ICE Reports Increase in August Daily Futures Volume
ATLANTA, Sept. 4, 2013 /PRNewswire/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of global markets and clearing houses, today reported futures volume for August 2013. ICE's average daily volume (ADV) for futures and options was 2,971,139 contracts, an increase of 2% from the prior August. Total volume in August 2013 was 65 million contracts.
August 2013 Review
- ICE announced that it expects to launch ICE Swap Trade, ICE's swap execution facility, in the third quarter with support from leading credit market participants.
- ICE and Cetip announced that the ICE Link post-trade solution was extended to the Brazilian bond market on Cetip's trading platform.
- The U.S. Securities and Exchange Commission approved the rule change for ICE's acquisition of NYSE Euronext.
- Open interest records were established in ICE WTI, emissions and South China Coal futures, as well as Rotterdam Coal options and a total monthly volume record was set in Rotterdam Coal options. New daily volume and open interest records were established in the California carbon market.
| ICE Futures Contracts & Markets ADV |
||||||
| Product Line (Futures & Options) |
ADV August |
ADV August |
ADV % Change |
ADV YTD Aug 2013 |
ADV YTD Aug 2012 |
ADV % Change |
| ICE Brent |
663,116 |
588,143 |
13% |
685,845 |
633,627 |
8% |
| ICE Gasoil |
235,137 |
231,825 |
1% |
267,860 |
257,627 |
4% |
| ICE Other Oil (1)* |
250,697 |
187,183 |
34% |
260,163 |
205,019 |
27% |
| ICE OIL |
1,148,950 |
1,007,151 |
14% |
1,213,868 |
1,096,273 |
11% |
| ICE Natural Gas* |
965,021 |
1,230,588 |
-22% |
1,225,837 |
1,556,971 |
-21% |
| ICE Power* |
472,340 |
304,724 |
55% |
521,277 |
332,340 |
57% |
| ICE Emissions & Other (2) |
21,026 |
33,388 |
-37% |
40,879 |
37,400 |
9% |
| TOTAL ENERGY |
2,607,337 |
2,575,851 |
1% |
3,001,860 |
3,022,984 |
-1% |
| ICE Sugar |
114,648 |
110,887 |
3% |
140,520 |
138,859 |
1% |
| ICE Other Ags (3) |
124,327 |
106,345 |
17% |
132,225 |
123,508 |
7% |
| TOTAL AGRICULTURAL |
238,975 |
217,232 |
10% |
272,745 |
262,366 |
4% |
| ICE Equity Index (4) |
90,717 |
87,434 |
4% |
117,554 |
137,752 |
-15% |
| ICE FX (5) |
34,109 |
21,270 |
60% |
40,324 |
30,338 |
33% |
| TOTAL FINANCIALS |
124,826 |
108,703 |
15% |
157,878 |
168,090 |
-6% |
| TOTAL FUTURES & OPTIONS |
2,971,139 |
2,901,786 |
2% |
3,432,484 |
3,453,440 |
-1% |
| Note: Figures may not foot due to rounding. |
||||||
| ICE Futures Monthly and YTD Volume |
||||||
| Futures & Options Products |
Aug-13 |
Aug-12 |
Percent Change |
YTD Aug |
YTD Aug |
Percent Change |
| Energy* |
57,361,423 |
59,244,566 |
-3% |
504,312,544 |
510,884,241 |
-1% |
| Agricultural |
5,238,571 |
4,983,399 |
5% |
45,821,219 |
44,339,898 |
3% |
| Financials |
2,746,171 |
2,500,176 |
10% |
26,523,480 |
28,407,187 |
-7% |
| TOTAL CONTRACTS |
65,346,165 |
66,728,141 |
-2% |
576,657,243 |
583,631,326 |
-1% |
| *Historical energy volume has been adjusted to include new energy futures contracts. |
||||||
| Rolling Three-Month Average Rate per Contract (RPC) |
|||
|
Futures & Options Products |
Three Months Ending August 2013 |
Three Months Ending July 2013 |
Three Months Ending June 2013 |
| Energy |
$1.05 |
$1.05 |
$1.04 |
| Agricultural |
$2.54 |
$2.54 |
$2.60 |
| Financials |
$0.95 |
$0.95 |
$0.96 |
| ICE Futures & Options Open Interest |
||
| Aug 31, 2013 |
December 31, 2012 |
|
| Energy |
84,306,850 |
70,108,837 |
| Agricultural |
2,711,376 |
2,502,583 |
| Financials |
502,970 |
463,058 |
- Through August 30, ICE's CDS clearing houses have cleared $44 trillion in gross notional value on a cumulative basis across 1.4 million trades with open interest of $1.4 trillion. ICE Clear Credit has cleared $26 trillion in CDS resulting in open interest of $803 billion. ICE Clear Europe has cleared €13 trillion ($17 trillion) in CDS resulting in €484 billion ($641 billion) of open interest. Buy-side clearing of CDS totaled $2.1 trillion since the launch of client clearing at ICE Clear Credit in December of 2009. ICE lists approximately 400 CDS instruments for clearing. A complete summary of CDS clearing can be found at: https://www.theice.com/clear_credit.jhtml
- Trading days in August 2013
- ICE Futures Europe & U.S: 22
- ICE Futures Canada: 21
Note: As of October 15, 2012, ICE transitioned all of the open interest in OTC cleared energy swaps contracts to futures contracts. All futures volumes in the tables above have been adjusted to treat, on a pro forma basis, the OTC cleared energy swaps contracts as futures contracts for all periods prior to October 2012.
RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix.
Historical futures volume, rate per contract and open interest data can be found at: http://ir.theice.com/supplemental.cfm
About IntercontinentalExchange
IntercontinentalExchange (NYSE: ICE) is a leading operator of regulated exchanges and clearing houses serving the risk management needs of global markets for agricultural, credit, currency, emissions, energy and equity index products. www.theice.com
The following are trademarks of IntercontinentalExchange, Inc. and/or its affiliated companies: IntercontinentalExchange, ICE, ICE and block design, ICE Futures Europe, ICE Clear Europe, ICE Clear Canada, ICE Clear US, ICE Futures U.S., and ICE OTC. 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, 2012, as filed with the SEC on February 6, 2013.
ICE-CORP
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SOURCE IntercontinentalExchange
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