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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),
Wheat.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Wheat maturity 1.
Nearest maturity
. Number of observations : 62
Column ( 2) Wheat maturity 2.
2nd maturity
. Number of observations : 62
Column ( 3) Wheat maturity 3.
3rd maturity
. Number of observations : 62
Column ( 4) Wheat maturity 4.
4th maturity
. Number of observations : 62
Column ( 5) Wheat maturity 5.
5th maturity
. Number of observations : 62
Column ( 6) Wheat maturity 6.
6th maturity
. Number of observations : 62
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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| Wheat . Futures . Average Volume
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, Wheat ,, Wheat ,, Wheat ,, Wheat ,, Wheat ,, Wheat ,
, Wheat1st ,, Wheat2nd ,, Wheat3rd ,, Wheat4th ,, Wheat5th ,, Wheat6th ,
, Wheat; Nearest expirat ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, ion ,, ,, ,, ,, ,, ,
, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008-08 , 280, 18 day avg , 46, 18 day avg , 8, 18 day avg , 95, 18 day avg , na, 18 day avg , 31, 18 day avg
2008-07 , 349, 23 day avg , 65, 23 day avg , 19, 23 day avg , 60, 23 day avg , 1, 23 day avg , 22, 23 day avg
2008-06 , 51, 21 day avg , 247, 21 day avg , 27, 21 day avg , 0, 21 day avg , 36, 21 day avg , na, 21 day avg
2008-05 , 23, 22 day avg , 132, 22 day avg , 182, 22 day avg , 14, 22 day avg , 16, 22 day avg , 28, 22 day avg
2008-04 , 229, 22 day avg , 141, 22 day avg , 185, 22 day avg , 3, 22 day avg , 1, 22 day avg , 30, 22 day avg
2008-03 , 42, 19 day avg , 133, 19 day avg , 92, 19 day avg , 121, 19 day avg , 5, 19 day avg , 8, 19 day avg
2008-02 , 58, 21 day avg , 237, 21 day avg , 12, 21 day avg , 219, 21 day avg , 3, 21 day avg , 5, 21 day avg
2008-01 , 33, 14 day avg , 85, 14 day avg , 130, 14 day avg , 72, 14 day avg , 201, 14 day avg , 1, 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 , 200, 4 day avg , 66, 4 day avg , 421, 4 day avg , 21, 4 day avg , 18, 4 day avg , 52, 4 day avg
2007-03 , 61, 22 day avg , 119, 22 day avg , 53, 22 day avg , 114, 22 day avg , 4, 22 day avg , 10, 22 day avg
2007-02 , 50, 20 day avg , 145, 20 day avg , 14, 20 day avg , 70, 20 day avg , 1, 20 day avg , 1, 20 day avg
2007-01 , 51, 22 day avg , 103, 22 day avg , 115, 22 day avg , 13, 22 day avg , 54, 22 day avg , 3, 22 day avg
2006-12 , 79, 19 day avg , 76, 19 day avg , 102, 19 day avg , 8, 19 day avg , 73, 19 day avg , 6, 19 day avg
2006-11 , 14, 22 day avg , 59, 22 day avg , 78, 22 day avg , 51, 22 day avg , 12, 22 day avg , 41, 22 day avg
2006-10 , 77, 22 day avg , 110, 22 day avg , 40, 22 day avg , 208, 22 day avg , 17, 22 day avg , 84, 22 day avg
2006-09 , 133, 21 day avg , 86, 21 day avg , 25, 21 day avg , 131, 21 day avg , 0, 21 day avg , 48, 21 day avg
2006-08 , 116, 23 day avg , 40, 23 day avg , 17, 23 day avg , 91, 23 day avg , na, 23 day avg , 20, 23 day avg
2006-07 , 159, 21 day avg , 43, 21 day avg , 23, 21 day avg , 98, 21 day avg , 7, 21 day avg , 19, 21 day avg
2006-06 , 32, 22 day avg , 77, 22 day avg , 2, 22 day avg , 2, 22 day avg , 22, 22 day avg , na, 22 day avg
2006-05 , 28, 22 day avg , 52, 22 day avg , 61, 22 day avg , 3, 22 day avg , 18, 22 day avg , 33, 22 day avg
2006-04 , 128, 18 day avg , 54, 18 day avg , 37, 18 day avg , 2, 18 day avg , 0, 18 day avg , 14, 18 day avg
2006-03 , 26, 23 day avg , 54, 23 day avg , 42, 23 day avg , 49, 23 day avg , 4, 23 day avg , 6, 23 day avg
2006-02 , 40, 20 day avg , 111, 20 day avg , 2, 20 day avg , 81, 20 day avg , 19, 20 day avg , 3, 20 day avg
2006-01 , 9, 22 day avg , 51, 22 day avg , 60, 22 day avg , 33, 22 day avg , 29, 22 day avg , 4, 22 day avg
2005-12 , 26, 21 day avg , 15, 21 day avg , 42, 21 day avg , na, 21 day avg , 11, 21 day avg , 0, 21 day avg
2005-11 , 55, 22 day avg , 57, 22 day avg , 64, 22 day avg , 110, 22 day avg , 4, 22 day avg , 37, 22 day avg
2005-10 , 113, 21 day avg , 36, 21 day avg , 9, 21 day avg , 66, 21 day avg , 0, 21 day avg , 23, 21 day avg
2005-09 , 35, 22 day avg , 103, 22 day avg , 23, 22 day avg , 35, 22 day avg , 51, 22 day avg , 4, 22 day avg
2005-08 , 11, 23 day avg , 102, 23 day avg , 11, 23 day avg , 5, 23 day avg , 44, 23 day avg , 0, 23 day avg
2005-07 , 10, 21 day avg , 85, 21 day avg , 13, 21 day avg , 4, 21 day avg , 38, 21 day avg , 7, 21 day avg
2005-06 , 87, 22 day avg , 0, 22 day avg , 93, 22 day avg , 4, 22 day avg , 17, 22 day avg , 49, 22 day avg
2005-05 , 13, 22 day avg , 24, 22 day avg , 13, 22 day avg , 68, 22 day avg , 5, 22 day avg , 14, 22 day avg
2005-04 , 155, 20 day avg , 81, 20 day avg , 0, 20 day avg , 114, 20 day avg , 15, 20 day avg , 0, 20 day avg
2005-03 , 19, 22 day avg , 102, 22 day avg , 10, 22 day avg , 7, 22 day avg , 35, 22 day avg , 4, 22 day avg
2005-02 , 79, 20 day avg , 222, 20 day avg , 17, 20 day avg , na, 20 day avg , 41, 20 day avg , 4, 20 day avg
2005-01 , 16, 21 day avg , 79, 21 day avg , 71, 21 day avg , 0, 21 day avg , 18, 21 day avg , 16, 21 day avg
2004-12 , 62, 23 day avg , 23, 23 day avg , 53, 23 day avg , 0, 23 day avg , na, 23 day avg , 16, 23 day avg
2004-11 , 53, 22 day avg , 105, 22 day avg , 85, 22 day avg , 74, 22 day avg , 5, 22 day avg , 2, 22 day avg
2004-10 , 88, 21 day avg , 62, 21 day avg , 58, 21 day avg , 81, 21 day avg , na, 21 day avg , na, 21 day avg
2004-09 , 21, 22 day avg , 131, 22 day avg , 28, 22 day avg , 43, 22 day avg , 91, 22 day avg , na, 22 day avg
2004-08 , 3, 22 day avg , 127, 22 day avg , 39, 22 day avg , 23, 22 day avg , 91, 22 day avg , 0, 22 day avg
2004-07 , 6, 22 day avg , 60, 22 day avg , 19, 22 day avg , 29, 22 day avg , 33, 22 day avg , 10, 22 day avg
2004-06 , 67, 22 day avg , 9, 22 day avg , 133, 22 day avg , 42, 22 day avg , 15, 22 day avg , 41, 22 day avg
2004-05 , 52, 21 day avg , 84, 21 day avg , 38, 21 day avg , 96, 21 day avg , 24, 21 day avg , 20, 21 day avg
2004-04 , 121, 19 day avg , 74, 19 day avg , na, 19 day avg , 48, 19 day avg , 4, 19 day avg , 0, 19 day avg
2004-03 , 38, 23 day avg , 106, 23 day avg , 19, 23 day avg , 43, 23 day avg , 41, 23 day avg , 1, 23 day avg
2004-02 , 48, 20 day avg , 232, 20 day avg , 18, 20 day avg , 0, 20 day avg , 100, 20 day avg , 9, 20 day avg
2004-01 , 24, 21 day avg , 73, 21 day avg , 110, 21 day avg , 4, 21 day avg , 12, 21 day avg , 26, 21 day avg
2003-12 , 47, 19 day avg , 41, 19 day avg , 163, 19 day avg , 13, 19 day avg , 1, 19 day avg , 28, 19 day avg
2003-11 , 14, 20 day avg , 97, 20 day avg , 78, 20 day avg , 191, 20 day avg , 2, 20 day avg , 10, 20 day avg
2003-10 , 84, 23 day avg , 65, 23 day avg , 40, 23 day avg , 144, 23 day avg , 4, 23 day avg , na, 23 day avg
2003-09 , 39, 18 day avg , 79, 18 day avg , 56, 18 day avg , 59, 18 day avg , 52, 18 day avg , 1, 18 day avg
2003-08 , 4, 17 day avg , 254, 17 day avg , 116, 17 day avg , 44, 17 day avg , 166, 17 day avg , 5, 17 day avg
2003-07 , 2, 23 day avg , 148, 23 day avg , 61, 23 day avg , 25, 23 day avg , 63, 23 day avg , 6, 23 day avg
2003-06 , 40, 21 day avg , 6, 21 day avg , 102, 21 day avg , 13, 21 day avg , 13, 21 day avg , 29, 21 day avg
2003-05 , 28, 22 day avg , 45, 22 day avg , 23, 22 day avg , 89, 22 day avg , 18, 22 day avg , 15, 22 day avg
2003-04 , 172, 18 day avg , 87, 18 day avg , na, 18 day avg , 147, 18 day avg , 18, 18 day avg , 6, 18 day avg
2003-03 , 35, 21 day avg , 79, 21 day avg , 10, 21 day avg , 5, 21 day avg , 56, 21 day avg , 7, 21 day avg
2003-02 , 74, 20 day avg , 214, 20 day avg , 22, 20 day avg , 0, 20 day avg , 113, 20 day avg , 7, 20 day avg
2003-01 , 15, 22 day avg , 56, 22 day avg , 81, 22 day avg , 13, 22 day avg , 9, 22 day avg , 36, 22 day avg
2002-12 , 56, 12 day avg , 35, 12 day avg , 62, 12 day avg , 2, 12 day avg , na, 12 day avg , 9, 12 day avg
2002-11 , 1, 9 day avg , 62, 9 day avg , 24, 9 day avg , 94, 9 day avg , 2, 9 day avg , na, 9 day avg
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