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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 : 22
Column ( 2) Short Sterling maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) Short Sterling maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) Short Sterling maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) Short Sterling maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) Short Sterling maturity 6.
6th maturity
. Number of observations : 22
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 ,
2008.3 , 1882, 41 day avg , 27172, 41 day avg , 16654, 41 day avg , 61677, 41 day avg , 82635, 41 day avg , 71070, 41 day avg
2008.2 , 10643, 65 day avg , 25381, 65 day avg , 20855, 65 day avg , 78268, 65 day avg , 92809, 65 day avg , 84086, 65 day avg
2008.1 , 29270, 54 day avg , 37654, 54 day avg , 14208, 54 day avg , 93313, 54 day avg , 106912, 54 day avg , 100156, 54 day avg
2007.4 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.2 , na, 4 day avg , na, 4 day avg , 98899, 4 day avg , 80008, 4 day avg , 70490, 4 day avg , 45247, 4 day avg
2007.1 , 19919, 64 day avg , 31172, 64 day avg , 24052, 64 day avg , 101882, 64 day avg , 87457, 64 day avg , 71544, 64 day avg
2006.4 , 9858, 63 day avg , 13173, 63 day avg , 13727, 63 day avg , 62160, 63 day avg , 61966, 63 day avg , 48323, 63 day avg
2006.3 , 10414, 65 day avg , 18168, 65 day avg , 20464, 65 day avg , 79597, 65 day avg , 62081, 65 day avg , 54388, 65 day avg
2006.2 , 13776, 62 day avg , 18405, 62 day avg , 14832, 62 day avg , 81465, 62 day avg , 82234, 62 day avg , 55077, 62 day avg
2006.1 , 5685, 65 day avg , 11449, 65 day avg , 16317, 65 day avg , 60123, 65 day avg , 60044, 65 day avg , 44210, 65 day avg
2005.4 , 7404, 64 day avg , 10363, 64 day avg , 12677, 64 day avg , 62417, 64 day avg , 60837, 64 day avg , 47750, 64 day avg
2005.3 , 5295, 66 day avg , 12663, 66 day avg , 18538, 66 day avg , 57613, 66 day avg , 53779, 66 day avg , 38745, 66 day avg
2005.2 , 7150, 64 day avg , 12379, 64 day avg , 20737, 64 day avg , 61122, 64 day avg , 59651, 64 day avg , 42437, 64 day avg
2005.1 , 10834, 63 day avg , 10394, 63 day avg , 13348, 63 day avg , 52044, 63 day avg , 52488, 63 day avg , 42007, 63 day avg
2004.4 , 6042, 66 day avg , 10509, 66 day avg , 11621, 66 day avg , 40569, 66 day avg , 39202, 66 day avg , 37954, 66 day avg
2004.3 , 5782, 66 day avg , 10360, 66 day avg , 13337, 66 day avg , 48502, 66 day avg , 40984, 66 day avg , 26776, 66 day avg
2004.2 , 9588, 62 day avg , 11245, 62 day avg , 13319, 62 day avg , 42956, 62 day avg , 51608, 62 day avg , 27679, 62 day avg
2004.1 , 8644, 64 day avg , 9112, 64 day avg , 14736, 64 day avg , 45093, 64 day avg , 50553, 64 day avg , 36427, 64 day avg
2003.4 , 6741, 62 day avg , 12976, 62 day avg , 9301, 62 day avg , 35798, 62 day avg , 36480, 62 day avg , 23882, 62 day avg
2003.3 , 3741, 58 day avg , 11411, 58 day avg , 12290, 58 day avg , 42553, 58 day avg , 41368, 58 day avg , 23553, 58 day avg
2003.2 , 7749, 61 day avg , 9984, 61 day avg , 9866, 61 day avg , 35241, 61 day avg , 44618, 61 day avg , 29870, 61 day avg
2003.1 , 6146, 63 day avg , 9426, 63 day avg , 6284, 63 day avg , 35655, 63 day avg , 35306, 63 day avg , 29645, 63 day avg
2002.4 , 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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