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Wed, May 2, 2012

ICE Reports 21% Increase in Futures Volume for April


Published on 2012-05-02 04:49:43 - Market Wire
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ICE Reports 21% Increase in Futures Volume for April -- ATLANTA, May 2, 2012 /PRNewswire/ --

ICE Reports 21% Increase in Futures Volume for April

[ ]

ATLANTA, May 2, 2012 /PRNewswire/ -- [ 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

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.
(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.

 

ICE Futures Year-to-Date ADV


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


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


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)

 

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 ]

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, IntercontinentalExchange & Design, ICE, ICE and block design, ICE Futures Canada, ICE Futures Europe, ICE Futures U.S., ICE Clear Europe, ICE Clear Credit, 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, 2011, as filed with the SEC on February 8, 2012.

ICE-CORP

SOURCE IntercontinentalExchange

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