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 October 5, 2015 - 8:30 AM EDT
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Intercontinental Exchange Reports ICE & NYSE September Statistics

September Oil Daily Volume up 9%, Ags up 13%, Cash Equities up 27% Yr/Yr

Third Quarter Futures & Options Daily Volume up 3% and U.S. Equities Volume up 36% Yr/Yr

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

ICE’s September 2015 futures and options average daily volume (ADV) decreased 6% compared to September 2014.

  • Commodity ADV increased 3% led by Brent, gasoil, other oil and sugar ADV up 3%, 20%, 15% and 19% respectively, from the prior September.
  • Financials ADV declined 16% from the previous September primarily due to low European short-term interest rates.

Third quarter futures and options ADV increased 3% over the prior third quarter.

NYSE’s U.S. cash equities ADV increased 27%, while U.S. equity options ADV declined 16% over the prior September. NYSE’s U.S. cash equities market share was 25.3% and NYSE’s U.S. options market share was 20.6%. Third quarter cash equities ADV increased 36%, while equity options ADV declined 6% over the prior third quarter.

ICE Futures & Options ADV (contracts in 000s)

   

ADV Sep

2015

 

ADV Sep

2014

 

Change

y/y

 

ADV

3Q15

 

ADV

3Q14

 

Change

y/y

COMMODITIES                        
Energy                        
Brent   726   704   3%   779   731   7%
Gasoil   250   208   20%   251   202   24%
Other Oil (1)   329   287   15%   333   281   19%
TOTAL OIL   1,305   1,199   9%   1,362   1,214   12%
Natural Gas (2)   804   884   -9%   796   782   2%
Power (3)   121   111   9%   102   94   9%
Emissions & Other (4)   41   38   10%   32   33   -3%
TOTAL ENERGY   2,271   2,232   2%   2,293   2,123   8%
Agricultural                        
Sugar (5)   248   209   19%   175   146   20%
Other Ags & Metals (6)   166   157   5%   178   152   18%
TOTAL AGRICULTURAL & METALS   414   366   13%   353   297   19%
TOTAL COMMODITIES   2,685   2,598   3%   2,646   2,420   9%
                         
FINANCIALS                        
Interest Rates                        
Short-term Interest Rates (7)   1,158   1,532   -24%   1,042   1,173   -11%
Medium & Long-term Interest Rates (8)   173   177   -3%   181   177   2%
TOTAL INTEREST RATES   1,331   1,709   -22%   1,223   1,350   -9%
                         
TOTAL EQUITY INDICES (9)   628   622   1%   435   413   5%
                         
TOTAL FX & CREDIT (10)   53   50   4%   51   32   61%
TOTAL FINANCIALS   2,011   2,381   -16%   1,709   1,795   -5%
TOTAL FUTURES & OPTIONS   4,696   4,979   -6%   4,355   4,215   3%
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

Sep 2015

  Three Months

Ending

Aug 2015

  Three Months

Ending

July 2015

Energy   $1.30   $1.29   $1.30
Agricultural & Metals   $2.37   $2.36   $2.37
Total Commodities   $1.44   $1.43   $1.44
Interest Rates   $0.55   $0.55   $0.56
Total Financials   $0.68   $0.67   $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)

    Sep 30, 2015   Dec 31, 2014
Energy   38,212   38,436
Agricultural & Metals   3,723   3,308
Total Commodities   41,935   41,744
Interest Rates   16,381   13,042
Total Financials   21,537   17,610
   

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

    ADV Sep

2015

 

ADV Sep

2014

  Change

y/y

  ADV

3Q15

  ADV

3Q14

 

Change

y/y

NYSE Equity Options(1)   3,065   3,664   -16%   3,250   3,450   -6%
Total U.S. Options Volume   14,855   15,886   -6%   16,027   14,738   9%
NYSE Share of Group Total   20.6%   23.1%   -2.4pts   20.3%   23.4%   -3.1pts

(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

Sep 2015

  Three Months

Ending

Aug 2015

  Three Months

Ending

July 2015

NYSE US Equity Options   $0.14   $0.15   $0.16
     

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

   

ADV Sep

2015

 

ADV Sep

2014

 

Change

y/y

 

ADV

3Q15

 

ADV

3Q14

 

Change

y/y

NYSE Listed (Tape A) Issues                        
Handled Volume (1)   1,350   1,053   28%   1,272   953   33%
Matched Volume(2)   1,334   1,033   29%   1,255   934   34%
Total NYSE Listed Consolidated Volume   3,848   3,226   19%   3,816   3,022   26%
Share of Total Matched Consolidated Volume   34.7%   32.0%   2.7pts   32.9%   30.9%   2.0pts
                         
NYSE Arca, MKT and Regional (Tape B) Listed Issues                        
Handled Volume (1)   337   245   37%   343   217   58%
Matched Volume(2)   320   232   38%   326   206   59%
Total NYSE Arca and MKT Listed Consolidated Volume   1,537   1,005   53%   1,555   917   70%
Share of Total Matched Consolidated Volume   20.8%   23.1%   -2.2pts   21.0%   22.5%   -1.5pts
                         
Nasdaq Listed (Tape C) Issues                        
Handled Volume (1)   220   203   8%   233   188   24%
Matched Volume(2)   210   188   11%   222   176   27%
Total Nasdaq Listed Consolidated Volume   1,982  

1,894

  5%   1,967   1,763   12%
Share of Total Matched Consolidated Volume   10.6%   10.0%   0.6pts   11.3%   10.0%   1.3pts
                         
TOTAL U.S. Cash Market Share Matched   25.3%   23.7%   1.6pts   24.6%   23.1%   1.5pts
TOTAL ADV U.S. Cash Shares Handled   1,907   1,502   27%   1,848   1,359   36%
(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

Sep 2015

  Three Months

Ending

Aug 2015

  Three Months

Ending

July 2015

U.S. Cash Products   $0.050   $0.051   $0.052
     

Credit Default Swaps (CDS) Transaction and Clearing

  • Third quarter 2015 revenues from ICE’s CDS trade execution, processing and clearing businesses totaled $38 million, compared to $38 million in the prior third quarter, and included $26 million in CDS clearing revenues, which were up from $23 million in the third quarter 2014.
  • ICE cleared $3.1 trillion in gross notional value of CDS in the third quarter 2015 compared to $3.1 trillion in gross notional cleared in the third quarter 2014.
  • More information can be found at: https://www.theice.com/clear-credit

Trading days in September 2015:

  • Interest Rates, Equity Indices: 22
  • Commodities, Other Financials: 21
  • U.S. Cash Equities, U.S. Equity Options: 21

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 (October 5, 2015 - 8:30 AM EDT)

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