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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),
Three month EuroDollar.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1.
Nearest maturity
. Number of observations : 46
Column ( 2) Three month EuroDollar maturity 2.
2nd maturity
. Number of observations : 46
Column ( 3) Three month EuroDollar maturity 3.
3rd maturity
. Number of observations : 46
Column ( 4) Three month EuroDollar maturity 4.
4th maturity
. Number of observations : 46
Column ( 5) Three month EuroDollar maturity 5.
5th maturity
. Number of observations : 46
Column ( 6) Three month EuroDollar maturity 6.
6th maturity
. Number of observations : 46
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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Three month EuroDollar . Futures . Average Volume
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, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
, ,, ,, ,, ,, ,, ,
, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,, Three month EuroDollar ,
, 1st ,, 2nd ,, 3rd ,, 4th ,, 5th ,, 6th ,
, Three month EuroDollar ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, ; Nearest expiration ,, ,, ,, ,, ,, ,
, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,, Mar2004 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008-08 , 13, 18 day avg , 64, 18 day avg , na, 18 day avg , 0, 18 day avg , 10, 18 day avg , na, 18 day avg
2008-07 , na, 23 day avg , 36, 23 day avg , 34, 23 day avg , na, 23 day avg , 19, 23 day avg , 21, 23 day avg
2008-06 , 20, 21 day avg , na, 21 day avg , 82, 21 day avg , 14, 21 day avg , na, 21 day avg , 55, 21 day avg
2008-05 , 1, 22 day avg , 37, 22 day avg , na, 22 day avg , 0, 22 day avg , 3, 22 day avg , na, 22 day avg
2008-04 , na, 22 day avg , 22, 22 day avg , 27, 22 day avg , na, 22 day avg , 36, 22 day avg , na, 22 day avg
2008-03 , 10, 19 day avg , na, 19 day avg , 19, 19 day avg , 8, 19 day avg , na, 19 day avg , na, 19 day avg
2008-02 , na, 21 day avg , na, 21 day avg , na, 21 day avg , 9, 21 day avg , 0, 21 day avg , na, 21 day avg
2008-01 , na, 14 day avg , 21, 14 day avg , na, 14 day avg , na, 14 day avg , na, 14 day avg , 7, 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 , na, 4 day avg , na, 4 day avg , na, 4 day avg , na, 4 day avg
2007-03 , 10, 22 day avg , na, 22 day avg , 49, 22 day avg , 0, 22 day avg , na, 22 day avg , 17, 22 day avg
2007-02 , 45, 20 day avg , na, 20 day avg , na, 20 day avg , 10, 20 day avg , 55, 20 day avg , na, 20 day avg
2007-01 , na, 22 day avg , 18, 22 day avg , 6, 22 day avg , na, 22 day avg , 28, 22 day avg , na, 22 day avg
2006-12 , na, 19 day avg , na, 19 day avg , na, 19 day avg , 30, 19 day avg , na, 19 day avg , na, 19 day avg
2006-11 , 17, 22 day avg , 39, 22 day avg , na, 22 day avg , 5, 22 day avg , 61, 22 day avg , na, 22 day avg
2006-10 , na, 22 day avg , 6, 22 day avg , 29, 22 day avg , na, 22 day avg , 47, 22 day avg , 29, 22 day avg
2006-09 , 22, 21 day avg , na, 21 day avg , 38, 21 day avg , 30, 21 day avg , na, 21 day avg , 20, 21 day avg
2006-08 , 6, 23 day avg , 5, 23 day avg , na, 23 day avg , 19, 23 day avg , 6, 23 day avg , na, 23 day avg
2006-07 , na, 21 day avg , 14, 21 day avg , 26, 21 day avg , na, 21 day avg , 4, 21 day avg , 7, 21 day avg
2006-06 , 99, 22 day avg , na, 22 day avg , 26, 22 day avg , 30, 22 day avg , na, 22 day avg , 12, 22 day avg
2006-05 , 83, 22 day avg , 123, 22 day avg , na, 22 day avg , 18, 22 day avg , 19, 22 day avg , na, 22 day avg
2006-04 , na, 18 day avg , 129, 18 day avg , 193, 18 day avg , na, 18 day avg , 22, 18 day avg , 22, 18 day avg
2006-03 , 0, 23 day avg , na, 23 day avg , 164, 23 day avg , 2, 23 day avg , na, 23 day avg , 35, 23 day avg
2006-02 , 16, 20 day avg , 52, 20 day avg , na, 20 day avg , 6, 20 day avg , 15, 20 day avg , na, 20 day avg
2006-01 , na, 22 day avg , 41, 22 day avg , 71, 22 day avg , na, 22 day avg , 26, 22 day avg , 17, 22 day avg
2005-12 , 191, 21 day avg , na, 21 day avg , 89, 21 day avg , 500, 21 day avg , na, 21 day avg , 56, 21 day avg
2005-11 , 289, 22 day avg , 207, 22 day avg , na, 22 day avg , 513, 22 day avg , 149, 22 day avg , na, 22 day avg
2005-10 , na, 21 day avg , 609, 21 day avg , 590, 21 day avg , na, 21 day avg , 277, 21 day avg , 281, 21 day avg
2005-09 , 573, 22 day avg , na, 22 day avg , 353, 22 day avg , 1196, 22 day avg , na, 22 day avg , 616, 22 day avg
2005-08 , 567, 23 day avg , 331, 23 day avg , na, 23 day avg , 1064, 23 day avg , 335, 23 day avg , na, 23 day avg
2005-07 , na, 21 day avg , 339, 21 day avg , 1024, 21 day avg , na, 21 day avg , 623, 21 day avg , 1197, 21 day avg
2005-06 , 534, 22 day avg , na, 22 day avg , 2015, 22 day avg , 2323, 22 day avg , na, 22 day avg , 2274, 22 day avg
2005-05 , 453, 22 day avg , 1569, 22 day avg , na, 22 day avg , 1418, 22 day avg , 1687, 22 day avg , na, 22 day avg
2005-04 , na, 20 day avg , 2438, 20 day avg , 2786, 20 day avg , na, 20 day avg , 2209, 20 day avg , 3064, 20 day avg
2005-03 , 1196, 22 day avg , na, 22 day avg , 2868, 22 day avg , 2248, 22 day avg , na, 22 day avg , 3353, 22 day avg
2005-02 , 934, 20 day avg , 2307, 20 day avg , 0, 20 day avg , 2458, 20 day avg , 1907, 20 day avg , na, 20 day avg
2005-01 , na, 21 day avg , 1499, 21 day avg , 1820, 21 day avg , na, 21 day avg , 2767, 21 day avg , 2239, 21 day avg
2004-12 , 556, 23 day avg , na, 23 day avg , 1100, 23 day avg , 1323, 23 day avg , na, 23 day avg , 1070, 23 day avg
2004-11 , 854, 22 day avg , 3097, 22 day avg , na, 22 day avg , 1999, 22 day avg , 4429, 22 day avg , na, 22 day avg
2004-10 , na, 21 day avg , 1404, 21 day avg , 1540, 21 day avg , na, 21 day avg , 2142, 21 day avg , 2321, 21 day avg
2004-09 , 728, 22 day avg , na, 22 day avg , 1537, 22 day avg , 1569, 22 day avg , na, 22 day avg , 2128, 22 day avg
2004-08 , 864, 22 day avg , 740, 22 day avg , na, 22 day avg , 1070, 22 day avg , 1025, 22 day avg , na, 22 day avg
2004-07 , na, 22 day avg , 466, 22 day avg , 1416, 22 day avg , na, 22 day avg , 773, 22 day avg , 1714, 22 day avg
2004-06 , 506, 22 day avg , na, 22 day avg , 1218, 22 day avg , 1312, 22 day avg , na, 22 day avg , 1698, 22 day avg
2004-05 , 401, 21 day avg , 1112, 21 day avg , na, 21 day avg , 664, 21 day avg , 1238, 21 day avg , na, 21 day avg
2004-04 , na, 19 day avg , 1236, 19 day avg , 575, 19 day avg , na, 19 day avg , 1348, 19 day avg , 668, 19 day avg
2004-03 , na, 11 day avg , na, 11 day avg , 1266, 11 day avg , na, 11 day avg , na, 11 day avg , 1309, 11 day avg
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