60655, 22 day avg
2006-12 , 47860, 19 day avg , 1104, 19 day avg , 39084, 19 day avg , 130139, 19 day avg , na, 19 day avg , 29381, 19 day avg
2006-11 , 57052, 22 day avg , 41454, 22 day avg , 77, 22 day avg , 98893, 22 day avg , 68808, 22 day avg , na, 22 day avg
2006-10 , 4001, 22 day avg , 39316, 22 day avg , 52158, 22 day avg , 35, 22 day avg , 62339, 22 day avg , 74261, 22 day avg
2006-09 , 29825, 21 day avg , 2192, 21 day avg , 81298, 21 day avg , 98276, 21 day avg , na, 21 day avg , 94138, 21 day avg
2006-08 , 35615, 23 day avg , 38136, 23 day avg , 28, 23 day avg , 85240, 23 day avg , 65741, 23 day avg , na, 23 day avg
2006-07 , 3835, 21 day avg , 35915, 21 day avg , 63180, 21 day avg , na, 21 day avg , 68511, 21 day avg , 77499, 21 day avg
2006-06 , 74747, 22 day avg , 1247, 22 day avg , 70330, 22 day avg , 89828, 22 day avg , na, 22 day avg , 66889, 22 day avg
2006-05 , 49024, 22 day avg , 76060, 22 day avg , 9, 22 day avg , 64920, 22 day avg , 62106, 22 day avg , na, 22 day avg
2006-04 , 4436, 18 day avg , 64132, 18 day avg , 96722, 18 day avg , na, 18 day avg , 68204, 18 day avg , 86892, 18 day avg
2006-03 , 28013, 23 day avg , 2242, 23 day avg , 78436, 23 day avg , 57669, 23 day avg , na, 23 day avg , 80435, 23 day avg
2006-02 , 28139, 20 day avg , 35086, 20 day avg , 59, 20 day avg , 70506, 20 day avg , 55376, 20 day avg , na, 20 day avg
2006-01 , 2731, 22 day avg , 52558, 22 day avg , 53287, 22 day avg , na, 22 day avg , 69687, 22 day avg , 70736, 22 day avg
2005-12 , 47365, 21 day avg , 1441, 21 day avg , 20766, 21 day avg , 77167, 21 day avg , na, 21 day avg , 16982, 21 day avg
2005-11 , 70692, 22 day avg , 86819, 22 day avg , 122, 22 day avg , 85935, 22 day avg , 74827, 22 day avg , na, 22 day avg
2005-10 , 2442, 21 day avg , 80924, 21 day avg , 73205, 21 day avg , 296, 21 day avg , 84338, 21 day avg , 77330, 21 day avg
2005-09 , 26003, 22 day avg , 904, 22 day avg , 43953, 22 day avg , 62622, 22 day avg , na, 22 day avg , 63006, 22 day avg
2005-08 , 12382, 23 day avg , 24317, 23 day avg , 157, 23 day avg , 46623, 23 day avg , 34756, 23 day avg , na, 23 day avg
2005-07 , 2901, 21 day avg , 17344, 21 day avg , 52449, 21 day avg , na, 21 day avg , 31380, 21 day avg , 69694, 21 day avg
2005-06 , 37716, 22 day avg , 1225, 22 day avg , 77367, 22 day avg , 61190, 22 day avg , na, 22 day avg , 95058, 22 day avg
2005-05 , 17321, 22 day avg , 30132, 22 day avg , 225, 22 day avg , 46192, 22 day avg , 50459, 22 day avg , 0, 22 day avg
2005-04 , 3993, 20 day avg , 34497, 20 day avg , 47092, 20 day avg , 178, 20 day avg , 52006, 20 day avg , 67077, 20 day avg
2005-03 , 26132, 22 day avg , 2128, 22 day avg , 55768, 22 day avg , 51276, 22 day avg , 1, 22 day avg , 63808, 22 day avg
2005-02 , 37621, 20 day avg , 25803, 20 day avg , 276, 20 day avg , 59447, 20 day avg , 50960, 20 day avg , 0, 20 day avg
2005-01 , 1740, 21 day avg , 27316, 21 day avg , 47046, 21 day avg , 427, 21 day avg , 49983, 21 day avg , 66923, 21 day avg
2004-12 , 20163, 23 day avg , 1073, 23 day avg , 36514, 23 day avg , 47056, 23 day avg , 0, 23 day avg , 35617, 23 day avg
2004-11 , 29537, 22 day avg , 44836, 22 day avg , 351, 22 day avg , 60870, 22 day avg , 61256, 22 day avg , na, 22 day avg
2004-10 , 3308, 21 day avg , 28592, 21 day avg , 43449, 21 day avg , na, 21 day avg , 46424, 21 day avg , 63543, 21 day avg
2004-09 , 22851, 22 day avg , 1662, 22 day avg , 57506, 22 day avg , 50674, 22 day avg , na, 22 day avg , 72022, 22 day avg
2004-08 , 15317, 22 day avg , 30992, 22 day avg , 118, 22 day avg , 27998, 22 day avg , 55541, 22 day avg , na, 22 day avg
2004-07 , 2911, 22 day avg , 24517, 22 day avg , 36489, 22 day avg , na, 22 day avg , 42331, 22 day avg , 57355, 22 day avg
2004-06 , 32251, 22 day avg , 2412, 22 day avg , 48391, 22 day avg , 53870, 22 day avg , na, 22 day avg , 65897, 22 day avg
2004-05 , 18511, 21 day avg , 40183, 21 day avg , na, 21 day avg , 39558, 21 day avg , 61695, 21 day avg , na, 21 day avg
2004-04 , 7165, 19 day avg , 47543, 19 day avg , 91239, 19 day avg , na, 19 day avg , 56007, 19 day avg , 76973, 19 day avg
2004-03 , 45757, 23 day avg , 1567, 23 day avg , 98786, 23 day avg , 77931, 23 day avg , 4, 23 day avg , 64498, 23 day avg
2004-02 , 38574, 20 day avg , 45475, 20 day avg , 12, 20 day avg , 56497, 20 day avg , 63297, 20 day avg , na, 20 day avg
2004-01 , 2258, 21 day avg , 34689, 21 day avg , 57239, 21 day avg , 1, 21 day avg , 54767, 21 day avg , 69792, 21 day avg
2003-12 , 29891, 19 day avg , 1052, 19 day avg , 22110, 19 day avg , 53782, 19 day avg , na, 19 day avg , 19285, 19 day avg
2003-11 , 23896, 20 day avg , 31590, 20 day avg , 97, 20 day avg , 42460, 20 day avg , 48342, 20 day avg , na, 20 day avg
2003-10 , 2021, 23 day avg , 39082, 23 day avg , 39698, 23 day avg , 15, 23 day avg , 54309, 23 day avg , 53074, 23 day avg
2003-09 , 12550, 18 day avg , 1666, 18 day avg , 61439, 18 day avg , 34754, 18 day avg , na, 18 day avg , 67155, 18 day avg
2003-08 , 12812, 17 day avg , 38514, 17 day avg , 742, 17 day avg , 21795, 17 day avg , 63447, 17 day avg , 1, 17 day avg
2003-07 , 3559, 23 day avg , 38337, 23 day avg , 35937, 23 day avg , na, 23 day avg , 58104, 23 day avg , 35092, 23 day avg
2003-06 , 64173, 21 day avg , 3642, 21 day avg , 56764, 21 day avg , 71482, 21 day avg , na, 21 day avg , 61671, 21 day avg
2003-05 , 46604, 22 day avg , 76530, 22 day avg , 902, 22 day avg , 37103, 22 day avg , 62866, 22 day avg , na, 22 day avg
2003-04 , 14289, 18 day avg , 45515, 18 day avg , 62308, 18 day avg , 51158, 18 day avg , 114881, 18 day avg , 58470, 18 day avg
2003-03 , 62548, 21 day avg , 5425, 21 day avg , 51741, 21 day avg , 121987, 21 day avg , 130598, 21 day avg , 124777, 21 day avg
2003-02 , 56938, 20 day avg , 63791, 20 day avg , 766, 20 day avg , 96589, 20 day avg , 87992, 20 day avg , 76762, 20 day avg
2003-01 , 5622, 22 day avg , 52527, 22 day avg , 33040, 22 day avg , 92388, 22 day avg , 84852, 22 day avg , 76656, 22 day avg
2002-12 , 67742, 20 day avg , 1639, 20 day avg , 21649, 20 day avg , 71548, 20 day avg , 60580, 20 day avg , 51652, 20 day avg
2002-11 , 45500, 21 day avg , 82396, 21 day avg , 2, 21 day avg , 98197, 21 day avg , 77538, 21 day avg , 48252, 21 day avg
2002-10 , 15505, 22 day avg , 89829, 22 day avg , 64262, 22 day avg , 145126, 22 day avg , 124908, 22 day avg , 63273, 22 day avg
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