ATLANTA, Sept. 2, 2011 /PRNewswire/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, today reported futures volume for August 2011. Average daily volume (ADV) for ICE's futures markets was 1,641,337 contracts, an increase of 37% from August 2010. Year-to-date through August 31, ADV across ICE's futures exchanges was 1,518,891 contracts, an increase of 17% compared to the first eight months of 2010. Total futures volume in August 2011 was a record 37.7 million contracts, up 43% from August 2010.
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August 2011 Review
- ICE Futures Europe records:
- The exchange established its fifth monthly volume record for 2011, with 25,832,331 contracts traded in August. Monthly volume and ADV records were also established for NYH RBOB Gasoline, U.K. NBP Natural Gas and ECX CER futures.
- ICE NYH RBOB futures established a daily volume record of 13,877 contracts on August 25.
- ICE U.K. NBP Natural Gas futures established a daily volume record of 68,260 contracts on August 30.
- The exchange established an open interest (OI) record of 4,282,512 contracts on August 11. OI records were also established for Brent Crude options and WTI options, as well as a number of utility and emissions contracts.
- ICE Futures U.S. records:
- Cocoa futures established a monthly volume record of 571,410 contracts and a daily volume record of 59,153 contracts on August 3.
- Russell 2000® Mini futures established monthly volume record of 5,924,106.
- Russell 1000® Mini Growth futures and Russell 1000 Mini Value futures daily established monthly and daily volume records in August.
- ICE announced the successful launch of BRIX, Brazil's electric power marketplace, with 30 market participants.
- ICE will introduce 21 new OTC North American emissions contracts, with forwards trading August 29 and options beginning September 19.
- ICE announced that Low Sulphur Gasoil futures and options will be introduced on ICE Futures Europe on September 19, along with OTC Low Sulphur Gasoil swaps.
- The first trade of the California Carbon Allowance forward contract was transacted on ICE August 10 between NRG Power Marketing LLC and Shell Energy North America (US), L.P.
- The United States Patent and Trademark Office issued ICE a patent for the business process that underpins ICE eConfirm, the company's electronic trade confirmation service.
- Through August 26, ICE's CDS clearing houses have cleared $21.9 trillion in gross notional value on a cumulative basis across 615,709 transactions. ICE currently lists 323 CDS contracts for clearing.
- ICE Clear Credit reached $12.9 trillion in gross notional value cleared as of August 26, including $1.1 trillion in single-name CDS, resulting in open interest of $776 billion across 40 indexes and 128 single-name contracts.
- ICE Clear Europe has cleared euro 6.6 trillion ($9.0 trillion) of gross notional value since inception, including euro 996 billion ($1.3 trillion) in single-name CDS, resulting in euro 552 billion ($794 billion) of open interest across 34 indexes and 121 single-name contracts.
- Trading days in August 2011:
- ICE Futures Europe: 23
- ICE Futures U.S.: 23
- ICE Futures Canada: 22
- Chicago Climate Futures Exchange: 23
ICE Futures Contracts & Markets Monthly ADV |
||||
Product Line |
ADV August 2011 |
ADV August 2010 |
ADV % Change |
|
ICE Brent Crude futures & options |
543,516 |
378,363 |
43.6 |
|
ICE Gasoil futures & options |
288,700 |
179,673 |
60.7 |
|
ICE WTI Crude futures & options |
208,046 |
203,353 |
2.3 |
|
ICE ECX emissions futures & options |
34,761 |
17,941 |
93.8 |
|
Other futures contracts (1) |
48,122 |
15,783 |
204.9 |
|
TOTAL ICE FUTURES EUROPE |
1,123,145 |
795,113 |
41.3 |
|
Index futures & options (2) |
261,986 |
154,012 |
70.1 |
|
Sugar No. 11 futures & options |
118,353 |
121,465 |
-2.6 |
|
Other agricultural commodity contracts (3) |
90,011 |
89,135 |
1.0 |
|
Currency futures and options contracts (4) |
32,097 |
23,562 |
36.2 |
|
TOTAL ICE FUTURES U.S. |
502,447 |
388,174 |
29.4 |
|
TOTAL ICE FUTURES CANADA & CCFE |
15,745 |
14,561 |
8.1 |
|
TOTAL FUTURES CONTRACTS |
1,641,337 |
1,197,848 |
37.0 |
|
(1) "Other futures contracts" include ICE UK Natural Gas futures; ICE Coal futures; ICE Dutch TTF and German Natural Gas futures; ICE UK Electricity futures; ICE Heating Oil futures; and ICE Unleaded Gasoline Blendstock (RBOB) futures. (2) "Index futures & options" include Russell 2000® mini futures and options and futures for the Russell 1000® mini, the Continuous Commodity Index, the Euro Index and the NYSE Composite. (3) "Other agricultural commodity contracts" include futures and/or options for Cocoa, Coffee "C", Cotton No. 2, Orange Juice, Sugar No. 14 and Sugar No. 16. (4) "Currency futures and options" include futures and options for the U.S. Dollar Index and foreign exchange. |
||||
ICE Futures Year-to-Date ADV |
||||
8-mos 2011 |
8-mos 2010 |
Percent Change |
||
ICE Futures Europe |
1,065,538 |
855,463 |
24.6 |
|
ICE Futures U.S. |
434,817 |
427,388 |
1.7 |
|
ICE Futures Canada & CCFE |
18,536 |
15,763 |
17.6 |
|
Total Futures |
1,518,891 |
1,298,614 |
17.0 |
|
ICE Futures Monthly and Year-to-Date Volume |
||||
August 2011 |
August 2010 |
Percent Change |
||
ICE Futures Europe |
25,832,331 |
17,492,480 |
47.7 |
|
ICE Futures U.S. |
11,556,271 |
8,539,824 |
35.3 |
|
ICE Futures Canada & CCFE |
346,791 |
306,632 |
13.1 |
|
Total Futures |
37,735,393 |
26,338,936 |
43.3 |
|
8-mos 2011 |
8-mos 2010 |
Percent Change |
||
ICE Futures Europe |
179,010,313 |
142,862,272 |
25.3 |
|
ICE Futures U.S. |
73,049,311 |
71,373,872 |
2.3 |
|
ICE Futures Canada & CCFE |
3,095,985 |
2,632,345 |
17.6 |
|
Total Futures |
255,155,609 |
216,868,489 |
17.7 |
|
ICE Futures Open Interest |
|||
August 31, 2011 |
December 31, 2010 |
||
ICE Futures Europe |
4,271,809 |
3,329,205 |
|
ICE Futures U.S. |
3,128,087 |
3,325,618 |
|
ICE Futures Canada & CCFE |
265,842 |
283,246 |
|
Rolling Three-Month Average Rate per Contract (RPC) |
||||
Product Line |
Three Months Ending August 2011 |
Three Months Ending July 2011 |
Three Months Ending June 2011 |
|
ICE Futures Europe |
$1.58 |
$1.58 |
$1.57 |
|
ICE Futures U.S. Ag |
$2.38 |
$2.39 |
$2.38 |
|
ICE Futures U.S. Fin |
$0.86 |
$0.97 |
$0.96 |
|
RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix. |
||||
Historical futures volume and OTC commission data can be found at:
http://ir.theice.com/supplemental.cfm
About IntercontinentalExchange
IntercontinentalExchange (NYSE: ICE) is a leading operator of regulated futures exchanges and over-the-counter markets for agricultural, credit, currency, emissions, energy and equity index contracts. ICE Futures Europe hosts trade in half of the world's crude and refined oil futures. ICE Futures U.S. and ICE Futures Canada list agricultural, currencies and Russell Index markets. ICE is also a leading operator of central clearing services for the futures and over-the-counter markets, with five regulated clearing houses across North America and Europe. ICE serves customers in more than 70 countries. www.theice.com
The following are trademarks of IntercontinentalExchange, Inc. and/or its affiliated companies: IntercontinentalExchange, ICE, ICE and block design, ICE Futures Canada, ICE Futures Europe, ICE Futures U.S., ICE Trust, ICE Clear Europe, U.S. Dollar Index, European Climate Exchange (ECX) and Chicago Climate Futures Exchange (CCFE). All other trademarks are the property of their respective owners. For more information regarding registered trademarks owned by IntercontinentalExchange, Inc. and/or its affiliated companies, see https://www.theice.com/terms.jhtml
Safe Harbor Statement under the Private Securities Litigation Reform Act of 1995 - Statements in this press release regarding IntercontinentalExchange's business that are not historical facts are "forward-looking statements" that involve risks and uncertainties. For a discussion of additional risks and uncertainties, which could cause actual results to differ from those contained in the forward-looking statements, see ICE's Securities and Exchange Commission (SEC) filings, including, but not limited to, the risk factors in ICE's Annual Report on Form 10-K for the year ended December 31, 2010, as filed with the SEC on February 9, 2011 and ICE's Quarterly Report on Form 10-Q for the quarter ended June 30, 2011, as filed with the SEC on August 3, 2011.
ICE-CORP
SOURCE IntercontinentalExchange
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