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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),
3 month Euribor.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) 3 month Euribor maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) 3 month Euribor maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) 3 month Euribor maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) 3 month Euribor maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) 3 month Euribor maturity 6.
6th maturity
. Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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| 3 month Euribor . Futures . Average Volume
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, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,, 3 month Euribor ,
, 3 month Euribor1st ,, 3 month Euribor2nd ,, 3 month Euribor3rd ,, 3 month Euribor4th ,, 3 month Euribor5th ,, 3 month Euribor6th ,
, 3 month Euribor; 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 ,
2008.3 , 14166, 41 day avg , 47982, 41 day avg , 29268, 41 day avg , 13801, 41 day avg , 75502, 41 day avg , 36097, 41 day avg
2008.2 , 38973, 65 day avg , 50723, 65 day avg , 42206, 65 day avg , 50264, 65 day avg , 56924, 65 day avg , 42532, 65 day avg
2008.1 , 65750, 54 day avg , 92946, 54 day avg , 27951, 54 day avg , 78426, 54 day avg , 106479, 54 day avg , 27321, 54 day avg
2007.4 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.2 , 2092, 4 day avg , 237, 4 day avg , 112948, 4 day avg , na, 4 day avg , na, 4 day avg , 120078, 4 day avg
2007.1 , 31207, 64 day avg , 33885, 64 day avg , 41324, 64 day avg , 66215, 64 day avg , 61409, 64 day avg , 41015, 64 day avg
2006.4 , 35754, 63 day avg , 28538, 63 day avg , 30028, 63 day avg , 73795, 63 day avg , 45797, 63 day avg , 34793, 63 day avg
2006.3 , 23477, 65 day avg , 25806, 65 day avg , 46688, 65 day avg , 61912, 65 day avg , 45396, 65 day avg , 55452, 65 day avg
2006.2 , 45207, 62 day avg , 46051, 62 day avg , 53040, 62 day avg , 54910, 62 day avg , 41838, 62 day avg , 48961, 62 day avg
2006.1 , 19495, 65 day avg , 29378, 65 day avg , 45808, 65 day avg , 42100, 65 day avg , 40625, 65 day avg , 52403, 65 day avg
2005.4 , 40643, 64 day avg , 56870, 64 day avg , 30876, 64 day avg , 54958, 64 day avg , 53395, 64 day avg , 30946, 64 day avg
2005.3 , 13906, 66 day avg , 14294, 66 day avg , 31394, 66 day avg , 37121, 66 day avg , 22096, 66 day avg , 43177, 66 day avg
2005.2 , 20167, 64 day avg , 21559, 64 day avg , 41389, 64 day avg , 36968, 64 day avg , 33597, 64 day avg , 53638, 64 day avg
2005.1 , 21649, 63 day avg , 18040, 63 day avg , 35244, 63 day avg , 36921, 63 day avg , 32839, 63 day avg , 44590, 63 day avg
2004.4 , 17925, 66 day avg , 24417, 66 day avg , 26667, 66 day avg , 36688, 66 day avg , 35190, 66 day avg , 32630, 66 day avg
2004.3 , 13693, 66 day avg , 19057, 66 day avg , 31371, 66 day avg , 26224, 66 day avg , 32624, 66 day avg , 43126, 66 day avg
2004.2 , 19909, 62 day avg , 29036, 62 day avg , 45131, 62 day avg , 32514, 62 day avg , 38060, 62 day avg , 46971, 62 day avg
2004.1 , 29239, 64 day avg , 26156, 64 day avg , 54287, 64 day avg , 45662, 64 day avg , 37752, 64 day avg , 46079, 64 day avg
2003.4 , 17618, 62 day avg , 25011, 62 day avg , 21534, 62 day avg , 30184, 62 day avg , 35741, 62 day avg , 25599, 62 day avg
2003.3 , 9061, 58 day avg , 27008, 58 day avg , 33536, 58 day avg , 17174, 58 day avg , 41638, 58 day avg , 34757, 58 day avg
2003.2 , 43117, 61 day avg , 42285, 61 day avg , 38253, 61 day avg , 53086, 61 day avg , 56572, 61 day avg , 38484, 61 day avg
2003.1 , 40888, 63 day avg , 40402, 63 day avg , 29028, 63 day avg , 103588, 63 day avg , 101098, 63 day avg , 92730, 63 day avg
2002.4 , 42087, 63 day avg , 59354, 63 day avg , 29314, 63 day avg , 106125, 63 day avg , 88697, 63 day avg , 54577, 63 day avg
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