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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),
Ten-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Ten-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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| Ten-Year Euro Swapnote . Futures . Average Volume
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, Ten-Year Euro Swapnote ,
, ,
, Ten-Year Euro Swapnote ,
, 1st ,
, Ten-Year Euro Swapnote ,
, ; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Volume ,
2008-08 , 135, 18 day avg
2008-07 , 140, 23 day avg
2008-06 , 599, 21 day avg
2008-05 , 150, 22 day avg
2008-04 , 101, 22 day avg
2008-03 , 739, 19 day avg
2008-02 , 209, 21 day avg
2008-01 , 287, 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 , 1189, 4 day avg
2007-03 , 2195, 22 day avg
2007-02 , 518, 20 day avg
2007-01 , 433, 22 day avg
2006-12 , 1914, 19 day avg
2006-11 , 511, 22 day avg
2006-10 , 540, 22 day avg
2006-09 , 2153, 21 day avg
2006-08 , 459, 23 day avg
2006-07 , 643, 21 day avg
2006-06 , 1848, 22 day avg
2006-05 , 815, 22 day avg
2006-04 , 669, 18 day avg
2006-03 , 1835, 23 day avg
2006-02 , 693, 20 day avg
2006-01 , 1170, 22 day avg
2005-12 , 2543, 21 day avg
2005-11 , 826, 22 day avg
2005-10 , 737, 21 day avg
2005-09 , 2529, 22 day avg
2005-08 , 481, 23 day avg
2005-07 , 814, 21 day avg
2005-06 , 2588, 22 day avg
2005-05 , 491, 22 day avg
2005-04 , 1138, 20 day avg
2005-03 , 2608, 22 day avg
2005-02 , 970, 20 day avg
2005-01 , 707, 21 day avg
2004-12 , 2533, 23 day avg
2004-11 , 639, 22 day avg
2004-10 , 657, 21 day avg
2004-09 , 2706, 22 day avg
2004-08 , 472, 22 day avg
2004-07 , 942, 22 day avg
2004-06 , 3445, 22 day avg
2004-05 , 669, 21 day avg
2004-04 , 976, 19 day avg
2004-03 , 3630, 23 day avg
2004-02 , 1583, 20 day avg
2004-01 , 1580, 21 day avg
2003-12 , 3734, 19 day avg
2003-11 , 1254, 20 day avg
2003-10 , 1609, 23 day avg
2003-09 , 4841, 18 day avg
2003-08 , 1736, 17 day avg
2003-07 , 1829, 23 day avg
2003-06 , 4404, 21 day avg
2003-05 , 2449, 22 day avg
2003-04 , 2269, 18 day avg
2003-03 , 5170, 21 day avg
2003-02 , 4202, 20 day avg
2003-01 , 4577, 22 day avg
2002-12 , 5714, 20 day avg
2002-11 , 2923, 21 day avg
2002-10 , 4471, 22 day avg
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