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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),
Five-Year Euro Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Five-Year Euro Swapnote maturity 1.
Nearest 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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| Five-Year Euro Swapnote . Futures . Average Volume
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, Five-Year Euro Swapnot ,
, e ,
, Five-Year Euro Swapnot ,
, e1st ,
, Five-Year Euro Swapnot ,
, e; Nearest expiration ,
, Oct2002 to Aug2008,
End of , Avg daily Volume ,
2008.3 , 178, 41 day avg
2008.2 , 451, 65 day avg
2008.1 , 1113, 54 day avg
2007.4 , na, 0 day avg
2007.3 , na, 0 day avg
2007.2 , 851, 4 day avg
2007.1 , 1254, 64 day avg
2006.4 , 1035, 63 day avg
2006.3 , 1003, 65 day avg
2006.2 , 1242, 62 day avg
2006.1 , 1261, 65 day avg
2005.4 , 1246, 64 day avg
2005.3 , 911, 66 day avg
2005.2 , 1010, 64 day avg
2005.1 , 1240, 63 day avg
2004.4 , 1439, 66 day avg
2004.3 , 1536, 66 day avg
2004.2 , 1970, 62 day avg
2004.1 , 2242, 64 day avg
2003.4 , 2256, 62 day avg
2003.3 , 2564, 58 day avg
2003.2 , 3219, 61 day avg
2003.1 , 3977, 63 day avg
2002.4 , 3887, 63 day avg
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