July, 2020
ICE Equity Derivatives Report
July 2020 Highlights
ICE: The leading venue for MSCI Index Futures
- ICE’s MSCI Index Futures YTD ADV is up 37% YoY to ~270,000 lots with a combined total Open Interest (OI) at over 1.92 million lots ($123 billion).
- MSCI EAFE Index Futures (Ticker MFSA) July ADV of 27,000 is up 18% YoY, OI of 452,000 ($41.9billion) is up 38% YoY. EAFE has entered the top 10 index futures contracts globally in terms of notional OI.
- MSCI Emerging Markets Index Futures (Ticker MESA) July ADV of 104,000 is up 11% YoY, OI of 1.19 million ($64.7 billion).
- Continued activity in the ICE MSCI ESG Leaders Index Futures, notional OI now at $183 million for MSCI ESG EM Leaders and $7 million for the MSCI World ESG Leaders.
- ICE MSCI ESG Leaders Index Futures aggregate notional OI - $190 million - represents 80% of all MSCI ESG notional OI.
- This month, ICE announced a series of initiatives to further develop liquidity in a range of Asian MSCI Contracts:
- a fee holiday for MSCI China, MSCI India and MSCI EM Asia futures contracts.
- a Tick Size reduction for Block/BIC trades on six Asian contracts.
- We also announced the upcoming launch of three new futures contracts on the MSCI Japan NTR USD, the MSCI Japan ESG Leaders GTR JPY and the MSCI USA minimum volatility NTR USD Index.
Access a full list of all ICE MSCI Futures and their associated vendor codes.
ICE: The home of UK Equity Derivatives
With markets starting to calm and stimulus plans laid out by national governments and banks alike, Q3 started on an optimistic note. However, with key economic indicators posting historic falls, the long-term recovery may take longer than initially predicted.
The ICE FTSE franchise has a full set of products for investors to manage their U.K. equity exposure with FTSE 100 and 250 Futures and Options, FTSE 100 Weekly Options, FTSE 100 Dividend Index Futures and FTSE 100 & 250 Trade at Index Close Futures (TIC). Learn more about the ICE FTSE Index Derivatives franchise.
The FTSE 100 Dividend Index futures continue to see consistent growth with ADV and open interest up 110% and 33% respectively YoY.
Contact the ICE Equity Derivative team to learn about the development of the FTSE franchise including our plans to develop the U.K. Mid Cap Sector with a focus on the FTSE 250 Futures and Options and our flexible Single Stock Futures and Options on U.K., European and emerging market stocks. Learn more about these developments.
NYSE FANG+ Index Futures
On Sept.28, ICE U.S. will make several changes to NYSE FANG+ futures, including a reduction of the multiplier from $50 to $5 and a conversion of open interest to adjust outstanding positions to the new contract, learn more.
Read our blog post High Performance + Controlled Risk to learn about the opportunities the NYSE FANG+ Index provides.
Volume
MSCI Index Futures
FTSE 100 Futures
FTSE 100 Options
FTSE 100 RDSA Dividend
Single Stock Options
FTSE 250 Index Futures
NYSE FANG+ Index Futures
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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