January, 2020

ICE Equity Derivatives Report

January 2020 Highlights
ICE: The leading venue for MSCI Index Futures

The start of 2020 saw continued growth in the ICE MSCI Index Futures complex across ADV and Open Interest, confirming ICE as the leading venue for MSCI Index Derivatives.

  • ICE January 2020 ADV across all MSCI Index Futures up 18% to 166k YoY
  • Total OI across MSCI Index Futures at 2.29M, up 6% YoY
  • MSCI Emerging Markets Index Future (BBG code: MESA) volumes up 23% YoY, OI up 16% YoY
  • MSCI Emerging Markets Year end record OI of 1.47M lots ($82bn notional), this has now grown further in January to 1.59M lots ($83.5bn notional). Another record for the ICE MSCI franchise
  • MSCI EAFE Index Future (BBG code: MFSA) Volumes up 12% YoY, OI up 23% YoY
  • MSCI ACWI NTR Index Future (BBG code: M1WD) OI up 54% YoYs
ICE: The home of UK Equity Derivatives
The UK officially exited the EU at the end of January. However, Brexit uncertainty continues as the UK and EU now need to negotiate a new free trade agreement by the end of the year. ICE offers a complete range of products for investors to hedge their exposure to UK equities via associated derivatives contracts. With the introduction of FTSE 250 Index Options on the central order book and FTSE 100 & 250 Trade at Index Close (TIC) products in 2019, ICE is a leading venue for your UK equity derivative needs.
- FTSE 100 Index Future Open Interest up 8% YoY 
- FTSE 100 Index Dividend  Future ADV up 5% YoY, OI up 14% YoY
- FTSE 250 Index Options monthly volume at 5.7k, OI up 44% YoY
- Single Stock Options volumes, Flexible and Standard Options, up 4% YoY

NYSE® FANG+™: trade the top of the tech
- FANG+ Futures volume up 179% YoY, January ADV at 2,259
- FANG+ Futures OI up 25% YoY, January OI at 1,011   

MSCI Index Futures

FTSE 100 Futures

FTSE 100 Options

FTSE 100 RDSA Dividend

Single Stock Options    

FANG+ Futures

FTSE 250 Index Futures

FTSE 250 Index 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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