March, 2019

ICE Equity Derivatives Report

March 2019 Highlights
ICE: The leading venue for MSCI index futures
ICE offers over 90 MSCI index futures covering global, emerging markets, country, sector and factor indices

  • MSCI Index Futures ADV up 12% QoQ
  • MSCI Index Futures OI up 2% QoQ
  • MSCI EM Asia NTR ADV up 70% QoQ
  • MSCI EM ADV up 18% QoQ
  • MSCI EAFE ADV up 3% QoQ
  • MSCI Europe Sectors ADV up 700% QoQ

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 100 Dividend Futures ADV up 41% QoQ
  • FTSE 250 Index Futures ADV up 40% QoQ
  • FTSE 100 Dividend Futures OI up 46% QoQ
  • FTSE Weekly Options ADV UP 1,100% QoQ
  • FTSE trade at Index Close (TIC) traded 5,441 lots since launch in Jan 19

NYSE® FANG+™ to trade the top of the tech
  • TBD
March Futures            
  Mar'19 ADV Mar'18 ADV change Mar'19 OI Mar'18 OI change
FTSE 100 195,768 220,997 -11.42% 682,181 640,368 6.53%
FTSE Dividend 1,478 2,052 -27.96% 183,764 126,293 45.51%
FTSE 250 4,144 3,375 22.80% 21,829 27,093 -19.43%
MSCI 363,978 319,613 13.88% 2,054,548 2,011,519 2.14%
SSF 65,666 136,358 -51.84% 533,935 1,301,655 -58.98%
             
March Options            
  Mar'19 ADV Mar'18 ADV change Mar'19 OI Mar'18 OI change
FTSE 100 51,736 52,591 -1.63% 1,910,453 2,224,051 -14.10%
FTSE 250 0 0 #DIV/0! 21,829 27,093 -19.43%
FTSE Weekly Options 248 11 2171.15% 0 0 0.00%
Single Stock 49,351 58,513 -15.66% 3,217,960 3,962,586 -18.79%

 
Q1 Futures      
  Q1 2019 ADV Q1 2018 ADV change
FTSE 100 132,286 150,776 -12.26%
FTSE Dividend 1,915 1,358 41.00%
FTSE 250 2,135 1,524 40.13%
MSCI 209,924 187,988 11.67%
SSF 68,477 157,719 -56.58%
       
Q1 Options      
  Q1 2019 ADV Q1 2018 ADV change
FTSE 100 51,786 54,540 -5.05%
FTSE 250 0 15 -97.45%
FTSE Weekly Options 153 12 1134.32%
Single Stock 34,830 40,408 -13.80%
MSCI Index Futures

FTSE 100 Futures

FTSE 250 Index Futures

FTSE 100 RDSA Dividend

FTSE 100 Weekly Options

Single Stock Options


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