Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

NQLX July 2003 Volume

Date 04/08/2003

NQLX announced today that 90,238 contracts were traded in July. Average daily volume (ADV) in July was 4,102 contracts. NQLX volume accounted for approximately 50% of the security futures industry's customer trading volume in July.

The top five security futures contracts by volume in July were:

Tickers Stocks Number of Contracts
IWM iShares Russell 2000 54,728
QQQ NASDAQ 100 Index Tracking Stock 4,601
VZ Verizon Communications 2,046
PG The Procter & Gamble Company 1,939
AMG Affiliated Managers Group, Inc. 1,893

Each contract represents 100 shares of the underlying stock. NQLX has a total of 93 security futures products, including futures on the NASDAQ-100 Index Tracking Stock (QQQ) and a suite of Russell iShares. NQLX also has three cash-settled futures on a suite of Russell 1000 products.

  • Open interest was at 49,455 contracts on July 31, 2003.
  • The most active day was July 31 when 7,700 contracts traded.
  • 6,063 NQLX Exchange Traded Funds futures contracts were traded on July 31, setting a new industry record for single day volume of ETF futures.

    NQLX is a fully electronic, federally regulated exchange and is a wholly owned subsidiary of Euronext.liffe. It lists financial and security futures through Euronext.liffe's electronic trading platform, LIFFE CONNECT®. For more information on NQLX visit: www.nqlx.com.