LIFFE traded 9,059,178 futures and options contracts during July 2000 representing an average daily volume of 431,389.
LIFFE’s Deputy Chief Executive, John Foyle said, “The total value traded on LIFFE during the first seven months of the year was £35 trillion, an increase of 8% over the same period last year. LIFFE’s market share in Euribor futures and options has remained at 98 per cent with the future and option each seeing a 72% increase in volume year-to-date. LIFFE’s Equity Options continue to grow showing a 23% increase in volume year-to-date.”
The following records were set in July 2000: Euribor Mid-Curve Options set a new daily record trading 19,950 contracts on 10 July 2000 (previous daily record of 13,330 set on 20 June 2000)
Euribor Mid-Curve options set a new daily open interest record of 85,325 on 31 July 2000 (previous daily open interest record of 85,025 set on 26 July 2000)
Robusta Coffee Futures set a new daily record trading 23,586 contracts on 18 July 2000 (previous daily record of 21,759 set on 27 June 2000)
LIFFE’s Equity Options set a new daily open interest record of 927,015 on 19 July 2000 (previous daily open interest record of 867,471 set on 21 June 2000)
FTSE 100 Options ESX set a new daily open interest record of 740,126 on 21 July 2000 (previous daily open interest record of 735,766 set on 17 December 1999)
MSCI Pan European Index future set a new daily open interest record of 9,817 on 31 July 2000 (previous daily open interest record of 8,358 set on 15 May 2000)
