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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),
FTSE 100 Index.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) FTSE 100 Index maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) FTSE 100 Index maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) FTSE 100 Index maturity 3.
3rd 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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| FTSE 100 Index . Futures . Average Volume
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, FTSE 100 Index ,, FTSE 100 Index ,, FTSE 100 Index ,
, FTSE 100 Index1st ,, FTSE 100 Index2nd ,, FTSE 100 Index3rd ,
, FTSE 100 Index; Neares ,, 2nd nearest expn ,, Third nearest expn ,
, t expiration ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008.3 , 105001, 41 day avg , 258, 41 day avg , 89, 41 day avg
2008.2 , 103690, 65 day avg , 12778, 65 day avg , 24, 65 day avg
2008.1 , 153794, 54 day avg , 16435, 54 day avg , 79, 54 day avg
2007.4 , 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
2007.2 , 69446, 4 day avg , 296, 4 day avg , 70, 4 day avg
2007.1 , 99740, 64 day avg , 13327, 64 day avg , 107, 64 day avg
2006.4 , 75907, 63 day avg , 12922, 63 day avg , 112, 63 day avg
2006.3 , 77050, 65 day avg , 12142, 65 day avg , 25, 65 day avg
2006.2 , 97537, 62 day avg , 12876, 62 day avg , 438, 62 day avg
2006.1 , 75509, 65 day avg , 13474, 65 day avg , 41, 65 day avg
2005.4 , 75697, 64 day avg , 13937, 64 day avg , 66, 64 day avg
2005.3 , 74299, 66 day avg , 12685, 66 day avg , 58, 66 day avg
2005.2 , 63997, 64 day avg , 12965, 64 day avg , 402, 64 day avg
2005.1 , 67718, 63 day avg , 14763, 63 day avg , 459, 63 day avg
2004.4 , 60383, 66 day avg , 12365, 66 day avg , 413, 66 day avg
2004.3 , 63251, 66 day avg , 13298, 66 day avg , 128, 66 day avg
2004.2 , 65916, 62 day avg , 12650, 62 day avg , 341, 62 day avg
2004.1 , 78542, 64 day avg , 13077, 64 day avg , 451, 64 day avg
2003.4 , 60684, 62 day avg , 12157, 62 day avg , 276, 62 day avg
2003.3 , 57258, 58 day avg , 12035, 58 day avg , 272, 58 day avg
2003.2 , 62142, 61 day avg , 11089, 61 day avg , 298, 61 day avg
2003.1 , 87904, 63 day avg , 14699, 63 day avg , 621, 63 day avg
2002.4 , 64745, 63 day avg , 9436, 63 day avg , 475, 63 day avg
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