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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),
Two-Year Dollar Swapnote.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Two-Year Dollar 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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Two-Year Dollar Swapnote . Futures . Average Volume
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, Two-Year Dollar Swapno ,
, te ,
, Two-Year Dollar Swapno ,
, te1st ,
, Two-Year Dollar Swapno ,
, te; Nearest expiration ,
, ,
, Oct2002 to Aug2008,
End of , Avg daily Volume ,
2008.3 , na, 41 day avg
2008.2 , na, 65 day avg
2008.1 , na, 54 day avg
2007.4 , na, 0 day avg
2007.3 , na, 0 day avg
2007.2 , na, 4 day avg
2007.1 , na, 64 day avg
2006.4 , na, 63 day avg
2006.3 , na, 65 day avg
2006.2 , na, 62 day avg
2006.1 , na, 65 day avg
2005.4 , na, 64 day avg
2005.3 , na, 66 day avg
2005.2 , na, 64 day avg
2005.1 , na, 63 day avg
2004.4 , na, 66 day avg
2004.3 , na, 66 day avg
2004.2 , na, 62 day avg
2004.1 , 0, 64 day avg
2003.4 , 0, 62 day avg
2003.3 , 1, 58 day avg
2003.2 , 6, 61 day avg
2003.1 , 5, 63 day avg
2002.4 , 18, 63 day avg
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