September, 2019

ICE Equity Derivatives Report

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
ICE - The home of UK Equity Derivatives
The October 31 deadline for the UK to withdraw from the EU is fast approaching with no clear solution in sight. Continued Brexit uncertainty and a slowdown in global economic growth has encouraged investors to turn to listed futures and options to hedge their equity risk.- FANG+ Futures volume up 143% YoY.
- FTSE 100 Index Futures OI up 30%
- FTSE 100 Index Options volume up 17% YoY
- FTSE 250 Index Options volume up 397% YoY and OI up 203% YoY
- FTSE 100 Dividend Index Futures volumes up 31% YoY
FTSE 100 Dividend Index - RDSA Withholding Future: Record OI of 236,244 lots on September 30   
- Dividend Adjusted Stock Futures volumes up 33% YoY

NYSE® FANG+™: trade the top of the tech
- FANG+ Futures volume up 143% YoY.
- FANG+ Futures volume up 29% YoY.

MSCI Index Futures

FTSE 100 Futures

FTSE 100 Options

FTSE 100 RDSA Dividend

Single Stock Options

FANG+ 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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