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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),
Long Gilt.
http://www.euronext.com/home_derivatives-2153-EN.html
Column ( 1) Long Gilt maturity 1.
Nearest maturity
. Number of observations : 269
Column ( 2) Long Gilt maturity 2.
2nd maturity
. Number of observations : 269
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 aug 27, 4:12 pm |
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Long Gilt . Futures . Average Volume
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, Long Gilt ,, Long Gilt ,
, Long Gilt1st ,, Long Gilt2nd ,
, Long Gilt; Nearest exp ,, 2nd nearest expn ,
, iration ,, ,
, Oct2002 to Aug2008,, Oct2002 to Aug2008,
End of , Avg daily Volume ,, Avg daily Volume ,
2008-08-26 , 162361, 2 day avg , 109351, 2 day avg
2008-08-26 , 65557.0, 5 day avg , 1603.0, 5 day avg
2008-08-26 , 79876.6, 5 day avg , na,
2008-08-26 , 78034.0, 5 day avg , na,
2008-08-26 , 86206.2, 5 day avg , na,
2008-08-26 , 70974.2, 5 day avg , na,
2008-08-26 , 83045.2, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 78570.2, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 81903.6, 5 day avg , 5.0000, 5 day avg
2008-08-26 , 20802.4, 5 day avg , 61984.6, 5 day avg
2008-08-26 , 1570.4, 5 day avg , 67191.0, 5 day avg
2008-08-26 , 809.400, 5 day avg , 87113.4, 5 day avg
2008-08-26 , 8391.4, 5 day avg , 87138.6, 5 day avg
2008-08-26 , 119814, 5 day avg , 112587, 5 day avg
2008-08-26 , 84913.2, 5 day avg , 11417.4, 5 day avg
2008-08-26 , 83316.4, 5 day avg , na,
2008-08-26 , 52700.0, 5 day avg , na,
2008-08-26 , 59869.8, 5 day avg , na,
2008-08-26 , 81853.6, 5 day avg , na,
2008-08-26 , 88975.6, 5 day avg , na,
2008-08-26 , 66535.2, 5 day avg , na,
2008-08-26 , 86794.2, 5 day avg , na,
2008-08-26 , 19699.5, 4 day avg , 60080.8, 4 day avg
2008-08-26 , 2689.8, 4 day avg , 89105.5, 4 day avg
2008-08-26 , 1060.6, 5 day avg , 93610.8, 5 day avg
2008-08-26 , 16791.0, 5 day avg , 105304, 5 day avg
2008-08-26 , 154616, 5 day avg , 128095, 5 day avg
2008-08-26 , 81147.6, 5 day avg , 622.000, 5 day avg
2008-08-26 , 115601, 5 day avg , 0.4000, 5 day avg
2008-08-26 , 83837.6, 5 day avg , na,
2008-08-26 , 89384.4, 5 day avg , na,
2008-08-26 , 115863, 5 day avg , na,
2008-08-26 , 100809, 5 day avg , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , na, , na,
2008-08-26 , 84269.5, 4 day avg , na,
2008-08-26 , 38905.4, 5 day avg , 49977.2, 5 day avg
2008-08-26 , 1015.4, 5 day avg , 83663.4, 5 day avg
2008-08-26 , 2324.0, 5 day avg , 77854.6, 5 day avg
2008-08-26 , 10818.0, 5 day avg , 80740.2, 5 day avg
2008-08-26 , 125856, 5 day avg , 130254, 5 day avg
2008-08-26 , 126972, 5 day avg , 41179.4, 5 day avg
2008-08-26 , 100986, 5 day avg , 23.4000, 5 day avg
2008-08-26 , 103349, 5 day avg , na,
2008-08-26 , 90346.2, 5 day avg , 40.0000, 5 day avg
2008-08-26 , 82764.8, 5 day avg , na,
2008-08-26 , 80845.2, 5 day avg , na,
2008-08-26 , 86767.4, 5 day avg , na,
2008-08-26 , 71411.0, 4 day avg , na,
2008-08-26 , 19458.7, 3 day avg , 8709.7, 3 day avg
2008-08-26 , 2002.0, 5 day avg , 42809.4, 5 day avg
2008-08-26 , 2673.8, 5 day avg , 94081.0, 5 day avg
2008-08-26 , 17206.0, 5 day avg , 89228.6, 5 day avg
2008-08-26 , 152477, 5 day avg , 113369, 5 day avg
2008-08-26 , 75343.4, 5 day avg , 10476.6, 5 day avg
2008-08-26 , 80286.8, 5 day avg , 49.2000, 5 day avg
2008-08-26 , 86167.6, 5 day avg , 1.6000, 5 day avg
2008-08-26 , 98594.8, 5 day avg , 0.8000, 5 day avg
2008-08-26 , 73461.8, 5 day avg , na,
2008-08-26 , 67110.6, 5 day avg , na,
2008-08-26 , 66713.6, 5 day avg , na,
2008-08-26 , 80084.4, 5 day avg , na,
2008-08-26 , 33225.6, 5 day avg , 48703.4, 5 day avg
2008-08-26 , 4535.6, 5 day avg , 80034.2, 5 day avg
2008-08-26 , 3021.6, 5 day avg , 62599.0, 5 day avg
2008-08-26 , 11173.8, 5 day avg , 62527.4, 5 day avg
2008-08-26 , 74943.2, 5 day avg , 65432.4, 5 day avg
2008-08-26 , 106792, 5 day avg , 31137.0, 5 day avg
2008-08-26 , 59157.4, 5 day avg , 682.200, 5 day avg
2008-08-26 , 57233.2, 5 day avg , 40.0000, 5 day avg
2008-08-26 , 83170.6, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 58268.0, 5 day avg , na,
2008-08-26 , 65730.2, 5 day avg , na,
2008-08-26 , 61678.4, 5 day avg , na,
2008-08-26 , 66812.4, 5 day avg , na,
2008-08-26 , 32894.6, 5 day avg , 35067.8, 5 day avg
2008-08-26 , 6893.4, 5 day avg , 63952.2, 5 day avg
2008-08-26 , 2148.2, 5 day avg , 66033.4, 5 day avg
2008-08-26 , 8378.4, 5 day avg , 87454.4, 5 day avg
2008-08-26 , 44490.6, 5 day avg , 62437.0, 5 day avg
2008-08-26 , 147477, 5 day avg , 74825.2, 5 day avg
2008-08-26 , 85560.4, 5 day avg , 1725.2, 5 day avg
2008-08-26 , 71600.4, 5 day avg , 1452.8, 5 day avg
2008-08-26 , 75995.5, 4 day avg , 2051.0, 4 day avg
2008-08-26 , 84151.6, 5 day avg , na,
2008-08-26 , 63519.0, 4 day avg , na,
2008-08-26 , 64075.3, 4 day avg , na,
2008-08-26 , 66841.4, 5 day avg , na,
2008-08-26 , 28266.4, 5 day avg , 39714.4, 5 day avg
2008-08-26 , 1505.2, 5 day avg , 71153.6, 5 day avg
2008-08-26 , 1279.0, 5 day avg , 69403.0, 5 day avg
2008-08-26 , 5389.8, 5 day avg , 66487.6, 5 day avg
2008-08-26 , 47138.2, 5 day avg , 68652.2, 5 day avg
2008-08-26 , 147827, 5 day avg , 92502.2, 5 day avg
2008-08-26 , 69404.6, 5 day avg , 49.6000, 5 day avg
2008-08-26 , 58797.6, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 62122.0, 5 day avg , na,
2008-08-26 , 80704.8, 5 day avg , na,
2008-08-26 , 76566.8, 5 day avg , na,
2008-08-26 , 56774.0, 5 day avg , na,
2008-08-26 , 44278.0, 5 day avg , na,
2008-08-26 , 9688.3, 4 day avg , 6037.3, 4 day avg
2008-08-26 , 1531.4, 5 day avg , 30034.6, 5 day avg
2008-08-26 , 505.200, 5 day avg , 50390.8, 5 day avg
2008-08-26 , 6046.6, 5 day avg , 71804.2, 5 day avg
2008-08-26 , 96703.6, 5 day avg , 88845.0, 5 day avg
2008-08-26 , 78634.6, 5 day avg , 29205.6, 5 day avg
2008-08-26 , 89653.4, 5 day avg , 438.800, 5 day avg
2008-08-26 , 41540.4, 5 day avg , 40.2000, 5 day avg
2008-08-26 , 71218.2, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 78655.8, 5 day avg , na,
2008-08-26 , 59808.6, 5 day avg , na,
2008-08-26 , 69153.2, 5 day avg , 1.0000, 5 day avg
2008-08-26 , 67741.0, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 30707.6, 5 day avg , 49935.8, 5 day avg
2008-08-26 , 294.400, 5 day avg , 63958.6, 5 day avg
2008-08-26 , 2528.0, 5 day avg , 66917.8, 5 day avg
2008-08-26 , 5796.2, 5 day avg , 60974.8, 5 day avg
2008-08-26 , 46167.2, 5 day avg , 53257.0, 5 day avg
2008-08-26 , 92338.8, 5 day avg , 55246.0, 5 day avg
2008-08-26 , 45647.2, 5 day avg , 444.800, 5 day avg
2008-08-26 , 41332.2, 5 day avg , 85.0000, 5 day avg
2008-08-26 , 57497.4, 5 day avg , 4.8000, 5 day avg
2008-08-26 , 43993.4, 5 day avg , 4.2000, 5 day avg
2008-08-26 , 51959.6, 5 day avg , 2.8000, 5 day avg
2008-08-26 , 56658.4, 5 day avg , 2.0000, 5 day avg
2008-08-26 , 52709.6, 5 day avg , na,
2008-08-26 , 48560.4, 5 day avg , 21281.4, 5 day avg
2008-08-26 , 1113.0, 5 day avg , 63361.0, 5 day avg
2008-08-26 , 1679.2, 5 day avg , 59790.2, 5 day avg
2008-08-26 , 7772.0, 5 day avg , 50975.6, 5 day avg
2008-08-26 , 25839.6, 5 day avg , 47998.8, 5 day avg
2008-08-26 , 129461, 5 day avg , 68583.8, 5 day avg
2008-08-26 , 50088.6, 5 day avg , 200.400, 5 day avg
2008-08-26 , 68117.0, 5 day avg , 15.4000, 5 day avg
2008-08-26 , 41411.0, 5 day avg , 7.8000, 5 day avg
2008-08-26 , 51566.6, 5 day avg , 1.6000, 5 day avg
2008-08-26 , 50008.6, 5 day avg , 1.4000, 5 day avg
2008-08-26 , 48902.8, 4 day avg , 0.7500, 4 day avg
2008-08-26 , 49422.4, 5 day avg , na,
2008-08-26 , 34932.2, 5 day avg , 7172.6, 5 day avg
2008-08-26 , 2362.8, 4 day avg , 49117.0, 4 day avg
2008-08-26 , 3287.4, 5 day avg , 51903.4, 5 day avg
2008-08-26 , 2467.8, 5 day avg , 57701.8, 5 day avg
2008-08-26 , 30737.8, 5 day avg , 66687.6, 5 day avg
2008-08-26 , 115788, 5 day avg , 61223.4, 5 day avg
2008-08-26 , 55405.0, 5 day avg , 46.6000, 5 day avg
2008-08-26 , 51164.4, 5 day avg , 3.4000, 5 day avg
2008-08-26 , 54342.8, 5 day avg , 12.0000, 5 day avg
2008-08-26 , 52495.6, 5 day avg , 0.6000, 5 day avg
2008-08-26 , 61516.2, 5 day avg , na,
2008-08-26 , 46355.0, 5 day avg , na,
2008-08-26 , 45696.8, 5 day avg , na,
2008-08-26 , 7896.0, 5 day avg , 9311.8, 5 day avg
2008-08-26 , 1221.0, 5 day avg , 21968.2, 5 day avg
2008-08-26 , 594.400, 5 day avg , 44707.4, 5 day avg
2008-08-26 , 6929.6, 5 day avg , 62138.2, 5 day avg
2008-08-26 , 44897.6, 5 day avg , 65982.8, 5 day avg
2008-08-26 , 102497, 5 day avg , 50697.6, 5 day avg
2008-08-26 , 75213.8, 5 day avg , 2163.4, 5 day avg
2008-08-26 , 53273.6, 5 day avg , 1070.4, 5 day avg
2008-08-26 , 66123.4, 5 day avg , 1.8000, 5 day avg
2008-08-26 , 48644.4, 5 day avg , na,
2008-08-26 , 42903.6, 5 day avg , na,
2008-08-26 , 53067.2, 5 day avg , na,
2008-08-26 , 50906.6, 5 day avg , na,
2008-08-26 , 34232.2, 5 day avg , 17437.6, 5 day avg
2008-08-26 , 244.800, 5 day avg , 55303.8, 5 day avg
2008-08-26 , 884.400, 5 day avg , 44366.0, 5 day avg
2008-08-26 , 6334.0, 5 day avg , 47270.6, 5 day avg
2008-08-26 , 31877.6, 5 day avg , 50067.2, 5 day avg
2008-08-26 , 84021.4, 5 day avg , 50438.2, 5 day avg
2008-08-26 , 41340.6, 5 day avg , 336.400, 5 day avg
2008-08-26 , 34517.0, 5 day avg , 13.0000, 5 day avg
2008-08-26 , 52879.8, 5 day avg , na,
2008-08-26 , 46166.2, 5 day avg , 40.0000, 5 day avg
2008-08-26 , 46090.8, 5 day avg , na,
2008-08-26 , 41163.2, 5 day avg , na,
2008-08-26 , 31956.4, 5 day avg , na,
2008-08-26 , 37380.8, 5 day avg , 9589.6, 5 day avg
2008-08-26 , 428.800, 5 day avg , 36527.8, 5 day avg
2008-08-26 , 644.200, 5 day avg , 48360.8, 5 day avg
2008-08-26 , 4443.0, 5 day avg , 33287.4, 5 day avg
2008-08-26 , 10695.6, 5 day avg , 30497.8, 5 day avg
2008-08-26 , 97154.2, 5 day avg , 61293.4, 5 day avg
2008-08-26 , 38305.0, 5 day avg , 2854.2, 5 day avg
2008-08-26 , 38452.2, 5 day avg , 252.400, 5 day avg
2008-08-26 , 36412.0, 5 day avg , 0.6000, 5 day avg
2008-08-26 , 40107.8, 5 day avg , 4.0000, 5 day avg
2008-08-26 , 41173.6, 5 day avg , na,
2008-08-26 , 34666.3, 3 day avg , na,
2008-08-26 , 40145.8, 4 day avg , 1.5000, 4 day avg
2008-08-26 , 40691.4, 5 day avg , 11863.8, 5 day avg
2008-08-26 , 237.600, 5 day avg , 32094.2, 5 day avg
2008-08-26 , 1518.4, 5 day avg , 36808.2, 5 day avg
2008-08-26 , 3138.0, 5 day avg , 45689.8, 5 day avg
2008-08-26 , 13391.0, 5 day avg , 54742.4, 5 day avg
2008-08-26 , 85320.8, 5 day avg , 43406.2, 5 day avg
2008-08-26 , 35758.6, 5 day avg , 151.600, 5 day avg
2008-08-26 , 31830.0, 5 day avg , 11.4000, 5 day avg
2008-08-26 , 39807.2, 5 day avg , na,
2008-08-26 , 48812.4, 5 day avg , na,
2008-08-26 , 43038.0, 5 day avg , 0.6000, 5 day avg
2008-08-26 , 41338.8, 5 day avg , 2.2000, 5 day avg
2008-08-26 , 38502.6, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 9170.3, 4 day avg , 2048.0, 4 day avg
2008-08-26 , 1478.0, 1 day avg , 17799.0, 1 day avg
2008-08-26 , 2515.2, 5 day avg , 25189.0, 5 day avg
2008-08-26 , 1639.0, 5 day avg , 37738.8, 5 day avg
2008-08-26 , 9479.0, 5 day avg , 39544.8, 5 day avg
2008-08-26 , 78928.8, 5 day avg , 46805.4, 5 day avg
2008-08-26 , 34358.2, 5 day avg , 1185.6, 5 day avg
2008-08-26 , 34923.8, 5 day avg , 954.800, 5 day avg
2008-08-26 , 46270.0, 5 day avg , 509.600, 5 day avg
2008-08-26 , 39804.0, 5 day avg , 277.800, 5 day avg
2008-08-26 , 34350.0, 5 day avg , 2.2000, 5 day avg
2008-08-26 , 34674.2, 5 day avg , 100.000, 5 day avg
2008-08-26 , 34936.0, 5 day avg , na,
2008-08-26 , 46256.8, 5 day avg , 0.2000, 5 day avg
2008-08-26 , 808.400, 5 day avg , 40015.4, 5 day avg
2008-08-26 , 539.800, 5 day avg , 34450.8, 5 day avg
2008-08-26 , 3518.8, 5 day avg , 36684.8, 5 day avg
2008-08-26 , 987.000, 1 day avg , 33418.0, 1 day avg
2008-08-26 , 32924.5, 2 day avg , 24488.0, 2 day avg
2008-08-26 , 26201.0, 5 day avg , 951.600, 5 day avg
2008-08-26 , 26894.8, 5 day avg , na,
2008-08-26 , 29499.0, 4 day avg , na,
2008-08-26 , 41614.0, 5 day avg , na,
2008-08-26 , 33493.2, 5 day avg , na,
2008-08-26 , 32851.8, 5 day avg , na,
2008-08-26 , 31811.6, 5 day avg , na,
2008-08-26 , 39516.4, 5 day avg , na,
2008-08-26 , 10269.2, 5 day avg , 31785.6, 5 day avg
2008-08-26 , 1821.0, 5 day avg , 40905.6, 5 day avg
2008-08-26 , 1535.6, 5 day avg , 36117.6, 5 day avg
2008-08-26 , 14096.6, 5 day avg , 42000.0, 5 day avg
2008-08-26 , 49001.4, 5 day avg , 24280.0, 5 day avg
2008-08-26 , 35519.8, 5 day avg , 490.600, 5 day avg
2008-08-26 , 39809.2, 5 day avg , na,
2008-08-26 , 26409.8, 5 day avg , na,
2008-08-26 , 26748.2, 5 day avg , na,
2008-08-26 , 31840.8, 4 day avg , na,
2008-08-26 , 29491.5, 2 day avg , na,
2008-08-26 , 31065.4, 5 day avg , na,
2008-08-26 , 34510.2, 5 day avg , na,
2008-08-26 , 7720.8, 5 day avg , 27548.6, 5 day avg
2008-08-26 , 1665.0, 5 day avg , 41836.4, 5 day avg
2008-08-26 , 914.800, 5 day avg , 36679.0, 5 day avg
2008-08-26 , 8479.6, 5 day avg , 36781.8, 5 day avg
2008-08-26 , 54604.2, 5 day avg , 25199.4, 5 day avg
2008-08-26 , 24698.8, 5 day avg , 166.000, 5 day avg
2008-08-26 , 32372.8, 5 day avg , 9.4000, 5 day avg
2008-08-26 , 34845.8, 5 day avg , na,
2008-08-26 , 34514.0, 5 day avg , na,
2008-08-26 , 32267.4, 5 day avg , na,
2008-08-26 , 38434.4, 5 day avg , na,
2008-08-26 , 27464.0, 5 day avg , na,
2008-08-26 , 13570.8, 4 day avg , na,
2008-08-26 , 620.667, 3 day avg , 7111.7, 3 day avg
2008-08-26 , 1946.2, 5 day avg , 20472.6, 5 day avg
2008-08-26 , 2467.0, 5 day avg , 22716.2, 5 day avg
2008-08-26 , 6824.2, 5 day avg , 37263.2, 5 day avg
2008-08-26 , 33985.8, 5 day avg , 13969.0, 5 day avg
2008-08-26 , 26231.8, 5 day avg , 382.200, 5 day avg
2008-08-26 , 26255.6, 5 day avg , 3.8000, 5 day avg
2008-08-26 , 31259.4, 5 day avg , na,
2008-08-26 , 24961.0, 5 day avg , na,
2008-08-26 , 31853.6, 5 day avg , na,
2008-08-26 , 31417.2, 5 day avg , na,
2008-08-26 , 28736.6, 5 day avg , na,
2008-08-26 , 30100.0, 3 day avg , na,
|