NYSE Liffe U.S. created a new daily volume record by executing over 141,000 Eurodollar futures on May 13. The futures exchange broker traded over 91,000 lots in the central order book and 50,000 lots via block trades for Eurodollar futures.
The NYSE Euronext unit has so far traded around 2.76 million interest rate futures since the launch of Eurodollar and U.S. Treasury futures in March. The total Open Interest on NYSE Liffe U.S. crossed 270,000 contracts as of May 16.
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