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ICE Reports 5% Increase In November Daily Futures Volume

Date 03/12/2013

IntercontinentalExchange Group (NYSE: ICE), the leading global network of exchanges and clearing houses, today reported increased futures volume for November 2013. ICE's average daily volume (ADV) for futures and options was 3.37 million contracts, up 5% from the prior November. Year to date through November, ADV for oil and agriculture were up 9% and 6%, respectively, versus the prior year and total ADV was in line with the prior year at 3.40 million contracts.

Financial Update

  • ICE will pay a cash dividend of $0.65 per share on December 31, 2013 to shareholders of record on December 16, 2013, with an ex-dividend date of December 12, 2013.
  • ICE currently expects it will classify certain of NYXT's business lines to discontinued operations in the company's financial statements beginning in the first quarter of 2014.
  • ICE will report fourth quarter 2013 earnings on February 11, 2014.

ICE Futures Contracts & Markets ADV

Product Line (Futures & Options)

ADV Nov

2013

ADV Nov

2012

ADV % Change

ADV YTD Nov 2013

ADV YTD Nov 2012

ADV % Change

ICE Brent

702,371

602,656

17%

684,979

634,299

8%

ICE Gasoil

225,601

236,232

-5%

265,363

262,271

1%

ICE Other Oil (1)

258,504

212,215

22%

258,361

207,631

24%

   ICE OIL

1,186,476

1,051,104

13%

1,208,704

1,104,201

9%

ICE Natural Gas (2)

1,098,777

1,161,464

-5%

1,177,222

1,484,967

-21%

ICE Power (3)

690,897

563,830

23%

552,260

368,890

50%

ICE Emissions & Other (4)

44,552

59,590

-25%

41,516

41,251

1%

   TOTAL ENERGY

3,020,702

2,835,988

7%

2,979,702

2,999,309

-1%

ICE Sugar

97,339

92,883

5%

142,340

131,818

8%

ICE Other Ags (5)

135,074

127,680

6%

127,066

122,001

4%

   TOTAL AGRICULTURAL

232,414

220,563

5%

269,406

253,818

6%

ICE Equity Index (6)

95,757

116,844

-18%

116,432

133,301

-13%

ICE FX (7)

24,109

24,945

-3%

36,641

29,124

26%

   TOTAL FINANCIALS

119,865

141,789

-15%

153,072

162,425

-6%

   TOTAL FUTURES & OPTIONS

3,372,981

3,198,341

5%

3,402,180

3,415,552

0%

Note: Figures may not foot due to rounding.

(1) "ICE Other Oil" includes Global Oil Products, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude. Excludes Daily Brent Bullet contracts.
(2) "ICE Natural Gas" includes North American, UK and European Natural Gas.
(3) "ICE Power" includes North American, UK and European Power.
(4) "ICE Emissions & Other" includes all emissions contracts, Freight, Coal and Iron Ore and Uranium.
(5) "ICE Other Ags" includes Cocoa, Coffee "C", Cotton No. 2, Orange Juice, Corn, Wheat, Soybeans, Barley and Canola.
(6) "ICE Equity Index" includes the Russell 2000®, Russell 1000®, and the credit index futures contracts.
(7) "ICE FX" includes futures and options for the U.S. Dollar Index and foreign exchange.

 

ICE Futures Monthly and YTD Volume

Futures & Options Products

Nov-13

Nov-12

Percent Change

YTD Nov 2013

YTD Nov  2012

Percent Change

Energy

60,414,039

59,555,753

1%

688,311,094

695,839,690

-1%

Agricultural

4,648,271

4,631,833

0%

62,211,316

58,865,798

6%

Financials

2,397,302

2,977,578

-19%

35,359,678

37,682,594

-6%

TOTAL CONTRACTS

67,459,612

67,165,164

0%

785,882,088

792,388,082

-1%

 

Rolling Three-Month Average Rate per Contract (RPC)

 

Futures & Options Products

Three Months

Ending

Nov 2013

Three Months

Ending

Oct 2013

Three Months

Ending

Sep 2013

Energy

$1.01

$1.02

$1.06

Agricultural

$2.54

$2.53

$2.49

Financials

$0.99

$0.98

$1.01

 

 

ICE Futures & Options Open Interest


Nov 30, 2013

December 31, 2012

Energy*

89,042,299

70,108,837

Agricultural

2,436,422

2,502,583

Financials

509,115

463,058

*Energy OI excluding power contracts at the end of November 2013 and December 2012 were 35,094,061 and 36,105,090, respectively.

Credit Derivatives Transaction and Clearing

  • Through November 29, ICE has cleared $47 trillion in gross notional value on a cumulative basis across 1.5 million trades with open interest of $1.5 trillion. Buy-side clearing totaled $3.6 trillion at ICE Clear Credit since the December 2009 launch. 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

 

November 2013 Review

  • On November 13, ICE completed its acquisition of NYSE Euronext.
  • ICE announced that it has agreed to acquire the Singapore Mercantile Exchange, broadening its exchange and clearing footprint to Asia markets and customers.
  • ICE launched 63 new energy contracts in global crude old, gasoline, middle distillate, fuel oil, power, biodiesel, naphtha, natural gas liquid and environmental futures and options. 
  • Total monthly and average daily volume records were established in RBOB Gasoline and Heating Oil futures.
  • Open interest records were established in Emissions EUA futures, South China Coal and CSX Coal futures and Richard Bay, Rotterdam and Newcastle Coal options and WTI options.

Trading days in November 2013

  •  
    • ICE Futures Europe & U.S: 20
    • ICE Futures Canada: 20

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