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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 : 17
Column ( 2) Three month EuroDollar maturity 2.
2nd maturity
. Number of observations : 17
Column ( 3) Three month EuroDollar maturity 3.
3rd maturity
. Number of observations : 17
Column ( 4) Three month EuroDollar maturity 4.
4th maturity
. Number of observations : 17
Column ( 5) Three month EuroDollar maturity 5.
5th maturity
. Number of observations : 17
Column ( 6) Three month EuroDollar maturity 6.
6th maturity
. Number of observations : 17
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 ,
2008.3 , 614, 41 day avg , 2368, 41 day avg , 908, 41 day avg , 530, 41 day avg , 2195, 41 day avg , 811, 41 day avg
2008.2 , 1919, 65 day avg , 2186, 65 day avg , 1407, 65 day avg , 1504, 65 day avg , 1878, 65 day avg , 1275, 65 day avg
2008.1 , 2122, 54 day avg , 2635, 54 day avg , 848, 54 day avg , 1987, 54 day avg , 2511, 54 day avg , 803, 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 , na, 4 day avg , na, 4 day avg , 9926, 4 day avg , na, 4 day avg , na, 4 day avg , 6114, 4 day avg
2007.1 , 3423, 64 day avg , 4253, 64 day avg , 3072, 64 day avg , 3013, 64 day avg , 3749, 64 day avg , 2336, 64 day avg
2006.4 , 3624, 63 day avg , 2735, 63 day avg , 2718, 63 day avg , 4366, 63 day avg , 3509, 63 day avg , 3000, 63 day avg
2006.3 , 5680, 65 day avg , 4547, 65 day avg , 3694, 65 day avg , 3150, 65 day avg , 2533, 65 day avg , 2948, 65 day avg
2006.2 , 11226, 62 day avg , 8267, 62 day avg , 6027, 62 day avg , 5948, 62 day avg , 4466, 62 day avg , 3270, 62 day avg
2006.1 , 13567, 65 day avg , 13496, 65 day avg , 13077, 65 day avg , 8081, 65 day avg , 8123, 65 day avg , 7608, 65 day avg
2005.4 , 11032, 64 day avg , 8426, 64 day avg , 10294, 64 day avg , 17197, 64 day avg , 13754, 64 day avg , 10800, 64 day avg
2005.3 , 15872, 66 day avg , 12645, 66 day avg , 11348, 66 day avg , 11507, 66 day avg , 8971, 66 day avg , 11286, 66 day avg
2005.2 , 10255, 64 day avg , 10362, 64 day avg , 13557, 64 day avg , 11624, 64 day avg , 10540, 64 day avg , 11336, 64 day avg
2005.1 , 8073, 63 day avg , 8745, 63 day avg , 10442, 63 day avg , 9969, 63 day avg , 9102, 63 day avg , 10667, 63 day avg
2004.4 , 7662, 66 day avg , 7377, 66 day avg , 9115, 66 day avg , 6216, 66 day avg , 4848, 66 day avg , 7305, 66 day avg
2004.3 , 5025, 66 day avg , 4985, 66 day avg , 7675, 66 day avg , 5980, 66 day avg , 4949, 66 day avg , 5444, 66 day avg
2004.2 , 3953, 62 day avg , 2860, 62 day avg , 3432, 62 day avg , 3032, 62 day avg , 2075, 62 day avg , 3297, 62 day avg
2004.1 , na, 11 day avg , na, 11 day avg , 1437, 11 day avg , na, 11 day avg , na, 11 day avg , 1329, 11 day avg
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