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Press release from PR Newswire

ICE Reports 18% Increase in April Daily Futures Volume

Thursday, May 02, 2013

ICE Reports 18% Increase in April Daily Futures Volume

08:30 EDT Thursday, May 02, 2013

ATLANTA, May 2, 2013 /PRNewswire/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of global markets and clearing houses, today reported futures volume for April 2013. ICE's average daily volume (ADV) for futures and options was 3,843,846 contracts, an increase of 18% from the prior April. Total volume in April 2013 was 85 million contracts.

April 2013 Review

  • ICE launched 22 new energy, environmental, freight and ferrous metal contracts on April 29.
  • ICE launched two new Russell Index contracts on April 22: the Russell 2000 Growth and Russell 2000 Value Index futures.
  • Daily volume records were established in RBOB Gasoline futures, Heating Oil futures, Gas Oil options and Cocoa futures.
  • Monthly volume records in were established in Brent futures total volume and ADV, Heating Oil futures total volume and ADV, RBOB futures total volume, WTI options ADV, Cocoa futures, and Coffee futures.
  • Open interest records were established in WTI options, Cocoa futures and the Russell 1000 Mini Growth Index, as well as several coal and natural gas contracts.

ICE Futures Contracts & Markets ADV

Product Line (Futures & Options)

ADV

Apr

2013

ADV

Apr

2012

ADV

% Change

ADV

Apr YTD

2013

ADV

Apr YTD

2012

ADV

% Change

ICE Brent

803,238

612,720

31.1%

723,351

599,567

20.6%

ICE Gasoil

253,642

238,881

6.2%

274,203

263,919

3.9%

ICE Other Oil (1)*

254,684

193,444

31.7%

257,575

210,293

22.5%

   ICE OIL

1,311,563

1,045,045

25.5%

1,255,130

1,073,778

16.9%

ICE Natural Gas*

1,506,602

1,407,616

7.0%

1,396,257

1,752,071

-20.3%

ICE Power*

514,038

307,528

67.2%

551,547

350,222

57.5%

ICE Emissions & Other (2)

48,245

34,634

39.3%

49,790

38,227

30.2%

   TOTAL ENERGY

3,380,448

2,794,823

21.0%

3,252,725

3,214,298

1.2%

ICE Sugar

156,385

162,726

-3.9%

145,249

143,058

1.5%

ICE Other Ags (3)

155,396

148,691

4.5%

142,586

128,202

11.2%

   TOTAL AGRICULTURAL

311,781

311,417

0.1%

287,835

271,260

6.1%

ICE Equity Index (4)

119,962

140,165

-14.4%

117,221

143,474

-18.3%

ICE FX (5)

31,655

23,678

33.7%

36,788

29,745

23.7%

   TOTAL FINANCIALS

151,617

163,843

-7.5%

154,009

173,219

-11.1%

   TOTAL FUTURES & OPTIONS

3,843,846

3,270,083

17.5%

3,694,569

3,658,778

1.0%

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 energy volume has been adjusted to include new energy futures contracts.

ICE Futures Monthly and YTD Volume

Futures & Options Products

 

April

2013

 

April

2012

Volume

%

Change

 

YTD Apr

2013

 

YTD Apr

2012

Volume

%

Change

Energy*

74,369,861

55,896,458

33.0%

266,723,443

263,572,460

1.2%

Agricultural

6,859,175

6,228,345

10.1%

23,624,281

22,268,527

6.1%

Financials

3,335,575

3,276,858

1.8%

12,628,707

14,203,977

-11.1%

TOTAL CONTRACTS

84,564,611

65,401,661

29.3%

302,976,431

300,044,964

1.0%

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

Rolling Three-Month Average Rate per Contract (RPC)

 

Futures & Options Products

Three Months

Ending 

April 2013

Three Months

Ending 

March 2013

Three Months

Ending 

February 2013

Energy

$1.04

$1.05

$1.07

Agricultural

$2.61

$2.59

$2.59

Financials

$1.00

$1.02

$1.03

ICE Futures & Options Open Interest

April 30, 2013

December 31, 2012

Energy

82,070,895

70,108,837

Agricultural

2,461,995

2,502,583

Financials

528,911

463,058

  • Through April 26, ICE's CDS clearing houses have cleared $40 trillion in gross notional value on a cumulative basis across 1.26 million trades with open interest of $1.6 million. ICE Clear Credit has cleared $23.4 trillion in CDS resulting in open interest of $807 billion. ICE Clear Europe has cleared ?12.2 trillion ($16.4 trillion) in CDS resulting in ?534 billion ($695 billion) of open interest. ICE lists more than 400 CDS instruments for clearing. A complete summary of CDS clearing can be found at: https://www.theice.com/clear_credit.jhtml
  • Trading days in April 2013
    • ICE Futures Europe & U.S: 22
    • ICE Futures Canada: 22

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, rate per contract and open interest data can be found at: http://ir.theice.com/supplemental.cfm

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. 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 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, 2012, as filed with the SEC on February 6, 2013.

ICE-CORP

(Logo: http://photos.prnewswire.com/prnh/20090727/CL51999LOGO )

SOURCE IntercontinentalExchange

For further information: Investor & Media Contacts: Kelly Loeffler, VP, Investor Relations & Corp. Communications, IntercontinentalExchange, Inc., 770-857-4726, kelly.loeffler@theice.com or Melanie Skijus, Director, Investor Relations, IntercontinentalExchange, Inc., 770-857-2532, melanie.skijus@theice.com

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