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Thu, May 2, 2013 ICE Reports 18% Increase in April Daily Futures Volume
ICE Reports 18% Increase in April Daily Futures Volume -- ATLANTA, May 2, 2013 /PRNewswire/ --
ATLANTA, May 2, 2013 /PRNewswire/ -- [ IntercontinentalExchange ] (NYSE: [ ICE ]), a leading operator of global markets and clearing houses, today reported futures volume for April 2013. ICE's average daily volume (ADV) for futures and options was 3,843,846 contracts, an increase of 18% from the prior April. Total volume in April 2013 was 85 million contracts.
April 2013 Review
- ICE launched 22 new energy, environmental, freight and ferrous metal contracts on April 29.
- ICE launched two new Russell Index contracts on April 22: the Russell 2000 Growth and Russell 2000 Value Index futures.
- Daily volume records were established in RBOB Gasoline futures, Heating Oil futures, Gas Oil options and Cocoa futures.
- Monthly volume records in were established in Brent futures total volume and ADV, Heating Oil futures total volume and ADV, RBOB futures total volume, WTI options ADV, Cocoa futures, and Coffee futures.
- Open interest records were established in WTI options, Cocoa futures and the Russell 1000 Mini Growth Index, as well as several coal and natural gas contracts.
ICE Futures Contracts & Markets ADV
Product Line (Futures & Options) | ADV Apr 2013 | ADV Apr 2012 | ADV % Change | ADV Apr YTD 2013 | ADV Apr YTD 2012 | ADV % Change |
ICE Brent | 803,238 | 612,720 | 31.1% | 723,351 | 599,567 | 20.6% |
ICE Gasoil | 253,642 | 238,881 | 6.2% | 274,203 | 263,919 | 3.9% |
ICE Other Oil (1)* | 254,684 | 193,444 | 31.7% | 257,575 | 210,293 | 22.5% |
ICE OIL | 1,311,563 | 1,045,045 | 25.5% | 1,255,130 | 1,073,778 | 16.9% |
ICE Natural Gas* | 1,506,602 | 1,407,616 | 7.0% | 1,396,257 | 1,752,071 | -20.3% |
ICE Power* | 514,038 | 307,528 | 67.2% | 551,547 | 350,222 | 57.5% |
ICE Emissions & Other (2) | 48,245 | 34,634 | 39.3% | 49,790 | 38,227 | 30.2% |
TOTAL ENERGY | 3,380,448 | 2,794,823 | 21.0% | 3,252,725 | 3,214,298 | 1.2% |
ICE Sugar | 156,385 | 162,726 | -3.9% | 145,249 | 143,058 | 1.5% |
ICE Other Ags (3) | 155,396 | 148,691 | 4.5% | 142,586 | 128,202 | 11.2% |
TOTAL AGRICULTURAL | 311,781 | 311,417 | 0.1% | 287,835 | 271,260 | 6.1% |
ICE Equity Index (4) | 119,962 | 140,165 | -14.4% | 117,221 | 143,474 | -18.3% |
ICE FX (5) | 31,655 | 23,678 | 33.7% | 36,788 | 29,745 | 23.7% |
TOTAL FINANCIALS | 151,617 | 163,843 | -7.5% | 154,009 | 173,219 | -11.1% |
TOTAL FUTURES & OPTIONS | 3,843,846 | 3,270,083 | 17.5% | 3,694,569 | 3,658,778 | 1.0% |
Note: Figures may not foot due to rounding. |
(1) "ICE Other Oil" includes futurized oil contracts, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude. Excludes Daily Brent Bullet contracts. |
(2) "ICE Emissions & Other" includes all emissions contracts, freight, coal and iron ore and uranium. |
(3) "ICE Other Ags" includes Cocoa, Coffee "C", Cotton No. 2, Orange Juice, Corn, Wheat, Soybeans, Barley and Canola. |
(4) "ICE Equity Index" includes the Russell 2000®, Russell 1000®, and the Continuous Commodity Index. |
(5) "ICE FX" includes futures and options for the U.S. Dollar Index and foreign exchange. |
*Historical energy volume has been adjusted to include new energy futures contracts. |
ICE Futures Monthly and YTD Volume
Futures & Options Products |
April 2013 |
April 2012 | Volume % Change |
YTD Apr 2013 |
YTD Apr 2012 | Volume % Change |
Energy* | 74,369,861 | 55,896,458 | 33.0% | 266,723,443 | 263,572,460 | 1.2% |
Agricultural | 6,859,175 | 6,228,345 | 10.1% | 23,624,281 | 22,268,527 | 6.1% |
Financials | 3,335,575 | 3,276,858 | 1.8% | 12,628,707 | 14,203,977 | -11.1% |
TOTAL CONTRACTS | 84,564,611 | 65,401,661 | 29.3% | 302,976,431 | 300,044,964 | 1.0% |
*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 April 2013 | Three Months Ending March 2013 | Three Months Ending February 2013 |
Energy | $1.04 | $1.05 | $1.07 |
Agricultural | $2.61 | $2.59 | $2.59 |
Financials | $1.00 | $1.02 | $1.03 |
ICE Futures & Options Open Interest
April 30, 2013 | December 31, 2012 | |
Energy | 82,070,895 | 70,108,837 |
Agricultural | 2,461,995 | 2,502,583 |
Financials | 528,911 | 463,058 |
- Through April 26, ICE's CDS clearing houses have cleared $40 trillion in gross notional value on a cumulative basis across 1.26 million trades with open interest of $1.6 million. ICE Clear Credit has cleared $23.4 trillion in CDS resulting in open interest of $807 billion. ICE Clear Europe has cleared €12.2 trillion ($16.4 trillion) in CDS resulting in €534 billion ($695 billion) of open interest. ICE lists more than 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 April 2013
- ICE Futures Europe & U.S: 22
- ICE Futures Canada: 22
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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