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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),
Euroswiss Franc.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Euroswiss Franc maturity 1.
Nearest maturity
. Number of observations : 63
Column ( 2) Euroswiss Franc maturity 2.
2nd maturity
. Number of observations : 63
Column ( 3) Euroswiss Franc maturity 3.
3rd maturity
. Number of observations : 63
Column ( 4) Euroswiss Franc maturity 4.
4th maturity
. Number of observations : 63
Column ( 5) Euroswiss Franc maturity 5.
5th maturity
. Number of observations : 63
Column ( 6) Euroswiss Franc 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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| Euroswiss Franc . Futures . Average Volume
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, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,
, Euroswiss Franc1st ,, Euroswiss Franc2nd ,, Euroswiss Franc3rd ,, Euroswiss Franc4th ,, Euroswiss Franc5th ,, Euroswiss Franc6th ,
, Euroswiss Franc; 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 , 7443, 18 day avg , 10489, 18 day avg , 5854, 18 day avg , 5026, 18 day avg , 2193, 18 day avg , 1738, 18 day avg
2008-07 , 6821, 23 day avg , 7121, 23 day avg , 3925, 23 day avg , 2983, 23 day avg , 1605, 23 day avg , 1818, 23 day avg
2008-06 , 8627, 21 day avg , 10243, 21 day avg , 9678, 21 day avg , 6257, 21 day avg , 2334, 21 day avg , 1454, 21 day avg
2008-05 , 6939, 22 day avg , 8595, 22 day avg , 7462, 22 day avg , 5518, 22 day avg , 1938, 22 day avg , 1436, 22 day avg
2008-04 , 8259, 22 day avg , 8562, 22 day avg , 6750, 22 day avg , 5015, 22 day avg , 1507, 22 day avg , 945, 22 day avg
2008-03 , 10262, 19 day avg , 10821, 19 day avg , 7521, 19 day avg , 6575, 19 day avg , 2879, 19 day avg , 1064, 19 day avg
2008-02 , 8596, 21 day avg , 11785, 21 day avg , 7135, 21 day avg , 6732, 21 day avg , 3770, 21 day avg , 1625, 21 day avg
2008-01 , 14710, 14 day avg , 15790, 14 day avg , 10368, 14 day avg , 12294, 14 day avg , 4328, 14 day avg , 1503, 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 , 7159, 4 day avg , 7671, 4 day avg , 6513, 4 day avg , 3808, 4 day avg , 918, 4 day avg , 732, 4 day avg
2007-03 , 9556, 22 day avg , 16918, 22 day avg , 11899, 22 day avg , 6667, 22 day avg , 1916, 22 day avg , 668, 22 day avg
2007-02 , 10266, 20 day avg , 16077, 20 day avg , 8561, 20 day avg , 8579, 20 day avg , 1727, 20 day avg , 570, 20 day avg
2007-01 , 11090, 22 day avg , 12962, 22 day avg , 9745, 22 day avg , 7805, 22 day avg , 2056, 22 day avg , 752, 22 day avg
2006-12 , 7079, 19 day avg , 14524, 19 day avg , 13908, 19 day avg , 7484, 19 day avg , 3919, 19 day avg , 1386, 19 day avg
2006-11 , 7361, 22 day avg , 22305, 22 day avg , 18630, 22 day avg , 7283, 22 day avg , 3885, 22 day avg , 1334, 22 day avg
2006-10 , 7809, 22 day avg , 13001, 22 day avg , 8455, 22 day avg , 4173, 22 day avg , 1305, 22 day avg , 525, 22 day avg
2006-09 , 12169, 21 day avg , 21395, 21 day avg , 12944, 21 day avg , 4398, 21 day avg , 1467, 21 day avg , 574, 21 day avg
2006-08 , 5893, 23 day avg , 14050, 23 day avg , 9683, 23 day avg , 3935, 23 day avg , 1393, 23 day avg , 473, 23 day avg
2006-07 , 7248, 21 day avg , 14229, 21 day avg , 8271, 21 day avg , 2532, 21 day avg , 883, 21 day avg , 388, 21 day avg
2006-06 , 9732, 22 day avg , 16016, 22 day avg , 10215, 22 day avg , 4479, 22 day avg , 1950, 22 day avg , 923, 22 day avg
2006-05 , 6401, 22 day avg , 17741, 22 day avg , 9352, 22 day avg , 3470, 22 day avg , 1425, 22 day avg , 1529, 22 day avg
2006-04 , 8426, 18 day avg , 16925, 18 day avg , 9485, 18 day avg , 3621, 18 day avg , 752, 18 day avg , 888, 18 day avg
2006-03 , 12018, 23 day avg , 14751, 23 day avg , 9955, 23 day avg , 5101, 23 day avg , 1443, 23 day avg , 617, 23 day avg
2006-02 , 7680, 20 day avg , 15413, 20 day avg , 7853, 20 day avg , 3880, 20 day avg , 719, 20 day avg , 248, 20 day avg
2006-01 , 10097, 22 day avg , 10130, 22 day avg , 5774, 22 day avg , 2927, 22 day avg , 910, 22 day avg , 380, 22 day avg
2005-12 , 11737, 21 day avg , 14322, 21 day avg , 7585, 21 day avg , 3743, 21 day avg , 1388, 21 day avg , 501, 21 day avg
2005-11 , 8107, 22 day avg , 12628, 22 day avg , 6269, 22 day avg , 3008, 22 day avg , 901, 22 day avg , 216, 22 day avg
2005-10 , 10694, 21 day avg , 11353, 21 day avg , 5593, 21 day avg , 2960, 21 day avg , 925, 21 day avg , 330, 21 day avg
2005-09 , 9747, 22 day avg , 19087, 22 day avg , 8174, 22 day avg , 3813, 22 day avg , 1025, 22 day avg , 495, 22 day avg
2005-08 , 4787, 23 day avg , 15280, 23 day avg , 7562, 23 day avg , 4893, 23 day avg , 526, 23 day avg , 411, 23 day avg
2005-07 , 8545, 21 day avg , 17242, 21 day avg , 6240, 21 day avg , 4095, 21 day avg , 484, 21 day avg , 527, 21 day avg
2005-06 , 6786, 22 day avg , 10374, 22 day avg , 6782, 22 day avg , 3775, 22 day avg , 1184, 22 day avg , 408, 22 day avg
2005-05 , 5348, 22 day avg , 10349, 22 day avg , 4994, 22 day avg , 2168, 22 day avg , 747, 22 day avg , 192, 22 day avg
2005-04 , 9082, 20 day avg , 9960, 20 day avg , 5852, 20 day avg , 2685, 20 day avg , 691, 20 day avg , 272, 20 day avg
2005-03 , 6848, 22 day avg , 8698, 22 day avg , 7056, 22 day avg , 3343, 22 day avg , 975, 22 day avg , 374, 22 day avg
2005-02 , 5403, 20 day avg , 11410, 20 day avg , 7790, 20 day avg , 3941, 20 day avg , 1059, 20 day avg , 367, 20 day avg
2005-01 , 9058, 21 day avg , 9694, 21 day avg , 4616, 21 day avg , 3230, 21 day avg , 661, 21 day avg , 185, 21 day avg
2004-12 , 6784, 23 day avg , 8205, 23 day avg , 3695, 23 day avg , 2562, 23 day avg , 462, 23 day avg , 61, 23 day avg
2004-11 , 9698, 22 day avg , 17285, 22 day avg , 8140, 22 day avg , 3586, 22 day avg , 1258, 22 day avg , 265, 22 day avg
2004-10 , 11023, 21 day avg , 11704, 21 day avg , 5965, 21 day avg , 2895, 21 day avg , 611, 21 day avg , 149, 21 day avg
2004-09 , 8810, 22 day avg , 8409, 22 day avg , 4418, 22 day avg , 2809, 22 day avg , 569, 22 day avg , 178, 22 day avg
2004-08 , 6520, 22 day avg , 13812, 22 day avg , 5434, 22 day avg , 4406, 22 day avg , 801, 22 day avg , 304, 22 day avg
2004-07 , 7610, 22 day avg , 10303, 22 day avg , 4524, 22 day avg , 2500, 22 day avg , 562, 22 day avg , 107, 22 day avg
2004-06 , 11079, 22 day avg , 12091, 22 day avg , 8219, 22 day avg , 2918, 22 day avg , 2282, 22 day avg , 775, 22 day avg
2004-05 , 7900, 21 day avg , 10719, 21 day avg , 4543, 21 day avg , 2131, 21 day avg , 953, 21 day avg , 217, 21 day avg
2004-04 , 10977, 19 day avg , 12387, 19 day avg , 6203, 19 day avg , 2262, 19 day avg , 1181, 19 day avg , 740, 19 day avg
2004-03 , 4436, 23 day avg , 8357, 23 day avg , 5907, 23 day avg , 2543, 23 day avg , 559, 23 day avg , 50, 23 day avg
2004-02 , 4475, 20 day avg , 8169, 20 day avg , 4443, 20 day avg , 2040, 20 day avg , 593, 20 day avg , 165, 20 day avg
2004-01 , 6441, 21 day avg , 7278, 21 day avg , 4204, 21 day avg , 2671, 21 day avg , 546, 21 day avg , 223, 21 day avg
2003-12 , 4482, 19 day avg , 7931, 19 day avg , 5741, 19 day avg , 1817, 19 day avg , 429, 19 day avg , 150, 19 day avg
2003-11 , 5245, 20 day avg , 9382, 20 day avg , 6990, 20 day avg , 3051, 20 day avg , 539, 20 day avg , 128, 20 day avg
2003-10 , 3789, 23 day avg , 5594, 23 day avg , 3784, 23 day avg , 1852, 23 day avg , 570, 23 day avg , 127, 23 day avg
2003-09 , 5062, 18 day avg , 6382, 18 day avg , 4109, 18 day avg , 1733, 18 day avg , 642, 18 day avg , 121, 18 day avg
2003-08 , 6047, 17 day avg , 10722, 17 day avg , 5017, 17 day avg , 1638, 17 day avg , 393, 17 day avg , 137, 17 day avg
2003-07 , 3810, 23 day avg , 5382, 23 day avg , 3239, 23 day avg , 2074, 23 day avg , 259, 23 day avg , 242, 23 day avg
2003-06 , 6477, 21 day avg , 5857, 21 day avg , 3158, 21 day avg , 1562, 21 day avg , 585, 21 day avg , 304, 21 day avg
2003-05 , 5652, 22 day avg , 7013, 22 day avg , 3340, 22 day avg , 1234, 22 day avg , 486, 22 day avg , 158, 22 day avg
2003-04 , 6478, 18 day avg , 5517, 18 day avg , 4002, 18 day avg , 1317, 18 day avg , 507, 18 day avg , 258, 18 day avg
2003-03 , 7800, 21 day avg , 7903, 21 day avg , 5785, 21 day avg , 2780, 21 day avg , 876, 21 day avg , 517, 21 day avg
2003-02 , 7566, 20 day avg , 7107, 20 day avg , 3061, 20 day avg , 1744, 20 day avg , 416, 20 day avg , 191, 20 day avg
2003-01 , 8188, 22 day avg , 4145, 22 day avg , 1775, 22 day avg , 911, 22 day avg , 219, 22 day avg , 119, 22 day avg
2002-12 , 6420, 20 day avg , 6286, 20 day avg , 2648, 20 day avg , 1083, 20 day avg , 259, 20 day avg , 63, 20 day avg
2002-11 , 5480, 21 day avg , 8553, 21 day avg , 2771, 21 day avg , 1221, 21 day avg , 332, 21 day avg , 147, 21 day avg
2002-10 , 6258, 22 day avg , 6484, 22 day avg , 2796, 22 day avg , 1100, 22 day avg , 351, 22 day avg , 68, 22 day avg
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