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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),
Short Sterling. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Short Sterling maturity 1. Nearest maturity . Number of observations : 63
Column ( 2) Short Sterling maturity 2. 2nd maturity . Number of observations : 63
Column ( 3) Short Sterling maturity 3. 3rd maturity . Number of observations : 63
Column ( 4) Short Sterling maturity 4. 4th maturity . Number of observations : 63
Column ( 5) Short Sterling maturity 5. 5th maturity . Number of observations : 63
Column ( 6) Short Sterling 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

Short Sterling . Futures . Average Open Interest (prev. day) 
             , Short Sterling         ,, Short Sterling         ,, Short Sterling         ,, Short Sterling         ,, Short Sterling         ,, Short Sterling         ,
             , Short Sterling1st      ,, Short Sterling2nd      ,, Short Sterling3rd      ,, Short Sterling4th      ,, Short Sterling5th      ,, Short Sterling6th      ,
             , Short Sterling; Neares ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , t 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      ,      88519,  18 day avg ,     312126,  18 day avg ,         na,  18 day avg ,     478741,  18 day avg ,     504736,  18 day avg ,     389261,  18 day avg 
2008-07      ,         na,  23 day avg ,     177036,  23 day avg ,     211642,  23 day avg ,     483971,  23 day avg ,     446838,  23 day avg ,     346543,  23 day avg 
2008-06      ,     232764,  21 day avg ,         na,  21 day avg ,     170116,  21 day avg ,     483947,  21 day avg ,     525278,  21 day avg ,     419322,  21 day avg 
2008-05      ,     134548,  22 day avg ,     314208,  22 day avg ,         na,  22 day avg ,     488993,  22 day avg ,     569715,  22 day avg ,     416982,  22 day avg 
2008-04      ,        485,  22 day avg ,     230025,  22 day avg ,     283332,  22 day avg ,     542274,  22 day avg ,     602844,  22 day avg ,     366244,  22 day avg 
2008-03      ,     261124,  19 day avg ,         10,  19 day avg ,     167200,  19 day avg ,     556769,  19 day avg ,     552462,  19 day avg ,     478568,  19 day avg 
2008-02      ,     140261,  21 day avg ,     287025,  21 day avg ,         na,  21 day avg ,     637328,  21 day avg ,     524886,  21 day avg ,     489761,  21 day avg 
2008-01      ,       1480,  14 day avg ,     357466,  14 day avg ,      99374,  14 day avg ,     670504,  14 day avg ,     476569,  14 day avg ,     430518,  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      ,        150,   4 day avg ,         na,   4 day avg ,     562299,   4 day avg ,     543977,   4 day avg ,     431239,   4 day avg ,     394994,   4 day avg 
2007-03      ,     355988,  22 day avg ,         na,  22 day avg ,     184009,  22 day avg ,     530535,  22 day avg ,     452352,  22 day avg ,     398278,  22 day avg 
2007-02      ,     144118,  20 day avg ,     446046,  20 day avg ,         na,  20 day avg ,     543800,  20 day avg ,     535743,  20 day avg ,     405457,  20 day avg 
2007-01      ,         na,  22 day avg ,     263069,  22 day avg ,     269895,  22 day avg ,     478466,  22 day avg ,     489393,  22 day avg ,     374683,  22 day avg 
2006-12      ,     286528,  19 day avg ,         na,  19 day avg ,     125540,  19 day avg ,     452484,  19 day avg ,     428367,  19 day avg ,     358389,  19 day avg 
2006-11      ,     208940,  22 day avg ,     194683,  22 day avg ,         na,  22 day avg ,     430069,  22 day avg ,     435374,  22 day avg ,     332967,  22 day avg 
2006-10      ,        395,  22 day avg ,     155838,  22 day avg ,     238115,  22 day avg ,     433376,  22 day avg ,     377288,  22 day avg ,     294600,  22 day avg 
2006-09      ,     268217,  21 day avg ,         33,  21 day avg ,     137686,  21 day avg ,     413562,  21 day avg ,     408487,  21 day avg ,     325360,  21 day avg 
2006-08      ,     196411,  23 day avg ,     214495,  23 day avg ,         na,  23 day avg ,     386551,  23 day avg ,     389128,  23 day avg ,     321704,  23 day avg 
2006-07      ,         na,  21 day avg ,     163218,  21 day avg ,     277848,  21 day avg ,     368764,  21 day avg ,     359832,  21 day avg ,     293592,  21 day avg 
2006-06      ,     273105,  22 day avg ,         na,  22 day avg ,     158495,  22 day avg ,     474930,  22 day avg ,     354005,  22 day avg ,     304542,  22 day avg 
2006-05      ,     202287,  22 day avg ,     250592,  22 day avg ,         na,  22 day avg ,     536515,  22 day avg ,     370481,  22 day avg ,     318791,  22 day avg 
2006-04      ,         na,  18 day avg ,     186544,  18 day avg ,     270669,  18 day avg ,     471356,  18 day avg ,     329767,  18 day avg ,     270869,  18 day avg 
2006-03      ,     157711,  23 day avg ,         na,  23 day avg ,     224998,  23 day avg ,     413710,  23 day avg ,     329212,  23 day avg ,     263418,  23 day avg 
2006-02      ,     151365,  20 day avg ,     186289,  20 day avg ,         na,  20 day avg ,     399262,  20 day avg ,     299685,  20 day avg ,     256629,  20 day avg 
2006-01      ,        300,  22 day avg ,     140745,  22 day avg ,     210149,  22 day avg ,     362714,  22 day avg ,     287496,  22 day avg ,     224323,  22 day avg 
2005-12      ,     198369,  21 day avg ,         na,  21 day avg ,     105018,  21 day avg ,     353176,  21 day avg ,     314719,  21 day avg ,     245446,  21 day avg 
2005-11      ,     129477,  22 day avg ,     161551,  22 day avg ,         na,  22 day avg ,     391010,  22 day avg ,     307957,  22 day avg ,     267812,  22 day avg 
2005-10      ,         na,  21 day avg ,     112034,  21 day avg ,     186434,  21 day avg ,     416884,  21 day avg ,     313350,  21 day avg ,     284086,  21 day avg 
2005-09      ,     161245,  22 day avg ,         na,  22 day avg ,     102117,  22 day avg ,     335265,  22 day avg ,     337900,  22 day avg ,     232231,  22 day avg 
2005-08      ,     109141,  23 day avg ,     149562,  23 day avg ,          3,  23 day avg ,     348594,  23 day avg ,     283796,  23 day avg ,     234765,  23 day avg 
2005-07      ,       1141,  21 day avg ,      90576,  21 day avg ,     173522,  21 day avg ,     384809,  21 day avg ,     302575,  21 day avg ,     267577,  21 day avg 
2005-06      ,     116975,  22 day avg ,         na,  22 day avg ,     135571,  22 day avg ,     315565,  22 day avg ,     313365,  22 day avg ,     274474,  22 day avg 
2005-05      ,      89808,  22 day avg ,     136805,  22 day avg ,         na,  22 day avg ,     319948,  22 day avg ,     322060,  22 day avg ,     244637,  22 day avg 
2005-04      ,         71,  20 day avg ,      79489,  20 day avg ,     157628,  20 day avg ,     266047,  20 day avg ,     242846,  20 day avg ,     159885,  20 day avg 
2005-03      ,      98522,  22 day avg ,        186,  22 day avg ,     121999,  22 day avg ,     274387,  22 day avg ,     260817,  22 day avg ,     192239,  22 day avg 
2005-02      ,      78218,  20 day avg ,     134853,  20 day avg ,         na,  20 day avg ,     245014,  20 day avg ,     251527,  20 day avg ,     233993,  20 day avg 
2005-01      ,        897,  21 day avg ,      90359,  21 day avg ,     150624,  21 day avg ,     252831,  21 day avg ,     241501,  21 day avg ,     208790,  21 day avg 
2004-12      ,      99587,  23 day avg ,        573,  23 day avg ,     129716,  23 day avg ,     259281,  23 day avg ,     249567,  23 day avg ,     205335,  23 day avg 
2004-11      ,      99154,  22 day avg ,     149852,  22 day avg ,        490,  22 day avg ,     276400,  22 day avg ,     207669,  22 day avg ,     199971,  22 day avg 
2004-10      ,        526,  21 day avg ,      81254,  21 day avg ,     163960,  21 day avg ,     255392,  21 day avg ,     206832,  21 day avg ,     157350,  21 day avg 
2004-09      ,      84817,  22 day avg ,         na,  22 day avg ,     131407,  22 day avg ,     240453,  22 day avg ,     194770,  22 day avg ,     158543,  22 day avg 
2004-08      ,      82569,  22 day avg ,     123767,  22 day avg ,         na,  22 day avg ,     261954,  22 day avg ,     196663,  22 day avg ,     161942,  22 day avg 
2004-07      ,        630,  22 day avg ,      63977,  22 day avg ,     137158,  22 day avg ,     235787,  22 day avg ,     188743,  22 day avg ,     129725,  22 day avg 
2004-06      ,     106788,  22 day avg ,         22,  22 day avg ,      91081,  22 day avg ,     227027,  22 day avg ,     225837,  22 day avg ,     163960,  22 day avg 
2004-05      ,      82359,  21 day avg ,     138933,  21 day avg ,         na,  21 day avg ,     204235,  21 day avg ,     225810,  21 day avg ,     143902,  21 day avg 
2004-04      ,       1137,  19 day avg ,      75917,  19 day avg ,     134057,  19 day avg ,     190347,  19 day avg ,     214624,  19 day avg ,     116671,  19 day avg 
2004-03      ,     104285,  23 day avg ,        313,  23 day avg ,     103083,  23 day avg ,     206189,  23 day avg ,     171627,  23 day avg ,     143544,  23 day avg 
2004-02      ,      68923,  20 day avg ,     121626,  20 day avg ,         na,  20 day avg ,     202058,  20 day avg ,     160593,  20 day avg ,     146485,  20 day avg 
2004-01      ,       1563,  21 day avg ,      63821,  21 day avg ,     127657,  21 day avg ,     201124,  21 day avg ,     153624,  21 day avg ,     129411,  21 day avg 
2003-12      ,     141992,  19 day avg ,        668,  19 day avg ,      56230,  19 day avg ,     176959,  19 day avg ,     162995,  19 day avg ,     123061,  19 day avg 
2003-11      ,      78031,  20 day avg ,     142220,  20 day avg ,         na,  20 day avg ,     176855,  20 day avg ,     177106,  20 day avg ,     111549,  20 day avg 
2003-10      ,       1424,  23 day avg ,     111705,  23 day avg ,     101278,  23 day avg ,     177782,  23 day avg ,     162480,  23 day avg ,      99110,  23 day avg 
2003-09      ,      87115,  18 day avg ,         na,  18 day avg ,     112048,  18 day avg ,     213254,  18 day avg ,     166773,  18 day avg ,     109156,  18 day avg 
2003-08      ,      41477,  17 day avg ,     131422,  17 day avg ,         na,  17 day avg ,     215393,  17 day avg ,     185938,  17 day avg ,     117293,  17 day avg 
2003-07      ,       3589,  23 day avg ,      91411,  23 day avg ,      99734,  23 day avg ,     187764,  23 day avg ,     186172,  23 day avg ,     116309,  23 day avg 
2003-06      ,      89902,  21 day avg ,         48,  21 day avg ,      67459,  21 day avg ,     179918,  21 day avg ,     191060,  21 day avg ,     146249,  21 day avg 
2003-05      ,      47941,  22 day avg ,     107934,  22 day avg ,         na,  22 day avg ,     174465,  22 day avg ,     170098,  22 day avg ,     138106,  22 day avg 
2003-04      ,       4053,  18 day avg ,      60391,  18 day avg ,      94743,  18 day avg ,     154248,  18 day avg ,     158111,  18 day avg ,     110586,  18 day avg 
2003-03      ,     101497,  21 day avg ,        238,  21 day avg ,      58127,  21 day avg ,     171372,  21 day avg ,     170009,  21 day avg ,     131392,  21 day avg 
2003-02      ,      58807,  20 day avg ,     104748,  20 day avg ,         na,  20 day avg ,     187826,  20 day avg ,     169870,  20 day avg ,     156186,  20 day avg 
2003-01      ,        228,  22 day avg ,      83784,  22 day avg ,      71683,  22 day avg ,     181098,  22 day avg ,     153979,  22 day avg ,     137399,  22 day avg 
2002-12      ,     110911,  20 day avg ,         na,  20 day avg ,      54409,  20 day avg ,     152780,  20 day avg ,     144228,  20 day avg ,     119399,  20 day avg 
2002-11      ,      62563,  21 day avg ,     127248,  21 day avg ,         na,  21 day avg ,     142609,  21 day avg ,     150836,  21 day avg ,     121432,  21 day avg 
2002-10      ,       3029,  22 day avg ,      91105,  22 day avg ,      95548,  22 day avg ,     155463,  22 day avg ,     143888,  22 day avg ,     123860,  22 day avg