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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),
Long Gilt.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Long Gilt maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) Long Gilt maturity 2.
2nd 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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| Long Gilt . Futures . Average Volume
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, Long Gilt ,, Long Gilt ,
, Long Gilt1st ,, Long Gilt2nd ,
, Long Gilt; Nearest exp ,, 2nd nearest expn ,
, iration ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,
2008.3 , 82016, 41 day avg , 5530, 41 day avg
2008.2 , 57709, 65 day avg , 32879, 65 day avg
2008.1 , 74048, 54 day avg , 41387, 54 day avg
2007.4 , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg
2007.2 , 84269, 4 day avg , na, 4 day avg
2007.1 , 70943, 64 day avg , 36229, 64 day avg
2006.4 , 64587, 63 day avg , 28193, 63 day avg
2006.3 , 52749, 65 day avg , 27011, 65 day avg
2006.2 , 57524, 62 day avg , 31821, 62 day avg
2006.1 , 52311, 65 day avg , 31381, 65 day avg
2005.4 , 52261, 64 day avg , 21530, 64 day avg
2005.3 , 41043, 66 day avg , 26578, 66 day avg
2005.2 , 43797, 64 day avg , 24392, 64 day avg
2005.1 , 43293, 63 day avg , 22543, 63 day avg
2004.4 , 42706, 66 day avg , 19548, 66 day avg
2004.3 , 35007, 66 day avg , 20096, 66 day avg
2004.2 , 32355, 62 day avg , 17957, 62 day avg
2004.1 , 31556, 64 day avg , 17560, 64 day avg
2003.4 , 30784, 62 day avg , 12702, 62 day avg
2003.3 , 24759, 58 day avg , 11084, 58 day avg
2003.2 , 25358, 61 day avg , 14391, 61 day avg
2003.1 , 24800, 63 day avg , 13350, 63 day avg
2002.4 , 21179, 63 day avg , 7863, 63 day avg
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