Intercontinental Exchange Reports ICE & NYSE December Statistics
Intercontinental Exchange (NYSE: ICE), the leading global network of
exchanges and clearing houses, today reported December exchange traded
volume.
ICE’s December 2015 futures and options average daily volume (ADV)
increased 17% compared to December 2014.
-
Commodity ADV increased 8% led by Brent, gasoil, other oil, natural
gas and sugar ADV up 9%, 44%, 4%, 1% and 25%, respectively, year to
year.
-
Financials ADV increased 30% year to year primarily due to higher
volatility in the European short-term interest rate markets.
NYSE’s cash equities ADV increased 2%, while NYSE’s equity options ADV
decreased 15% in December 2015 compared to the prior December. NYSE’s
cash equities market share was 24.3% and NYSE’s options market share was
19.5% for December 2015.
For the fourth quarter, ICE’s futures and options ADV increased 8% and
NYSE’s cash equities ADV increased 1%, while NYSE’s equity options ADV
declined 17% over the prior fourth quarter.
|
|
|
|
|
|
|
|
|
|
|
|
|
ICE Futures & Options ADV (contracts in 000s)
|
|
|
ADV Dec
|
|
ADV Dec
|
|
Change
|
|
ADV
|
|
ADV
|
|
Change
|
|
|
2015
|
|
2014
|
|
y/y
|
|
4Q15
|
|
4Q14
|
|
y/y
|
COMMODITIES
|
|
|
|
|
|
|
|
|
|
|
|
|
Energy
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent (1)
|
|
731
|
|
671
|
|
9%
|
|
739
|
|
754
|
|
-2%
|
Gasoil (2)
|
|
239
|
|
165
|
|
44%
|
|
259
|
|
208
|
|
25%
|
Other Oil (3)
|
|
297
|
|
286
|
|
4%
|
|
321
|
|
298
|
|
8%
|
TOTAL OIL
|
|
1,266
|
|
1,123
|
|
13%
|
|
1,319
|
|
1,260
|
|
5%
|
Natural Gas (4)
|
|
952
|
|
939
|
|
1%
|
|
964
|
|
1,052
|
|
-8%
|
Power (5)
|
|
108
|
|
115
|
|
-6%
|
|
112
|
|
108
|
|
3%
|
Emissions & Other (6)
|
|
42
|
|
34
|
|
23%
|
|
38
|
|
37
|
|
3%
|
TOTAL ENERGY
|
|
2,368
|
|
2,212
|
|
7%
|
|
2,432
|
|
2,457
|
|
-1%
|
Agricultural
|
|
|
|
|
|
|
|
|
|
|
|
|
Sugar (7)
|
|
104
|
|
83
|
|
25%
|
|
142
|
|
93
|
|
52%
|
Other Ags & Metals (8)
|
|
145
|
|
126
|
|
15%
|
|
187
|
|
159
|
|
17%
|
TOTAL AGRICULTURAL & METALS
|
|
249
|
|
210
|
|
19%
|
|
329
|
|
252
|
|
30%
|
TOTAL COMMODITIES
|
|
2,618
|
|
2,421
|
|
8%
|
|
2,761
|
|
2,709
|
|
2%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
FINANCIALS
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest Rates
|
|
|
|
|
|
|
|
|
|
|
|
|
Short-term Interest Rates (9)
|
|
1,361
|
|
870
|
|
56%
|
|
1,443
|
|
1,056
|
|
37%
|
Medium & Long-term Interest Rates (10)
|
|
145
|
|
142
|
|
2%
|
|
177
|
|
190
|
|
-7%
|
TOTAL INTEREST RATES
|
|
1,505
|
|
1,012
|
|
49%
|
|
1,620
|
|
1,246
|
|
30%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL EQUITY INDICES (11)
|
|
555
|
|
550
|
|
1%
|
|
402
|
|
447
|
|
-10%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL FX & CREDIT (12)
|
|
47
|
|
53
|
|
-11%
|
|
38
|
|
46
|
|
-18%
|
TOTAL FINANCIALS
|
|
2,107
|
|
1,615
|
|
30%
|
|
2,061
|
|
1,739
|
|
18%
|
TOTAL FUTURES & OPTIONS
|
|
4,724
|
|
4,036
|
|
17%
|
|
4,822
|
|
4,448
|
|
8%
|
Note: Figures may not foot due to rounding.
|
(1) “Brent” includes the standard size contracts at ICE Futures
Europe, as well as mini Brent contracts on ICE Futures Singapore,
which are converted to standard ICE Futures Europe equivalent
contracts (mini Brent contracts are divided by 10).
|
(2) “Gasoil” includes the standard size contracts at ICE Futures
Europe, as well as mini Gasoil contracts on ICE Futures Singapore,
which are converted to standard ICE Futures Europe equivalent
contracts (mini Gasoil contracts are divided by 10).
|
(3) “Other Oil” includes futurized oil, WTI, Heating Oil, RBOB
Gasoline and Middle East Sour Crude, excludes Daily Brent Bullets.
|
(4) “Natural Gas” includes North American, UK and European Natural
Gas.
|
(5) “Power” includes North American, UK and European Power.
|
(6) “Emissions & Other” includes emissions, freight, coal, iron ore
and uranium.
|
(7) “Sugar” includes Sugar No. 11, Sugar No. 16 and White Sugar.
|
(8) “Other Ags & Metals” includes Cocoa ($), Cocoa (£),Coffee “C”,
Robusta Coffee, Cotton No. 2, Orange Juice, Corn, Feed Wheat,
Soybeans, Barley, Canola, Mini Silver and Mini Gold contracts.
|
(9) “Short-term Interest Rates” includes Euribor®,
Sterling, Swiss, Eonia, Eurodollar, Short Gilt, European Government
Bonds and DTCC GCF Repo Index® contracts.
|
(10) “Medium & Long-Term Rates” includes Gilt, Swapnotes, Japanese
Government Bonds, European Government Bonds, Treasuries and U.S.
Government Bonds and Ultrabond contracts and ERIS interest rate
futures.
|
(11) “TOTAL EQUITY INDICES” includes FTSE 100®, FTSE 100
Dividend®, price return and net total return versions of
MSCI EAFE®, MSCI Emerging Markets®, MSCI Europe®,
MSCI World®, Russell 2000® and Russell 1000®.
|
(12) “TOTAL FX & CREDIT” includes futures and options for the U.S.
Dollar Index, foreign exchange and ERIS credit futures.
|
|
|
|
|
|
|
|
ICE Futures & Options Rolling Three-Month Average Rate per
Contract (RPC)
|
|
|
Three Months
|
|
Three Months
|
|
Three Months
|
Futures & Options
|
|
Ending
|
|
Ending
|
|
Ending
|
Products
|
|
Dec 2015
|
|
Nov 2015
|
|
Oct 2015
|
Energy
|
|
$1.30
|
|
$1.31
|
|
$1.29
|
Agricultural & Metals
|
|
$2.25
|
|
$2.28
|
|
$2.28
|
Total Commodities
|
|
$1.42
|
|
$1.44
|
|
$1.43
|
Interest Rates
|
|
$0.54
|
|
$0.53
|
|
$0.54
|
Total Financials
|
|
$0.65
|
|
$0.66
|
|
$0.68
|
RPC is calculated by dividing transaction revenues by contract volume,
and may vary based on pricing, customer and product mix. RPC is subject
to revision based on final numbers.
|
|
|
|
|
ICE Futures & Options Open Interest (contracts in 000s)
|
|
|
Dec 31, 2015
|
|
Dec 31, 2014
|
Energy
|
|
36,333
|
|
38,436
|
Agricultural & Metals
|
|
3,878
|
|
3,308
|
Total Commodities
|
|
40,211
|
|
41,744
|
Interest Rates
|
|
19,143
|
|
13,042
|
Total Financials
|
|
23,453
|
|
17,610
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NYSE Equity Options (contracts in 000s)
|
|
|
ADV Dec
|
|
ADV Dec
|
|
Change
|
|
ADV
|
|
ADV
|
|
Change
|
|
|
2015
|
|
2014
|
|
y/y
|
|
4Q15
|
|
4Q14
|
|
y/y
|
NYSE Equity Options(1)
|
|
2,711
|
|
3,194
|
|
-15%
|
|
2,946
|
|
3,553
|
|
-17%
|
Total U.S. Options Volume
|
|
13,905
|
|
14,460
|
|
-4%
|
|
14,436
|
|
16,015
|
|
-10%
|
NYSE Share of Group Total
|
|
19.5%
|
|
22.1%
|
|
-2.6pts
|
|
20.4%
|
|
22.2%
|
|
-1.8pts
|
(1) “NYSE Equity Options” includes NYSE Amex Options and NYSE Arca
Options trading in U.S. equity options contracts.
|
|
|
|
|
|
|
NYSE Equity Options Rolling Three-Month Average Rate per
Contract (RPC)
|
|
|
Three Months
|
|
Three Months
|
|
Three Months
|
|
|
Ending
|
|
Ending
|
|
Ending
|
|
|
Dec 2015
|
|
Nov 2015
|
|
Oct 2015
|
NYSE Equity Options
|
|
$0.14
|
|
$0.14
|
|
$0.13
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NYSE Cash Products (shares in millions)
|
|
|
ADV Dec
|
|
ADV Dec
|
|
Change
|
|
ADV
|
|
ADV
|
|
Change
|
|
|
2015
|
|
2014
|
|
y/y
|
|
4Q15
|
|
4Q14
|
|
y/y
|
NYSE Listed (Tape A) Issues
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1)
|
|
1,243
|
|
1,216
|
|
2%
|
|
1,239
|
|
1,200
|
|
3%
|
Matched Volume(2)
|
|
1,227
|
|
1,192
|
|
3%
|
|
1,222
|
|
1,175
|
|
4%
|
Total NYSE Listed Consolidated Volume
|
|
3,828
|
|
3,719
|
|
3%
|
|
3,859
|
|
3,754
|
|
3%
|
Share of Total Matched Consolidated Volume
|
|
32.1%
|
|
32.1%
|
|
0.0pts
|
|
31.7%
|
|
31.3%
|
|
0.4pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NYSE Arca, MKT and Regional (Tape B) Listed Issues
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1)
|
|
344
|
|
338
|
|
2%
|
|
311
|
|
335
|
|
-7%
|
Matched Volume(2)
|
|
330
|
|
323
|
|
2%
|
|
298
|
|
318
|
|
-6%
|
Total NYSE Arca and MKT Listed Consolidated Volume
|
|
1,499
|
|
1,389
|
|
8%
|
|
1,332
|
|
1,353
|
|
-2%
|
Share of Total Matched Consolidated Volume
|
|
22.0%
|
|
23.2%
|
|
-1.2pts
|
|
22.4%
|
|
23.5%
|
|
-1.2pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nasdaq Listed (Tape C) Issues
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1)
|
|
198
|
|
188
|
|
6%
|
|
210
|
|
209
|
|
0%
|
Matched Volume(2)
|
|
188
|
|
176
|
|
7%
|
|
199
|
|
195
|
|
2%
|
Total Nasdaq Listed Consolidated Volume
|
|
1,849
|
|
1,808
|
|
2%
|
|
1,876
|
|
1,922
|
|
-2%
|
Share of Total Matched Consolidated Volume
|
|
10.2%
|
|
9.7%
|
|
0.4pts
|
|
10.6%
|
|
10.2%
|
|
0.5pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL NYSE Cash Market Share Matched
|
|
24.3%
|
|
24.4%
|
|
-0.1pts
|
|
24.3%
|
|
24.0%
|
|
0.3pts
|
TOTAL NYSE ADV Cash Shares Handled
|
|
1,785
|
|
1,743
|
|
2%
|
|
1,759
|
|
1,743
|
|
1%
|
(1)
|
|
“Handled Volume” represents the total number of shares of equity
securities, exchange traded funds (ETFs) and crossing session
activity internally matched on NYSE Group’s exchanges or routed to
and executed on an external market center.
|
(2)
|
|
“Matched Volume” represents the total number of shares of equity
securities, ETFs and crossing session activity executed on NYSE
Group’s exchanges.
|
|
|
|
|
|
|
|
NYSE Cash Rolling Three-Month Revenue Capture
|
(per 100 shares)
|
|
|
Three Months
|
|
Three Months
|
|
Three Months
|
|
|
Ending
|
|
Ending
|
|
Ending
|
|
|
Dec 2015
|
|
Nov 2015
|
|
Oct 2015
|
NYSE Cash Products
|
|
$0.049
|
|
$0.050
|
|
$0.049
|
|
|
|
|
|
|
|
Credit Default Swaps (CDS) Transaction and Clearing
-
Fourth quarter 2015 revenues from ICE’s CDS trade execution,
processing and clearing businesses totaled $34 million, compared to
$39 million in the prior fourth quarter, and included $24 million in
CDS clearing revenues, compared to $25 million in the fourth quarter
2014.
-
ICE cleared $2.7 trillion in gross notional value of CDS in the fourth
quarter 2015 compared to $4.1 trillion in gross notional cleared in
the fourth quarter 2014.
-
More information can be found at: https://www.theice.com/clear-credit
Financial and Reporting Update
-
For the fourth quarter, following the closing of ICE’s acquisitions of
Trayport and Interactive Data Corporation on December 11 and 14,
respectively, ICE expects incremental revenue in the range of $48
million to $52 million, which will be included in data services
revenue. ICE expects incremental fourth quarter adjusted operating
expenses related to the acquisitions in the range of $33 million to
$35 million.
-
ICE issued approximately 9.0 million common shares as part of the
consideration for the Interactive Data Corporation and Trayport
acquisitions, resulting in total shares outstanding of 119 million on
December 31, 2015; fourth quarter weighted average shares outstanding
were approximately 112 million shares.
Trading days in December 2015:
-
Interest Rates, Equity Indices: 22
-
Commodities, Other Financials: 22
-
Cash Equities, Equity Options: 22
About Intercontinental Exchange
Intercontinental Exchange (NYSE:ICE) operates the leading network of
regulated exchanges and clearing houses. ICE’s futures exchanges and
clearing houses serve global commodity and financial markets, providing
risk management and capital efficiency. The New York Stock Exchange is
the world leader in capital raising and equities trading.
Trademarks of ICE and/or its affiliates include Intercontinental
Exchange, ICE, ICE block design, NYSE and New York Stock Exchange.
Information regarding additional trademarks and intellectual property
rights of Intercontinental Exchange, Inc. and/or its affiliates is
located at www.intercontinentalexchange.com/terms-of-use.
Russell® and the Russell indexes are trademarks and service
marks of the Russell Investment Group and are used under license. FTSE®
and the FTSE indexes are trademarks and service marks of the London
Stock Exchange plc and Financial Times Limited and are used under
license. MSCI® and the MSCI indexes are trademarks and
service marks of MSCI Inc. or its affiliates and are used under license.
Safe Harbor Statement under the Private Securities Litigation Reform Act
of 1995 - Statements in this press release regarding ICE'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, 2014, as filed with the SEC on February 5, 2015.
SOURCE: Intercontinental Exchange
ICE-CORP
View source version on businesswire.com: http://www.businesswire.com/news/home/20160106005476/en/ Copyright Business Wire 2016
Source: Business Wire
(January 6, 2016 - 8:30 AM EST)
News by QuoteMedia
www.quotemedia.com
|