Tuesday record was down to a number of factors, including Thursday's rollover
London-based Liffe has finished summer on a welcome high
with a record day for its long gilt futures which traded over a
million contracts in a single session for the first time in its
30 year history.
The IntercontinentalExchange, which owns Liffe, said the
British exchange traded on Tuesday 1.04 million 10 year long
gilt contracts, beating the previous single day record of
905,000 contracts on May 27 this year.
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