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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),
Two-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Two-Year Euro Swapnote maturity 1.
Nearest 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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| Two-Year Euro Swapnote . Futures . Average Volume
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, Two-Year Euro Swapnote ,
, ,
, Two-Year Euro Swapnote ,
, 1st ,
, Two-Year Euro Swapnote ,
, ; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Volume ,
2008-08 , 1306, 18 day avg
2008-07 , 1948, 23 day avg
2008-06 , 3828, 21 day avg
2008-05 , 1067, 22 day avg
2008-04 , 1390, 22 day avg
2008-03 , 3511, 19 day avg
2008-02 , 1642, 21 day avg
2008-01 , 1863, 14 day avg
2007-12 , na, 0 day avg
2007-11 , na, 0 day avg
2007-10 , na, 0 day avg
2007-09 , na, 0 day avg
2007-08 , na, 0 day avg
2007-07 , na, 0 day avg
2007-06 , na, 0 day avg
2007-05 , na, 0 day avg
2007-04 , 823, 4 day avg
2007-03 , 1490, 22 day avg
2007-02 , 777, 20 day avg
2007-01 , 537, 22 day avg
2006-12 , 1225, 19 day avg
2006-11 , 387, 22 day avg
2006-10 , 347, 22 day avg
2006-09 , 1068, 21 day avg
2006-08 , 475, 23 day avg
2006-07 , 307, 21 day avg
2006-06 , 1223, 22 day avg
2006-05 , 500, 22 day avg
2006-04 , 738, 18 day avg
2006-03 , 1257, 23 day avg
2006-02 , 767, 20 day avg
2006-01 , 1211, 22 day avg
2005-12 , 1935, 21 day avg
2005-11 , 1043, 22 day avg
2005-10 , 563, 21 day avg
2005-09 , 1314, 22 day avg
2005-08 , 391, 23 day avg
2005-07 , 491, 21 day avg
2005-06 , 1027, 22 day avg
2005-05 , 218, 22 day avg
2005-04 , 385, 20 day avg
2005-03 , 1342, 22 day avg
2005-02 , 318, 20 day avg
2005-01 , 427, 21 day avg
2004-12 , 1180, 23 day avg
2004-11 , 574, 22 day avg
2004-10 , 749, 21 day avg
2004-09 , 1617, 22 day avg
2004-08 , 745, 22 day avg
2004-07 , 616, 22 day avg
2004-06 , 2765, 22 day avg
2004-05 , 1104, 21 day avg
2004-04 , 1746, 19 day avg
2004-03 , 2266, 23 day avg
2004-02 , 1612, 20 day avg
2004-01 , 1579, 21 day avg
2003-12 , 2446, 19 day avg
2003-11 , 1330, 20 day avg
2003-10 , 1268, 23 day avg
2003-09 , 3767, 18 day avg
2003-08 , 1378, 17 day avg
2003-07 , 1020, 23 day avg
2003-06 , 2396, 21 day avg
2003-05 , 692, 22 day avg
2003-04 , 1032, 18 day avg
2003-03 , 2393, 21 day avg
2003-02 , 1299, 20 day avg
2003-01 , 2056, 22 day avg
2002-12 , 2569, 20 day avg
2002-11 , 1712, 21 day avg
2002-10 , 2571, 22 day avg
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