ICE Futures U.S.(TM), a leading regulated U.S. futures exchange for global agricultural, equity index and currency markets, today announced that its mini Russell 2000(R) Index futures contract set a third consecutive day of record volume and open interest on Wednesday, September 10. The new daily volume high of 150,883 contracts yesterday more than tripled the previous day's record of 36,230. Also on Wednesday, ICE U.S. Dollar Index(R) (USDX(R)) futures posted a new daily volume high of 47,545 contracts, surpassing the previous record established on March 13, 2008.
Beginning next Friday, September 19, Russell Index futures and options on futures contracts will for the first time trade exclusively on ICE. Over $4.4 trillion in assets and more than 99% of small cap institutional assets are benchmarked to Russell indexes.
Open interest in the mini and full-size Russell 2000 futures increased from 1,377 contracts at January 1, 2008 to 161,436 contracts as of September 10, based on mini equivalents. The new open interest record for the fifth consecutive day represents a 95% rise over Tuesday's record of 82,849 mini equivalents.
Free real-time market data for the mini Russell 2000 index futures contract is now available via the ICE website at www.theice.com . Daily volume in the mini Russell 2000 futures contract is published on ICE's homepage.
The USDX is a globally recognized benchmark for the U.S. dollar.