IntercontinentalExchange Group (NYSE:ICE), the leading global network of exchanges and clearing houses, today announced that NYSE Liffe reached a daily volume record of 2,055,972 contracts in Short Sterling futures on February 12, 2014. The previous highest volume was 1,985,457 contracts on January 22, 2014.
The record volume in NYSE Liffe’s Short Sterling futures contracts follows yesterday’s statement from the Governor of the Bank of England regarding the next phase of forward guidance.
Year to date, Short Sterling futures have recorded an average daily volume of 769,283 contracts and open interest is 3,017,129 contracts as at February 12, 2013. Short Sterling options have recorded an average daily volume of 259,527 contracts and open interest is currently 5,776,922 contracts as at February 12, 2013.
Trading activity through January and early February 2014 has remained strong in the NYSE Liffe Sterling market. Short Sterling futures and options volumes for January 2014 were up 55% and 170% respectively on January 2013.