January 06, 2011 ELX Futures, L.P. set a new single-day volume record for U.S. Treasury futures contracts with over 100K contracts traded on January 5, 2011, according to the electronic futures exchange. The 30-year Treasury bond also set a new record with over 21K contracts traded. ELX’s end-of-day electronic market share exceeded 12% in the two-year Treasury futures contract and 5.5 percent in the 30-year Treasury bond. Overall market share was 4 percent at the end of the trading day. These new records follow a solid 2010 year-end performance that showed a 14 percent jump in average daily volume (ADV) in U.S. Treasury futures contracts year-over-year and several record-breaking milestones in ELX’s Eurodollar futures contract, including a 38 percent increase in ADV per month since its launch in June 2010. In a statement, Neal Wolkoff, CEO of ELX Futures, commented, “ELX has kicked off the year with new records in our U.S. Treasury futures contracts. After ending 2010 on a high note, ELX has carried the positive momentum into the New Year, and we feel confident that we are on a growth path. It’s an exciting time for ELX and this only cements our reputation as a competitive alternative in the futures marketplace and shows the growing commitment from our market participants.”

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Ivy is Editor-at-Large for Advanced Trading and Wall Street & Technology. Ivy is responsible for writing in-depth feature articles, daily blogs and news articles with a focus on automated trading in ...