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LIFFE EN Amsterdam EN Brussels EN Lisbon EuroNext MATIF

LIFFE - London International Financial Futures Exchange. With EuroNext, deal accept date Oct 29 2001
- NOTE: Several months of 2007 data are missing.
(C) Cocoa . 11367 (D) Coffee - Robusto . 10555 (EWB) Weather - Berlin . 207 (EWL) Weather - London . 207 (EWP) Weather - Paris . 208
(EMB) Wthr mnth - Berli . 2330 (EML) Wthr mnth - Londo . 2330 (EMP) Wthr mnth - Paris . 2339 (T) Wheat . 11355 (W) White Sugar . 8696
(Y) Barley . 124 (B) Euro Bund . 1673 (C) 3 month Euro LIBO . 170 (I) 3 month Euribor . 30607 (L) Short Sterling . 28263
(TWS) Two-Year Euro Swa . 1305 (O) Five-Year Euro Sw . 1305 (P) Ten-Year Euro Swa . 1305 (USW) Two-Year Dollar S . 1305 (USO) Five-Year Dollar . 1305
(USP) Ten-Year Dollar S . 1305 (ED) Three month EuroD . 21850 (J) Three month Euroy . 14313 (S) Euroswiss Franc . 9591 (R) Long Gilt . 2610
(N) Japanese Govt Bon . 1305 (SHZ) Two-Year German G . 1673 (Z) FTSE 100 Index . 3915 (Q) FTSE Eurotop 100 . 2610 (Y) FTSE 250 Index . 1305
() FTSE 100 American . 0 () FTSE 100 European . 0 () FTSE 100 Flex . 0 (FOT) FTSE Europtop 300 . 2610 (MCP) MSCI Pan-Euro Ind . 2610
(MCU) MSCI Euro Index . 2610
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest (prev. day)
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),
Short Sterling. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Short Sterling maturity 1. Nearest maturity . Number of observations : 63
Column ( 2) Short Sterling maturity 2. 2nd maturity . Number of observations : 63
Column ( 3) Short Sterling maturity 3. 3rd maturity . Number of observations : 63
Column ( 4) Short Sterling maturity 4. 4th maturity . Number of observations : 63
Column ( 5) Short Sterling maturity 5. 5th maturity . Number of observations : 63
Column ( 6) Short Sterling maturity 6. 6th maturity . Number of observations : 63
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Short Sterling . Futures . Average Volume 
             , 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 ,
2008-08      ,       4288,  18 day avg ,      35845,  18 day avg ,         na,  18 day avg ,      62195,  18 day avg ,      76343,  18 day avg ,      63592,  18 day avg 
2008-07      ,         na,  23 day avg ,      20384,  23 day avg ,      29688,  23 day avg ,      61272,  23 day avg ,      87559,  23 day avg ,      76923,  23 day avg 
2008-06      ,      22741,  21 day avg ,         na,  21 day avg ,      21970,  21 day avg ,      76855,  21 day avg ,     100059,  21 day avg ,      96984,  21 day avg 
2008-05      ,       9684,  22 day avg ,      39423,  22 day avg ,         na,  22 day avg ,      71942,  22 day avg ,      86631,  22 day avg ,      79355,  22 day avg 
2008-04      ,         54,  22 day avg ,      35567,  22 day avg ,      40647,  22 day avg ,      85944,  22 day avg ,      92067,  22 day avg ,      76505,  22 day avg 
2008-03      ,      56616,  19 day avg ,         10,  19 day avg ,      22996,  19 day avg ,      98660,  19 day avg ,     106460,  19 day avg ,     101275,  19 day avg 
2008-02      ,      23805,  21 day avg ,      41828,  21 day avg ,         na,  21 day avg ,      75795,  21 day avg ,      96281,  21 day avg ,      95335,  21 day avg 
2008-01      ,        358,  14 day avg ,      82482,  14 day avg ,      23595,  14 day avg ,     112331,  14 day avg ,     123473,  14 day avg ,     105869,  14 day avg 
2007-12      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-11      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-10      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-08      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-07      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-05      ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-04      ,         na,   4 day avg ,         na,   4 day avg ,      98899,   4 day avg ,      80008,   4 day avg ,      70490,   4 day avg ,      45247,   4 day avg 
2007-03      ,      44206,  22 day avg ,         na,  22 day avg ,      20567,  22 day avg ,     103997,  22 day avg ,      86117,  22 day avg ,      69670,  22 day avg 
2007-02      ,      15116,  20 day avg ,      58489,  20 day avg ,         na,  20 day avg ,     100399,  20 day avg ,      87701,  20 day avg ,      74935,  20 day avg 
2007-01      ,         na,  22 day avg ,      37511,  22 day avg ,      49403,  22 day avg ,     101114,  22 day avg ,      88575,  22 day avg ,      70335,  22 day avg 
2006-12      ,      19637,  19 day avg ,         na,  19 day avg ,       5831,  19 day avg ,      61343,  19 day avg ,      66277,  19 day avg ,      49808,  19 day avg 
2006-11      ,      11270,  22 day avg ,      20130,  22 day avg ,         na,  22 day avg ,      65226,  22 day avg ,      62551,  22 day avg ,      50854,  22 day avg 
2006-10      ,         na,  22 day avg ,      17594,  22 day avg ,      34274,  22 day avg ,      59801,  22 day avg ,      57657,  22 day avg ,      44509,  22 day avg 
2006-09      ,      18834,  21 day avg ,         23,  21 day avg ,      23804,  21 day avg ,      78309,  21 day avg ,      71075,  21 day avg ,      61050,  21 day avg 
2006-08      ,      12235,  23 day avg ,      32761,  23 day avg ,         na,  23 day avg ,      79798,  23 day avg ,      57437,  23 day avg ,      53149,  23 day avg 
2006-07      ,         na,  21 day avg ,      20331,  21 day avg ,      39537,  21 day avg ,      80664,  21 day avg ,      58173,  21 day avg ,      49083,  21 day avg 
2006-06      ,      23654,  22 day avg ,         na,  22 day avg ,      21093,  22 day avg ,      75697,  22 day avg ,      74090,  22 day avg ,      53308,  22 day avg 
2006-05      ,      15169,  22 day avg ,      35951,  22 day avg ,         na,  22 day avg ,      89439,  22 day avg ,      91650,  22 day avg ,      57519,  22 day avg 
2006-04      ,         na,  18 day avg ,      19456,  18 day avg ,      25309,  18 day avg ,      78769,  18 day avg ,      80679,  18 day avg ,      54257,  18 day avg 
2006-03      ,       5716,  23 day avg ,         na,  23 day avg ,      20572,  23 day avg ,      56951,  23 day avg ,      57846,  23 day avg ,      44074,  23 day avg 
2006-02      ,      11717,  20 day avg ,      20671,  20 day avg ,         na,  20 day avg ,      68548,  20 day avg ,      70151,  20 day avg ,      50872,  20 day avg 
2006-01      ,        168,  22 day avg ,      15037,  22 day avg ,      26703,  22 day avg ,      55779,  22 day avg ,      53154,  22 day avg ,      38295,  22 day avg 
2005-12      ,      12004,  21 day avg ,         na,  21 day avg ,       4970,  21 day avg ,      45837,  21 day avg ,      67414,  21 day avg ,      41621,  21 day avg 
2005-11      ,      10082,  22 day avg ,      17691,  22 day avg ,         na,  22 day avg ,      62209,  22 day avg ,      54068,  22 day avg ,      49437,  22 day avg 
2005-10      ,         na,  21 day avg ,      13049,  21 day avg ,      33666,  21 day avg ,      79215,  21 day avg ,      61350,  21 day avg ,      52113,  21 day avg 
2005-09      ,      10568,  22 day avg ,         na,  22 day avg ,      15705,  22 day avg ,      58530,  22 day avg ,      61485,  22 day avg ,      46447,  22 day avg 
2005-08      ,       4893,  23 day avg ,      22933,  23 day avg ,          1,  23 day avg ,      51085,  23 day avg ,      49199,  23 day avg ,      35814,  23 day avg 
2005-07      ,        212,  21 day avg ,      14681,  21 day avg ,      41809,  21 day avg ,      63802,  21 day avg ,      50723,  21 day avg ,      33888,  21 day avg 
2005-06      ,      11462,  22 day avg ,         na,  22 day avg ,      35979,  22 day avg ,      71783,  22 day avg ,      66616,  22 day avg ,      47543,  22 day avg 
2005-05      ,       9339,  22 day avg ,      25176,  22 day avg ,         na,  22 day avg ,      66122,  22 day avg ,      69256,  22 day avg ,      52759,  22 day avg 
2005-04      ,          0,  20 day avg ,      11918,  20 day avg ,      26782,  20 day avg ,      43896,  20 day avg ,      41426,  20 day avg ,      25465,  20 day avg 
2005-03      ,      19407,  22 day avg ,         22,  22 day avg ,      18262,  22 day avg ,      44805,  22 day avg ,      45091,  22 day avg ,      33220,  22 day avg 
2005-02      ,      12722,  20 day avg ,      20884,  20 day avg ,         na,  20 day avg ,      59589,  20 day avg ,      58918,  20 day avg ,      46686,  20 day avg 
2005-01      ,         54,  21 day avg ,      11268,  21 day avg ,      20912,  21 day avg ,      52442,  21 day avg ,      54113,  21 day avg ,      46757,  21 day avg 
2004-12      ,       7863,  23 day avg ,         na,  23 day avg ,      11750,  23 day avg ,      32848,  23 day avg ,      34969,  23 day avg ,      33209,  23 day avg 
2004-11      ,       9861,  22 day avg ,      20139,  22 day avg ,         54,  22 day avg ,      50775,  22 day avg ,      48847,  22 day avg ,      51095,  22 day avg 
2004-10      ,         48,  21 day avg ,      11930,  21 day avg ,      23597,  21 day avg ,      38333,  21 day avg ,      33735,  21 day avg ,      29384,  21 day avg 
2004-09      ,      10466,  22 day avg ,         na,  22 day avg ,      20056,  22 day avg ,      46176,  22 day avg ,      42711,  22 day avg ,      28329,  22 day avg 
2004-08      ,       6869,  22 day avg ,      21805,  22 day avg ,         na,  22 day avg ,      48231,  22 day avg ,      39072,  22 day avg ,      28216,  22 day avg 
2004-07      ,         11,  22 day avg ,       9274,  22 day avg ,      19957,  22 day avg ,      51098,  22 day avg ,      41170,  22 day avg ,      23781,  22 day avg 
2004-06      ,      16709,  22 day avg ,         36,  22 day avg ,      16897,  22 day avg ,      48849,  22 day avg ,      46779,  22 day avg ,      28803,  22 day avg 
2004-05      ,      10789,  21 day avg ,      23281,  21 day avg ,         na,  21 day avg ,      40015,  21 day avg ,      56883,  21 day avg ,      30823,  21 day avg 
2004-04      ,         14,  19 day avg ,      10921,  19 day avg ,      23898,  19 day avg ,      39382,  19 day avg ,      51368,  19 day avg ,      22904,  19 day avg 
2004-03      ,      17409,  23 day avg ,         67,  23 day avg ,      17396,  23 day avg ,      48373,  23 day avg ,      53227,  23 day avg ,      44253,  23 day avg 
2004-02      ,       7454,  20 day avg ,      17159,  20 day avg ,         na,  20 day avg ,      37492,  20 day avg ,      49102,  20 day avg ,      34828,  20 day avg 
2004-01      ,        177,  21 day avg ,      11353,  21 day avg ,      25856,  21 day avg ,      48742,  21 day avg ,      49007,  21 day avg ,      29378,  21 day avg 
2003-12      ,      13556,  19 day avg ,         86,  19 day avg ,       4735,  19 day avg ,      29536,  19 day avg ,      27414,  19 day avg ,      18239,  19 day avg 
2003-11      ,       7625,  20 day avg ,      21497,  20 day avg ,         na,  20 day avg ,      32467,  20 day avg ,      34833,  20 day avg ,      26656,  20 day avg 
2003-10      ,        343,  23 day avg ,      16215,  23 day avg ,      21161,  23 day avg ,      43867,  23 day avg ,      45402,  23 day avg ,      26132,  23 day avg 
2003-09      ,       7839,  18 day avg ,          5,  18 day avg ,      18125,  18 day avg ,      43274,  18 day avg ,      44311,  18 day avg ,      25629,  18 day avg 
2003-08      ,       3736,  17 day avg ,      20188,  17 day avg ,         na,  17 day avg ,      41844,  17 day avg ,      40616,  17 day avg ,      22465,  17 day avg 
2003-07      ,        537,  23 day avg ,      13850,  23 day avg ,      16808,  23 day avg ,      42513,  23 day avg ,      39621,  23 day avg ,      22732,  23 day avg 
2003-06      ,      16766,  21 day avg ,         65,  21 day avg ,      11711,  21 day avg ,      40808,  21 day avg ,      48658,  21 day avg ,      33850,  21 day avg 
2003-05      ,       4791,  22 day avg ,      20406,  22 day avg ,         na,  22 day avg ,      33106,  22 day avg ,      42320,  22 day avg ,      30405,  22 day avg 
2003-04      ,        845,  18 day avg ,       8820,  18 day avg ,      19771,  18 day avg ,      31354,  18 day avg ,      42714,  18 day avg ,      24572,  18 day avg 
2003-03      ,      13427,  21 day avg ,        143,  21 day avg ,       8975,  21 day avg ,      35979,  21 day avg ,      40609,  21 day avg ,      33871,  21 day avg 
2003-02      ,       5226,  20 day avg ,      18005,  20 day avg ,         na,  20 day avg ,      37237,  20 day avg ,      39654,  20 day avg ,      31645,  20 day avg 
2003-01      ,         32,  22 day avg ,      10487,  22 day avg ,       9428,  22 day avg ,      33909,  22 day avg ,      26291,  22 day avg ,      23793,  22 day avg 
2002-12      ,       9492,  20 day avg ,         16,  20 day avg ,       3463,  20 day avg ,      20462,  20 day avg ,      24311,  20 day avg ,      10788,  20 day avg 
2002-11      ,       5234,  21 day avg ,      17558,  21 day avg ,         na,  21 day avg ,      33716,  21 day avg ,      28920,  21 day avg ,      13735,  21 day avg 
2002-10      ,       1154,  22 day avg ,      14049,  22 day avg ,      16976,  22 day avg ,      43456,  22 day avg ,      35041,  22 day avg ,      15985,  22 day avg