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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),
Wheat. http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Wheat maturity 1. Nearest maturity . Number of observations : 62
Column ( 2) Wheat maturity 2. 2nd maturity . Number of observations : 62
Column ( 3) Wheat maturity 3. 3rd maturity . Number of observations : 62
Column ( 4) Wheat maturity 4. 4th maturity . Number of observations : 62
Column ( 5) Wheat maturity 5. 5th maturity . Number of observations : 62
Column ( 6) Wheat maturity 6. 6th maturity . Number of observations : 62
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm

Wheat . Futures . Average Volume 
             , Wheat                  ,, Wheat                  ,, Wheat                  ,, Wheat                  ,, Wheat                  ,, Wheat                  ,
             , Wheat1st               ,, Wheat2nd               ,, Wheat3rd               ,, Wheat4th               ,, Wheat5th               ,, Wheat6th               ,
             , Wheat; Nearest expirat ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,
             , ion                    ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,      Nov2002 to Aug2008,,      Nov2002 to Aug2008,,      Nov2002 to Aug2008,,      Nov2002 to Aug2008,,      Nov2002 to Aug2008,,      Nov2002 to Aug2008,
End of       ,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,
2008-08      ,        280,  18 day avg ,         46,  18 day avg ,          8,  18 day avg ,         95,  18 day avg ,         na,  18 day avg ,         31,  18 day avg 
2008-07      ,        349,  23 day avg ,         65,  23 day avg ,         19,  23 day avg ,         60,  23 day avg ,          1,  23 day avg ,         22,  23 day avg 
2008-06      ,         51,  21 day avg ,        247,  21 day avg ,         27,  21 day avg ,          0,  21 day avg ,         36,  21 day avg ,         na,  21 day avg 
2008-05      ,         23,  22 day avg ,        132,  22 day avg ,        182,  22 day avg ,         14,  22 day avg ,         16,  22 day avg ,         28,  22 day avg 
2008-04      ,        229,  22 day avg ,        141,  22 day avg ,        185,  22 day avg ,          3,  22 day avg ,          1,  22 day avg ,         30,  22 day avg 
2008-03      ,         42,  19 day avg ,        133,  19 day avg ,         92,  19 day avg ,        121,  19 day avg ,          5,  19 day avg ,          8,  19 day avg 
2008-02      ,         58,  21 day avg ,        237,  21 day avg ,         12,  21 day avg ,        219,  21 day avg ,          3,  21 day avg ,          5,  21 day avg 
2008-01      ,         33,  14 day avg ,         85,  14 day avg ,        130,  14 day avg ,         72,  14 day avg ,        201,  14 day avg ,          1,  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      ,        200,   4 day avg ,         66,   4 day avg ,        421,   4 day avg ,         21,   4 day avg ,         18,   4 day avg ,         52,   4 day avg 
2007-03      ,         61,  22 day avg ,        119,  22 day avg ,         53,  22 day avg ,        114,  22 day avg ,          4,  22 day avg ,         10,  22 day avg 
2007-02      ,         50,  20 day avg ,        145,  20 day avg ,         14,  20 day avg ,         70,  20 day avg ,          1,  20 day avg ,          1,  20 day avg 
2007-01      ,         51,  22 day avg ,        103,  22 day avg ,        115,  22 day avg ,         13,  22 day avg ,         54,  22 day avg ,          3,  22 day avg 
2006-12      ,         79,  19 day avg ,         76,  19 day avg ,        102,  19 day avg ,          8,  19 day avg ,         73,  19 day avg ,          6,  19 day avg 
2006-11      ,         14,  22 day avg ,         59,  22 day avg ,         78,  22 day avg ,         51,  22 day avg ,         12,  22 day avg ,         41,  22 day avg 
2006-10      ,         77,  22 day avg ,        110,  22 day avg ,         40,  22 day avg ,        208,  22 day avg ,         17,  22 day avg ,         84,  22 day avg 
2006-09      ,        133,  21 day avg ,         86,  21 day avg ,         25,  21 day avg ,        131,  21 day avg ,          0,  21 day avg ,         48,  21 day avg 
2006-08      ,        116,  23 day avg ,         40,  23 day avg ,         17,  23 day avg ,         91,  23 day avg ,         na,  23 day avg ,         20,  23 day avg 
2006-07      ,        159,  21 day avg ,         43,  21 day avg ,         23,  21 day avg ,         98,  21 day avg ,          7,  21 day avg ,         19,  21 day avg 
2006-06      ,         32,  22 day avg ,         77,  22 day avg ,          2,  22 day avg ,          2,  22 day avg ,         22,  22 day avg ,         na,  22 day avg 
2006-05      ,         28,  22 day avg ,         52,  22 day avg ,         61,  22 day avg ,          3,  22 day avg ,         18,  22 day avg ,         33,  22 day avg 
2006-04      ,        128,  18 day avg ,         54,  18 day avg ,         37,  18 day avg ,          2,  18 day avg ,          0,  18 day avg ,         14,  18 day avg 
2006-03      ,         26,  23 day avg ,         54,  23 day avg ,         42,  23 day avg ,         49,  23 day avg ,          4,  23 day avg ,          6,  23 day avg 
2006-02      ,         40,  20 day avg ,        111,  20 day avg ,          2,  20 day avg ,         81,  20 day avg ,         19,  20 day avg ,          3,  20 day avg 
2006-01      ,          9,  22 day avg ,         51,  22 day avg ,         60,  22 day avg ,         33,  22 day avg ,         29,  22 day avg ,          4,  22 day avg 
2005-12      ,         26,  21 day avg ,         15,  21 day avg ,         42,  21 day avg ,         na,  21 day avg ,         11,  21 day avg ,          0,  21 day avg 
2005-11      ,         55,  22 day avg ,         57,  22 day avg ,         64,  22 day avg ,        110,  22 day avg ,          4,  22 day avg ,         37,  22 day avg 
2005-10      ,        113,  21 day avg ,         36,  21 day avg ,          9,  21 day avg ,         66,  21 day avg ,          0,  21 day avg ,         23,  21 day avg 
2005-09      ,         35,  22 day avg ,        103,  22 day avg ,         23,  22 day avg ,         35,  22 day avg ,         51,  22 day avg ,          4,  22 day avg 
2005-08      ,         11,  23 day avg ,        102,  23 day avg ,         11,  23 day avg ,          5,  23 day avg ,         44,  23 day avg ,          0,  23 day avg 
2005-07      ,         10,  21 day avg ,         85,  21 day avg ,         13,  21 day avg ,          4,  21 day avg ,         38,  21 day avg ,          7,  21 day avg 
2005-06      ,         87,  22 day avg ,          0,  22 day avg ,         93,  22 day avg ,          4,  22 day avg ,         17,  22 day avg ,         49,  22 day avg 
2005-05      ,         13,  22 day avg ,         24,  22 day avg ,         13,  22 day avg ,         68,  22 day avg ,          5,  22 day avg ,         14,  22 day avg 
2005-04      ,        155,  20 day avg ,         81,  20 day avg ,          0,  20 day avg ,        114,  20 day avg ,         15,  20 day avg ,          0,  20 day avg 
2005-03      ,         19,  22 day avg ,        102,  22 day avg ,         10,  22 day avg ,          7,  22 day avg ,         35,  22 day avg ,          4,  22 day avg 
2005-02      ,         79,  20 day avg ,        222,  20 day avg ,         17,  20 day avg ,         na,  20 day avg ,         41,  20 day avg ,          4,  20 day avg 
2005-01      ,         16,  21 day avg ,         79,  21 day avg ,         71,  21 day avg ,          0,  21 day avg ,         18,  21 day avg ,         16,  21 day avg 
2004-12      ,         62,  23 day avg ,         23,  23 day avg ,         53,  23 day avg ,          0,  23 day avg ,         na,  23 day avg ,         16,  23 day avg 
2004-11      ,         53,  22 day avg ,        105,  22 day avg ,         85,  22 day avg ,         74,  22 day avg ,          5,  22 day avg ,          2,  22 day avg 
2004-10      ,         88,  21 day avg ,         62,  21 day avg ,         58,  21 day avg ,         81,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2004-09      ,         21,  22 day avg ,        131,  22 day avg ,         28,  22 day avg ,         43,  22 day avg ,         91,  22 day avg ,         na,  22 day avg 
2004-08      ,          3,  22 day avg ,        127,  22 day avg ,         39,  22 day avg ,         23,  22 day avg ,         91,  22 day avg ,          0,  22 day avg 
2004-07      ,          6,  22 day avg ,         60,  22 day avg ,         19,  22 day avg ,         29,  22 day avg ,         33,  22 day avg ,         10,  22 day avg 
2004-06      ,         67,  22 day avg ,          9,  22 day avg ,        133,  22 day avg ,         42,  22 day avg ,         15,  22 day avg ,         41,  22 day avg 
2004-05      ,         52,  21 day avg ,         84,  21 day avg ,         38,  21 day avg ,         96,  21 day avg ,         24,  21 day avg ,         20,  21 day avg 
2004-04      ,        121,  19 day avg ,         74,  19 day avg ,         na,  19 day avg ,         48,  19 day avg ,          4,  19 day avg ,          0,  19 day avg 
2004-03      ,         38,  23 day avg ,        106,  23 day avg ,         19,  23 day avg ,         43,  23 day avg ,         41,  23 day avg ,          1,  23 day avg 
2004-02      ,         48,  20 day avg ,        232,  20 day avg ,         18,  20 day avg ,          0,  20 day avg ,        100,  20 day avg ,          9,  20 day avg 
2004-01      ,         24,  21 day avg ,         73,  21 day avg ,        110,  21 day avg ,          4,  21 day avg ,         12,  21 day avg ,         26,  21 day avg 
2003-12      ,         47,  19 day avg ,         41,  19 day avg ,        163,  19 day avg ,         13,  19 day avg ,          1,  19 day avg ,         28,  19 day avg 
2003-11      ,         14,  20 day avg ,         97,  20 day avg ,         78,  20 day avg ,        191,  20 day avg ,          2,  20 day avg ,         10,  20 day avg 
2003-10      ,         84,  23 day avg ,         65,  23 day avg ,         40,  23 day avg ,        144,  23 day avg ,          4,  23 day avg ,         na,  23 day avg 
2003-09      ,         39,  18 day avg ,         79,  18 day avg ,         56,  18 day avg ,         59,  18 day avg ,         52,  18 day avg ,          1,  18 day avg 
2003-08      ,          4,  17 day avg ,        254,  17 day avg ,        116,  17 day avg ,         44,  17 day avg ,        166,  17 day avg ,          5,  17 day avg 
2003-07      ,          2,  23 day avg ,        148,  23 day avg ,         61,  23 day avg ,         25,  23 day avg ,         63,  23 day avg ,          6,  23 day avg 
2003-06      ,         40,  21 day avg ,          6,  21 day avg ,        102,  21 day avg ,         13,  21 day avg ,         13,  21 day avg ,         29,  21 day avg 
2003-05      ,         28,  22 day avg ,         45,  22 day avg ,         23,  22 day avg ,         89,  22 day avg ,         18,  22 day avg ,         15,  22 day avg 
2003-04      ,        172,  18 day avg ,         87,  18 day avg ,         na,  18 day avg ,        147,  18 day avg ,         18,  18 day avg ,          6,  18 day avg 
2003-03      ,         35,  21 day avg ,         79,  21 day avg ,         10,  21 day avg ,          5,  21 day avg ,         56,  21 day avg ,          7,  21 day avg 
2003-02      ,         74,  20 day avg ,        214,  20 day avg ,         22,  20 day avg ,          0,  20 day avg ,        113,  20 day avg ,          7,  20 day avg 
2003-01      ,         15,  22 day avg ,         56,  22 day avg ,         81,  22 day avg ,         13,  22 day avg ,          9,  22 day avg ,         36,  22 day avg 
2002-12      ,         56,  12 day avg ,         35,  12 day avg ,         62,  12 day avg ,          2,  12 day avg ,         na,  12 day avg ,          9,  12 day avg 
2002-11      ,          1,   9 day avg ,         62,   9 day avg ,         24,   9 day avg ,         94,   9 day avg ,          2,   9 day avg ,         na,   9 day avg