Liffe recorded its busiest month ever in August, trading a total of 104m futures and options, up 75% from the same period last year. It is the first time that Liffe has traded more than 100m contracts in a single month. Over 628m contracts have been traded year-to-date, up 26.4% from the same period last year. Interest rate products traded over 66m contracts in August, up 79.6% from the same month last year. Of this total, 63m contracts were in short-term interest rate (STIR) products - an all-time record month. Over 344m contracts have been traded year-to-date, up 24.2% from the same period last year.
OneChicago reported that 352,591 security futures contracts traded at the exchange in August. ADV in August was 15,330 contracts. Year-to-date volume stands at 6.2m - a 40% increase from the same period in 2006.
New York Mercantile Exchange (Nymex) set daily...