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EuroNext-related Exchanges
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),
Euroswiss Franc. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Euroswiss Franc maturity 1. Nearest maturity . Number of observations : 63
Column ( 2) Euroswiss Franc maturity 2. 2nd maturity . Number of observations : 63
Column ( 3) Euroswiss Franc maturity 3. 3rd maturity . Number of observations : 63
Column ( 4) Euroswiss Franc maturity 4. 4th maturity . Number of observations : 63
Column ( 5) Euroswiss Franc maturity 5. 5th maturity . Number of observations : 63
Column ( 6) Euroswiss Franc 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

Euroswiss Franc . Futures . Average Volume 
             , Euroswiss Franc        ,, Euroswiss Franc        ,, Euroswiss Franc        ,, Euroswiss Franc        ,, Euroswiss Franc        ,, Euroswiss Franc        ,
             , Euroswiss Franc1st     ,, Euroswiss Franc2nd     ,, Euroswiss Franc3rd     ,, Euroswiss Franc4th     ,, Euroswiss Franc5th     ,, Euroswiss Franc6th     ,
             , Euroswiss Franc; Neare ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , st 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      ,       7443,  18 day avg ,      10489,  18 day avg ,       5854,  18 day avg ,       5026,  18 day avg ,       2193,  18 day avg ,       1738,  18 day avg 
2008-07      ,       6821,  23 day avg ,       7121,  23 day avg ,       3925,  23 day avg ,       2983,  23 day avg ,       1605,  23 day avg ,       1818,  23 day avg 
2008-06      ,       8627,  21 day avg ,      10243,  21 day avg ,       9678,  21 day avg ,       6257,  21 day avg ,       2334,  21 day avg ,       1454,  21 day avg 
2008-05      ,       6939,  22 day avg ,       8595,  22 day avg ,       7462,  22 day avg ,       5518,  22 day avg ,       1938,  22 day avg ,       1436,  22 day avg 
2008-04      ,       8259,  22 day avg ,       8562,  22 day avg ,       6750,  22 day avg ,       5015,  22 day avg ,       1507,  22 day avg ,        945,  22 day avg 
2008-03      ,      10262,  19 day avg ,      10821,  19 day avg ,       7521,  19 day avg ,       6575,  19 day avg ,       2879,  19 day avg ,       1064,  19 day avg 
2008-02      ,       8596,  21 day avg ,      11785,  21 day avg ,       7135,  21 day avg ,       6732,  21 day avg ,       3770,  21 day avg ,       1625,  21 day avg 
2008-01      ,      14710,  14 day avg ,      15790,  14 day avg ,      10368,  14 day avg ,      12294,  14 day avg ,       4328,  14 day avg ,       1503,  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      ,       7159,   4 day avg ,       7671,   4 day avg ,       6513,   4 day avg ,       3808,   4 day avg ,        918,   4 day avg ,        732,   4 day avg 
2007-03      ,       9556,  22 day avg ,      16918,  22 day avg ,      11899,  22 day avg ,       6667,  22 day avg ,       1916,  22 day avg ,        668,  22 day avg 
2007-02      ,      10266,  20 day avg ,      16077,  20 day avg ,       8561,  20 day avg ,       8579,  20 day avg ,       1727,  20 day avg ,        570,  20 day avg 
2007-01      ,      11090,  22 day avg ,      12962,  22 day avg ,       9745,  22 day avg ,       7805,  22 day avg ,       2056,  22 day avg ,        752,  22 day avg 
2006-12      ,       7079,  19 day avg ,      14524,  19 day avg ,      13908,  19 day avg ,       7484,  19 day avg ,       3919,  19 day avg ,       1386,  19 day avg 
2006-11      ,       7361,  22 day avg ,      22305,  22 day avg ,      18630,  22 day avg ,       7283,  22 day avg ,       3885,  22 day avg ,       1334,  22 day avg 
2006-10      ,       7809,  22 day avg ,      13001,  22 day avg ,       8455,  22 day avg ,       4173,  22 day avg ,       1305,  22 day avg ,        525,  22 day avg 
2006-09      ,      12169,  21 day avg ,      21395,  21 day avg ,      12944,  21 day avg ,       4398,  21 day avg ,       1467,  21 day avg ,        574,  21 day avg 
2006-08      ,       5893,  23 day avg ,      14050,  23 day avg ,       9683,  23 day avg ,       3935,  23 day avg ,       1393,  23 day avg ,        473,  23 day avg 
2006-07      ,       7248,  21 day avg ,      14229,  21 day avg ,       8271,  21 day avg ,       2532,  21 day avg ,        883,  21 day avg ,        388,  21 day avg 
2006-06      ,       9732,  22 day avg ,      16016,  22 day avg ,      10215,  22 day avg ,       4479,  22 day avg ,       1950,  22 day avg ,        923,  22 day avg 
2006-05      ,       6401,  22 day avg ,      17741,  22 day avg ,       9352,  22 day avg ,       3470,  22 day avg ,       1425,  22 day avg ,       1529,  22 day avg 
2006-04      ,       8426,  18 day avg ,      16925,  18 day avg ,       9485,  18 day avg ,       3621,  18 day avg ,        752,  18 day avg ,        888,  18 day avg 
2006-03      ,      12018,  23 day avg ,      14751,  23 day avg ,       9955,  23 day avg ,       5101,  23 day avg ,       1443,  23 day avg ,        617,  23 day avg 
2006-02      ,       7680,  20 day avg ,      15413,  20 day avg ,       7853,  20 day avg ,       3880,  20 day avg ,        719,  20 day avg ,        248,  20 day avg 
2006-01      ,      10097,  22 day avg ,      10130,  22 day avg ,       5774,  22 day avg ,       2927,  22 day avg ,        910,  22 day avg ,        380,  22 day avg 
2005-12      ,      11737,  21 day avg ,      14322,  21 day avg ,       7585,  21 day avg ,       3743,  21 day avg ,       1388,  21 day avg ,        501,  21 day avg 
2005-11      ,       8107,  22 day avg ,      12628,  22 day avg ,       6269,  22 day avg ,       3008,  22 day avg ,        901,  22 day avg ,        216,  22 day avg 
2005-10      ,      10694,  21 day avg ,      11353,  21 day avg ,       5593,  21 day avg ,       2960,  21 day avg ,        925,  21 day avg ,        330,  21 day avg 
2005-09      ,       9747,  22 day avg ,      19087,  22 day avg ,       8174,  22 day avg ,       3813,  22 day avg ,       1025,  22 day avg ,        495,  22 day avg 
2005-08      ,       4787,  23 day avg ,      15280,  23 day avg ,       7562,  23 day avg ,       4893,  23 day avg ,        526,  23 day avg ,        411,  23 day avg 
2005-07      ,       8545,  21 day avg ,      17242,  21 day avg ,       6240,  21 day avg ,       4095,  21 day avg ,        484,  21 day avg ,        527,  21 day avg 
2005-06      ,       6786,  22 day avg ,      10374,  22 day avg ,       6782,  22 day avg ,       3775,  22 day avg ,       1184,  22 day avg ,        408,  22 day avg 
2005-05      ,       5348,  22 day avg ,      10349,  22 day avg ,       4994,  22 day avg ,       2168,  22 day avg ,        747,  22 day avg ,        192,  22 day avg 
2005-04      ,       9082,  20 day avg ,       9960,  20 day avg ,       5852,  20 day avg ,       2685,  20 day avg ,        691,  20 day avg ,        272,  20 day avg 
2005-03      ,       6848,  22 day avg ,       8698,  22 day avg ,       7056,  22 day avg ,       3343,  22 day avg ,        975,  22 day avg ,        374,  22 day avg 
2005-02      ,       5403,  20 day avg ,      11410,  20 day avg ,       7790,  20 day avg ,       3941,  20 day avg ,       1059,  20 day avg ,        367,  20 day avg 
2005-01      ,       9058,  21 day avg ,       9694,  21 day avg ,       4616,  21 day avg ,       3230,  21 day avg ,        661,  21 day avg ,        185,  21 day avg 
2004-12      ,       6784,  23 day avg ,       8205,  23 day avg ,       3695,  23 day avg ,       2562,  23 day avg ,        462,  23 day avg ,         61,  23 day avg 
2004-11      ,       9698,  22 day avg ,      17285,  22 day avg ,       8140,  22 day avg ,       3586,  22 day avg ,       1258,  22 day avg ,        265,  22 day avg 
2004-10      ,      11023,  21 day avg ,      11704,  21 day avg ,       5965,  21 day avg ,       2895,  21 day avg ,        611,  21 day avg ,        149,  21 day avg 
2004-09      ,       8810,  22 day avg ,       8409,  22 day avg ,       4418,  22 day avg ,       2809,  22 day avg ,        569,  22 day avg ,        178,  22 day avg 
2004-08      ,       6520,  22 day avg ,      13812,  22 day avg ,       5434,  22 day avg ,       4406,  22 day avg ,        801,  22 day avg ,        304,  22 day avg 
2004-07      ,       7610,  22 day avg ,      10303,  22 day avg ,       4524,  22 day avg ,       2500,  22 day avg ,        562,  22 day avg ,        107,  22 day avg 
2004-06      ,      11079,  22 day avg ,      12091,  22 day avg ,       8219,  22 day avg ,       2918,  22 day avg ,       2282,  22 day avg ,        775,  22 day avg 
2004-05      ,       7900,  21 day avg ,      10719,  21 day avg ,       4543,  21 day avg ,       2131,  21 day avg ,        953,  21 day avg ,        217,  21 day avg 
2004-04      ,      10977,  19 day avg ,      12387,  19 day avg ,       6203,  19 day avg ,       2262,  19 day avg ,       1181,  19 day avg ,        740,  19 day avg 
2004-03      ,       4436,  23 day avg ,       8357,  23 day avg ,       5907,  23 day avg ,       2543,  23 day avg ,        559,  23 day avg ,         50,  23 day avg 
2004-02      ,       4475,  20 day avg ,       8169,  20 day avg ,       4443,  20 day avg ,       2040,  20 day avg ,        593,  20 day avg ,        165,  20 day avg 
2004-01      ,       6441,  21 day avg ,       7278,  21 day avg ,       4204,  21 day avg ,       2671,  21 day avg ,        546,  21 day avg ,        223,  21 day avg 
2003-12      ,       4482,  19 day avg ,       7931,  19 day avg ,       5741,  19 day avg ,       1817,  19 day avg ,        429,  19 day avg ,        150,  19 day avg 
2003-11      ,       5245,  20 day avg ,       9382,  20 day avg ,       6990,  20 day avg ,       3051,  20 day avg ,        539,  20 day avg ,        128,  20 day avg 
2003-10      ,       3789,  23 day avg ,       5594,  23 day avg ,       3784,  23 day avg ,       1852,  23 day avg ,        570,  23 day avg ,        127,  23 day avg 
2003-09      ,       5062,  18 day avg ,       6382,  18 day avg ,       4109,  18 day avg ,       1733,  18 day avg ,        642,  18 day avg ,        121,  18 day avg 
2003-08      ,       6047,  17 day avg ,      10722,  17 day avg ,       5017,  17 day avg ,       1638,  17 day avg ,        393,  17 day avg ,        137,  17 day avg 
2003-07      ,       3810,  23 day avg ,       5382,  23 day avg ,       3239,  23 day avg ,       2074,  23 day avg ,        259,  23 day avg ,        242,  23 day avg 
2003-06      ,       6477,  21 day avg ,       5857,  21 day avg ,       3158,  21 day avg ,       1562,  21 day avg ,        585,  21 day avg ,        304,  21 day avg 
2003-05      ,       5652,  22 day avg ,       7013,  22 day avg ,       3340,  22 day avg ,       1234,  22 day avg ,        486,  22 day avg ,        158,  22 day avg 
2003-04      ,       6478,  18 day avg ,       5517,  18 day avg ,       4002,  18 day avg ,       1317,  18 day avg ,        507,  18 day avg ,        258,  18 day avg 
2003-03      ,       7800,  21 day avg ,       7903,  21 day avg ,       5785,  21 day avg ,       2780,  21 day avg ,        876,  21 day avg ,        517,  21 day avg 
2003-02      ,       7566,  20 day avg ,       7107,  20 day avg ,       3061,  20 day avg ,       1744,  20 day avg ,        416,  20 day avg ,        191,  20 day avg 
2003-01      ,       8188,  22 day avg ,       4145,  22 day avg ,       1775,  22 day avg ,        911,  22 day avg ,        219,  22 day avg ,        119,  22 day avg 
2002-12      ,       6420,  20 day avg ,       6286,  20 day avg ,       2648,  20 day avg ,       1083,  20 day avg ,        259,  20 day avg ,         63,  20 day avg 
2002-11      ,       5480,  21 day avg ,       8553,  21 day avg ,       2771,  21 day avg ,       1221,  21 day avg ,        332,  21 day avg ,        147,  21 day avg 
2002-10      ,       6258,  22 day avg ,       6484,  22 day avg ,       2796,  22 day avg ,       1100,  22 day avg ,        351,  22 day avg ,         68,  22 day avg