2014

ICE Reports August Futures Volume; Surpasses One Million CDS Trades Cleared to Date

ATLANTA, Sept. 5, 2012 /PRNewswire/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, today reported futures volume for August 2012. Average daily volume (ADV) for ICE's futures markets was 1,345,080 contracts, a decline of 18% from the prior August. Year-to-date through August 31, ADV across ICE's futures exchanges was 1,550,296 contracts, up 2% compared to the first eight months of 2011. Total futures volume in August 2012 was 30.9 million contracts.

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August 2012 Review

  • ICE Futures Europe records:
    • ICE Heating Oil futures set monthly volume and ADV records of 255,204 and 11,096 contracts, respectively.
    • The exchange set an open interest record of 6,409,827 contracts on August 31.  Open interest records were established for both ICE Coal Rotterdam and ICE Emissions futures and options contracts. Open interest records were also set across a number of options contracts including: ICE Brent, WTI, Gas Oil and Dutch TTF options contracts.
  • ICE Futures U.S. records:
    • ICE Cocoa futures set a monthly volume record of 627,854 contracts.
    • An open interest record of 305,263 contracts was set in ICE Coffee options on August 9.
  • ICE Futures Canada record:
    • The exchange set an open interest record of 287,594 contracts on August 29.
  • ICE and Cetip in conjunction launched Cetip | Trader, an electronic fixed income trading platform for the Brazilian marketplace.
  • Through August 31, ICE's CDS clearing houses have cleared $33.4 trillion in gross notional value on a cumulative basis across 1,012,912 transactions. ICE lists 342 CDS instruments for clearing.
    • ICE Clear Credit has cleared $19.4 trillion in gross notional value since inception, including $1.9 trillion in single-name CDS, resulting in open interest of $823 billion. ICE Clear Credit offers clearing for 45 indexes and 132 corporate single-names and four Latin American sovereign CDS.
    • ICE Clear Europe has cleared €10.3 trillion ($14.0 trillion) of gross notional value since inception, including €1.4 trillion ($1.9 trillion) in single-name CDS, resulting in €560 billion ($704 billion) of open interest. ICE Clear Europe offers clearing for 40 indexes and 121 corporate single-names.
  • Trading days in August 2012:
    • ICE Futures Europe: 23
    • ICE Futures U.S.: 23
    • ICE Futures Canada: 22

 

ICE Futures Contracts & Markets Monthly ADV

Product Line

ADV

August

2012

ADV

August

2011

ADV

% Change

ICE Brent Crude futures & options

588,143

543,516

8.2

ICE Gasoil futures & options

231,575

288,700

-19.8

ICE WTI Crude futures & options

123,427

208,046

-40.7

ICE ECX emissions futures & options

29,118

34,761

-16.2

Other futures contracts (1)

46,881

48,122

-2.6

TOTAL ICE FUTURES EUROPE

1,019,144

1,123,145

-9.3

Index futures & options (2)

87,434

261,986

-66.6

Sugar No. 11 futures & options                   

110,489

118,353

-6.6

Other agricultural commodity contracts (3)

93,796

90,011

4.2

Currency futures and options contracts (4)

21,270

32,097

-33.7

TOTAL ICE FUTURES U.S.

312,989

502,447

-37.7

TOTAL ICE FUTURES CANADA & CCFE

12,947

15,745

-17.8

TOTAL FUTURES CONTRACTS

1,345,080

1,641,337

-18.0


(1) "Other futures 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® 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, Sugar No. 16, Corn, Wheat and Soybeans.

 

(4) "Currency futures and options" include futures and options for the U.S. Dollar Index and foreign exchange.

 

ICE Futures Year-to-Date ADV


8-mos 2012

8-mos 2011

Percent

Change

ICE Futures Europe

1,119,712

1,065,538

5.1

ICE Futures U.S.

409,806

434,817

-5.8

ICE Futures Canada & CCFE

20,778

18,536

12.1

Total Futures

1,550,296

1,518,891

2.1

 

ICE Futures Monthly and Year-to-Date Volume


August 2012

August 2011

Percent

Change

ICE Futures Europe

23,440,305

25,832,331

-9.3

ICE Futures U.S.

7,198,749

11,556,271

-37.7

ICE Futures Canada & CCFE

284,826

346,791

-17.9

Total Futures

30,923,880

37,735,393

-18.1


8-mos 2012

8-mos 2011

Percent

Change

ICE Futures Europe

189,231,331

179,010,313

5.7

ICE Futures U.S.

69,257,270

73,049,311

-5.2

ICE Futures Canada & CCFE

3,511,473

3,095,985

13.4

Total Futures

262,000,074

255,155,609

2.7

 

ICE Futures Open Interest


August 31, 2012

December 31, 2011

ICE Futures Europe

6,409,827

3,905,986

ICE Futures U.S.

3,063,679

2,680,454

ICE Futures Canada & CCFE

283,098

170,894

 

Rolling Three-Month Average Rate per Contract (RPC)

 

Product Line

Three Months

Ending

August 2012

Three Months

Ending 

July 2012

Three Months

Ending

June 2012

ICE Futures Europe

$1.55

$1.57

$1.56

ICE Futures U.S. Ag

$2.55

$2.54

$2.63

ICE Futures U.S. Fin

$0.96

$0.92

$0.88

 

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 and our Quarterly Report on Form 10-Q for the quarter ended June 30, 2012, as filed with the SEC on August 1, 2012.

ICE-CORP

SOURCE IntercontinentalExchange, Inc.



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