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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),
Three month EuroDollar.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1.
Nearest maturity
. Number of observations : 5
Column ( 2) Three month EuroDollar maturity 2.
2nd maturity
. Number of observations : 5
Column ( 3) Three month EuroDollar maturity 3.
3rd maturity
. Number of observations : 5
Column ( 4) Three month EuroDollar maturity 4.
4th maturity
. Number of observations : 5
Column ( 5) Three month EuroDollar maturity 5.
5th maturity
. Number of observations : 5
Column ( 6) Three month EuroDollar maturity 6.
6th maturity
. Number of observations : 5
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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Three month EuroDollar . Futures . Average Open Interest (prev. day)
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, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
, ,, ,, ,, ,, ,, ,
, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
, 1st ,, 2nd ,, 3rd ,, 4th ,, 5th ,, 6th ,
, Three month EuroDollar ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, ; Nearest expiration ,, ,, ,, ,, ,, ,
, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008 , 1653, 160 day avg , 2384, 160 day avg , 1091, 160 day avg , 1417, 160 day avg , 2173, 160 day avg , 997, 160 day avg
2007 , 3221, 68 day avg , 4002, 68 day avg , 3475, 68 day avg , 2836, 68 day avg , 3528, 68 day avg , 2558, 68 day avg
2006 , 8531, 255 day avg , 7285, 255 day avg , 6412, 255 day avg , 5388, 255 day avg , 4669, 255 day avg , 4227, 255 day avg
2005 , 11356, 257 day avg , 10070, 257 day avg , 11414, 257 day avg , 12576, 257 day avg , 10585, 257 day avg , 11026, 257 day avg
2004 , 5280, 205 day avg , 4845, 205 day avg , 6521, 205 day avg , 4844, 205 day avg , 3782, 205 day avg , 5173, 205 day avg
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