|
|
|
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.
|
Frequency :
|
|
PVO
|
|
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),
Wheat.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Wheat maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) Wheat maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) Wheat maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) Wheat maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) Wheat maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) Wheat 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 |
| |
|
Wheat . Futures . Average Open Interest (prev. day)
|
|
, 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 ,
2008.3 , 5155, 41 day avg , 1657, 41 day avg , 382, 41 day avg , 1816, 41 day avg , 227, 41 day avg , 1749, 41 day avg
2008.2 , 779, 65 day avg , 3324, 65 day avg , 4063, 65 day avg , 243, 65 day avg , 780, 65 day avg , 723, 65 day avg
2008.1 , 629, 54 day avg , 3141, 54 day avg , 1494, 54 day avg , 4703, 54 day avg , 977, 54 day avg , 180, 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 , 3119, 4 day avg , 878, 4 day avg , 4717, 4 day avg , 264, 4 day avg , 165, 4 day avg , 1220, 4 day avg
2007.1 , 720, 64 day avg , 3177, 64 day avg , 1815, 64 day avg , 2432, 64 day avg , 774, 64 day avg , 200, 64 day avg
2006.4 , 771, 63 day avg , 1551, 63 day avg , 2255, 63 day avg , 3021, 63 day avg , 1006, 63 day avg , 1233, 63 day avg
2006.3 , 2413, 65 day avg , 1133, 65 day avg , 616, 65 day avg , 3074, 65 day avg , 164, 65 day avg , 822, 65 day avg
2006.2 , 721, 62 day avg , 1846, 62 day avg , 2116, 62 day avg , 532, 62 day avg , 899, 62 day avg , 676, 62 day avg
2006.1 , 542, 65 day avg , 2217, 65 day avg , 1186, 65 day avg , 1684, 65 day avg , 835, 65 day avg , 299, 65 day avg
2005.4 , 784, 64 day avg , 965, 64 day avg , 1944, 64 day avg , 2100, 64 day avg , 630, 64 day avg , 735, 64 day avg
2005.3 , 210, 66 day avg , 2962, 66 day avg , 961, 66 day avg , 816, 66 day avg , 2638, 66 day avg , 270, 66 day avg
2005.2 , 963, 64 day avg , 856, 64 day avg , 1511, 64 day avg , 1903, 64 day avg , 420, 64 day avg , 1089, 64 day avg
2005.1 , 575, 63 day avg , 3562, 63 day avg , 1547, 63 day avg , 238, 63 day avg , 1430, 63 day avg , 560, 63 day avg
2004.4 , 817, 66 day avg , 1911, 66 day avg , 3345, 66 day avg , 3093, 66 day avg , 71, 66 day avg , 613, 66 day avg
2004.3 , 202, 66 day avg , 3005, 66 day avg , 1760, 66 day avg , 1420, 66 day avg , 2805, 66 day avg , 186, 66 day avg
2004.2 , 937, 62 day avg , 780, 62 day avg , 1694, 62 day avg , 2099, 62 day avg , 407, 62 day avg , 694, 62 day avg
2004.1 , 522, 64 day avg , 2581, 64 day avg , 1320, 64 day avg , 395, 64 day avg , 1490, 64 day avg , 640, 64 day avg
2003.4 , 668, 62 day avg , 1300, 62 day avg , 2310, 62 day avg , 2371, 62 day avg , 147, 62 day avg , 752, 62 day avg
2003.3 , 235, 58 day avg , 3258, 58 day avg , 1557, 58 day avg , 1182, 58 day avg , 2314, 58 day avg , 198, 58 day avg
2003.2 , 666, 61 day avg , 517, 61 day avg , 1999, 61 day avg , 2846, 61 day avg , 659, 61 day avg , 806, 61 day avg
2003.1 , 494, 63 day avg , 2899, 63 day avg , 1367, 63 day avg , 424, 63 day avg , 1627, 63 day avg , 536, 63 day avg
2002.4 , 210, 21 day avg , 1493, 21 day avg , 2767, 21 day avg , 1735, 21 day avg , 37, 21 day avg , 573, 21 day avg
|