|
|
|
|
|
|
|
|
|
20/11/2009Futures - All NYSE Liffe
|
Name
|
Market
|
Code
|
Vol.
|
O.I.
|
|
ONE MONTH EONIA INDEXED FUTURES CONTRACT
|
LON
|
EON
|
-
|
-
|
|
ONE MONTH SONIA INDEXED FUTURES CONTRACT
|
LON
|
SO1
|
-
|
-
|
|
THREE MONTH EONIA SWAP INDEX FUTURES CONTRACT
|
LON
|
EO3
|
160
|
6,330
|
|
THREE MONTH EURO (EURIBOR) FUTURES
|
LON
|
I
|
1,199,370
|
3,523,629
|
|
THREE MONTH EURO SWISS FRANC (EUROSWISS) FUTURES
|
LON
|
S
|
20,161
|
203,589
|
|
THREE MONTH EURODOLLAR FUTURES
|
LON
|
ED
|
-
|
6,547
|
|
THREE MONTH EUROYEN (TIBOR) FUTURES
|
LON
|
J
|
-
|
-
|
|
THREE MONTH STERLING (SHORT STERLING) FUTURES
|
LON
|
L
|
491,040
|
2,530,603
|
20/11/2009Options - All NYSE Liffe
|
Name
|
Market
|
Code
|
Vol.
|
O.I.
|
|
ONE YEAR MID-CURVE OPTIONS ON EURIBOR FUTURES
|
LON
|
K
|
173,250
|
1,418,534
|
|
ONE YEAR MID-CURVE OPTIONS ON EURODOLLAR FUTURES
|
LON
|
EM
|
-
|
-
|
|
ONE YEAR MID-CURVE OPTIONS ON SHORT STERLING FUTURES
|
LON
|
M
|
99,989
|
1,783,216
|
|
OPTIONS ON THREE MONTH EURIBOR FUTURES
|
LON
|
I
|
676,883
|
11,748,062
|
|
OPTIONS ON THREE MONTH EURO SWISS FRANC FUTURES
|
LON
|
S
|
-
|
-
|
|
OPTIONS ON THREE MONTH EURODOLLAR FUTURES
|
LON
|
ED
|
-
|
-
|
|
OPTIONS ON THREE MONTH SHORT STERLING FUTURES
|
LON
|
L
|
284,533
|
6,078,074
|
|
|
|
|
Note: Date for volume is the current trading day ; Date for open interest is is the trading day-1
|
|
|
|
| |