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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),
3 month Euribor.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) 3 month Euribor maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) 3 month Euribor maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) 3 month Euribor maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) 3 month Euribor maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) 3 month Euribor maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) 3 month Euribor maturity 6.
6th 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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3 month Euribor . Futures . Average Open Interest (prev. day)
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, 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 ,
2008.3 , 150875, 41 day avg , 411186, 41 day avg , 157926, 41 day avg , 93083, 41 day avg , 380606, 41 day avg , 149686, 41 day avg
2008.2 , 280961, 65 day avg , 289080, 65 day avg , 222339, 65 day avg , 187977, 65 day avg , 205462, 65 day avg , 198964, 65 day avg
2008.1 , 316687, 54 day avg , 346044, 54 day avg , 126988, 54 day avg , 263808, 54 day avg , 348464, 54 day avg , 107911, 54 day avg
2007.4 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.2 , 28089, 4 day avg , 901, 4 day avg , 815268, 4 day avg , na, 4 day avg , na, 4 day avg , 721219, 4 day avg
2007.1 , 243362, 64 day avg , 362780, 64 day avg , 243763, 64 day avg , 253972, 64 day avg , 336903, 64 day avg , 208710, 64 day avg
2006.4 , 274740, 63 day avg , 230954, 63 day avg , 211199, 63 day avg , 310056, 63 day avg , 231140, 63 day avg , 183172, 63 day avg
2006.3 , 234824, 65 day avg , 202601, 65 day avg , 218966, 65 day avg , 305546, 65 day avg , 229273, 65 day avg , 206767, 65 day avg
2006.2 , 242226, 62 day avg , 192158, 62 day avg , 191458, 62 day avg , 242279, 62 day avg , 200388, 62 day avg , 177187, 62 day avg
2006.1 , 226849, 65 day avg , 211578, 65 day avg , 261457, 65 day avg , 202436, 65 day avg , 187941, 65 day avg , 220521, 65 day avg
2005.4 , 281196, 64 day avg , 236362, 64 day avg , 198046, 64 day avg , 264244, 64 day avg , 220192, 64 day avg , 191218, 64 day avg
2005.3 , 200662, 66 day avg , 170354, 66 day avg , 203106, 66 day avg , 249378, 66 day avg , 182424, 66 day avg , 191886, 66 day avg
2005.2 , 258592, 64 day avg , 248321, 64 day avg , 261531, 64 day avg , 223400, 64 day avg , 215294, 64 day avg , 225540, 64 day avg
2005.1 , 163873, 63 day avg , 168362, 63 day avg , 223145, 63 day avg , 209308, 63 day avg , 190349, 63 day avg , 199170, 63 day avg
2004.4 , 213966, 66 day avg , 197514, 66 day avg , 220474, 66 day avg , 161136, 66 day avg , 165082, 66 day avg , 223632, 66 day avg
2004.3 , 161326, 66 day avg , 159513, 66 day avg , 219947, 66 day avg , 173968, 66 day avg , 168792, 66 day avg , 209203, 66 day avg
2004.2 , 208395, 62 day avg , 225833, 62 day avg , 218597, 62 day avg , 168995, 62 day avg , 152730, 62 day avg , 185802, 62 day avg
2004.1 , 190984, 64 day avg , 175916, 64 day avg , 219492, 64 day avg , 192164, 64 day avg , 164282, 64 day avg , 174793, 64 day avg
2003.4 , 190162, 62 day avg , 247011, 62 day avg , 155416, 62 day avg , 156472, 62 day avg , 184116, 62 day avg , 125249, 62 day avg
2003.3 , 133745, 58 day avg , 233729, 58 day avg , 218272, 58 day avg , 126778, 58 day avg , 248233, 58 day avg , 194317, 58 day avg
2003.2 , 246736, 61 day avg , 212220, 61 day avg , 192342, 61 day avg , 267554, 61 day avg , 247405, 61 day avg , 149447, 61 day avg
2003.1 , 176328, 63 day avg , 207104, 63 day avg , 150561, 63 day avg , 485713, 63 day avg , 421012, 63 day avg , 337673, 63 day avg
2002.4 , 233520, 63 day avg , 237681, 63 day avg , 142883, 63 day avg , 481154, 63 day avg , 345918, 63 day avg , 246069, 63 day avg
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