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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),
Long Gilt.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Long Gilt maturity 1.
Nearest maturity
. Number of observations : 269
Column ( 2) Long Gilt maturity 2.
2nd maturity
. Number of observations : 269
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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Long Gilt . Futures . Average Open Interest (prev. day)
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, Long Gilt ,, Long Gilt ,
, Long Gilt1st ,, Long Gilt2nd ,
, Long Gilt; Nearest exp ,, 2nd nearest expn ,
, iration ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2008-08-26 , 347907, 2 day avg , 5466.0, 2 day avg
2008-08-26 , 345885, 5 day avg , 152.000, 5 day avg
2008-08-26 , 335687, 5 day avg , 50.0000, 5 day avg
2008-08-26 , 316453, 5 day avg , 50.0000, 5 day avg
2008-08-26 , 304245, 5 day avg , 50.0000, 5 day avg
2008-08-26 , 305213, 5 day avg , 50.0000, 5 day avg
2008-08-26 , 314657, 5 day avg , 50.0000, 5 day avg
2008-08-26 , 316593, 5 day avg , 45.0000, 5 day avg
2008-08-26 , 323928, 5 day avg , 20.0000, 5 day avg
2008-08-26 , 70686.6, 5 day avg , 259687, 5 day avg
2008-08-26 , 19379.8, 5 day avg , 319900, 5 day avg
2008-08-26 , 21184.8, 5 day avg , 328071, 5 day avg
2008-08-26 , 39344.2, 5 day avg , 325847, 5 day avg
2008-08-26 , 202005, 5 day avg , 172336, 5 day avg
2008-08-26 , 320221, 5 day avg , 1012.2, 5 day avg
2008-08-26 , 328118, 5 day avg , na,
2008-08-26 , 328819, 5 day avg , na,
2008-08-26 , 323429, 5 day avg , na,
2008-08-26 , 327608, 5 day avg , na,
2008-08-26 , 327729, 5 day avg , na,
2008-08-26 , 326126, 5 day avg , na,
2008-08-26 , 330458, 5 day avg , na,
2008-08-26 , 87049.8, 4 day avg , 256760, 4 day avg
2008-08-26 , 10351.3, 4 day avg , 350422, 4 day avg
2008-08-26 , 13568.8, 5 day avg , 347064, 5 day avg
2008-08-26 , 40258.4, 5 day avg , 328227, 5 day avg
2008-08-26 , 214924, 5 day avg , 149433, 5 day avg
2008-08-26 , 335082, 5 day avg , 192.400, 5 day avg
2008-08-26 , 337590, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 341920, 5 day avg , na,
2008-08-26 , 349351, 5 day avg , na,
2008-08-26 , 359751, 5 day avg , na,
2008-08-26 , 376716, 5 day avg , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , 335037, 4 day avg , 5.0000, 4 day avg
2008-08-26 , 146675, 5 day avg , 191499, 5 day avg
2008-08-26 , 27562.4, 5 day avg , 317989, 5 day avg
2008-08-26 , 25351.4, 5 day avg , 321361, 5 day avg
2008-08-26 , 42876.6, 5 day avg , 310270, 5 day avg
2008-08-26 , 129234, 5 day avg , 257378, 5 day avg
2008-08-26 , 367928, 5 day avg , 8985.2, 5 day avg
2008-08-26 , 359291, 5 day avg , 82.0000, 5 day avg
2008-08-26 , 355127, 5 day avg , 78.0000, 5 day avg
2008-08-26 , 342690, 5 day avg , 68.0000, 5 day avg
2008-08-26 , 343860, 5 day avg , 28.0000, 5 day avg
2008-08-26 , 341387, 5 day avg , 28.0000, 5 day avg
2008-08-26 , 331419, 5 day avg , 28.0000, 5 day avg
2008-08-26 , 303856, 4 day avg , 28.0000, 4 day avg
2008-08-26 , 196703, 3 day avg , 91620.0, 3 day avg
2008-08-26 , 23649.6, 5 day avg , 272232, 5 day avg
2008-08-26 , 27857.0, 5 day avg , 259310, 5 day avg
2008-08-26 , 51625.4, 5 day avg , 253275, 5 day avg
2008-08-26 , 165791, 5 day avg , 162186, 5 day avg
2008-08-26 , 296962, 5 day avg , 6308.2, 5 day avg
2008-08-26 , 299556, 5 day avg , 56.2000, 5 day avg
2008-08-26 , 276012, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 254052, 5 day avg , na,
2008-08-26 , 247179, 5 day avg , na,
2008-08-26 , 242813, 5 day avg , na,
2008-08-26 , 248178, 5 day avg , na,
2008-08-26 , 258059, 5 day avg , na,
2008-08-26 , 111670, 5 day avg , 151205, 5 day avg
2008-08-26 , 22804.6, 5 day avg , 238658, 5 day avg
2008-08-26 , 38288.0, 5 day avg , 242334, 5 day avg
2008-08-26 , 60556.6, 5 day avg , 235599, 5 day avg
2008-08-26 , 129606, 5 day avg , 161313, 5 day avg
2008-08-26 , 255531, 5 day avg , 5035.6, 5 day avg
2008-08-26 , 269419, 5 day avg , 1251.8, 5 day avg
2008-08-26 , 264602, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 254424, 5 day avg , 0.6000, 5 day avg
2008-08-26 , 253304, 5 day avg , na,
2008-08-26 , 257755, 5 day avg , na,
2008-08-26 , 265133, 5 day avg , na,
2008-08-26 , 269435, 5 day avg , na,
2008-08-26 , 118440, 5 day avg , 161626, 5 day avg
2008-08-26 , 48662.8, 5 day avg , 271811, 5 day avg
2008-08-26 , 56728.8, 5 day avg , 279874, 5 day avg
2008-08-26 , 71718.4, 5 day avg , 276720, 5 day avg
2008-08-26 , 126148, 5 day avg , 241873, 5 day avg
2008-08-26 , 286343, 5 day avg , 46777.0, 5 day avg
2008-08-26 , 304825, 5 day avg , 15423.8, 5 day avg
2008-08-26 , 315245, 5 day avg , 10731.6, 5 day avg
2008-08-26 , 308248, 4 day avg , 3550.0, 4 day avg
2008-08-26 , 299921, 5 day avg , na,
2008-08-26 , 302581, 4 day avg , na,
2008-08-26 , 287451, 4 day avg , na,
2008-08-26 , 287792, 5 day avg , na,
2008-08-26 , 127134, 5 day avg , 161407, 5 day avg
2008-08-26 , 28938.0, 5 day avg , 267254, 5 day avg
2008-08-26 , 33801.0, 5 day avg , 259133, 5 day avg
2008-08-26 , 39754.8, 5 day avg , 254501, 5 day avg
2008-08-26 , 77647.4, 5 day avg , 226895, 5 day avg
2008-08-26 , 221555, 5 day avg , 44007.8, 5 day avg
2008-08-26 , 242384, 5 day avg , 84.6000, 5 day avg
2008-08-26 , 239053, 5 day avg , na,
2008-08-26 , 250283, 5 day avg , na,
2008-08-26 , 265846, 5 day avg , na,
2008-08-26 , 253668, 5 day avg , na,
2008-08-26 , 238815, 5 day avg , na,
2008-08-26 , 225694, 5 day avg , na,
2008-08-26 , 115512, 4 day avg , 106317, 4 day avg
2008-08-26 , 17961.0, 5 day avg , 207714, 5 day avg
2008-08-26 , 20952.0, 5 day avg , 204099, 5 day avg
2008-08-26 , 25484.8, 5 day avg , 198356, 5 day avg
2008-08-26 , 85434.8, 5 day avg , 155020, 5 day avg
2008-08-26 , 228828, 5 day avg , 14179.8, 5 day avg
2008-08-26 , 239770, 5 day avg , 943.600, 5 day avg
2008-08-26 , 238751, 5 day avg , 86.4000, 5 day avg
2008-08-26 , 235892, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 234630, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 230952, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 209098, 5 day avg , 2.0000, 5 day avg
2008-08-26 , 209970, 5 day avg , na,
2008-08-26 , 86995.2, 5 day avg , 121580, 5 day avg
2008-08-26 , 11821.8, 5 day avg , 211796, 5 day avg
2008-08-26 , 16330.2, 5 day avg , 207913, 5 day avg
2008-08-26 , 24977.8, 5 day avg , 201472, 5 day avg
2008-08-26 , 67719.4, 5 day avg , 172271, 5 day avg
2008-08-26 , 211614, 5 day avg , 25906.4, 5 day avg
2008-08-26 , 227216, 5 day avg , 1224.2, 5 day avg
2008-08-26 , 230272, 5 day avg , 161.600, 5 day avg
2008-08-26 , 222581, 5 day avg , 12.8000, 5 day avg
2008-08-26 , 214650, 5 day avg , 14.2000, 5 day avg
2008-08-26 , 209038, 5 day avg , 14.2000, 5 day avg
2008-08-26 , 212910, 5 day avg , 2.0000, 5 day avg
2008-08-26 , 219688, 5 day avg , na,
2008-08-26 , 134232, 5 day avg , 87254.2, 5 day avg
2008-08-26 , 8118.4, 5 day avg , 216954, 5 day avg
2008-08-26 , 17166.8, 5 day avg , 231878, 5 day avg
2008-08-26 , 30379.4, 5 day avg , 231919, 5 day avg
2008-08-26 , 79394.0, 5 day avg , 213135, 5 day avg
2008-08-26 , 202052, 5 day avg , 77321.8, 5 day avg
2008-08-26 , 267181, 5 day avg , 87.2000, 5 day avg
2008-08-26 , 254862, 5 day avg , 19.0000, 5 day avg
2008-08-26 , 251440, 5 day avg , 1.4000, 5 day avg
2008-08-26 , 244619, 5 day avg , 2.0000, 5 day avg
2008-08-26 , 239032, 5 day avg , 1.8000, 5 day avg
2008-08-26 , 229747, 4 day avg , na,
2008-08-26 , 223830, 5 day avg , na,
2008-08-26 , 138455, 5 day avg , 98577.0, 5 day avg
2008-08-26 , 10696.8, 4 day avg , 226951, 4 day avg
2008-08-26 , 16972.2, 5 day avg , 223840, 5 day avg
2008-08-26 , 22644.0, 5 day avg , 217177, 5 day avg
2008-08-26 , 47866.4, 5 day avg , 192971, 5 day avg
2008-08-26 , 163106, 5 day avg , 46092.6, 5 day avg
2008-08-26 , 205831, 5 day avg , 74.4000, 5 day avg
2008-08-26 , 206877, 5 day avg , 23.0000, 5 day avg
2008-08-26 , 195040, 5 day avg , 13.6000, 5 day avg
2008-08-26 , 192786, 5 day avg , na,
2008-08-26 , 191262, 5 day avg , na,
2008-08-26 , 196223, 5 day avg , na,
2008-08-26 , 191757, 5 day avg , na,
2008-08-26 , 86928.4, 5 day avg , 123492, 5 day avg
2008-08-26 , 17065.0, 5 day avg , 206998, 5 day avg
2008-08-26 , 19671.8, 5 day avg , 204188, 5 day avg
2008-08-26 , 31327.4, 5 day avg , 192604, 5 day avg
2008-08-26 , 72910.6, 5 day avg , 181623, 5 day avg
2008-08-26 , 201161, 5 day avg , 56342.2, 5 day avg
2008-08-26 , 226815, 5 day avg , 6578.0, 5 day avg
2008-08-26 , 210579, 5 day avg , 1511.0, 5 day avg
2008-08-26 , 205722, 5 day avg , 7.2000, 5 day avg
2008-08-26 , 208772, 5 day avg , na,
2008-08-26 , 210593, 5 day avg , na,
2008-08-26 , 215305, 5 day avg , na,
2008-08-26 , 219123, 5 day avg , na,
2008-08-26 , 144842, 5 day avg , 93214.6, 5 day avg
2008-08-26 , 16469.2, 5 day avg , 220693, 5 day avg
2008-08-26 , 17677.0, 5 day avg , 215740, 5 day avg
2008-08-26 , 27213.8, 5 day avg , 201441, 5 day avg
2008-08-26 , 64895.4, 5 day avg , 171829, 5 day avg
2008-08-26 , 166765, 5 day avg , 44866.6, 5 day avg
2008-08-26 , 203382, 5 day avg , 432.400, 5 day avg
2008-08-26 , 208004, 5 day avg , 1.6000, 5 day avg
2008-08-26 , 205935, 5 day avg , na,
2008-08-26 , 203803, 5 day avg , na,
2008-08-26 , 201082, 5 day avg , na,
2008-08-26 , 209005, 5 day avg , na,
2008-08-26 , 216465, 5 day avg , na,
2008-08-26 , 173261, 5 day avg , 41839.8, 5 day avg
2008-08-26 , 23149.2, 5 day avg , 214221, 5 day avg
2008-08-26 , 24038.4, 5 day avg , 213861, 5 day avg
2008-08-26 , 30074.6, 5 day avg , 208819, 5 day avg
2008-08-26 , 45152.2, 5 day avg , 202775, 5 day avg
2008-08-26 , 136497, 5 day avg , 92270.4, 5 day avg
2008-08-26 , 214252, 5 day avg , 6207.0, 5 day avg
2008-08-26 , 209355, 5 day avg , 234.200, 5 day avg
2008-08-26 , 195590, 5 day avg , 13.8000, 5 day avg
2008-08-26 , 188779, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 178289, 5 day avg , 3.0000, 5 day avg
2008-08-26 , 171803, 3 day avg , 3.0000, 3 day avg
2008-08-26 , 158648, 4 day avg , 0.7500, 4 day avg
2008-08-26 , 119919, 5 day avg , 32573.6, 5 day avg
2008-08-26 , 12226.2, 5 day avg , 161638, 5 day avg
2008-08-26 , 15197.4, 5 day avg , 167018, 5 day avg
2008-08-26 , 20722.8, 5 day avg , 165236, 5 day avg
2008-08-26 , 40847.8, 5 day avg , 145014, 5 day avg
2008-08-26 , 116153, 5 day avg , 54971.2, 5 day avg
2008-08-26 , 162569, 5 day avg , 425.400, 5 day avg
2008-08-26 , 162070, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 160502, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 159174, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 159645, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 161722, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 166124, 5 day avg , 0.4000, 5 day avg
2008-08-26 , 126116, 4 day avg , 40053.5, 4 day avg
2008-08-26 , 12971.0, 1 day avg , 167313, 1 day avg
2008-08-26 , 15941.0, 5 day avg , 164280, 5 day avg
2008-08-26 , 19612.6, 5 day avg , 164750, 5 day avg
2008-08-26 , 23611.6, 5 day avg , 164457, 5 day avg
2008-08-26 , 97417.4, 5 day avg , 81025.0, 5 day avg
2008-08-26 , 160410, 5 day avg , 6124.8, 5 day avg
2008-08-26 , 168727, 5 day avg , 3065.6, 5 day avg
2008-08-26 , 162298, 5 day avg , 1874.6, 5 day avg
2008-08-26 , 157919, 5 day avg , 1079.0, 5 day avg
2008-08-26 , 157805, 5 day avg , 150.400, 5 day avg
2008-08-26 , 153680, 5 day avg , 30.0000, 5 day avg
2008-08-26 , 143909, 5 day avg , na,
2008-08-26 , 134427, 5 day avg , na,
2008-08-26 , 9460.4, 5 day avg , 133276, 5 day avg
2008-08-26 , 8521.0, 5 day avg , 130221, 5 day avg
2008-08-26 , 10700.8, 5 day avg , 132669, 5 day avg
2008-08-26 , 14875.0, 1 day avg , 130046, 1 day avg
2008-08-26 , 112305, 2 day avg , 4593.0, 2 day avg
2008-08-26 , 115022, 5 day avg , 72.8000, 5 day avg
2008-08-26 , 115445, 5 day avg , na,
2008-08-26 , 118651, 4 day avg , na,
2008-08-26 , 114244, 5 day avg , na,
2008-08-26 , 101237, 5 day avg , na,
2008-08-26 , 98782.2, 5 day avg , na,
2008-08-26 , 96903.6, 5 day avg , na,
2008-08-26 , 93374.4, 5 day avg , na,
2008-08-26 , 29175.4, 5 day avg , 79019.4, 5 day avg
2008-08-26 , 16247.4, 5 day avg , 94796.8, 5 day avg
2008-08-26 , 18103.2, 5 day avg , 94139.0, 5 day avg
2008-08-26 , 34090.0, 5 day avg , 84096.2, 5 day avg
2008-08-26 , 90792.2, 5 day avg , 36026.8, 5 day avg
2008-08-26 , 131712, 5 day avg , 375.000, 5 day avg
2008-08-26 , 118540, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 108695, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 101814, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 98540.3, 4 day avg , 5.0000, 4 day avg
2008-08-26 , 93136.5, 2 day avg , 5.0000, 2 day avg
2008-08-26 , 85670.0, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 86111.6, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 20682.2, 5 day avg , 66713.8, 5 day avg
2008-08-26 , 9798.8, 5 day avg , 86852.6, 5 day avg
2008-08-26 , 12012.6, 5 day avg , 94530.0, 5 day avg
2008-08-26 , 20532.4, 5 day avg , 84647.4, 5 day avg
2008-08-26 , 70721.4, 5 day avg , 32353.0, 5 day avg
2008-08-26 , 96295.2, 5 day avg , 50.4000, 5 day avg
2008-08-26 , 98030.0, 5 day avg , 28.2000, 5 day avg
2008-08-26 , 95678.8, 5 day avg , na,
2008-08-26 , 89590.8, 5 day avg , na,
2008-08-26 , 86711.4, 5 day avg , na,
2008-08-26 , 83570.8, 5 day avg , na,
2008-08-26 , 85683.4, 5 day avg , na,
2008-08-26 , 83888.5, 4 day avg , na,
2008-08-26 , 6732.3, 3 day avg , 80557.3, 3 day avg
2008-08-26 , 9423.6, 5 day avg , 78093.2, 5 day avg
2008-08-26 , 13221.2, 5 day avg , 76503.8, 5 day avg
2008-08-26 , 24672.8, 5 day avg , 67567.0, 5 day avg
2008-08-26 , 59445.2, 5 day avg , 22051.2, 5 day avg
2008-08-26 , 80980.0, 5 day avg , 179.400, 5 day avg
2008-08-26 , 81134.0, 5 day avg , 3.8000, 5 day avg
2008-08-26 , 82643.6, 5 day avg , na,
2008-08-26 , 86192.6, 5 day avg , na,
2008-08-26 , 84003.0, 5 day avg , na,
2008-08-26 , 87415.6, 5 day avg , na,
2008-08-26 , 90901.4, 5 day avg , na,
2008-08-26 , 88718.3, 3 day avg , na,
|