04.09.2013 14:30:00

ICE Reports Increase in August Daily Futures Volume

ATLANTA, Sept. 4, 2013 /PRNewswire/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of global markets and clearing houses, today reported futures volume for August 2013. ICE's average daily volume (ADV) for futures and options was 2,971,139 contracts, an increase of 2% from the prior August. Total volume in August 2013 was 65 million contracts.

August2013 Review

  • ICE announced that it expects to launch ICE Swap Trade, ICE's swap execution facility, in the third quarter with support from leading credit market participants.
  • ICE and Cetip announced that the ICE Link post-trade solution was extended to the Brazilian bond market on Cetip's trading platform.
  • The U.S. Securities and Exchange Commission approved the rule change for ICE's acquisition of NYSE Euronext.
  • Open interest records were established in ICE WTI, emissions and South China Coal futures, as well as Rotterdam Coal options and a total monthly volume record was set in Rotterdam Coal options. New daily volume and open interest records were established in the California carbon market. 

ICE Futures Contracts & Markets ADV

Product Line (Futures & Options)

ADV August
2013

ADV August
2012

ADV % Change

ADV YTD Aug 2013

ADV YTD Aug 2012

ADV % Change

ICE Brent

663,116

588,143

13%

685,845

633,627

8%

ICE Gasoil

235,137

231,825

1%

267,860

257,627

4%

ICE Other Oil (1)*

250,697

187,183

34%

260,163

205,019

27%

   ICE OIL

1,148,950

1,007,151

14%

1,213,868

1,096,273

11%

ICE Natural Gas*

965,021

1,230,588

-22%

1,225,837

1,556,971

-21%

ICE Power*

472,340

304,724

55%

521,277

332,340

57%

ICE Emissions & Other (2)

21,026

33,388

-37%

40,879

37,400

9%

   TOTAL ENERGY

2,607,337

2,575,851

1%

3,001,860

3,022,984

-1%

ICE Sugar

114,648

110,887

3%

140,520

138,859

1%

ICE Other Ags (3)

124,327

106,345

17%

132,225

123,508

7%

   TOTAL AGRICULTURAL

238,975

217,232

10%

272,745

262,366

4%

ICE Equity Index (4)

90,717

87,434

4%

117,554

137,752

-15%

ICE FX (5)

34,109

21,270

60%

40,324

30,338

33%

   TOTAL FINANCIALS

124,826

108,703

15%

157,878

168,090

-6%

   TOTAL FUTURES & OPTIONS

2,971,139

2,901,786

2%

3,432,484

3,453,440

-1%

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 credit index futures contracts.
(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

Aug-13

Aug-12

Percent Change

YTD Aug
2013

YTD Aug
2012

Percent Change

Energy*

57,361,423

59,244,566

-3%

504,312,544

510,884,241

-1%

Agricultural

5,238,571

4,983,399

5%

45,821,219

44,339,898

3%

Financials

2,746,171

2,500,176

10%

26,523,480

28,407,187

-7%

TOTAL CONTRACTS

65,346,165

66,728,141

-2%

576,657,243

583,631,326

-1%

*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

August 2013

Three Months

Ending

July 2013

Three Months

Ending

June 2013

Energy

$1.05

$1.05

$1.04

Agricultural

$2.54

$2.54

$2.60

Financials

$0.95

$0.95

$0.96

 

ICE Futures & Options Open Interest


Aug 31, 2013

December 31, 2012

Energy

84,306,850

70,108,837

Agricultural

2,711,376

2,502,583

Financials

502,970

463,058

  • Through August 30, ICE's CDS clearing houses have cleared $44 trillion in gross notional value on a cumulative basis across 1.4 million trades with open interest of $1.4 trillion. ICE Clear Credit has cleared $26 trillion in CDS resulting in open interest of $803 billion. ICE Clear Europe has cleared €13 trillion ($17 trillion) in CDS resulting in €484 billion ($641 billion) of open interest. Buy-side clearing of CDS totaled $2.1 trillion since the launch of client clearing at ICE Clear Credit in December of 2009. 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
  • Trading days in August 2013
    • ICE Futures Europe & U.S: 22
    • ICE Futures Canada: 21

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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