ICE Reports 21% Increase in Futures Volume for April
ATLANTA, May 2, 2012 /PRNewswire/ — IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, reported futures volume for April 2012. Average daily volume (ADV) for ICE’s futures markets was 1,540,997 contracts, an increase of 21% from April 2011. Year-to-date through April 30, ADV across ICE’s futures exchanges was 1,551,967 contracts, up 2% compared to the first four months of 2011. Total futures volume in April 2012 was 30.8 million contracts.
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April 2012 Review
- ICE Futures Europe records:
- Monthly volume and ADV records were achieved in ICE Brent options and NY Harbor Unleaded (RBOB) Gasoline futures contracts.
- The exchange set an open interest record of 5,564,946 contracts on April 30. During the month, open interest records were established in ICE Brent futures and options, ICE Rotterdam Coal futures, Dutch Nat Gas futures, Heating Oil and NY Harbor Unleaded (RBOB) Gasoline futures, EUAA futures, UK Natural Gas options and WTI options contracts.
- ICE Futures U.S. records:
- ICE Cocoa futures established a monthly volume record of 605,217 contracts.
- ICE Futures Canada records:
- Monthly volume and ADV records were achieved in Canola options.
- The exchange and ICE Canola futures set open interest records of 273,915 and 240,731 contracts, respectively, on April 30.
- ICE announced an agreement with Cetip to develop and deliver a new Brazilian fixed income trading platform for corporate and government bonds.
- Griffin Markets Group announced that it will introduce a Multilateral Trading Facility (MTF) that will utilize ICE’s front-end, WebICE, as the technology platform.
- The UK’s Department of Energy & Climate Change selected ICE Futures Europe as the preferred supplier to conduct aviation allowances and auctions on behalf of the UK government.
- Pending review by the Commodity Futures Trading Commission (CFTC), ICE Futures U.S. announced the expansion of its Agriculture offerings to include five new U.S. grain and oilseed contracts.
- ICE launched 26 new cleared OTC contracts for its energy markets in addition to the introduction of American-style options on futures for Heating Oil and RBOB Gasoline at ICE Futures Europe.
- ICE released its updated WebICE version 12.600, which includes enhanced execution and order management tools.
- Through April 26, ICE’s CDS clearing houses have cleared $30.1 trillion in gross notional value on a cumulative basis across 879,324 transactions. ICE currently lists 345 CDS instruments for clearing.
- ICE Clear Credit has cleared $17.5 trillion of gross notional value since inception, including $1.5 trillion in single-name CDS, resulting in open interest of $914 billion. ICE Clear Credit offers clearing for 46 indexes and 132 corporate single-name instruments and four Latin American sovereign instruments.
- ICE Clear Europe has cleared euro 9.2 trillion ($12.6 trillion) of gross notional value since inception, including euro 1.3 trillion ($1.7 trillion) in single-name CDS, resulting in euro 551 billion ($728 billion) of open interest. ICE Clear Europe offers clearing for 42 indexes and 121 single-names.
- Trading days in April 2012:
- ICE Futures Europe: 20
- ICE Futures U.S.: 20
- ICE Futures Canada: 20
ICE Futures Contracts & Markets Monthly ADV
Product Line ADV ADV ADV
April April % Change
2012 2011
--- ---- ----
ICE Brent Crude futures &
options 612,720 428,433 43.0
------------------------- ------- ------- ----
ICE Gasoil futures & options 238,447 223,250 6.8
---------------------------- ------- ------- ---
ICE WTI Crude futures &
options 132,079 168,862 -21.8
----------------------- ------- ------- -----
ICE ECX emissions futures &
options 30,564 19,553 56.3
--------------------------- ------ ------ ----
Other futures contracts (1) 51,926 26,620 95.1
-------------------------- ------ ------ ----
TOTAL ICE FUTURES EUROPE 1,065,736 866,718 23.0
------------------------ --------- ------- ----
Index futures & options (2) 140,165 113,101 23.9
-------------------------- ------- ------- ----
Sugar No. 11 futures & options 162,505 142,218 14.3
------------------------------ ------- ------- ----
Other agricultural commodity
contracts (3) 120,958 106,992 13.1
---------------------------- ------- ------- ----
Currency futures and options
contracts (4) 23,678 27,053 -12.5
---------------------------- ------ ------ -----
TOTAL ICE FUTURES U.S. 447,306 389,364 14.9
---------------------- ------- ------- ----
TOTAL ICE FUTURES CANADA &
CCFE 27,955 21,468 30.2
-------------------------- ------ ------ ----
TOTAL FUTURES CONTRACTS 1,540,997 1,277,550 20.6
----------------------- --------- --------- ----
(1) "Other futures & options contracts" include ICE UK Natural Gas futures; ICE Coal futures; ICE Dutch TTF
and German Natural Gas futures; ICE UK Electricity futures; ICE Heating Oil futures; ICE Unleaded Gasoline
Blendstock (RBOB) futures; and Coal and Natural Gas options.
(2) "Index futures & options" includes Russell 2000(R) mini futures and options and futures for the Russell
1000(R) mini, the Continuous Commodity Index, the Euro Index and the NYSE Composite.
(3) "Other agricultural commodity contracts" include futures and/or options for Cocoa, Coffee "C", Cotton
No. 2, Orange Juice, Sugar No. 14 and Sugar No. 16.
(4) "Currency futures and options" include futures and options for the U.S. Dollar Index and foreign
exchange.
ICE Futures Year-to-Date ADV
----------------------------
4-mos 2012 4-mos 2011 Percent Change
---------- ---------- --------------
ICE
Futures
Europe 1,107,223 1,082,151 2.3
------- --------- --------- ---
ICE
Futures
U.S. 419,274 415,802 0.8
------- ------- ------- ---
ICE
Futures
Canada
&
CCFE 25,470 20,470 24.4
------- ------ ------ ----
Total
Futures 1,551,967 1,518,423 2.2
------- --------- --------- ---
ICE Futures Monthly and Year-to-Date Volume
-------------------------------------------
April 2012 April 2011 Percent Change
---------- ---------- --------------
ICE
Futures
Europe 21,314,726 17,334,358 23.0
-------- ---------- ---------- ----
ICE
Futures
U.S. 8,946,113 7,787,270 14.9
-------- --------- --------- ----
ICE
Futures
Canada &
CCFE 559,090 429,365 30.2
--------- ------- ------- ----
Total
Futures 30,819,929 25,550,993 20.6
-------- ---------- ---------- ----
4-mos 2012 4-mos 2011 Percent Change
---------- ---------- --------------
ICE
Futures
Europe 90,792,289 88,736,365 2.3
-------- ---------- ---------- ---
ICE
Futures
U.S. 34,380,442 34,095,774 0.8
-------- ---------- ---------- ---
ICE
Futures
Canada &
CCFE 2,113,720 1,678,501 25.9
--------- --------- --------- ----
Total
Futures 127,286,451 124,510,640 2.2
-------- ----------- ----------- ---
ICE Futures Open Interest
-------------------------
April 30, 2012 December 31, 2011
-------------- -----------------
ICE Futures
Europe 5,564,946 3,905,986
----------- --------- ---------
ICE Futures
U.S. 2,800,969 2,680,454
----------- --------- ---------
ICE Futures
Canada & CCFE 273,915 170,894
-------------- ------- -------
Rolling Three-Month Average Rate per Contract (RPC)
--------------------------------------------------
Three Months Three Months Three Months
Product
Line Ending Ending Ending
April 2012 March 2012 February 2012
--- ---------- ---------- -------------
ICE
Futures
Europe $1.55 $1.56 $1.60
------- ----- ----- -----
ICE
Futures
U.S.
Ag $2.70 $2.68 $2.71
------- ----- ----- -----
ICE
Futures
U.S.
Fin $0.88 $0.93 $0.86
------- ----- ----- -----
RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix.
Historical futures volume and OTC commission data can be found at: http://ir.theice.com/supplemental.cfm
About IntercontinentalExchange
IntercontinentalExchange® (NYSE: ICE) is a leading operator of regulated futures exchanges and over-the-counter markets for agricultural, credit, currency, emissions, energy and equity index contracts. ICE Futures Europe® hosts trade in half of the world’s crude and refined oil futures. ICE Futures U.S.® and ICE Futures Canada® list agricultural, currencies and Russell Index markets. ICE® is also a leading operator of central clearing services for the futures and over-the-counter markets, with five regulated clearing houses across North America and Europe. ICE serves customers in more than 70 countries. www.theice.com
The following are trademarks of IntercontinentalExchange, Inc. and/or its affiliated companies: IntercontinentalExchange, IntercontinentalExchange & Design, ICE, ICE and block design, ICE Futures Canada, ICE Futures Europe, ICE Futures U.S., ICE Clear Europe, ICE Clear Credit, U.S. Dollar Index, European Climate Exchange (ECX) and Chicago Climate Futures Exchange (CCFE). All other trademarks are the property of their respective owners. For more information regarding registered trademarks owned by IntercontinentalExchange, Inc. and/or its affiliated companies, see https://www.theice.com/terms.jhtml
Safe Harbor Statement under the Private Securities Litigation Reform Act of 1995 – Statements in this press release regarding IntercontinentalExchange’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, 2011, as filed with the SEC on February 8, 2012.
ICE-CORP
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