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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 : 63
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 ,
2008-08 , 139, 18 day avg
2008-07 , 209, 23 day avg
2008-06 , 825, 21 day avg
2008-05 , 208, 22 day avg
2008-04 , 337, 22 day avg
2008-03 , 1404, 19 day avg
2008-02 , 1081, 21 day avg
2008-01 , 767, 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 , 851, 4 day avg
2007-03 , 2341, 22 day avg
2007-02 , 751, 20 day avg
2007-01 , 625, 22 day avg
2006-12 , 1783, 19 day avg
2006-11 , 723, 22 day avg
2006-10 , 701, 22 day avg
2006-09 , 1833, 21 day avg
2006-08 , 630, 23 day avg
2006-07 , 583, 21 day avg
2006-06 , 1941, 22 day avg
2006-05 , 666, 22 day avg
2006-04 , 1090, 18 day avg
2006-03 , 1949, 23 day avg
2006-02 , 819, 20 day avg
2006-01 , 944, 22 day avg
2005-12 , 1891, 21 day avg
2005-11 , 979, 22 day avg
2005-10 , 881, 21 day avg
2005-09 , 1755, 22 day avg
2005-08 , 478, 23 day avg
2005-07 , 503, 21 day avg
2005-06 , 1788, 22 day avg
2005-05 , 569, 22 day avg
2005-04 , 641, 20 day avg
2005-03 , 2129, 22 day avg
2005-02 , 696, 20 day avg
2005-01 , 825, 21 day avg
2004-12 , 2973, 23 day avg
2004-11 , 472, 22 day avg
2004-10 , 771, 21 day avg
2004-09 , 3141, 22 day avg
2004-08 , 715, 22 day avg
2004-07 , 751, 22 day avg
2004-06 , 3637, 22 day avg
2004-05 , 996, 21 day avg
2004-04 , 1118, 19 day avg
2004-03 , 3761, 23 day avg
2004-02 , 1289, 20 day avg
2004-01 , 1485, 21 day avg
2003-12 , 4300, 19 day avg
2003-11 , 1415, 20 day avg
2003-10 , 1298, 23 day avg
2003-09 , 5104, 18 day avg
2003-08 , 1366, 17 day avg
2003-07 , 1462, 23 day avg
2003-06 , 5020, 21 day avg
2003-05 , 2285, 22 day avg
2003-04 , 2260, 18 day avg
2003-03 , 4637, 21 day avg
2003-02 , 3418, 20 day avg
2003-01 , 3856, 22 day avg
2002-12 , 4587, 20 day avg
2002-11 , 2432, 21 day avg
2002-10 , 4641, 22 day avg
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