ICE Reports 5% decline in November Futures Volume; Up 10% YTD

        ICE Reports 5% decline in November Futures Volume; Up 10% YTD

PR Newswire

ATLANTA, Dec. 4, 2012

ATLANTA, Dec. 4, 2012 /PRNewswire/ --IntercontinentalExchange (NYSE: ICE), a
leading operator of global markets and clearing houses, today reported futures
volume for November 2012. ICE's average daily volume (ADV) for futures and
options was 3,198,341 contracts, down 5% from the prior November. Year-to-date
through November 30, ADV was 3,415,552 contracts, up 10% compared to the first
eleven months of 2011. Total volume in November 2012 was 67.2 million
contracts. All prior period contract volumes have been adjusted to include the
converted futures contracts, which previously traded as swaps in ICE's OTC

(Logo: )

Financial Update

  oFollowing the transition of ICE's cleared energy swaps to futures, two new
    reports have been added to the Investors and Media section of the ICE
    website. The first report provides historical monthly volume in the new
    volume release format. The second report provides historical detail on
    energy contract volume for legacy swaps and futures. These can be found
    on the Supplemental Information page.

November 2012 Review

  oOn December 10, ICE Futures Europe plans to reopen the emissions daily
    futures market and plans to also launch a new Phase III EUA daily futures
  oICE Futures U.S. announced the January 2013 launch of two cash-settled
    foreign exchange contracts: the Indian rupee and Brazilian real futures
    contracts. ICE is the first U.S. exchange to offer Indian Rupee futures.
  oICE Clear Credit set a daily clearing record with $14.5 billion notional
    cleared on November 15. To date, $85 billion in buy-side notional value
    has been cleared.

ICE Futures Contracts & Markets ADV

                     ADV       ADV                ADV       ADV
Product Line                             ADV                          ADV
(Futures & Options)  Nov       Nov                YTD Nov   YTD Nov
                                         % Change                     % Change
                     2012      2011               2012      2011
ICE Brent            602,656   607,282   -0.8     634,299   546,410   16.1
ICE Gasoil           236,232   283,678   -16.7    262,271   269,292   -2.6
ICE Other Oil (1)*   212,215   250,765   -15.4    207,631   255,157   -18.6
 ICE OIL           1,051,103 1,141,725 -7.9     1,104,201 1,070,859 3.1
ICE Natural Gas*     1,161,464 1,541,750 -24.7    1,484,967 1,292,244 14.9
ICE Power*           563,830   255,790   120.4    368,890   246,192   49.8
ICE Emissions &      59,590    45,930    29.7     41,251    34,697    18.9
Other (2)
 TOTAL ENERGY      2,835,988 2,985,195 -5.0     2,999,309 2,643,992 13.4
ICE Sugar            92,883    83,938    10.7     131,818   129,619   1.7
ICE Other Ags (3)    127,680   117,053   9.1      122,001   110,331   10.6
 TOTAL             220,563   200,990   9.7      253,818   239,950   5.8
ICE Equity Index (4) 116,844   160,601   -27.2    133,301   176,556   -24.5
ICE FX (5)           24,945    30,478    -18.2    29,124    36,650    -20.5
 TOTAL FINANCIALS  141,789   191,080   -25.8    162,425   213,205   -23.8
 TOTAL FUTURES &   3,198,341 3,377,265 -5.3     3,415,552 3,097,147 10.3

Note: Figures may not foot due to rounding.

(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^®, and 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 and YTD Volume

Futures &
Options Products November   November   Percent YTD Nov     YTD Nov     Percent
                                       Change                          Change
                 2012       2011               2012        2011
Energy*          59,555,753 62,689,095 -5.0    695,839,690 610,762,042 13.9
Agricultural     4,631,833  4,220,798  9.7     58,865,798  55,390,545  6.3
Financials       2,977,578  4,012,677  -25.8   37,682,594  49,250,461  -23.5
TOTAL CONTRACTS  67,165,164 70,922,570 -5.3    792,388,082 715,403,048 10.8

*Historical energy volume has been adjusted to include new energy futures

Rolling Three-Month Average Rate per Contract (RPC)

                           Three Months  Three Months Three Months

                           Ending       Ending     Ending
Futures & Options Products
                           November 2012 October 2012 September 2012
Energy*                    $1.08         $1.08        $1.11
Agricultural*              $2.43         $2.40        $2.40
Financials                 $1.01         $1.01        $1.00

*Historical energy RPC has been adjusted to include new energy futures
contracts and agricultural RPC has been adjusted to include Canadian

ICE Futures & Options Open Interest

             November 30, 2012 December 31, 2011
Energy*      71,070,258        53,518,772
Agricultural 2,484,406         2,292,279
Financials   502,113           531,162

*Historical energy open interest has been updated to include new energy
futures contracts.

  oThrough November 26, ICE's CDS clearing houses have cleared $36 trillion
    in gross notional value on a cumulative basis across 1.1 million trades.
    ICE Clear Credit has cleared $2.1 trillion in single-name CDS resulting in
    open interest of $841 billion. ICE Clear Europe has cleared €1.5 trillion
    ($2.0 trillion) in single-name CDS resulting in €556 billion ($721
    billion) of open interest. ICE lists 381 CDS instruments for clearing. A
    complete summary of CDS clearing can be found at:
  oTrading days in November 2012

       oICE Futures Europe & U.S: 21
       oICE Futures Canada: 21

Note: As of October 15, 2012, ICE transitioned all of the open interest in OTC
cleared energy swaps contracts to futures contracts. All futures volumes in
the tables above have been adjusted to treat, on a pro forma basis, the OTC
cleared energy swaps contracts as futures contracts for all periods prior to
October 2012.

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:

About IntercontinentalExchange

IntercontinentalExchange (NYSE: ICE) is a leading operator of regulated
exchanges and clearing houses serving the risk management needs of global
markets for agricultural, credit, currency, emissions, energy and equity index
products. ICE serves customers in more than 70 countries. 

The following are trademarks of IntercontinentalExchange, Inc. and/or its
affiliated companies: IntercontinentalExchange, ICE, ICE and block design, ICE
Futures Europe, ICE Clear Europe, ICE Clear Canada, ICE Clear US, ICE Futures
U.S., and ICE OTC. 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

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 ICE's Quarterly Reports on Form
10-Q for the quarter ended June 30, 2012, as filed with the SEC on August 1,
2012, and the quarter ended September 30, 2012, as filed with the SEC on
November 5, 2012.


SOURCE IntercontinentalExchange

Contact: Investor & Media Contacts, Kelly Loeffler, VP, Investor Relations &
Corp. Communications, IntercontinentalExchange, Inc., +1-770-857-4726,; or Melanie Skijus, Director, Investor Relations,
IntercontinentalExchange, Inc., +1-770-857-2532,