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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),
Euroswiss Franc.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Euroswiss Franc maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) Euroswiss Franc maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) Euroswiss Franc maturity 3.
3rd maturity
. Number of observations : 22
Column ( 4) Euroswiss Franc maturity 4.
4th maturity
. Number of observations : 22
Column ( 5) Euroswiss Franc maturity 5.
5th maturity
. Number of observations : 22
Column ( 6) Euroswiss Franc 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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Euroswiss Franc . Futures . Average Volume
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, 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 ,
2008.3 , 7094, 41 day avg , 8600, 41 day avg , 4772, 41 day avg , 3880, 41 day avg , 1863, 41 day avg , 1783, 41 day avg
2008.2 , 7931, 65 day avg , 9116, 65 day avg , 7937, 65 day avg , 5586, 65 day avg , 1920, 65 day avg , 1276, 65 day avg
2008.1 , 10768, 54 day avg , 12484, 54 day avg , 8109, 54 day avg , 8119, 54 day avg , 3601, 54 day avg , 1396, 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 , 7159, 4 day avg , 7671, 4 day avg , 6513, 4 day avg , 3808, 4 day avg , 918, 4 day avg , 732, 4 day avg
2007.1 , 10305, 64 day avg , 15295, 64 day avg , 10116, 64 day avg , 7656, 64 day avg , 1905, 64 day avg , 666, 64 day avg
2006.4 , 7432, 63 day avg , 16710, 63 day avg , 13653, 63 day avg , 6258, 63 day avg , 2994, 63 day avg , 1067, 63 day avg
2006.3 , 8358, 65 day avg , 16481, 65 day avg , 10280, 65 day avg , 3631, 65 day avg , 1252, 65 day avg , 478, 65 day avg
2006.2 , 8171, 62 day avg , 16892, 62 day avg , 9697, 62 day avg , 3872, 62 day avg , 1416, 62 day avg , 1128, 62 day avg
2006.1 , 10033, 65 day avg , 13391, 65 day avg , 7893, 65 day avg , 3989, 65 day avg , 1040, 65 day avg , 423, 65 day avg
2005.4 , 10147, 64 day avg , 12765, 64 day avg , 6479, 64 day avg , 3234, 64 day avg , 1069, 64 day avg , 347, 64 day avg
2005.3 , 7636, 66 day avg , 17173, 66 day avg , 7345, 66 day avg , 4279, 66 day avg , 679, 66 day avg , 476, 66 day avg
2005.2 , 7009, 64 day avg , 10236, 64 day avg , 5877, 64 day avg , 2882, 64 day avg , 880, 64 day avg , 292, 64 day avg
2005.1 , 7126, 63 day avg , 9891, 63 day avg , 6476, 63 day avg , 3495, 63 day avg , 897, 63 day avg , 309, 63 day avg
2004.4 , 9104, 66 day avg , 12345, 66 day avg , 5899, 66 day avg , 3009, 66 day avg , 775, 66 day avg , 157, 66 day avg
2004.3 , 7647, 66 day avg , 10841, 66 day avg , 4792, 66 day avg , 3238, 66 day avg , 644, 66 day avg , 196, 66 day avg
2004.2 , 9971, 62 day avg , 11717, 62 day avg , 6356, 62 day avg , 2450, 62 day avg , 1494, 62 day avg , 575, 62 day avg
2004.1 , 5106, 64 day avg , 7944, 64 day avg , 4891, 64 day avg , 2428, 64 day avg , 565, 64 day avg , 143, 64 day avg
2003.4 , 4471, 62 day avg , 7532, 62 day avg , 5418, 62 day avg , 2228, 62 day avg , 517, 62 day avg , 135, 62 day avg
2003.3 , 4854, 58 day avg , 7258, 58 day avg , 4030, 58 day avg , 1841, 58 day avg , 417, 58 day avg , 174, 58 day avg
2003.2 , 6180, 61 day avg , 6174, 61 day avg , 3473, 61 day avg , 1371, 61 day avg , 526, 61 day avg , 238, 61 day avg
2003.1 , 7861, 63 day avg , 6338, 63 day avg , 3520, 63 day avg , 1798, 63 day avg , 501, 63 day avg , 274, 63 day avg
2002.4 , 6050, 63 day avg , 7110, 63 day avg , 2740, 63 day avg , 1135, 63 day avg , 316, 63 day avg , 93, 63 day avg
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