ICE Reports February Futures Volume
ATLANTA, March 4, 2013
ATLANTA, March 4, 2013 /PRNewswire/ --IntercontinentalExchange (NYSE: ICE), a
leading operator of global markets and clearing houses, today reported futures
volume for February 2013. ICE's average daily volume (ADV) for futures and
options was 3,640,377 contracts, a decline of 10% from the prior February.
Total contract volume in February 2013 was 69 million. All prior period
contract volumes have been adjusted to include the transitioned futures
contracts, which previously traded in ICE's OTC markets.
Financial Updates and Guidance
oICE's March 2013 volume press release will be issued on Wednesday, April 3
rather than on April 2 due to the UK holiday.
February 2013 Review
oICE Clear Credit began clearing for Markit iTraxx Europe CDS indices on
oOn February 15, the Hart-Scott-Rodino (HSR) Act waiting period expired for
ICE's transaction with NYSE Euronext.
oICE and Cetip's jointly developed fixed-income trading platform Cetip
Trader launched on February 25, following a successful beta test and
oMonthly and daily volume records were established in ICE Emission EUA and
RBOB Gasoline futures contracts. Daily volume records were also set in ICE
Heating Oil and ICE Russell 1000 Growth Index futures.
oDuring February, open interest records were set in Brent Crude futures,
WTI options, Heating Oil futures, Coal Rotterdam options, Russell 1000
Growth futures and Dutch TTF Natural Gas
ICE Futures Contracts & Markets ADV
ADV ADV ADV ADV ADV ADV
(Futures & Feb Feb % YTD Feb YTD Feb %
Options) Change Change
2013 2012 2013 2012
ICE Brent 686,843 635,979 8.0% 681,222 606,238 12.4%
ICE Gasoil 290,438 275,651 5.4% 290,043 283,070 2.5%
ICE Other Oil (1)* 276,250 243,479 13.5% 268,635 225,527 19.1%
ICE OIL 1,253,531 1,155,109 8.5% 1,239,900 1,114,835 11.2%
ICE Natural Gas* 1,133,136 1,962,463 -42.3% 1,224,570 2,076,661 -41.0%
ICE Power* 704,528 438,114 60.8% 603,623 416,256 45.0%
ICE Emissions & 57,759 40,247 43.5% 51,232 40,116 27.7%
TOTAL ENERGY 3,148,954 3,595,934 -12.4% 3,119,325 3,647,868 -14.5%
ICE Sugar 177,943 160,833 10.6% 153,588 141,067 8.9%
ICE Other Ags (3) 169,678 139,761 21.4% 149,553 122,949 21.6%
TOTAL 347,621 300,594 15.6% 303,140 264,016 14.8%
ICE Equity Index 104,926 135,336 -22.5% 97,118 127,702 -23.9%
ICE FX (5) 38,877 31,912 21.8% 35,640 28,865 23.5%
TOTAL 143,802 167,248 -14.0% 132,759 156,567 -15.2%
TOTAL FUTURES & 3,640,377 4,063,776 -10.4% 3,555,224 4,068,451 -12.6%
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
*Historical volume has been adjusted to include new energy futures contracts.
ICE Futures Monthly and YTD Volume
Options February February Percent YTD Feb YTD Feb Percent
2013 2012 Change 2013 2012 Change
Energy* 59,830,134 71,918,682 -16.8% 124,772,980 145,914,709 -14.5%
Agricultural 6,604,792 6,011,874 9.9% 12,149,951 10,584,692 14.8%
Financials 2,732,244 3,344,957 -18.3% 5,310,347 6,262,674 -15.2%
TOTAL CONTRACTS 69,167,170 81,275,513 -14.9% 142,233,278 162,762,075 -12.6%
*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 January 2013
Products February 2013 December 2012
Energy* $1.07 $1.08 $1.07
Agricultural* $2.59 $2.54 $2.47
Financials $1.03 $1.04 $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
February 28, 2013 December 31, 2012
Energy* 77,684,818 70,108,837
Agricultural 2,434,386 2,502,583
Financials 532,896 463,058
*Historical energy open interest has been updated to include new energy
oThrough February 22, ICE's CDS clearing houses have cleared $38 trillion
in gross notional value on a cumulative basis across 1.2 million trades.
ICE Clear Credit has cleared $2.2 trillion in single-name CDS resulting in
open interest of $742 billion. ICE Clear Europe has cleared €1.6 trillion
($2.2 trillion) in single-name CDS resulting in €541 billion ($713
billion) of open interest. ICE lists 423 CDS instruments for clearing. A
complete summary of CDS clearing can be found at:
oTrading days in February 2013
oICE Futures Europe & U.S: 19
oICE Futures Canada: 19
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
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:
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. www.theice.com
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, 2012, as
filed with the SEC on February 6, 2013.
Contact: Investor & Media Contacts: Kelly Loeffler, VP, Investor Relations &
Corp. Communications, IntercontinentalExchange, Inc., +1-770-857-4726,
firstname.lastname@example.org; or Melanie Skijus, Director, Investor Relations,
IntercontinentalExchange, Inc., +1-770-857-2532, email@example.com
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