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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),
FTSE 100 Index.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) FTSE 100 Index maturity 1.
Nearest maturity
. Number of observations : 63
Column ( 2) FTSE 100 Index maturity 2.
2nd maturity
. Number of observations : 63
Column ( 3) FTSE 100 Index maturity 3.
3rd 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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| FTSE 100 Index . Futures . Average Volume
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, FTSE 100 Index ,, FTSE 100 Index ,, FTSE 100 Index ,
, FTSE 100 Index1st ,, FTSE 100 Index2nd ,, FTSE 100 Index3rd ,
, FTSE 100 Index; Neares ,, 2nd nearest expn ,, Third nearest expn ,
, t expiration ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008-08 , 90823, 18 day avg , 374, 18 day avg , 201, 18 day avg
2008-07 , 116097, 23 day avg , 168, 23 day avg , 2, 23 day avg
2008-06 , 127250, 21 day avg , 38679, 21 day avg , 7, 21 day avg
2008-05 , 83064, 22 day avg , 723, 22 day avg , 10, 22 day avg
2008-04 , 101826, 22 day avg , 109, 22 day avg , 54, 22 day avg
2008-03 , 165419, 19 day avg , 46048, 19 day avg , 164, 19 day avg
2008-02 , 120892, 21 day avg , 397, 21 day avg , 26, 21 day avg
2008-01 , 187369, 14 day avg , 302, 14 day avg , 42, 14 day avg
2007-12 , 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
2007-10 , 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
2007-08 , 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
2007-06 , 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
2007-04 , 69446, 4 day avg , 296, 4 day avg , 70, 4 day avg
2007-03 , 131994, 22 day avg , 37061, 22 day avg , 197, 22 day avg
2007-02 , 79708, 20 day avg , 960, 20 day avg , 65, 20 day avg
2007-01 , 85695, 22 day avg , 836, 22 day avg , 54, 22 day avg
2006-12 , 90212, 19 day avg , 41700, 19 day avg , 116, 19 day avg
2006-11 , 75129, 22 day avg , 747, 22 day avg , 187, 22 day avg
2006-10 , 64330, 22 day avg , 243, 22 day avg , 33, 22 day avg
2006-09 , 93658, 21 day avg , 36982, 21 day avg , 75, 21 day avg
2006-08 , 59946, 23 day avg , 184, 23 day avg , 2, 23 day avg
2006-07 , 79174, 21 day avg , 397, 21 day avg , 1, 21 day avg
2006-06 , 111837, 22 day avg , 36058, 22 day avg , 43, 22 day avg
2006-05 , 105960, 22 day avg , 197, 22 day avg , 596, 22 day avg
2006-04 , 69766, 18 day avg , 37, 18 day avg , 727, 18 day avg
2006-03 , 97040, 23 day avg , 35398, 23 day avg , 32, 23 day avg
2006-02 , 64958, 20 day avg , 2073, 20 day avg , 2, 20 day avg
2006-01 , 62590, 22 day avg , 918, 22 day avg , 85, 22 day avg
2005-12 , 78258, 21 day avg , 40097, 21 day avg , 134, 21 day avg
2005-11 , 66516, 22 day avg , 1271, 22 day avg , 41, 22 day avg
2005-10 , 82755, 21 day avg , 1044, 21 day avg , 25, 21 day avg
2005-09 , 82970, 22 day avg , 37371, 22 day avg , 48, 22 day avg
2005-08 , 56445, 23 day avg , 549, 23 day avg , 61, 23 day avg
2005-07 , 84771, 21 day avg , 114, 21 day avg , 66, 21 day avg
2005-06 , 76520, 22 day avg , 36225, 22 day avg , 718, 22 day avg
2005-05 , 54359, 22 day avg , 1412, 22 day avg , 205, 22 day avg
2005-04 , 60824, 20 day avg , 88, 20 day avg , 269, 20 day avg
2005-03 , 87978, 22 day avg , 40360, 22 day avg , 1091, 22 day avg
2005-02 , 61461, 20 day avg , 623, 20 day avg , 5, 20 day avg
2005-01 , 52452, 21 day avg , 1414, 21 day avg , 228, 21 day avg
2004-12 , 62393, 23 day avg , 33365, 23 day avg , 498, 23 day avg
2004-11 , 57661, 22 day avg , 1635, 22 day avg , 319, 22 day avg
2004-10 , 61032, 21 day avg , 606, 21 day avg , 419, 21 day avg
2004-09 , 84680, 22 day avg , 38691, 22 day avg , 75, 22 day avg
2004-08 , 49194, 22 day avg , 763, 22 day avg , 204, 22 day avg
2004-07 , 55879, 22 day avg , 441, 22 day avg , 103, 22 day avg
2004-06 , 78648, 22 day avg , 34195, 22 day avg , 364, 22 day avg
2004-05 , 61534, 21 day avg , 1249, 21 day avg , 126, 21 day avg
2004-04 , 56017, 19 day avg , 305, 19 day avg , 552, 19 day avg
2004-03 , 95298, 23 day avg , 34729, 23 day avg , 562, 23 day avg
2004-02 , 68959, 20 day avg , 808, 20 day avg , 194, 20 day avg
2004-01 , 69317, 21 day avg , 1048, 21 day avg , 575, 21 day avg
2003-12 , 75496, 19 day avg , 37269, 19 day avg , 544, 19 day avg
2003-11 , 52979, 20 day avg , 1417, 20 day avg , 78, 20 day avg
2003-10 , 55147, 23 day avg , 752, 23 day avg , 226, 23 day avg
2003-09 , 80048, 18 day avg , 36013, 18 day avg , 401, 18 day avg
2003-08 , 43167, 17 day avg , 1472, 17 day avg , 411, 17 day avg
2003-07 , 49837, 23 day avg , 1078, 23 day avg , 70, 23 day avg
2003-06 , 77659, 21 day avg , 31118, 21 day avg , 324, 21 day avg
2003-05 , 50512, 22 day avg , 755, 22 day avg , 281, 22 day avg
2003-04 , 58254, 18 day avg , 352, 18 day avg , 288, 18 day avg
2003-03 , 118688, 21 day avg , 41338, 21 day avg , 1113, 21 day avg
2003-02 , 69154, 20 day avg , 2395, 20 day avg , 555, 20 day avg
2003-01 , 75564, 22 day avg , 455, 22 day avg , 212, 22 day avg
2002-12 , 67152, 20 day avg , 26302, 20 day avg , 388, 20 day avg
2002-11 , 63445, 21 day avg , 2251, 21 day avg , 620, 21 day avg
2002-10 , 63798, 22 day avg , 962, 22 day avg , 416, 22 day avg
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