Intercontinental Exchange Reports ICE & NYSE November Statistics
Daily Volume up 13% Year-over-Year
ATLANTA--(BUSINESS WIRE)--
Intercontinental Exchange (NYSE: ICE), the leading global network of
exchanges and clearing houses, today reported metrics for its exchange
traded markets in November.
ICE’s November 2015 futures and options average daily volume (ADV)
increased 13% compared to November 2014.
-
Commodity ADV decreased 7% due primarily to a 28% decrease in natural
gas ADV, partially offset by sugar, gasoil, other oil and oil ADV up
57%, 10%, 13% and 3% respectively, from the prior November.
-
Financials ADV increased 55% from the previous November primarily due
to European interest rates, which were up 71% year-over-year.
NYSE’s cash equities and equity options ADV increased 11% and 3%,
respectively, over the prior November. NYSE’s cash equities market share
was 24.0% and NYSE’s options market share was 21.2%.
|
|
ICE Futures & Options ADV (contracts in 000s) |
|
| ADV Nov |
| ADV Nov |
| Change |
| ADV QTD |
| ADV QTD |
| Change |
|
|
| 2015 |
| 2014 |
| y/y |
| Nov ‘15 |
| Nov ‘14 |
| y/y |
| COMMODITIES |
|
|
|
|
|
|
|
|
|
|
|
|
| Energy |
|
|
|
|
|
|
|
|
|
|
|
|
|
Brent (1)
|
|
751
|
|
772
|
|
-3%
|
|
743
|
|
797
|
|
-7%
|
|
Gasoil (2)
|
|
258
|
|
234
|
|
10%
|
|
270
|
|
231
|
|
17%
|
|
Other Oil (3)
|
|
346
|
|
307
|
|
13%
|
|
333
|
|
305
|
|
9%
|
| TOTAL OIL |
| 1,355 |
| 1,313 |
| 3% |
| 1,346 |
| 1,332 |
| 1% |
|
Natural Gas (4)
|
|
947
|
|
1,308
|
|
-28%
|
|
970
|
|
1,111
|
|
-13%
|
|
Power (5)
|
|
114
|
|
105
|
|
8%
|
|
113
|
|
104
|
|
9%
|
|
Emissions & Other (6)
|
|
41
|
|
45
|
|
-9%
|
|
36
|
|
38
|
|
-6%
|
| TOTAL ENERGY |
| 2,456 |
| 2,771 |
| -11% |
| 2,466 |
| 2,585 |
| -5% |
| Agricultural |
|
|
|
|
|
|
|
|
|
|
|
|
|
Sugar (7)
|
|
163
|
|
104
|
|
57%
|
|
162
|
|
98
|
|
65%
|
|
Other Ags & Metals (8)
|
|
218
|
|
171
|
|
28%
|
|
208
|
|
176
|
|
18%
|
| TOTAL AGRICULTURAL & METALS |
| 382 |
| 274 |
| 39% |
| 370 |
| 274 |
| 35% |
| TOTAL COMMODITIES |
| 2,838 |
| 3,046 |
| -7% |
| 2,836 |
| 2,860 |
| -1% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| FINANCIALS |
|
|
|
|
|
|
|
|
|
|
|
|
| Interest Rates |
|
|
|
|
|
|
|
|
|
|
|
|
|
Short-term Interest Rates (9)
|
|
1,634
|
|
871
|
|
88%
|
|
1,485
|
|
1,147
|
|
29%
|
|
Medium & Long-term Interest Rates (10)
|
|
226
|
|
219
|
|
3%
|
|
194
|
|
213
|
|
-9%
|
| TOTAL INTEREST RATES |
| 1,860 |
| 1,090 |
| 71% |
| 1,678 |
| 1,360 |
| 23% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL EQUITY INDICES (11) |
| 315 |
| 293 |
| 8% |
|
323
|
|
393
|
|
-18%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL FX & CREDIT (12) |
| 35 |
| 42 |
| -17% |
|
34
|
|
43
|
|
-22%
|
| TOTAL FINANCIALS |
| 2,210 |
| 1,425 |
| 55% |
|
2,035
|
|
1,797
|
|
13%
|
| TOTAL FUTURES & OPTIONS |
| 5,048 |
| 4,470 |
| 13% |
| 4,871 |
| 4,656 |
| 5% |
|
Note: Figures may not foot due to rounding.
|
|
(1) “Brent” includes the standard size contracts at ICE Futures
Europe, as well as mini Brent contracts on ICE Futures Singapore,
which are converted to standard ICE Futures Europe equivalent
contracts (mini Brent contracts are divided by 10).
|
|
(2) “Gasoil” includes the standard size contracts at ICE Futures
Europe, as well as mini Gasoil contracts on ICE Futures Singapore,
which are converted to standard ICE Futures Europe equivalent
contracts (mini Gasoil contracts are divided by 10).
|
|
(3) “Other Oil” includes futurized oil, WTI, Heating Oil, RBOB
Gasoline and Middle East Sour Crude, excludes Daily Brent Bullets.
|
|
(4) “Natural Gas” includes North American, UK and European Natural
Gas.
|
|
(5) “Power” includes North American, UK and European Power.
|
|
(6) “Emissions & Other” includes emissions, freight, coal, iron ore
and uranium.
|
|
(7) “Sugar” includes Sugar No. 11, Sugar No. 16 and White Sugar.
|
|
(8) “Other Ags & Metals” includes Cocoa ($), Cocoa (£),Coffee “C”,
Robusta Coffee, Cotton No. 2, Orange Juice, Corn, Feed Wheat,
Soybeans, Barley, Canola, Mini Silver and Mini Gold contracts.
|
|
(9) “Short-term Interest Rates” includes Euribor®,
Sterling, Swiss, Eonia, Eurodollar, Short Gilt, European Government
Bonds and DTCC GCF Repo Index® contracts.
|
|
(10) “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.
|
|
(11) “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®.
|
|
(12) “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) |
|
|
| Three Months |
|
| Three Months |
|
| Three Months |
| Futures & Options | | | Ending | | | Ending | | | Ending |
| Products |
|
| Nov 2015 |
|
| Oct 2015 |
|
| Sep 2015 |
|
Energy
|
|
| $1.31 |
|
| $1.29 |
|
| $1.30 |
|
Agricultural & Metals
|
|
| $2.28 |
|
| $2.28 |
|
| $2.36 |
|
Total Commodities
|
|
| $1.44 |
|
| $1.43 |
|
| $1.45 |
|
Interest Rates
|
|
| $0.54 |
|
| $0.54 |
|
| $0.54 |
|
Total Financials
|
|
| $0.66 |
|
| $0.68 |
|
| $0.68 |
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) |
|
|
|
|
| Nov 30, 2015 |
|
|
| Dec 31, 2014 |
|
Energy
|
|
|
|
37,940
|
|
|
|
38,436
|
|
Agricultural & Metals
|
|
|
|
3,869
|
|
|
|
3,308
|
|
Total Commodities
|
|
|
|
41,809
|
|
|
| 41,744 |
|
Interest Rates
|
|
|
|
22,648
|
|
|
|
13,042
|
|
Total Financials
|
|
|
|
27,938
|
|
|
| 17,610 |
|
|
|
| |
|
|
| |
U.S. Equity Options (contracts in 000s) |
|
|
| ADV Nov |
|
| ADV Nov |
|
| Change |
|
| ADV QTD |
|
| ADV QTD |
|
| Change |
|
|
|
| 2015 |
|
| 2014 |
|
| y/y |
|
| Nov ‘15 |
|
| Nov ‘14 |
|
| y/y |
| NYSE Equity Options(1) |
|
|
3,121
|
|
|
3,033
|
|
|
3%
|
|
|
3,069
|
|
|
3,741
|
|
|
-18%
|
|
Total U.S. Options Volume
|
|
|
14,693
|
|
|
14,209
|
|
|
3%
|
|
|
14,714
|
|
|
16,829
|
|
|
-13%
|
| NYSE Share of Group Total |
|
|
21.2%
|
|
|
21.3%
|
|
|
-0.1pts
|
|
|
20.9%
|
|
|
22.2%
|
|
|
-1.4pts
|
(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 |
|
|
|
|
| Nov 2015 |
|
|
| Oct 2015 |
|
|
| Sep 2015 |
|
NYSE US Equity Options
|
|
|
| $0.14 |
|
|
| $0.13 |
|
|
| $0.14 |
| | | | | | | | | | | |
|
NYSE
U.S. Cash Products (shares in millions) |
|
|
| ADV Nov |
|
| ADV Nov |
|
| Change |
|
| ADV QTD |
|
| ADV QTD |
|
| Change |
|
|
|
| 2015 |
|
| 2014 |
|
| y/y |
|
| Nov ‘15 |
|
| Nov ‘14 |
|
| y/y |
| NYSE Listed (Tape A) Issues |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1) |
|
|
1,194
|
|
|
1,061
|
|
|
13%
|
|
|
1,236
|
|
|
1,192
|
|
|
4%
|
|
Matched Volume(2) |
|
|
1,177
|
|
|
1,039
|
|
|
13%
|
|
|
1,219
|
|
|
1,167
|
|
|
5%
|
|
Total NYSE Listed Consolidated Volume
|
|
|
3,818
|
|
|
3,374
|
|
|
13%
|
|
|
3,875
|
|
|
3,772
|
|
|
3%
|
Share of Total Matched Consolidated Volume |
|
|
30.8%
|
|
|
30.8%
|
|
|
0.0pts
|
|
|
31.5%
|
|
|
30.9%
|
|
|
0.5pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| NYSE Arca, MKT and Regional (Tape B) Listed Issues |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1) |
|
|
275
|
|
|
271
|
|
|
1%
|
|
|
293
|
|
|
333
|
|
|
-12%
|
|
Matched Volume(2) |
|
|
264
|
|
|
258
|
|
|
2%
|
|
|
281
|
|
|
316
|
|
|
-11%
|
|
Total NYSE Arca and MKT Listed Consolidated Volume
|
|
|
1,178
|
|
|
1,077
|
|
|
9%
|
|
|
1,244
|
|
|
1,335
|
|
|
-7%
|
| Share of Total Matched Consolidated Volume |
|
|
22.4%
|
|
|
24.0%
|
|
|
-1.6pts
|
|
|
22.6%
|
|
|
23.7%
|
|
|
-1.1pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Nasdaq Listed (Tape C) Issues |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1) |
|
|
211
|
|
|
182
|
|
|
16%
|
|
|
215
|
|
|
219
|
|
|
-2%
|
|
Matched Volume(2) |
|
|
200
|
|
|
170
|
|
|
18%
|
|
|
205
|
|
|
205
|
|
|
0%
|
|
Total Nasdaq Listed Consolidated Volume
|
|
|
1,847
|
|
|
1,739
|
|
|
6%
|
|
|
1,891
|
|
|
1,982
|
|
|
-5%
|
| Share of Total Matched Consolidated Volume |
|
|
10.8%
|
|
|
9.8%
|
|
|
1.1pts
|
|
|
10.9%
|
|
|
10.4%
|
|
|
0.5pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL U.S. Cash Market Share Matched |
|
|
24.0%
|
|
|
23.7%
|
|
|
0.3pts
|
|
|
24.3%
|
|
|
23.8%
|
|
|
0.5pts
|
| TOTAL ADV U.S. Cash Shares Handled |
|
| 1,680 |
|
| 1,514 |
|
| 11% |
|
| 1,745 |
|
| 1,744 |
|
| 0% |
(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 Nov 2015 |
|
|
| Three Months Ending Oct 2015 |
|
|
| Three Months Ending Sep 2015 |
|
U.S. Cash Products
|
|
|
| $0.049 |
|
|
| $0.049 |
|
|
| $0.050 |
|
|
|
| |
|
|
| |
|
|
| |
Trading days in November 2015:
-
Interest Rates: 21
-
Commodities, Other Financials: 20
-
U.S. Cash Equities, U.S. Equity Options: 20
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.
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/20151203005234/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