ICE: The leading venue for MSCI Index Futures
The June 2019 roll for the MSCI EM and MSCI EAFE futures started late in comparison to previous expiries. This was possibly due to the combination of uncertainties linked to the FOMC meeting and the G20 summit in June. To help participants analyse roll markets, ICE added all of its major index futures contracts to the Pace of Roll tool available here
MSCI EAFE trading volume reached 358,684 lots on the June 17 (over $33.5 billion in notional), surpassing the previous daily trading record set in March by 6%. MSCI ACWI hovered close to its record with 106,886 lots traded (around $11 billion in notional) in a single day in June.
Overall ICE’s MSCI Index derivatives complex ADV was up 12% YoY, with Open Interest of 1.85 million lots and US$113 billion in notional at month end.
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ICE: The leading venue for MSCI index futures
- FANG+ futures volume up 7% YTD vs same period in 2018
- FANG+ June ADV was over 2,000/day making it the 2nd best month since product launch
- FANG+ ADV has now steadily increased over the last 4 months of 2019