View all news

ICE Reports Record Futures Volume, 27% Increase in ADV for September; OTC Commissions of $1.36MM; $12.1 Trillion Cleared in CDS

Oct 04, 2010

ATLANTA, Oct. 4 /PRNewswire-FirstCall/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, today reported strong futures volume and OTC average daily commissions (ADC) for the third quarter of 2010, including record futures volume and average daily volume (ADV) for the month of September 2010.

(Logo: http://photos.prnewswire.com/prnh/20090727/CL51999LOGO )

(Logo: http://www.newscom.com/cgi-bin/prnh/20090727/CL51999LOGO )

Global Futures Exchanges

ICE operates four regulated futures exchanges: ICE Futures Europe, ICE Futures U.S., ICE Futures Canada and the Chicago Climate Futures Exchange (CCFE).

    --  September ADV across all ICE futures exchanges was a record 1,483,540
        contracts, up 27% from September 2009. ADV at ICE Futures U.S. grew 12%
        from the previous September to a record 508,290 contracts. ADV at ICE
        Futures Europe increased 36% to 955,277 contracts, and ADV at ICE
        Futures Canada increased 31% to 18,513 contracts. Monthly total futures
        volume surpassed 30 million contracts for the first time, with volume at
        ICE Futures Europe crossing 20 million contracts for the first time.
    --  Third quarter 2010 ADV for all ICE futures contracts was 1,275,971
        contracts, an increase of 20% from the third quarter of 2009. ADV at ICE
        Futures Europe grew 24% to 836,396 contracts and ICE Futures U.S. grew
        13% to 424,274 contracts.
    --  ADV for the nine months of 2010 for all ICE futures contracts was
        1,320,687 contracts, up 28% over the same period of 2009.


Energy and Credit OTC Transaction Revenues

    --  Third quarter 2010 ADC for ICE's OTC energy business were $1.36 million,
        up 9% from the third quarter of 2009.
    --  Third quarter revenues from ICE's credit default swap (CDS) trade
        execution, processing and clearing operations totaled $42 million,
        compared to $43 million in the third quarter of 2009. Third quarter CDS
        clearing revenues were approximately $18 million compared to $13 million
        in the third quarter of 2009.


Operating and Financial Guidance Update

    --  Based on reduced revenue levels at Creditex, coupled with increased
        operational efficiencies, ICE now expects its third and fourth quarter
        compensation expense to be roughly $3 million to $4 million per quarter
        below prior guidance.
    --  As previously stated, ICE anticipates a $5 million charge associated
        with staff reductions following the acquisition of Climate Exchange.
        These charges will be excluded from adjusted earnings. Also as
        previously stated, ICE anticipates acquisition-related transaction costs
        relating to the Climate Exchange acquisition of $7 million in the third
        quarter of 2010, which will also be excluded from adjusted earnings.
    --  For the third quarter of 2010, ICE anticipates share count in the range
        of 74.0 to 74.6 million fully diluted shares as a result of the
        company’s repurchase of around $90 million, or approximately 937,000
        shares, of its outstanding common stock during the quarter.


September 2010 Review

    --  ICE Futures Europe records achieved in September:
        o The exchange established monthly volume and open interest records of
          20,060,814 and 3,552,366 contracts, respectively.
        o The ICE Gasoil futures contract established a monthly ADV record of
          242,296 contracts.
        o The exchange also established open interest records for gasoil
          futures, emissions futures and options, and WTI options.
    --  ICE Link launched Novation Consent = Confirmation (C=C) for the credit
        default swap (CDS) markets in advance of the commitment date to
        regulators.
    --  Buy-side CDS clearing at ICE Trust crossed $3 billion in gross notional
        value.
    --  ICE Trust and ICE Clear Europe reached $12 trillion in gross notional
        value in CDS clearing. ICE Clear Europe also announced that UniCredit
        Bank AG became its 15th CDS clearing member.
    --  Through September 24, ICE's CDS clearing houses have cleared $12.1
        trillion in gross notional value on a cumulative basis across 308,297
        transactions. ICE currently lists 258 CDS contracts for clearing.
        o ICE Trust U.S. (ICE Trust) has cleared $7.4 trillion of gross notional
          value since inception, including $467 billion in single-name CDS,
          resulting in open interest of $497 billion. ICE Trust offers clearing
          for 38 indexes and 89 single-name instruments.
        o ICE Clear Europe has cleared euro 3.5 trillion ($4.7 trillion) of
          gross notional value since inception, including euro 541 billion ($710
          billion) in single-name CDS, resulting in euro 441 billion ($601
          billion) of open interest. ICE Clear Europe offers clearing for 30
          indexes and 101 single-name instruments.
    --  Trading days in September 2010:
        o ICE Futures Europe: 21
        o ICE Futures U.S.: 21
        o ICE Futures Canada: 21
        o Chicago Climate Futures Exchange: 21


ICE Futures Contracts & Markets Monthly ADV

                                           ADV       ADV
                                           September September ADV
Product Line                               2010      2009      % Change

ICE Brent Crude futures & options          421,151   313,989   34.1

ICE Gasoil futures & options               243,493   157,823   54.3

ICE WTI Crude futures & options            252,668   192,350   31.4

ICE ECX emissions futures & options        21,611    20,689    4.5

Other futures contracts (1)                16,354    17,119    -4.5

TOTAL ICE FUTURES EUROPE                   955,277   701,970   36.1

Index futures & options (2)                188,920   198,313   -4.7

Sugar No. 11 futures & options             200,418   185,392   8.1

Other agricultural commodity contracts (3) 84,622    49,284    71.7

Currency futures and options contracts (4) 34,330    19,375    77.2

TOTAL ICE FUTURES U.S.                     508,290   452,364   12.4

TOTAL ICE FUTURES CANADA & CCFE(5)         19,973    14,097    41.7

TOTAL FUTURES CONTRACTS                    1,483,540 1,168,431 27.0%


(1) "Other futures contracts" include ICE Middle East Sour Crude futures;ICE
ASCI Gulf Coast Sour Crude futures; ICE Heating Oil futures; ICE Unleaded
Gasoline Blendstock (RBOB) futures; ICE UK Natural Gas futures; ICE UK
Electricity futures; ICE Coal futures; and ICE Dutch TTF Gas futures.
(2) "Index futures & options" includes Russell 2000® mini futures and
options and futures for the Russell 1000® 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.
(5) ICE acquired Chicago Climate Futures Exchange (CCFE) on July 8, 2010.
Prior-year amounts do not include CCFE volume and percentage change does not
include CCFE prior-year volume.





ICE Futures Third Quarter 2010 and Year-to-Date ADV

                          3Q2010     3Q2009     Percent Change

ICE Futures Europe        836,396    676,020    23.7

ICE Futures U.S.          424,274    375,772    12.9

ICE Futures Canada & CCFE 15,301     10,637     43.9

Total Futures ADV         1,275,971  1,062,429  20.1

                          9-mos 2010 9-mos 2009 Percent Change

ICE Futures Europe        866,612    640,291    35.3

ICE Futures U.S.          436,425    377,623    15.6

ICE Futures Canada & CCFE 17,650     13,823     27.7

Total Futures ADV         1,320,687  1,031,737  28.0







ICE Futures Monthly, Quarterly and Year-to-Date Volume

                          September 2010 September 2009 Percent Change

ICE Futures Europe        20,060,814     14,741,368     36.1

ICE Futures U.S.          10,674,094     9,499,650      12.4

ICE Futures Canada &CCFE  419,440        296,040        41.7

Total Futures Volume      31,154,348     24,537,058     27.0

                          3Q2010         3Q2009         Percent Change

ICE Futures Europe        53,529,368     43,265,279     23.7

ICE Futures U.S.          27,153,563     24,049,436     12.9

ICE Futures Canada & CCFE 965,128        670,161        44.0

Total Futures Volume      81,648,059     67,984,876     20.1

                          9-mos 2010     9-mos 2009     Percent Change

ICE Futures Europe        162,923,086    121,655,236    33.9

ICE Futures U.S.          82,047,966     70,993,093     15.6

ICE Futures Canada & CCFE 3,321,871      2,598,777      27.8

Total Futures Volume      248,292,923    195,247,106    27.2







ICE Futures Open Interest

                          September 30, 2010 December 31, 2009

ICE Futures Europe        3,552,366          2,647,694

ICE Futures U.S.          2,955,927          3,375,176

ICE Futures Canada & CCFE 343,400            118,181







Prior-year amounts do not include CCFE volume and percentage change does not include CCFE prior-year volume.

Rolling Three-Month Average Rate per Contract (RPC)

                     Three Months   Three Months Three Months
                     Ending         Ending       Ending
Product Line         September 2010 August 2010  July 2010

ICE Futures Europe   $1.54          $1.52        $1.51

ICE Futures U.S. Ag  $2.13          $2.18        $2.18

ICE Futures U.S. Fin $0.73          $0.73        $0.71







ICE OTC Transaction & Clearing Revenues

                         3Q2010        2Q2010        1Q2010

OTC Energy ADC           $1.36 million $1.43 million $1.37 million

CDS Execution & Clearing $42 million   $43 million   $43 million







RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix.

Historical futures volume, rate per contract 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 55 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 Trust, ICE Clear Europe, 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, 2009, as filed with the SEC on February 10, 2010.

ICE-CORP

SOURCE IntercontinentalExchange

Multimedia Files:

View all news