Intercontinental Exchange Reports ICE & NYSE Monthly Statistics for August 2015; Energy Daily Volume up 21%, Ags up 37%, Cash Equities up 62% over Prior August
ATLANTA--(BUSINESS WIRE)--
Intercontinental Exchange (NYSE: ICE), the leading global network of
exchanges and clearing houses, today reported August exchange traded
volume.
ICE’s August 2015 futures and options average daily volume (ADV)
increased 11% compared to August 2014.
-
Commodity ADV increased 23% led by Brent, gasoil, other oil, natural
gas and sugar ADV up 25%, 28%, 35%, 11% and 27% respectively, from the
prior August.
-
Financials ADV declined 4% from the previous August primarily due to
low European short-term interest rates, partially offset by a 29% year
over year increase in equity index futures due to market volatility.
NYSE’s U.S. cash equities and equity options ADV increased 62% and 17%,
respectively, over the prior August. NYSE’s U.S. cash equities market
share was 24.6% and NYSE’s U.S. options market share was 20.3%.
ICE Futures & Options ADV (contracts in 000s) |
|
| ADV Aug |
| ADV Aug |
| Change |
| ADV QTD |
| ADV QTD |
| Change |
|
|
| 2015 |
| 2014 |
| y/y |
| Aug ‘15 |
| Aug ‘14 |
| y/y |
| COMMODITIES |
|
|
|
|
|
|
|
|
|
|
|
|
| Energy |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent
|
|
824
|
|
658
|
|
25%
|
|
805
|
|
744
|
|
8%
|
|
Gasoil
|
|
257
|
|
201
|
|
28%
|
|
251
|
|
199
|
|
26%
|
|
Other Oil (1)
|
|
360
|
|
266
|
|
35%
|
|
335
|
|
278
|
|
20%
|
| TOTAL OIL |
| 1,441 |
| 1,125 |
| 28% |
| 1,391 |
| 1,221 |
| 14% |
|
Natural Gas (2)
|
|
797
|
|
718
|
|
11%
|
|
792
|
|
732
|
|
8%
|
|
Power (3)
|
|
93
|
|
80
|
|
17%
|
|
93
|
|
85
|
|
10%
|
|
Emissions & Other (4)
|
|
23
|
|
23
|
|
1%
|
|
28
|
|
31
|
|
-11%
|
| TOTAL ENERGY |
| 2,354 |
| 1,945 |
| 21% |
| 2,304 |
| 2,069 |
| 11% |
| Agricultural |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sugar (5)
|
|
143
|
|
113
|
|
27%
|
|
139
|
|
115
|
|
21%
|
|
Other Ags & Metals (6)
|
|
218
|
|
150
|
|
45%
|
|
184
|
|
149
|
|
24%
|
| TOTAL AGRICULTURAL & METALS |
| 361 |
| 263 |
| 37% |
| 323 |
| 264 |
| 22% |
| TOTAL COMMODITIES |
| 2,715 |
| 2,208 |
| 23% |
| 2,627 |
| 2,333 |
| 13% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| FINANCIALS |
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rates |
|
|
|
|
|
|
|
|
|
|
|
|
|
Short-term Interest Rates (7)
|
|
932
|
|
1,122
|
|
-17%
|
|
984
|
|
994
|
|
-1%
|
|
Medium & Long-term Interest Rates (8)
|
|
218
|
|
222
|
|
-2%
|
|
185
|
|
177
|
|
5%
|
| TOTAL INTEREST RATES |
| 1,150 |
| 1,343 |
| -14% |
| 1,170 |
| 1,171 |
| 0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL EQUITY INDICES (9) |
|
394
|
|
305
|
|
29%
|
|
341
|
|
311
|
|
9%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL FX & CREDIT (10) |
|
57
|
|
25
|
|
133%
|
|
50
|
|
22
|
|
122%
|
| TOTAL FINANCIALS |
|
1,601
|
|
1,673
|
|
-4%
|
|
1,561
|
|
1,505
|
|
4%
|
| TOTAL FUTURES & OPTIONS | | 4,317 | | 3,882 | | 11% | | 4,188 | | 3,838 | | 9% |
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 CDS credit futures.
|
|
|
ICE Futures & Options Rolling Three-Month Average Rate per
Contract (RPC) |
|
| Three Months |
| Three Months |
| Three Months |
| Futures & Options | | Ending | | Ending | | Ending |
| Products |
| Aug 2015 |
| July 2015 |
| June 2015 |
|
Energy
|
| $1.29 |
| $1.30 |
| $1.32 |
|
Agricultural & Metals
|
| $2.37 |
| $2.37 |
| $2.38 |
|
Total Commodities
|
| $1.43 |
| $1.44 |
| $1.48 |
|
Interest Rates
|
| $0.56 |
| $0.56 |
| $0.56 |
|
Total Financials*
|
| $0.68 |
| $0.67 |
| $0.67 |
*Total Financials now exclude single stock equities for all periods
shown. Single stock equities ADV can be found here
under Monthly Statistic Trading.
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) |
|
|
|
|
| Aug 31, 2015 |
|
|
| Dec 31, 2014 |
|
Energy
|
|
|
|
38,677
|
|
|
|
38,436
|
|
Agricultural & Metals
|
|
|
|
3,621
|
|
|
|
3,308
|
|
Total Commodities
|
|
|
| 42,298 |
|
|
| 41,744 |
|
Interest Rates
|
|
|
|
16,875
|
|
|
|
13,042
|
|
Total Financials*
|
|
|
| 21,988 |
|
|
| 17,610 |
*Total Financials now exclude single stock equities for all periods
shown. Single stock equities ADV can be found here
under Monthly Statistic Trading.
|
|
U.S. Equity Options (contracts in 000s) |
|
| ADV Aug |
| ADV Aug |
| Change |
| ADV QTD |
| ADV QTD |
| Change |
|
|
| 2015 |
| 2014 |
| y/y |
| Aug ‘15 |
| Aug ‘14 |
| y/y |
| NYSE Equity Options(1) |
|
3,610
|
|
3,088
|
|
17%
|
|
3,340
|
|
3,346
|
|
0%
|
|
Total U.S. Options Volume
|
|
17,791
|
|
13,674
|
|
30%
|
|
16,599
|
|
14,176
|
|
17%
|
| NYSE Share of Group Total |
|
20.3%
|
|
22.6%
|
|
-2.3pts
|
|
20.1%
|
|
23.6%
|
|
-3.5pts
|
(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 |
|
|
| Three Months |
|
|
| Three Months |
| | | | Ending | | | | Ending | | | | Ending |
|
|
|
|
| Aug 2015 |
|
|
| July 2015 |
|
|
| June 2015 |
|
NYSE US Equity Options
|
|
|
| $0.14 |
|
|
| $0.17 |
|
|
| $0.17 |
|
|
NYSE U.S. Cash Products (shares in millions) |
|
| ADV Aug |
| ADV Aug |
| Change |
| ADV QTD |
| ADV QTD |
| Change |
|
|
| 2015 |
| 2014 |
| y/y |
| Aug ‘15 |
| Aug ‘14 |
| y/y |
| NYSE Listed (Tape A) Issues |
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1) |
|
1,343
|
|
867
|
|
55%
|
|
1,234
|
|
904
|
|
37%
|
|
Matched Volume(2) |
|
1,324
|
|
850
|
|
56%
|
|
1,216
|
|
886
|
|
37%
|
|
Total NYSE Listed Consolidated Volume
|
|
4,053
|
|
2,787
|
|
45%
|
|
3,801
|
|
2,923
|
|
30%
|
| Share of Total Matched Consolidated Volume |
|
32.7%
|
|
30.5%
|
|
2.2pts
|
|
32.0%
|
|
30.3%
|
|
1.7pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| NYSE Arca, MKT and Regional (Tape B) Listed Issues |
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1) |
|
404
|
|
204
|
|
98%
|
|
346
|
|
204
|
|
70%
|
|
Matched Volume(2) |
|
384
|
|
193
|
|
98%
|
|
330
|
|
193
|
|
71%
|
|
Total NYSE Arca and MKT Listed Consolidated Volume
|
|
1,806
|
|
873
|
|
107%
|
|
1,564
|
|
874
|
|
79%
|
| Share of Total Matched Consolidated Volume |
|
21.2%
|
|
22.2%
|
|
-0.9pts
|
|
21.1%
|
|
22.1%
|
|
-1.0pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Nasdaq Listed (Tape C) Issues |
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1) |
|
255
|
|
168
|
|
52%
|
|
239
|
|
181
|
|
32%
|
|
Matched Volume(2) |
|
244
|
|
158
|
|
55%
|
|
229
|
|
169
|
|
35%
|
|
Total Nasdaq Listed Consolidated Volume
|
|
2,072
|
|
1,592
|
|
30%
|
|
1,960
|
|
1,700
|
|
15%
|
| Share of Total Matched Consolidated Volume |
|
11.8%
|
|
9.9%
|
|
1.9pts
|
|
11.7%
|
|
10.0%
|
|
1.7pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL U.S. Cash Market Share Matched |
|
24.6%
|
|
22.9%
|
|
1.7pts
|
|
24.2%
|
|
22.7%
|
|
1.5pts
|
| TOTAL ADV U.S. Cash Shares Handled |
| 2,002 |
| 1,239 |
| 62% |
| 1,819 |
| 1,289 |
| 41% |
|
(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 |
|
|
| Three Months |
|
|
| Three Months |
| | | | Ending | | | | Ending | | | | Ending |
|
|
|
|
| Aug 2015 |
|
|
| July 2015 |
|
|
| June 2015 |
|
U.S. Cash Products
|
|
|
| $0.050 |
|
|
| $0.052 |
|
|
| $0.051 |
| | | | | | | | | | | |
|
Monthly Stats Reporting Update:
To better align our monthly statistics to revenue, single stock equities
are no longer included in our ADV, open interest or RPC calculations.
You can view our restated historical metrics here
under Monthly Statistics Tracking.
Trading days in August 2015:
-
Interest Rates, Equity Indices: 21
-
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/20150903005330/en/
Intercontinental Exchange
Investor Contact:
Kelly
Loeffler, SVP, Corp. Comm, Marketing and Investor Relations
+1 770
857 4726
kelly.loeffler@theice.com
Source: Intercontinental Exchange