April, 2019
ICE Equity Derivatives Report
April 2019 Highlights
ICE & MSCI: 10 years and counting
ICE had the pleasure to host MSCI Inc. on April 23 for the NYSE closing bell, in celebration of the 30th anniversary of MSCI's flagship Emerging Market (EM) index.
ICE Futures U.S. has partnered with MSCI on the EM index since 2009 and today the futures contract is the most liquid MSCI contract in the world. YTD the ADV for the Emerging Market Index Futures (BBG code: MESA) is up 16% in excess of 135,000 lots (over $7.2 billion in notional) with month end OI of 1.30 million contracts ($70 billion in notional).
Chris Rhodes, Global Head of Financial Derivatives at ICE, spoke to FOW on why ICE expects to see growing U.S. demand for its recently launched MSCI Europe futures contracts.
All relevant information related to ICE MSCI Index Derivatives are available on BMSI <GO> on your Bloomberg terminal.
ICE: The home of UK equities
ICE offers a broad suite of highly liquid, cost-effective and margin efficient tools spanning FTSE 100, FTSE 250 and single stock options for managing UK equity risk:
- FTSE Trade at Index Close (TIC) has traded over 10k lots since launch in January 2019. TIC is used as a hedging tool by those that wish to replicate the FTSE 100 Index close using futures and offers customers a more granular tick size of 0.1 versus the FTSE 100 Futures
- FTSE Weekly Options ADV up 85% versus April 2018
- FTSE 100 Dividend Futures OI up 40% versus April 2018
- FTSE 100 Futures OI up 14% versus April 2018
- FTSE 250 Index Futures ADV up 5% versus April 2018
NYSE® FANG+™: trade the top of the tech
- FANG+ Futures averaged 1,195 contracts/day in April, up 16%.
Futures
| Apr'19 ADV | Apr'18 ADV | change | Apr'19 OI | Apr'18 OI | change | ||
| FTSE 100 | 84,499 | 101,897 | -17% | 715,942 | 629,736 | 14% | |
| FTSE Dividend | 1,500 | 2,786 | -46% | 194,831 | 139,528 | 40% | |
| FTSE 250 | 794 | 755 | 5% | 23,464 | 25,954 | -10% | |
| MSCI | 108,242 | 104,659 | 3% | 2,119,871 | 2,079,731 | 2% | |
| SSF | 624,092 | 1,525,027 | -59% | 3,368,063 | 4,758,009 | -29% | |
| Options | |||||||
| Apr'19 ADV | Apr'18 ADV | change | Apr'19 OI | Apr'18 OI | change | ||
| FTSE 100 | 46,697 | 55,271 | -16% | 1,974,067 | 2,288,464 | -14% | |
| FTSE 250 | - | - | 0% | 3,170 | 2,970 | 7% | |
| FTSE Weekly Options | 266 | 144 | 85% | - | - | 0% | |
| Single Stock | 61,270 | 64,183 | -5% | 3,715,699 | 4,516,678 | -18% |
MSCI Index Futures
FTSE 100 Futures
FTSE 250 Index Futures
FTSE 100 RDSA Dividend
FTSE 100 Weekly Options
Single Stock Options
Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading “Key Information Documents (KIDS)”.
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