IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, reported strong volume growth for its futures business in the first month of 2011. Average daily volume (ADV) for ICE's futures markets was a record 1,578,227 contracts, up 30% from January 2010. ICE Futures Europe established a monthly record of 23.5 million contracts and a monthly ADV record of 1,176,543 contracts, an increase of 45% from the first month of 2010, and the exchange's first monthly ADV total in excess of one million contracts. Total futures volume in January 2011 was a record 31.6 million contracts. January 2011 Review
ICE Futures Contracts & Markets Monthly ADV |
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Product Line |
ADV January 2011 |
ADV January 2010 |
ADV % Change |
ICE Brent Crude futures & options |
539,372 |
375,790 |
43.5 |
ICE Gasoil futures & options |
265,327 |
199,810 |
32.8 |
ICE WTI Crude futures & options |
326,694 |
191,324 |
70.8 |
ICE ECX emissions futures & options |
22,054 |
21,917 |
0.6 |
Other futures contracts (1) |
23,096 |
22,636 |
2.0 |
TOTAL ICE FUTURES EUROPE |
1,176,543 |
811,477 |
45.0 |
Index futures & options (2) |
125,495 |
128,200 |
-2.1 |
Sugar No. 11 futures & options |
135,453 |
165,792 |
-18.3 |
Other agricultural commodity contracts (3) |
91,489 |
69,663 |
31.3 |
Currency futures and options contracts (4) |
30,720 |
24,025 |
27.9 |
TOTAL ICE FUTURES U.S. |
383,157 |
387,680 |
-1.2 |
TOTAL ICE FUTURES CANADA & CCFE(5) |
18,527 |
12,129 |
52.7 |
TOTAL FUTURES CONTRACTS |
1,578,227 |
1,211,286 |
30.3 |
(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" includes 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. (5) ICE acquired Chicago Climate Futures Exchange (CCFE) on July 8, 2010. Prior-year amounts do not include CCFE volume and percentage change does not include CCFE prior-year volume. |
ICE Futures Monthly Volume |
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January 2011 |
January 2010 |
Percent Change |
|
ICE Futures Europe |
23,530,865 |
15,418,056 |
52.6 |
ICE Futures U.S. |
7,663,134 |
7,365,911 |
4.0 |
ICE Futures Canada & CCFE* |
370,533 |
242,585 |
52.7 |
Total Futures Volume |
31,564,532 |
23,026,552 |
37.1 |
*ICE acquired CCFE on July 8, 2010. Prior-year amounts do not include CCFE volume and percentage change does not include CCFE prior-year volume. |
ICE Futures Open Interest |
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January 31, 2011 |
December 31, 2010 |
|
ICE Futures Europe |
3,716,215 |
3,329,205 |
ICE Futures U.S. |
3,549,896 |
3,325,618 |
ICE Futures Canada & CCFE |
277,170 |
283,246 |
Rolling Three-Month Average Rate per Contract (RPC) |
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Product Line |
Three Months Ending January 2011 |
Three Months Ending December 2010 |
Three Months Ending November 2010 |
|
ICE Futures Europe |
$1.53 |
$1.57 |
$1.56 |
|
ICE Futures U.S. Ag |
$2.06 |
$2.07 |
$2.08 |
|
ICE Futures U.S. Fin |
$0.94 |
$0.93 |
$0.83 |
|
RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix. |
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Historical futures volume and OTC commission data can be found at: