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
View source version on businesswire.com: http://www.businesswire.com/news/home/20151005005597/en/ Copyright Business Wire 2015
Source: Business Wire
(October 5, 2015 - 8:30 AM EDT)
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