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EuroNext-related Exchanges
LIFFE EN Amsterdam EN Brussels EN Lisbon EuroNext MATIF

LIFFE - London International Financial Futures Exchange. With EuroNext, deal accept date Oct 29 2001
- NOTE: Several months of 2007 data are missing.
(C) Cocoa . 11367 (D) Coffee - Robusto . 10555 (EWB) Weather - Berlin . 207 (EWL) Weather - London . 207 (EWP) Weather - Paris . 208
(EMB) Wthr mnth - Berli . 2330 (EML) Wthr mnth - Londo . 2330 (EMP) Wthr mnth - Paris . 2339 (T) Wheat . 11355 (W) White Sugar . 8696
(Y) Barley . 124 (B) Euro Bund . 1673 (C) 3 month Euro LIBO . 170 (I) 3 month Euribor . 30607 (L) Short Sterling . 28263
(TWS) Two-Year Euro Swa . 1305 (O) Five-Year Euro Sw . 1305 (P) Ten-Year Euro Swa . 1305 (USW) Two-Year Dollar S . 1305 (USO) Five-Year Dollar . 1305
(USP) Ten-Year Dollar S . 1305 (ED) Three month EuroD . 21850 (J) Three month Euroy . 14313 (S) Euroswiss Franc . 9591 (R) Long Gilt . 2610
(N) Japanese Govt Bon . 1305 (SHZ) Two-Year German G . 1673 (Z) FTSE 100 Index . 3915 (Q) FTSE Eurotop 100 . 2610 (Y) FTSE 250 Index . 1305
() FTSE 100 American . 0 () FTSE 100 European . 0 () FTSE 100 Flex . 0 (FOT) FTSE Europtop 300 . 2610 (MCP) MSCI Pan-Euro Ind . 2610
(MCU) MSCI Euro Index . 2610
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest (prev. day)
Derivatives Class :
Futures Options Other Derivatives

LIFFE was set up in 1982. Following mergers with the London Traded Options Market (LTOM) and the London Commodity Exchange (LCE),
3 month Euribor. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1. Nearest maturity . Number of observations : 63
Column ( 2) 3 month Euribor maturity 2. 2nd maturity . Number of observations : 63
Column ( 3) 3 month Euribor maturity 3. 3rd maturity . Number of observations : 63
Column ( 4) 3 month Euribor maturity 4. 4th maturity . Number of observations : 63
Column ( 5) 3 month Euribor maturity 5. 5th maturity . Number of observations : 63
Column ( 6) 3 month Euribor maturity 6. 6th maturity . Number of observations : 63
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

3 month Euribor . Futures . Average Open Interest (prev. day) 
             , 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,, 3 month Euribor        ,
             , 3 month Euribor1st     ,, 3 month Euribor2nd     ,, 3 month Euribor3rd     ,, 3 month Euribor4th     ,, 3 month Euribor5th     ,, 3 month Euribor6th     ,
             , 3 month Euribor; Neare ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , st expiration          ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 to Aug2008,,      Oct2002 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 ,
2008-08      ,     265755,  18 day avg ,     452229,  18 day avg ,        804,  18 day avg ,     212023,  18 day avg ,     421786,  18 day avg ,         na,  18 day avg 
2008-07      ,      60969,  23 day avg ,     379066,  23 day avg ,     280891,  23 day avg ,         na,  23 day avg ,     348379,  23 day avg ,     266832,  23 day avg 
2008-06      ,     376770,  21 day avg ,       5645,  21 day avg ,     310183,  21 day avg ,     328276,  21 day avg ,         na,  21 day avg ,     301672,  21 day avg 
2008-05      ,     357766,  22 day avg ,     423749,  22 day avg ,        216,  22 day avg ,     242034,  22 day avg ,     309240,  22 day avg ,         na,  22 day avg 
2008-04      ,     112703,  22 day avg ,     424963,  22 day avg ,     360611,  22 day avg ,         na,  22 day avg ,     297808,  22 day avg ,     299890,  22 day avg 
2008-03      ,     455752,  19 day avg ,      13485,  19 day avg ,     325752,  19 day avg ,     419505,  19 day avg ,         na,  19 day avg ,     268895,  19 day avg 
2008-02      ,     365802,  21 day avg ,     450253,  21 day avg ,          0,  21 day avg ,     298812,  21 day avg ,     429874,  21 day avg ,         na,  21 day avg 
2008-01      ,      54282,  14 day avg ,     641059,  14 day avg ,      47720,  14 day avg ,         na,  14 day avg ,     699266,  14 day avg ,      51302,  14 day avg 
2007-12      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-11      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-10      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-08      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-07      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-05      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-04      ,      28089,   4 day avg ,        901,   4 day avg ,     815268,   4 day avg ,         na,   4 day avg ,         na,   4 day avg ,     721219,   4 day avg 
2007-03      ,     429299,  22 day avg ,        942,  22 day avg ,     313359,  22 day avg ,     449860,  22 day avg ,         na,  22 day avg ,     293655,  22 day avg 
2007-02      ,     292388,  20 day avg ,     583724,  20 day avg ,         na,  20 day avg ,     317866,  20 day avg ,     593279,  20 day avg ,         na,  20 day avg 
2007-01      ,      12856,  22 day avg ,     523760,  22 day avg ,     395771,  22 day avg ,         na,  22 day avg ,     440737,  22 day avg ,     313503,  22 day avg 
2006-12      ,     378678,  19 day avg ,       4384,  19 day avg ,     289635,  19 day avg ,     475999,  19 day avg ,         na,  19 day avg ,     236568,  19 day avg 
2006-11      ,     424861,  22 day avg ,     302763,  22 day avg ,       1524,  22 day avg ,     476547,  22 day avg ,     314215,  22 day avg ,         na,  22 day avg 
2006-10      ,      34854,  22 day avg ,     354821,  22 day avg ,     353133,  22 day avg ,        250,  22 day avg ,     347686,  22 day avg ,     320228,  22 day avg 
2006-09      ,     330133,  21 day avg ,       5171,  21 day avg ,     321532,  21 day avg ,     468052,  21 day avg ,         na,  21 day avg ,     273604,  21 day avg 
2006-08      ,     331266,  23 day avg ,     278242,  23 day avg ,       1010,  23 day avg ,     436149,  23 day avg ,     343572,  23 day avg ,         na,  23 day avg 
2006-07      ,      33887,  21 day avg ,     317187,  21 day avg ,     355114,  21 day avg ,         na,  21 day avg ,     333361,  21 day avg ,     366390,  21 day avg 
2006-06      ,     336694,  22 day avg ,       1908,  22 day avg ,     266013,  22 day avg ,     340755,  22 day avg ,         na,  22 day avg ,     246775,  22 day avg 
2006-05      ,     321427,  22 day avg ,     279027,  22 day avg ,         27,  22 day avg ,     342031,  22 day avg ,     305075,  22 day avg ,         na,  22 day avg 
2006-04      ,      29963,  18 day avg ,     318513,  18 day avg ,     334306,  18 day avg ,         na,  18 day avg ,     317356,  18 day avg ,     308700,  18 day avg 
2006-03      ,     274480,  23 day avg ,       4121,  23 day avg ,     421726,  23 day avg ,     250778,  23 day avg ,         na,  23 day avg ,     343650,  23 day avg 
2006-02      ,     389911,  20 day avg ,     318371,  20 day avg ,       1259,  20 day avg ,     369523,  20 day avg ,     292602,  20 day avg ,         na,  20 day avg 
2006-01      ,      28817,  22 day avg ,     331381,  22 day avg ,     330448,  22 day avg ,         na,  22 day avg ,     289279,  22 day avg ,     292268,  22 day avg 
2005-12      ,     398087,  21 day avg ,      14524,  21 day avg ,     259925,  21 day avg ,     415421,  21 day avg ,         na,  21 day avg ,     235387,  21 day avg 
2005-11      ,     406986,  22 day avg ,     341156,  22 day avg ,       4280,  22 day avg ,     371529,  22 day avg ,     311644,  22 day avg ,         na,  22 day avg 
2005-10      ,      32526,  21 day avg ,     348415,  21 day avg ,     339161,  21 day avg ,        674,  21 day avg ,     344578,  21 day avg ,     347373,  21 day avg 
2005-09      ,     288628,  22 day avg ,       4946,  22 day avg ,     254825,  22 day avg ,     380075,  22 day avg ,         na,  22 day avg ,     248259,  22 day avg 
2005-08      ,     266832,  23 day avg ,     258175,  23 day avg ,       2508,  23 day avg ,     352057,  23 day avg ,     294189,  23 day avg ,         na,  23 day avg 
2005-07      ,      36035,  21 day avg ,     247453,  21 day avg ,     368627,  21 day avg ,         na,  21 day avg ,     251126,  21 day avg ,     342991,  21 day avg 
2005-06      ,     322412,  22 day avg ,       8659,  22 day avg ,     400989,  22 day avg ,     283156,  22 day avg ,         na,  22 day avg ,     368402,  22 day avg 
2005-05      ,     380075,  22 day avg ,     390983,  22 day avg ,       6311,  22 day avg ,     365444,  22 day avg ,     365676,  22 day avg ,         na,  22 day avg 
2005-04      ,      54760,  20 day avg ,     355021,  20 day avg ,     388869,  20 day avg ,       1420,  20 day avg ,     286696,  20 day avg ,     316488,  20 day avg 
2005-03      ,     228185,  22 day avg ,      15941,  22 day avg ,     366483,  22 day avg ,     301768,  22 day avg ,          3,  22 day avg ,     283125,  22 day avg 
2005-02      ,     237519,  20 day avg ,     252979,  20 day avg ,       8018,  20 day avg ,     324790,  20 day avg ,     308631,  20 day avg ,         na,  20 day avg 
2005-01      ,      26358,  21 day avg ,     247453,  21 day avg ,     277864,  21 day avg ,       2462,  21 day avg ,     277110,  21 day avg ,     300904,  21 day avg 
2004-12      ,     265024,  23 day avg ,       8243,  23 day avg ,     315224,  23 day avg ,     210034,  23 day avg ,         na,  23 day avg ,     350261,  23 day avg 
2004-11      ,     335889,  22 day avg ,     327120,  22 day avg ,       1701,  22 day avg ,     263829,  22 day avg ,     268357,  22 day avg ,         na,  22 day avg 
2004-10      ,      30318,  21 day avg ,     269033,  21 day avg ,     345890,  21 day avg ,         na,  21 day avg ,     237695,  21 day avg ,     319226,  21 day avg 
2004-09      ,     195490,  22 day avg ,       4353,  22 day avg ,     347422,  22 day avg ,     230926,  22 day avg ,         na,  22 day avg ,     309646,  22 day avg 
2004-08      ,     254690,  22 day avg ,     262748,  22 day avg ,        216,  22 day avg ,     290980,  22 day avg ,     287657,  22 day avg ,         na,  22 day avg 
2004-07      ,      33797,  22 day avg ,     211438,  22 day avg ,     312204,  22 day avg ,         na,  22 day avg ,     218721,  22 day avg ,     317963,  22 day avg 
2004-06      ,     273395,  22 day avg ,       7302,  22 day avg ,     307002,  22 day avg ,     238664,  22 day avg ,         na,  22 day avg ,     313980,  22 day avg 
2004-05      ,     302952,  21 day avg ,     354726,  21 day avg ,         52,  21 day avg ,     248861,  21 day avg ,     255401,  21 day avg ,         na,  21 day avg 
2004-04      ,      28619,  19 day avg ,     336409,  19 day avg ,     357783,  19 day avg ,         52,  19 day avg ,     216097,  19 day avg ,     242746,  19 day avg 
2004-03      ,     286069,  23 day avg ,       3432,  23 day avg ,     348993,  23 day avg ,     292537,  23 day avg ,         47,  23 day avg ,     255488,  23 day avg 
2004-02      ,     263297,  20 day avg ,     303154,  20 day avg ,         30,  20 day avg ,     278506,  20 day avg ,     301614,  20 day avg ,         na,  20 day avg 
2004-01      ,      17975,  21 day avg ,     243648,  21 day avg ,     286668,  21 day avg ,         na,  21 day avg ,     213367,  21 day avg ,     252883,  21 day avg 
2003-12      ,     327969,  19 day avg ,       2842,  19 day avg ,     198300,  19 day avg ,     277270,  19 day avg ,         na,  19 day avg ,     174500,  19 day avg 
2003-11      ,     253479,  20 day avg ,     314160,  20 day avg ,        213,  20 day avg ,     221602,  20 day avg ,     259755,  20 day avg ,         na,  20 day avg 
2003-10      ,      21264,  23 day avg ,     390324,  23 day avg ,     254949,  23 day avg ,         47,  23 day avg ,     270439,  23 day avg ,     193476,  23 day avg 
2003-09      ,     211035,  18 day avg ,       6451,  18 day avg ,     367026,  18 day avg ,     218004,  18 day avg ,         na,  18 day avg ,     303472,  18 day avg 
2003-08      ,     190524,  17 day avg ,     336902,  17 day avg ,       5178,  17 day avg ,     201711,  17 day avg ,     372055,  17 day avg ,          1,  17 day avg 
2003-07      ,      31290,  23 day avg ,     335341,  23 day avg ,     259361,  23 day avg ,         na,  23 day avg ,     350982,  23 day avg ,     252516,  23 day avg 
2003-06      ,     365934,  21 day avg ,      13589,  21 day avg ,     291349,  21 day avg ,     314680,  21 day avg ,         na,  21 day avg ,     274465,  21 day avg 
2003-05      ,     298688,  22 day avg ,     373823,  22 day avg ,       3326,  22 day avg ,     237642,  22 day avg ,     308653,  22 day avg ,         na,  22 day avg 
2003-04      ,      44175,  18 day avg ,     246442,  18 day avg ,     307853,  18 day avg ,     249133,  18 day avg ,     461185,  18 day avg ,     186250,  18 day avg 
2003-03      ,     273506,  21 day avg ,      18927,  21 day avg ,     262695,  21 day avg ,     480748,  21 day avg ,     454364,  21 day avg ,     363971,  21 day avg 
2003-02      ,     235863,  20 day avg ,     286029,  20 day avg ,       1997,  20 day avg ,     530278,  20 day avg ,     436760,  20 day avg ,     352175,  20 day avg 
2003-01      ,      29445,  22 day avg ,     314978,  22 day avg ,     178583,  22 day avg ,     449938,  22 day avg ,     374862,  22 day avg ,     299386,  22 day avg 
2002-12      ,     336746,  20 day avg ,       5530,  20 day avg ,     225308,  20 day avg ,     466003,  20 day avg ,     362121,  20 day avg ,     289421,  20 day avg 
2002-11      ,     325292,  21 day avg ,     347412,  21 day avg ,          7,  21 day avg ,     504884,  21 day avg ,     347062,  21 day avg ,     242365,  21 day avg 
2002-10      ,      52078,  22 day avg ,     343984,  22 day avg ,     204331,  22 day avg ,     472275,  22 day avg ,     330097,  22 day avg ,     210195,  22 day avg