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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),
Short Sterling.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Short Sterling maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) Short Sterling maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) Short Sterling maturity 3.
3rd maturity
. Number of observations : 7
Column ( 4) Short Sterling maturity 4.
4th maturity
. Number of observations : 7
Column ( 5) Short Sterling maturity 5.
5th maturity
. Number of observations : 7
Column ( 6) Short Sterling maturity 6.
6th maturity
. Number of observations : 7
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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Short Sterling . Futures . Average Volume
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, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,, Short Sterling ,
, Short Sterling1st ,, Short Sterling2nd ,, Short Sterling3rd ,, Short Sterling4th ,, Short Sterling5th ,, Short Sterling6th ,
, Short Sterling; Neares ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, t expiration ,, ,, ,, ,, ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008 , 14685, 160 day avg , 29982, 160 day avg , 17535, 160 day avg , 79094, 160 day avg , 94962, 160 day avg , 86174, 160 day avg
2007 , 18748, 68 day avg , 29339, 68 day avg , 28455, 68 day avg , 100595, 68 day avg , 86459, 68 day avg , 69997, 68 day avg
2006 , 9888, 255 day avg , 15279, 255 day avg , 16373, 255 day avg , 70779, 255 day avg , 66433, 255 day avg , 50463, 255 day avg
2005 , 7640, 257 day avg , 11463, 257 day avg , 16354, 257 day avg , 58318, 257 day avg , 56682, 257 day avg , 42707, 257 day avg
2004 , 7473, 258 day avg , 10301, 258 day avg , 13241, 258 day avg , 44294, 258 day avg , 45455, 258 day avg , 32246, 258 day avg
2003 , 6126, 244 day avg , 10939, 244 day avg , 9374, 244 day avg , 37227, 244 day avg , 39373, 244 day avg , 26789, 244 day avg
2002 , 5161, 63 day avg , 10764, 63 day avg , 7027, 63 day avg , 32910, 63 day avg , 29594, 63 day avg , 13585, 63 day avg
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