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 November 4, 2015 - 8:30 AM EST
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Intercontinental Exchange Reports ICE & NYSE Monthly Statistics for October 2015; Gasoil and Sugar Daily Volume up 23% and 72% over Prior October

Intercontinental Exchange (NYSE: ICE), the leading global network of exchanges and clearing houses, today reported October exchange traded volume.

ICE’s October 2015 futures and options average daily volume (ADV) decreased 2% compared to October 2014.

  • Commodity ADV increased 5% led by gasoil, other oil, natural gas, and sugar ADV up 23%, 6%, 5% and 72% respectively, from the prior October.
  • Financials ADV declined 12% from the previous October primarily due to low volatility in equity indices and the low interest rate environment in Europe.

NYSE’s U.S. cash equities and U.S. equity options ADV declined 7% and 30%, respectively, over the prior October. NYSE’s U.S. cash equities market share was 24.6% and NYSE’s U.S. options market share was 20.5%.

     

ICE Futures & Options ADV (contracts in 000s)

    ADV Oct 2015   ADV Oct 2014   Change y/y
COMMODITIES            
Energy            
Brent   735   817   -10%
Gasoil   281   228   23%
Other Oil (1)   322   302   6%
TOTAL OIL   1,338   1,348   -1%
Natural Gas (2)   992   948   5%
Power (3)   113   103   10%
Emissions & Other (4)   31   33   -4%
TOTAL ENERGY   2,475   2,432   2%
Agricultural            
Sugar (5)   161   94   72%
Other Ags & Metals (6)   199   181   10%
TOTAL AGRICULTURAL & METALS   360   274   31%
TOTAL COMMODITIES   2,834   2,706   5%
             
FINANCIALS            
Interest Rates            
Short-term Interest Rates (7)   1,343   1,387   -3%
Medium & Long-term Interest Rates (8)   162   208   -22%
TOTAL INTEREST RATES   1,505   1,595   -6%
             
TOTAL EQUITY INDICES (9)   330   476   -31%
             
TOTAL FX & CREDIT (10)   33   44   -25%
TOTAL FINANCIALS   1,868   2,115   -12%
TOTAL FUTURES & OPTIONS   4,702   4,821   -2%
Note: Figures may not foot due to rounding.
(1) “Other Oil” includes futurized oil, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude, excludes Daily Brent Bullets.
(2) “Natural Gas” includes North American, UK and European Natural Gas.
(3) “Power” includes North American, UK and European Power.
(4) “Emissions & Other” includes emissions, freight, coal, iron ore and uranium.
(5) “Sugar” includes Sugar No. 11, Sugar No. 16 and White Sugar.
(6) “Other Ags & Metals” includes Cocoa ($), Cocoa (£),Coffee “C”, Robusta Coffee, Cotton No. 2, Orange Juice, Corn, Feed Wheat, Soybeans, Barley, Canola, Mini Gold and Mini Silver contracts.
(7) “Short-term Interest Rates” includes Euribor®, Sterling, Swiss, Eonia, Eurodollar, Short Gilt, European Government Bonds and DTCC GCF Repo Index® contracts.
(8) “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.
(9) “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®.
(10) “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)

Futures & Options Products

  Three Months

Ending

Oct 2015

  Three Months

Ending

Sep 2015

  Three Months

Ending

Aug 2015

Energy   $1.30   $1.30   $1.29
Agricultural & Metals   $2.29   $2.36   $2.36
Total Commodities   $1.43   $1.45   $1.43
Interest Rates   $0.55   $0.54   $0.55
Total Financials   $0.69   $0.68   $0.67

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)

    Oct 30, 2015   Dec 31, 2014
Energy   39,629   38,436
Agricultural & Metals   3,965   3,308
Total Commodities   43,593   41,744
Interest Rates   19,391   13,042
Total Financials   24,572   17,610
     

U.S. Equity Options (contracts in 000s)

    ADV Oct

2015

  ADV Oct 2014   Change

y/y

NYSE Equity Options(1)   3,022   4,326   -30%
Total U.S. Options Volume   14,733   18,994   -22%
NYSE Share of Group Total   20.5%   22.8%   -2.3pts
(1)   “NYSE Equity Options” includes NYSE Amex Options and NYSE Arca Options trading in U.S. equity options contracts.
 

NYSE U.S. Equity Options Rolling Three-Month Average Rate per Contract (RPC)

 

  Three Months

Ending

Oct 2015

  Three Months

Ending

Sep 2015

  Three Months

Ending

Aug 2015

NYSE US Equity Options   $0.13   $0.14   $0.15
     

NYSE U.S. Cash Products (shares in millions)

    ADV Oct 2015   ADV Oct 2014   Change y/y
NYSE Listed (Tape A) Issues            
Handled Volume (1)   1,275   1,299   -2%
Matched Volume(2)   1,258   1,272   -1%
Total NYSE Listed Consolidated Volume   3,926   4,101   -4%
Share of Total Matched Consolidated Volume   32.0%   31.0%   1.0pts
             
NYSE Arca, MKT and Regional (Tape B) Listed Issues            
Handled Volume (1)   310   383   -19%
Matched Volume(2)   297   364   -18%
Total NYSE Arca and MKT Listed Consolidated Volume   1,305   1,548   -16%
Share of Total Matched Consolidated Volume   22.7%   23.5%   -0.8pts
             
Nasdaq Listed (Tape C) Issues            
Handled Volume (1)   220   251   -12%
Matched Volume(2)   210   234   -10%
Total Nasdaq Listed Consolidated Volume   1,930   2,183   -12%
Share of Total Matched Consolidated Volume   10.9%   10.7%   0.1pts
             
TOTAL U.S. Cash Market Share Matched   24.6%   23.9%   0.8pts
TOTAL ADV U.S. Cash Shares Handled   1,804   1,933   -7%

(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 U.S. Cash Rolling Three-Month Revenue Capture

(per 100 shares)

 

  Three Months

Ending

Oct 2015

  Three Months

Ending

Sep 2015

  Three Months

Ending

Aug 2015

U.S. Cash Products   $0.049   $0.050   $0.051
 

Trading days in October 2015:

  • Interest Rates, Single Stock Equity Derivatives: 22
  • Commodities, Other Financials: 22
  • U.S. Cash Equities, U.S. 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

Intercontinental Exchange
Investor Contact:
Kelly Loeffler, SVP, Corp. Comm, Marketing and Investor Relations
+1 770 857 4726
kelly.loeffler@theice.com


Source: Business Wire (November 4, 2015 - 8:30 AM EST)

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