|
|
|
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.
|
Frequency :
|
|
PVO
|
|
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),
Three month EuroDollar.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Three month EuroDollar maturity 1.
Nearest maturity
. Number of observations : 17
Column ( 2) Three month EuroDollar maturity 2.
2nd maturity
. Number of observations : 17
Column ( 3) Three month EuroDollar maturity 3.
3rd maturity
. Number of observations : 17
Column ( 4) Three month EuroDollar maturity 4.
4th maturity
. Number of observations : 17
Column ( 5) Three month EuroDollar maturity 5.
5th maturity
. Number of observations : 17
Column ( 6) Three month EuroDollar maturity 6.
6th maturity
. Number of observations : 17
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
| |
|
Three month EuroDollar . Futures . Average Volume
|
|
, 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 ,
2008.3 , 6, 41 day avg , 48, 41 day avg , 19, 41 day avg , 0, 41 day avg , 15, 41 day avg , 11, 41 day avg
2008.2 , 6, 65 day avg , 20, 65 day avg , 35, 65 day avg , 4, 65 day avg , 13, 65 day avg , 18, 65 day avg
2008.1 , 3, 54 day avg , 5, 54 day avg , 6, 54 day avg , 6, 54 day avg , 0, 54 day avg , 1, 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 , na, 4 day avg , na, 4 day avg , na, 4 day avg , na, 4 day avg
2007.1 , 17, 64 day avg , 6, 64 day avg , 19, 64 day avg , 3, 64 day avg , 26, 64 day avg , 5, 64 day avg
2006.4 , 6, 63 day avg , 16, 63 day avg , 10, 63 day avg , 11, 63 day avg , 38, 63 day avg , 10, 63 day avg
2006.3 , 9, 65 day avg , 6, 65 day avg , 21, 65 day avg , 16, 65 day avg , 4, 65 day avg , 8, 65 day avg
2006.2 , 64, 62 day avg , 81, 62 day avg , 65, 62 day avg , 17, 62 day avg , 13, 62 day avg , 10, 62 day avg
2006.1 , 5, 65 day avg , 30, 65 day avg , 82, 65 day avg , 2, 65 day avg , 13, 65 day avg , 18, 65 day avg
2005.4 , 162, 64 day avg , 271, 64 day avg , 223, 64 day avg , 340, 64 day avg , 142, 64 day avg , 110, 64 day avg
2005.3 , 388, 66 day avg , 223, 66 day avg , 443, 66 day avg , 769, 66 day avg , 315, 66 day avg , 586, 66 day avg
2005.2 , 339, 64 day avg , 1301, 64 day avg , 1563, 64 day avg , 1286, 64 day avg , 1270, 64 day avg , 1739, 64 day avg
2005.1 , 714, 63 day avg , 1232, 63 day avg , 1608, 63 day avg , 1565, 63 day avg , 1527, 63 day avg , 1917, 63 day avg
2004.4 , 478, 66 day avg , 1479, 66 day avg , 873, 66 day avg , 1127, 66 day avg , 2158, 66 day avg , 1111, 66 day avg
2004.3 , 531, 66 day avg , 402, 66 day avg , 984, 66 day avg , 879, 66 day avg , 599, 66 day avg , 1280, 66 day avg
2004.2 , 315, 62 day avg , 755, 62 day avg , 608, 62 day avg , 690, 62 day avg , 832, 62 day avg , 807, 62 day avg
2004.1 , na, 11 day avg , na, 11 day avg , 1266, 11 day avg , na, 11 day avg , na, 11 day avg , 1309, 11 day avg
|