Intercontinental Exchange Reports ICE & NYSE November Statistics

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 December 3, 2015 - 8:30 AM EST
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Intercontinental Exchange Reports ICE & NYSE November Statistics

Daily Volume up 13% Year-over-Year

Intercontinental Exchange (NYSE: ICE), the leading global network of exchanges and clearing houses, today reported metrics for its exchange traded markets in November.

ICE’s November 2015 futures and options average daily volume (ADV) increased 13% compared to November 2014.

  • Commodity ADV decreased 7% due primarily to a 28% decrease in natural gas ADV, partially offset by sugar, gasoil, other oil and oil ADV up 57%, 10%, 13% and 3% respectively, from the prior November.
  • Financials ADV increased 55% from the previous November primarily due to European interest rates, which were up 71% year-over-year.

NYSE’s cash equities and equity options ADV increased 11% and 3%, respectively, over the prior November. NYSE’s cash equities market share was 24.0% and NYSE’s options market share was 21.2%.

 

ICE Futures & Options ADV (contracts in 000s)

  ADV Nov   ADV Nov   Change   ADV QTD   ADV QTD   Change
    2015   2014   y/y   Nov ‘15   Nov ‘14   y/y
COMMODITIES                        
Energy                        
Brent (1)   751   772   -3%   743   797   -7%
Gasoil (2)   258   234   10%   270   231   17%
Other Oil (3)   346   307   13%   333   305   9%
TOTAL OIL   1,355   1,313   3%   1,346   1,332   1%
Natural Gas (4)   947   1,308   -28%   970   1,111   -13%
Power (5)   114   105   8%   113   104   9%
Emissions & Other (6)   41   45   -9%   36   38   -6%
TOTAL ENERGY   2,456   2,771   -11%   2,466   2,585   -5%
Agricultural                        
Sugar (7)   163   104   57%   162   98   65%
Other Ags & Metals (8)   218   171   28%   208   176   18%
TOTAL AGRICULTURAL & METALS   382   274   39%   370   274   35%
TOTAL COMMODITIES   2,838   3,046   -7%   2,836   2,860   -1%
                         
FINANCIALS                        
Interest Rates                        
Short-term Interest Rates (9)   1,634   871   88%   1,485   1,147   29%
Medium & Long-term Interest Rates (10)   226   219   3%   194   213   -9%
TOTAL INTEREST RATES   1,860   1,090   71%   1,678   1,360   23%
                         
TOTAL EQUITY INDICES (11)   315   293   8%   323   393   -18%
                         
TOTAL FX & CREDIT (12)   35   42   -17%   34   43   -22%
TOTAL FINANCIALS   2,210   1,425   55%   2,035   1,797   13%
TOTAL FUTURES & OPTIONS   5,048   4,470   13%   4,871   4,656   5%
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     Nov 2015     Oct 2015     Sep 2015
Energy     $1.31     $1.29     $1.30
Agricultural & Metals     $2.28     $2.28     $2.36
Total Commodities     $1.44     $1.43     $1.45
Interest Rates     $0.54     $0.54     $0.54
Total Financials     $0.66     $0.68     $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)

        Nov 30, 2015       Dec 31, 2014
Energy       37,940       38,436
Agricultural & Metals       3,869       3,308
Total Commodities       41,809       41,744
Interest Rates       22,648       13,042
Total Financials       27,938       17,610
           

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

    ADV Nov     ADV Nov     Change     ADV QTD     ADV QTD     Change
      2015     2014     y/y     Nov ‘15     Nov ‘14     y/y
NYSE Equity Options(1)     3,121     3,033     3%     3,069     3,741     -18%
Total U.S. Options Volume     14,693     14,209     3%     14,714     16,829     -13%
NYSE Share of Group Total     21.2%     21.3%     -0.1pts     20.9%     22.2%     -1.4pts

(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       Three Months       Three Months
Ending Ending Ending
        Nov 2015       Oct 2015       Sep 2015
NYSE US Equity Options       $0.14       $0.13       $0.14
 

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

    ADV Nov     ADV Nov     Change     ADV QTD     ADV QTD     Change
      2015     2014     y/y     Nov ‘15     Nov ‘14     y/y
NYSE Listed (Tape A) Issues                                    
Handled Volume (1)     1,194     1,061     13%     1,236     1,192     4%
Matched Volume(2)     1,177     1,039     13%     1,219     1,167     5%
Total NYSE Listed Consolidated Volume     3,818     3,374     13%     3,875     3,772     3%

Share of Total Matched Consolidated Volume

    30.8%     30.8%     0.0pts     31.5%     30.9%     0.5pts
                                     
NYSE Arca, MKT and Regional (Tape B) Listed Issues                                    
Handled Volume (1)     275     271     1%     293     333     -12%
Matched Volume(2)     264     258     2%     281     316     -11%
Total NYSE Arca and MKT Listed Consolidated Volume     1,178     1,077     9%     1,244     1,335     -7%
Share of Total Matched Consolidated Volume     22.4%     24.0%     -1.6pts     22.6%     23.7%     -1.1pts
                                     
Nasdaq Listed (Tape C) Issues                                    
Handled Volume (1)     211     182     16%     215     219     -2%
Matched Volume(2)     200     170     18%     205     205     0%
Total Nasdaq Listed Consolidated Volume     1,847     1,739     6%     1,891     1,982     -5%
Share of Total Matched Consolidated Volume     10.8%     9.8%     1.1pts     10.9%     10.4%     0.5pts
                                     
TOTAL U.S. Cash Market Share Matched     24.0%     23.7%     0.3pts     24.3%     23.8%     0.5pts
TOTAL ADV U.S. Cash Shares Handled     1,680     1,514     11%     1,745     1,744     0%

(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

Nov 2015

      Three Months

Ending

Oct 2015

      Three Months

Ending

Sep 2015

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

Trading days in November 2015:

  • Interest Rates: 21
  • Commodities, Other Financials: 20
  • U.S. Cash Equities, U.S. Equity Options: 20

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.

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

Copyright Business Wire 2015

Source: Business Wire (December 3, 2015 - 8:30 AM EST)

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