Euronext Liffe's FTSEurofirst index futures set a new daily record of 8,260 contracts on 1 September. The Eurofirst 80 traded 3,244 contracts and the Eurofirst 100 traded 5,016 contracts. FTSEurofirst derivatives also traded a record week, in the week commencing 25 August. A total of more than 30,000 contracts were traded representing an increase of over 90% on the previous highest week's total of 16,000 contracts. Since the launch on 23 June the contracts have traded over 140,000 contracts.
On 28 August a record 42,433 contracts traded in the Chicago Board of Trade's 10-year interest rate swap future, breaking the previous record of 30,207 set on 13 June. Average daily volume on the contract was 6,801 for August, With 53,409 in open interest.
Meanwhile, Euronext Liffe has extended the general fee holiday for its competing US Swapnote contracts. The fee...