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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),
Euroswiss Franc.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Euroswiss Franc maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) Euroswiss Franc maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) Euroswiss Franc maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) Euroswiss Franc maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) Euroswiss Franc maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) Euroswiss Franc 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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Euroswiss Franc . Futures . Average Open Interest (prev. day)
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, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,, Euroswiss Franc ,
, Euroswiss Franc1st ,, Euroswiss Franc2nd ,, Euroswiss Franc3rd ,, Euroswiss Franc4th ,, Euroswiss Franc5th ,, Euroswiss Franc6th ,
, Euroswiss Franc; 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 , 48487, 41 day avg , 56062, 41 day avg , 45853, 41 day avg , 20726, 41 day avg , 21271, 41 day avg , 13353, 41 day avg
2008.2 , 65029, 65 day avg , 63312, 65 day avg , 48878, 65 day avg , 43472, 65 day avg , 16932, 65 day avg , 18382, 65 day avg
2008.1 , 67744, 54 day avg , 64942, 54 day avg , 47639, 54 day avg , 32740, 54 day avg , 22229, 54 day avg , 12728, 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 , 83842, 4 day avg , 108220, 4 day avg , 64084, 4 day avg , 41615, 4 day avg , 17463, 4 day avg , 7399, 4 day avg
2007.1 , 95141, 64 day avg , 138436, 64 day avg , 68581, 64 day avg , 51080, 64 day avg , 24479, 64 day avg , 12292, 64 day avg
2006.4 , 81200, 63 day avg , 105166, 63 day avg , 83961, 63 day avg , 42095, 63 day avg , 30487, 63 day avg , 12320, 63 day avg
2006.3 , 69863, 65 day avg , 100658, 65 day avg , 76553, 65 day avg , 31377, 65 day avg , 35771, 65 day avg , 19826, 65 day avg
2006.2 , 79040, 62 day avg , 83954, 62 day avg , 78612, 62 day avg , 23081, 62 day avg , 17242, 62 day avg , 32190, 62 day avg
2006.1 , 92976, 65 day avg , 99984, 65 day avg , 51215, 65 day avg , 28345, 65 day avg , 10035, 65 day avg , 11350, 65 day avg
2005.4 , 102479, 64 day avg , 80391, 64 day avg , 58951, 64 day avg , 32619, 64 day avg , 16572, 64 day avg , 5579, 64 day avg
2005.3 , 64722, 66 day avg , 101972, 66 day avg , 40321, 66 day avg , 41707, 66 day avg , 13602, 66 day avg , 7670, 66 day avg
2005.2 , 100775, 64 day avg , 118656, 64 day avg , 61193, 64 day avg , 26800, 64 day avg , 17399, 64 day avg , 9616, 64 day avg
2005.1 , 94735, 63 day avg , 99737, 63 day avg , 56121, 63 day avg , 32705, 63 day avg , 11027, 63 day avg , 6827, 63 day avg
2004.4 , 77216, 66 day avg , 74436, 66 day avg , 49649, 66 day avg , 35088, 66 day avg , 16735, 66 day avg , 4423, 66 day avg
2004.3 , 81651, 66 day avg , 90404, 66 day avg , 47437, 66 day avg , 40633, 66 day avg , 19252, 66 day avg , 7031, 66 day avg
2004.2 , 87861, 62 day avg , 80247, 62 day avg , 53683, 62 day avg , 31654, 62 day avg , 20081, 62 day avg , 12057, 62 day avg
2004.1 , 90953, 64 day avg , 85378, 64 day avg , 44984, 64 day avg , 27324, 64 day avg , 8855, 64 day avg , 9232, 64 day avg
2003.4 , 72984, 62 day avg , 61312, 62 day avg , 39798, 62 day avg , 23866, 62 day avg , 13060, 62 day avg , 4375, 62 day avg
2003.3 , 64283, 58 day avg , 62023, 58 day avg , 35597, 58 day avg , 16149, 58 day avg , 13347, 58 day avg , 11182, 58 day avg
2003.2 , 72343, 61 day avg , 66385, 61 day avg , 41884, 61 day avg , 18926, 61 day avg , 10483, 61 day avg , 8951, 61 day avg
2003.1 , 74812, 63 day avg , 53442, 63 day avg , 29233, 63 day avg , 20482, 63 day avg , 7185, 63 day avg , 5601, 63 day avg
2002.4 , 60874, 63 day avg , 56416, 63 day avg , 21763, 63 day avg , 13849, 63 day avg , 8889, 63 day avg , 3777, 63 day avg
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