September 2019 Highlights
ICE: The leading venue for MSCI Index Futures
This month, ICE and MSCI confirmed their commitment to a long term partnership that will see the companies collaborate on developing the liquidity of futures on MSCI ESG Leaders indices. On Nov 4, 2019 ICE will launch futures on 5 of MSCI's flagship ESG Leaders Indices: MSCI EAFE, EM, Europe, USA and World ESG Leaders. For more information please see the market circular here.
These indices have been designed to be a representation of the best-in-class companies in terms of Environmental, Social and Governance (ESG) factors. More information on the MSCI ESG Leaders methodology can be found on the MSCI website.
A factsheet providing an overview of the MSCI ESG futures can be accessed through this link.
ICE’s global MSCI complex: a new daily volume record of 1,409,288 lots traded across the ICE MSCI complex on September 16, 2019, versus 1,331,243 lots set on March 11, 2019. This includes a new daily volume record in the MSCI Emerging Markets Index Future which traded a record 978,680 lots, versus the previous record of 966,563 lots set on December 17, 2018.
Other key stats:
- ICE's MSCI Futures franchise ADV up 16% YoY with over 40 million lots traded, OI as of end of September in excess of $110 billion
- MSCI Emerging Markets Index future (BBG code: MESA) ADV up 23% YoY, OI up 5% YoY
- MSCI EAFE Index Future (BBG code: MFSA) ADV up 24% YoY, OI up 31% YoY