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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),
Wheat.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Wheat maturity 1.
Nearest maturity
. Number of observations : 62
Column ( 2) Wheat maturity 2.
2nd maturity
. Number of observations : 62
Column ( 3) Wheat maturity 3.
3rd maturity
. Number of observations : 62
Column ( 4) Wheat maturity 4.
4th maturity
. Number of observations : 62
Column ( 5) Wheat maturity 5.
5th maturity
. Number of observations : 62
Column ( 6) Wheat maturity 6.
6th maturity
. Number of observations : 62
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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Wheat . Futures . Average Open Interest (prev. day)
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, Wheat ,, Wheat ,, Wheat ,, Wheat ,, Wheat ,, Wheat ,
, Wheat1st ,, Wheat2nd ,, Wheat3rd ,, Wheat4th ,, Wheat5th ,, Wheat6th ,
, Wheat; Nearest expirat ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, ion ,, ,, ,, ,, ,, ,
, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 to Aug2008,, Nov2002 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 , 5282, 18 day avg , 1076, 18 day avg , 415, 18 day avg , 2143, 18 day avg , na, 18 day avg , 2165, 18 day avg
2008-07 , 5055, 23 day avg , 2111, 23 day avg , 356, 23 day avg , 1560, 23 day avg , 404, 23 day avg , 1424, 23 day avg
2008-06 , 546, 21 day avg , 6271, 21 day avg , 442, 21 day avg , 191, 21 day avg , 1742, 21 day avg , na, 21 day avg
2008-05 , 279, 22 day avg , 2696, 22 day avg , 5317, 22 day avg , 289, 22 day avg , 479, 22 day avg , 1108, 22 day avg
2008-04 , 1502, 22 day avg , 1140, 22 day avg , 6266, 22 day avg , 246, 22 day avg , 161, 22 day avg , 1029, 22 day avg
2008-03 , 883, 19 day avg , 2673, 19 day avg , 1919, 19 day avg , 4821, 19 day avg , 147, 19 day avg , 350, 19 day avg
2008-02 , 536, 21 day avg , 3968, 21 day avg , 309, 21 day avg , 6075, 21 day avg , 131, 21 day avg , 88, 21 day avg
2008-01 , 424, 14 day avg , 2536, 14 day avg , 2694, 14 day avg , 2484, 14 day avg , 3375, 14 day avg , 89, 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 , 3119, 4 day avg , 878, 4 day avg , 4717, 4 day avg , 264, 4 day avg , 165, 4 day avg , 1220, 4 day avg
2007-03 , 883, 22 day avg , 3203, 22 day avg , 1512, 22 day avg , 2938, 22 day avg , 160, 22 day avg , 344, 22 day avg
2007-02 , 654, 20 day avg , 3991, 20 day avg , 565, 20 day avg , 3252, 20 day avg , 145, 20 day avg , 130, 20 day avg
2007-01 , 616, 22 day avg , 2409, 22 day avg , 3254, 22 day avg , 1179, 22 day avg , 1960, 22 day avg , 121, 22 day avg
2006-12 , 1154, 19 day avg , 1508, 19 day avg , 4375, 19 day avg , 478, 19 day avg , 2308, 19 day avg , 63, 19 day avg
2006-11 , 400, 22 day avg , 1719, 22 day avg , 1776, 22 day avg , 3673, 22 day avg , 737, 22 day avg , 1644, 22 day avg
2006-10 , 812, 22 day avg , 1421, 22 day avg , 902, 22 day avg , 4565, 22 day avg , 152, 22 day avg , 1833, 22 day avg
2006-09 , 2012, 21 day avg , 1151, 21 day avg , 754, 21 day avg , 3876, 21 day avg , 20, 21 day avg , 1180, 21 day avg
2006-08 , 2871, 23 day avg , 934, 23 day avg , 624, 23 day avg , 3372, 23 day avg , 20, 23 day avg , 813, 23 day avg
2006-07 , 2312, 21 day avg , 1333, 21 day avg , 468, 21 day avg , 1947, 21 day avg , 467, 21 day avg , 474, 21 day avg
2006-06 , 625, 22 day avg , 3347, 22 day avg , 771, 22 day avg , 251, 22 day avg , 1802, 22 day avg , 20, 22 day avg
2006-05 , 315, 22 day avg , 1572, 22 day avg , 2579, 22 day avg , 628, 22 day avg , 601, 22 day avg , 990, 22 day avg
2006-04 , 1333, 18 day avg , 345, 18 day avg , 3193, 18 day avg , 758, 18 day avg , 159, 18 day avg , 1094, 18 day avg
2006-03 , 590, 23 day avg , 2072, 23 day avg , 871, 23 day avg , 2328, 23 day avg , 573, 23 day avg , 388, 23 day avg
2006-02 , 693, 20 day avg , 2999, 20 day avg , 89, 20 day avg , 2171, 20 day avg , 643, 20 day avg , 137, 20 day avg
2006-01 , 356, 22 day avg , 1658, 22 day avg , 2512, 22 day avg , 569, 22 day avg , 1284, 22 day avg , 354, 22 day avg
2005-12 , 367, 21 day avg , 993, 21 day avg , 3470, 21 day avg , 77, 21 day avg , 1452, 21 day avg , 421, 21 day avg
2005-11 , 467, 22 day avg , 791, 22 day avg , 1478, 22 day avg , 2661, 22 day avg , 373, 22 day avg , 902, 22 day avg
2005-10 , 1532, 21 day avg , 1119, 21 day avg , 905, 21 day avg , 3536, 21 day avg , 77, 21 day avg , 874, 21 day avg
2005-09 , 471, 22 day avg , 2523, 22 day avg , 859, 22 day avg , 1375, 22 day avg , 2706, 22 day avg , 213, 22 day avg
2005-08 , 102, 23 day avg , 3610, 23 day avg , 701, 23 day avg , 540, 23 day avg , 3007, 23 day avg , 3, 23 day avg
2005-07 , 56, 21 day avg , 2712, 21 day avg , 1353, 21 day avg , 532, 21 day avg , 2161, 21 day avg , 623, 21 day avg
2005-06 , 900, 22 day avg , 27, 22 day avg , 3426, 22 day avg , 564, 22 day avg , 413, 22 day avg , 2367, 22 day avg
2005-05 , 472, 22 day avg , 1317, 22 day avg , 944, 22 day avg , 2463, 22 day avg , 434, 22 day avg , 656, 22 day avg
2005-04 , 1571, 20 day avg , 1262, 20 day avg , 28, 20 day avg , 2761, 20 day avg , 412, 20 day avg , 159, 20 day avg
2005-03 , 789, 22 day avg , 3304, 22 day avg , 384, 22 day avg , 563, 22 day avg , 1739, 22 day avg , 243, 22 day avg
2005-02 , 516, 20 day avg , 4917, 20 day avg , 322, 20 day avg , 28, 20 day avg , 1980, 20 day avg , 200, 20 day avg
2005-01 , 406, 21 day avg , 2542, 21 day avg , 3933, 21 day avg , 97, 21 day avg , 582, 21 day avg , 1236, 21 day avg
2004-12 , 597, 23 day avg , 1763, 23 day avg , 5728, 23 day avg , 124, 23 day avg , 28, 23 day avg , 1431, 23 day avg
2004-11 , 489, 22 day avg , 1872, 22 day avg , 2587, 22 day avg , 4222, 22 day avg , 113, 22 day avg , 317, 22 day avg
2004-10 , 1403, 21 day avg , 2116, 21 day avg , 1528, 21 day avg , 5162, 21 day avg , 76, 21 day avg , 28, 21 day avg
2004-09 , 459, 22 day avg , 2475, 22 day avg , 1691, 22 day avg , 2172, 22 day avg , 3454, 22 day avg , 65, 22 day avg
2004-08 , 57, 22 day avg , 3530, 22 day avg , 1621, 22 day avg , 1219, 22 day avg , 3149, 22 day avg , 71, 22 day avg
2004-07 , 91, 22 day avg , 3010, 22 day avg , 1968, 22 day avg , 869, 22 day avg , 1812, 22 day avg , 424, 22 day avg
2004-06 , 772, 22 day avg , 142, 22 day avg , 3616, 22 day avg , 939, 22 day avg , 458, 22 day avg , 1385, 22 day avg
2004-05 , 607, 21 day avg , 1095, 21 day avg , 1107, 21 day avg , 2522, 21 day avg , 437, 21 day avg , 441, 21 day avg
2004-04 , 1493, 19 day avg , 1170, 19 day avg , 120, 19 day avg , 2973, 19 day avg , 315, 19 day avg , 172, 19 day avg
2004-03 , 722, 23 day avg , 2387, 23 day avg , 435, 23 day avg , 753, 23 day avg , 1754, 23 day avg , 248, 23 day avg
2004-02 , 530, 20 day avg , 3374, 20 day avg , 393, 20 day avg , 115, 20 day avg , 2159, 20 day avg , 183, 20 day avg
2004-01 , 296, 21 day avg , 2039, 21 day avg , 3172, 21 day avg , 269, 21 day avg , 564, 21 day avg , 1505, 21 day avg
2003-12 , 618, 19 day avg , 1290, 19 day avg , 3774, 19 day avg , 262, 19 day avg , 95, 19 day avg , 1927, 19 day avg
2003-11 , 282, 20 day avg , 1215, 20 day avg , 1921, 20 day avg , 2797, 20 day avg , 171, 20 day avg , 501, 20 day avg
2003-10 , 1046, 23 day avg , 1382, 23 day avg , 1438, 23 day avg , 3743, 23 day avg , 170, 23 day avg , na, 23 day avg
2003-09 , 534, 18 day avg , 2116, 18 day avg , 1368, 18 day avg , 1759, 18 day avg , 2586, 18 day avg , 103, 18 day avg
2003-08 , 90, 17 day avg , 3993, 17 day avg , 1492, 17 day avg , 1008, 17 day avg , 3006, 17 day avg , 101, 17 day avg
2003-07 , 108, 23 day avg , 3607, 23 day avg , 1753, 23 day avg , 858, 23 day avg , 1589, 23 day avg , 343, 23 day avg
2003-06 , 503, 21 day avg , 35, 21 day avg , 4690, 21 day avg , 928, 21 day avg , 681, 21 day avg , 1343, 21 day avg
2003-05 , 268, 22 day avg , 756, 22 day avg , 1062, 22 day avg , 3714, 22 day avg , 712, 22 day avg , 668, 22 day avg
2003-04 , 1345, 18 day avg , 787, 18 day avg , 5, 18 day avg , 4023, 18 day avg , 569, 18 day avg , 349, 18 day avg
2003-03 , 758, 21 day avg , 2532, 21 day avg , 412, 21 day avg , 1008, 21 day avg , 2496, 21 day avg , 390, 21 day avg
2003-02 , 425, 20 day avg , 4004, 20 day avg , 462, 20 day avg , 4, 20 day avg , 2081, 20 day avg , 272, 20 day avg
2003-01 , 305, 22 day avg , 2244, 22 day avg , 3102, 22 day avg , 248, 22 day avg , 386, 22 day avg , 916, 22 day avg
2002-12 , 344, 12 day avg , 1482, 12 day avg , 4086, 12 day avg , 260, 12 day avg , na, 12 day avg , 1004, 12 day avg
2002-11 , 30, 9 day avg , 1507, 9 day avg , 1008, 9 day avg , 3702, 9 day avg , 87, 9 day avg , na, 9 day avg
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