NYSE Liffe U.S. Crosses 400,000 in Total Open Interest

Hello everyone! I just wanted to highlight Friday’s market statistics update which notes (without much fanfare I might add) that we crossed 400,000 in total Open Interest on NYSE Liffe U.S.!!! Again, we thank our customers and market participants for their continued and tangible support to our market, across asset classes. Next up, the transfer of Open Interest in futures based on the benchmark MSCI EM and MSCI EAFE indices from the CME to NYSE Liffe U.S. by June 17.

Oh yeah…I can’t forget to mention that we printed another block trade of 20,000 on Friday as well!

From our daily market update from Friday, June 3, 2011:

Jun 3,2011

Total Exchange Volume: 103.1K

Total Exchange Open Interest:  401,388 (+3,885 from prev. day)

Interest Rate Futures

Total volume:88.6K

Total open interest: 379,504 (+4,029 from prev. day)

  • Eurodollar — volume:84.4K; open interest: 359,082 (+4,221 from prev. day)
  • 2-Yr — volume:1,151; open interest:5,511 (+411 from prev. day)
  • 5-Yr — volume:395; open interest:4,869 (-103 from prev. day)
  • 10-Yr — volume:1,487; open interest:8,175 (-540 from prev. day)
  • U.S. Bond — volume:1,170; open interest:1,728 (+40 from prev. day)
  • Ultra Bond — volume:0; open interest:139 (+0 from prev. day)

Precious Metals Futures

Total volume: 13.2K

Total open interest: 11,914 (-231 from prev. day)

  • Mini Gold — volume:5K (99% mkt. share); open interest:4,494 (-80 from prev. day)
  • 100oz Gold — volume:343 (0.5% mkt. share); open interest: 2,078 (+1 from prev. day)
  • Mini Silver— volume:7.8K (99% mkt. share); open interest: 4,066 (-156 from prev. day)
  • 5000oz Silver— volume:152 (0.5% mkt. share); open interest: 1,276 (+4 from prev. day)

MSCI Index Futures

Total volume:1,256

Total open interest: 9,610 (+87 from prev. day)

Price-Based Contracts

  • MSCI EAFE— volume:353 (16.5% mkt. share); open interest: 2,013 (+284 from prev. day)
  • MSCI Emerging Markets— volume:876 (29% mkt. share); open interest:1,479 (+3 from prev. day)
  • MSCI USA — volume: 0; open interest:0 (+0 from prev. day)
  • MSCI Pan-Euro— volume: 27; open interest:6,091 (-200 from prev. day)

Net Total Return Contracts

  • MSCI EAFE NTR— volume:0; open interest: 27 (+0 from prev. day)
  • MSCI Emerging MarketsNTR— volume: 0; open interest:0 (+0 from prev. day)

For further detailed statistics, please seehttp://www.liffe.com/nyseliffe/cvol20110603.pdf