ICE Reports Daily Futures Volume for January
- ICE received regulatory approval to provide portfolio margining relief for buy-side clearing of certain CDS, and ICE Clear Credit plans to launch clearing of North American single names and Latin American sovereigns and portfolio margining for the buy-side in the current quarter.
- ICE announced the
February 11 launch of 16 new energy contracts to include new global oil, iron ore andChina coal futures products. - Volume records were set in January in ICE RBOB and Newcastle Coal futures, and open interest records were set in ICE Brent crude futures, Heating Oil futures, Cocoa futures and WTI options.
|
ICE Futures Contracts & Markets ADV | |||
|
ADV January 2013 |
ADV January 2012 |
ADV % Change | |
|
ICE Brent |
676,136 |
576,497 |
17.3 |
|
ICE Gasoil |
289,685 |
290,488 |
-0.3 |
|
ICE Other Oil (1)* |
261,746 |
207,575 |
26.1 |
|
ICE OIL |
1,227,566 |
1,074,560 |
14.2 |
|
ICE Natural Gas* |
1,307,297 |
2,190,859 |
-40.3 |
|
ICE Power* |
512,328 |
394,398 |
29.9 |
|
ICE Emissions & Other (2) |
45,326 |
39,984 |
13.4 |
|
TOTAL ENERGY |
3,092,516 |
3,699,801 |
-16.4 |
|
ICE Sugar |
131,552 |
121,301 |
8.5 |
|
ICE Other Ags (3) |
131,578 |
106,429 |
23.6 |
|
TOTAL AGRICULTURAL |
263,130 |
227,730 |
15.5 |
|
ICE Equity Index (4) |
90,054 |
120,068 |
-25.0 |
|
ICE FX (5) |
32,712 |
25,818 |
26.7 |
|
TOTAL FINANCIALS |
122,767 |
145,886 |
-15.8 |
|
TOTAL FUTURES & OPTIONS |
3,478,414 |
4,073,418 |
-14.6 |
|
(1) "ICE Other Oil" includes futurized oil contracts, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude. Excludes Daily Brent Bullet contracts. | |||
|
(2) "ICE Emissions & Other" includes all emissions contracts, freight, coal and iron ore and uranium. | |||
|
(3) "ICE Other Ags" includes Cocoa, Coffee "C", Cotton No. 2, Orange Juice, Corn, Wheat, Soybeans, Barley and Canola. | |||
|
(4) "ICE Equity Index" includes the Russell 2000®, Russell 1000®, the Continuous Commodity Index. | |||
|
(5) "ICE FX" includes futures and options for the U.S. Dollar Index and foreign exchange. | |||
|
*Historical volume has been adjusted to include new energy futures contracts | |||
|
ICE Futures Monthly Volume | |||
|
|
|
Percent Change | |
|
Energy* |
64,942,846 |
73,996,027 |
-12.2 |
|
Agricultural |
5,545,159 |
4,572,818 |
21.3 |
|
Financials |
2,578,103 |
2,917,717 |
-11.6 |
|
TOTAL CONTRACTS |
73,066,108 |
81,486,562 |
-10.3 |
|
*Historical energy volume has been adjusted to include new energy futures contracts | |||
|
Rolling Three-Month Average Rate per Contract (RPC) | |||
|
Futures & Options Products |
Three Months Ending |
Three Months Ending |
Three Months Ending |
|
Energy* |
|
|
|
|
Agricultural* |
|
|
|
|
Financials |
|
|
|
|
*Historical energy RPC has been adjusted to include new energy futures contracts and agricultural RPC has been adjusted to include Canadian contracts | |||
|
ICE Futures & Options Open Interest | ||
|
|
| |
|
Energy* |
73,906,689 |
70,108,837 |
|
Agricultural |
2,877,171 |
2,502,583 |
|
Financials |
492,283 |
463,058 |
|
*Historical energy open interest has been updated to include new energy futures contracts | ||
- Through
January 25 , ICE's CDS clearing houses have cleared$37 trillion in gross notional value on a cumulative basis across 1.16 million trades. ICE Clear Credit has cleared$2.2 trillion in single-name CDS resulting in open interest of$737 billion . ICE Clear Europe has cleared €1.6 trillion ($2.1 trillion ) in single-name CDS resulting in €362 billion ($484 billion ) of open interest. ICE lists 375 CDS instruments for clearing. A complete summary of CDS clearing can be found at: https://www.theice.com/clear_credit.jhtml - Trading days in
January 2013 ICE Futures Europe & U.S: 21ICE Futures Canada : 22
Note: As of
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
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