IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, reported futures volume for April 2012. Average daily volume (ADV) for ICE's futures markets was 1,540,997 contracts, an increase of 21% from April 2011. Year-to-date through April 30, ADV across ICE's futures exchanges was 1,551,967 contracts, up 2% compared to the first four months of 2011. Total futures volume in April 2012 was 30.8 million contracts.
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April 2012 Review
- ICE Futures Europe records:
- Monthly volume and ADV records were achieved in ICE Brent options and NY Harbor Unleaded (RBOB) Gasoline futures contracts.
- The exchange set an open interest record of 5,564,946 contracts on April 30. During the month, open interest records were established in ICE Brent futures and options, ICE Rotterdam Coal futures, Dutch Nat Gas futures, Heating Oil and NY Harbor Unleaded (RBOB) Gasoline futures, EUAA futures, UK Natural Gas options and WTI options contracts.
- ICE Futures U.S. records:
- ICE Cocoa futures established a monthly volume record of 605,217 contracts.
- ICE Futures Canada records:
- Monthly volume and ADV records were achieved in Canola options.
- The exchange and ICE Canola futures set open interest records of 273,915 and 240,731 contracts, respectively, on April 30.
- ICE announced an agreement with Cetip to develop and deliver a new Brazilian fixed income trading platform for corporate and government bonds.
- Griffin Markets Group announced that it will introduce a Multilateral Trading Facility (MTF) that will utilize ICE's front-end, WebICE, as the technology platform.
- The UK's Department of Energy & Climate Change selected ICE Futures Europe as the preferred supplier to conduct aviation allowances and auctions on behalf of the UK government.
- Pending review by the Commodity Futures Trading Commission (CFTC), ICE Futures U.S. announced the expansion of its Agriculture offerings to include five new U.S. grain and oilseed contracts.
- ICE launched 26 new cleared OTC contracts for its energy markets in addition to the introduction of American-style options on futures for Heating Oil and RBOB Gasoline at ICE Futures Europe.
- ICE released its updated WebICE version 12.600, which includes enhanced execution and order management tools.
- Through April 26, ICE's CDS clearing houses have cleared $30.1 trillion in gross notional value on a cumulative basis across 879,324 transactions. ICE currently lists 345 CDS instruments for clearing.
- ICE Clear Credit has cleared $17.5 trillion of gross notional value since inception, including $1.5 trillion in single-name CDS, resulting in open interest of $914 billion. ICE Clear Credit offers clearing for 46 indexes and 132 corporate single-name instruments and four Latin American sovereign instruments.
- ICE Clear Europe has cleared euro 9.2 trillion ($12.6 trillion) of gross notional value since inception, including euro 1.3 trillion ($1.7 trillion) in single-name CDS, resulting in euro 551 billion ($728 billion) of open interest. ICE Clear Europe offers clearing for 42 indexes and 121 single-names.
- Trading days in April 2012:
- ICE Futures Europe: 20
- ICE Futures U.S.: 20
- ICE Futures Canada: 20
|
ICE Futures Contracts & Markets Monthly ADV |
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|
Product Line |
ADV April 2012 |
ADV April 2011 |
ADV % Change |
|
ICE Brent Crude futures & options |
612,720 |
428,433 |
43.0 |
|
ICE Gasoil futures & options |
238,447 |
223,250 |
6.8 |
|
ICE WTI Crude futures & options |
132,079 |
168,862 |
-21.8 |
|
ICE ECX emissions futures & options |
30,564 |
19,553 |
56.3 |
|
Other futures contracts (1) |
51,926 |
26,620 |
95.1 |
|
TOTAL ICE FUTURES EUROPE |
1,065,736 |
866,718 |
23.0 |
|
Index futures & options (2) |
140,165 |
113,101 |
23.9 |
|
Sugar No. 11 futures & options |
162,505 |
142,218 |
14.3 |
|
Other agricultural commodity contracts (3) |
120,958 |
106,992 |
13.1 |
|
Currency futures and options contracts (4) |
23,678 |
27,053 |
-12.5 |
|
TOTAL ICE FUTURES U.S. |
447,306 |
389,364 |
14.9 |
|
TOTAL ICE FUTURES CANADA & CCFE |
27,955 |
21,468 |
30.2 |
|
TOTAL FUTURES CONTRACTS |
1,540,997 |
1,277,550 |
20.6 |
|
(1) "Other futures & options 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; ICE Unleaded Gasoline Blendstock (RBOB) futures; and Coal and Natural Gas options. |
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|
ICE Futures Year-to-Date ADV |
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|
4-mos 2012 |
4-mos 2011 |
Percent Change |
|
|
ICE Futures Europe |
1,107,223 |
1,082,151 |
2.3 |
|
ICE Futures U.S. |
419,274 |
415,802 |
0.8 |
|
ICE Futures Canada & CCFE |
25,470 |
20,470 |
24.4 |
|
Total Futures |
1,551,967 |
1,518,423 |
2.2 |
|
ICE Futures Monthly and Year-to-Date Volume |
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|
April 2012 |
April 2011 |
Percent Change |
|
|
ICE Futures Europe |
21,314,726 |
17,334,358 |
23.0 |
|
ICE Futures U.S. |
8,946,113 |
7,787,270 |
14.9 |
|
ICE Futures Canada & CCFE |
559,090 |
429,365 |
30.2 |
|
Total Futures |
30,819,929 |
25,550,993 |
20.6 |
|
4-mos 2012 |
4-mos 2011 |
Percent Change |
|
|
ICE Futures Europe |
90,792,289 |
88,736,365 |
2.3 |
|
ICE Futures U.S. |
34,380,442 |
34,095,774 |
0.8 |
|
ICE Futures Canada & CCFE |
2,113,720 |
1,678,501 |
25.9 |
|
Total Futures |
127,286,451 |
124,510,640 |
2.2 |
|
ICE Futures Open Interest |
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|
April 30, 2012 |
December 31, 2011 |
|
|
ICE Futures Europe |
5,564,946 |
3,905,986 |
|
ICE Futures U.S. |
2,800,969 |
2,680,454 |
|
ICE Futures Canada & CCFE |
273,915 |
170,894 |
|
Rolling Three-Month Average Rate per Contract (RPC) |
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|
Product Line |
Three Months Ending April 2012 |
Three Months Ending March 2012 |
Three Months Ending February 2012 |
|
ICE Futures Europe |
$1.55 |
$1.56 |
$1.60 |
|
ICE Futures U.S. Ag |
$2.70 |
$2.68 |
$2.71 |
|
ICE Futures U.S. Fin |
$0.88 |
$0.93 |
$0.86 |
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
