Intercontinental Exchange Reports ICE & NYSE September Statistics

September Oil Daily Volume up 9%, Ags up 13%, Cash Equities up 27% Yr/Yr

Third Quarter Futures & Options Daily Volume up 3% and U.S. Equities Volume up 36% Yr/Yr

ATLANTA--(BUSINESS WIRE)-- Intercontinental Exchange (NYSE: ICE), the leading global network of exchanges and clearing houses, today reported September exchange traded volume.

ICE’s September 2015 futures and options average daily volume (ADV) decreased 6% compared to September 2014.

• Commodity ADV increased 3% led by Brent, gasoil, other oil and sugar ADV up 3%, 20%, 15% and 19% respectively, from the prior September.
• Financials ADV declined 16% from the previous September primarily due to low European short-term interest rates.

Third quarter futures and options ADV increased 3% over the prior third quarter.

NYSE’s U.S. cash equities ADV increased 27%, while U.S. equity options ADV declined 16% over the prior September. NYSE’s U.S. cash equities market share was 25.3% and NYSE’s U.S. options market share was 20.6%. Third quarter cash equities ADV increased 36%, while equity options ADV declined 6% over the prior third quarter.

ICE Futures & Options ADV (contracts in 000s)
				ADV Sep 2015		ADV Sep 2014		Change y/y		ADV 3Q15		ADV 3Q14		Change y/y
COMMODITIES
Energy
Brent				726		704		3%		779		731		7%
Gasoil				250		208		20%		251		202		24%
Other Oil (1)				329		287		15%		333		281		19%
TOTAL OIL				1,305		1,199		9%		1,362		1,214		12%
Natural Gas (2)				804		884		-9%		796		782		2%
Power (3)				121		111		9%		102		94		9%
Emissions & Other (4)				41		38		10%		32		33		-3%
TOTAL ENERGY				2,271		2,232		2%		2,293		2,123		8%
Agricultural
Sugar (5)				248		209		19%		175		146		20%
Other Ags & Metals (6)				166		157		5%		178		152		18%
TOTAL AGRICULTURAL & METALS				414		366		13%		353		297		19%
TOTAL COMMODITIES				2,685		2,598		3%		2,646		2,420		9%
FINANCIALS
Interest Rates
Short-term Interest Rates (7)				1,158		1,532		-24%		1,042		1,173		-11%
Medium & Long-term Interest Rates (8)				173		177		-3%		181		177		2%
TOTAL INTEREST RATES				1,331		1,709		-22%		1,223		1,350		-9%
TOTAL EQUITY INDICES (9)				628		622		1%		435		413		5%
TOTAL FX & CREDIT (10)				53		50		4%		51		32		61%
TOTAL FINANCIALS				2,011		2,381		-16%		1,709		1,795		-5%
TOTAL FUTURES & OPTIONS				4,696		4,979		-6%		4,355		4,215		3%

Note: Figures may not foot due to rounding.
(1)		“Other Oil” includes futurized oil, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude, excludes Daily Brent Bullets.
(2)		“Natural Gas” includes North American, UK and European Natural Gas.
(3)		“Power” includes North American, UK and European Power.
(4)		“Emissions & Other” includes emissions, freight, coal, iron ore and uranium.
(5)		“Sugar” includes Sugar No. 11, Sugar No. 16 and White Sugar.
(6)		“Other Ags & Metals” includes Cocoa ($), Cocoa (£),Coffee “C”, Robusta Coffee, Cotton No. 2, Orange Juice, Corn, Feed Wheat, Soybeans, Barley, Canola, Mini Gold and Mini Silver contracts.
(7)		“Short-term Interest Rates” includes Euribor, Sterling, Swiss, Eonia, Eurodollar, Short Gilt, European Government Bonds and DTCC GCF Repo Index® contracts.
(8)		“Medium & Long-Term Rates” includes Gilt, Swapnotes, Japanese Government Bonds, European Government Bonds, Treasuries and U.S. Government Bonds and Ultrabond contracts and ERIS interest rate futures.
(9)		“TOTAL EQUITY INDICES” includes FTSE 100®, FTSE 100 Dividend®, price return and net total return versions of MSCI EAFE®, MSCI Emerging Markets®, MSCI Europe®, MSCI World®, Russell 2000® and Russell 1000®.
(10)		“TOTAL FX & CREDIT” includes futures and options for the U.S. Dollar Index, foreign exchange and ERIS credit futures.

ICE Futures & Options Rolling Three-Month Average Rate per Contract (RPC)
Futures & Options Products		Three Months Ending Sep 2015		Three Months Ending Aug 2015		Three Months Ending July 2015
Energy		$1.30		$1.29		$1.30
Agricultural & Metals		$2.37		$2.36		$2.37
Total Commodities		$1.44		$1.43		$1.44
Interest Rates		$0.55		$0.55		$0.56
Total Financials		$0.68		$0.67		$0.67

RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix. RPC is subject to revision based on final numbers.

ICE Futures & Options Open Interest (contracts in 000s)
		Sep 30, 2015		Dec 31, 2014
Energy		38,212		38,436
Agricultural & Metals		3,723		3,308
Total Commodities		41,935		41,744
Interest Rates		16,381		13,042
Total Financials		21,537		17,610

U.S. Equity Options (contracts in 000s)
		ADV Sep 2015		ADV Sep 2014		Change y/y		ADV 3Q15		ADV 3Q14		Change y/y
NYSE Equity Options(1)		3,065		3,664		-16%		3,250		3,450		-6%
Total U.S. Options Volume		14,855		15,886		-6%		16,027		14,738		9%
NYSE Share of Group Total		20.6%		23.1%		-2.4pts		20.3%		23.4%		-3.1pts

(1) “NYSE Equity Options” includes NYSE Amex Options and NYSE Arca Options trading in U.S. equity options contracts.

NYSE U.S. Equity Options Rolling Three-Month Average Rate per Contract (RPC)
		Three Months Ending Sep 2015		Three Months Ending Aug 2015		Three Months Ending July 2015
NYSE US Equity Options		$0.14		$0.15		$0.16

NYSE U.S. Cash Products (shares in millions)
					ADV Sep 2015		ADV Sep 2014		Change y/y		ADV 3Q15		ADV 3Q14		Change y/y
NYSE Listed (Tape A) Issues
Handled Volume (1)					1,350		1,053		28%		1,272		953		33%
Matched Volume(2)					1,334		1,033		29%		1,255		934		34%
Total NYSE Listed Consolidated Volume					3,848		3,226		19%		3,816		3,022		26%
Share of Total Matched Consolidated Volume					34.7%		32.0%		2.7pts		32.9%		30.9%		2.0pts
NYSE Arca, MKT and Regional (Tape B) Listed Issues
Handled Volume (1)					337		245		37%		343		217		58%
Matched Volume(2)					320		232		38%		326		206		59%
Total NYSE Arca and MKT Listed Consolidated Volume					1,537		1,005		53%		1,555		917		70%
Share of Total Matched Consolidated Volume					20.8%		23.1%		-2.2pts		21.0%		22.5%		-1.5pts
Nasdaq Listed (Tape C) Issues
Handled Volume (1)					220		203		8%		233		188		24%
Matched Volume(2)					210		188		11%		222		176		27%
Total Nasdaq Listed Consolidated Volume					1,982		1,894		5%		1,967		1,763		12%
Share of Total Matched Consolidated Volume					10.6%		10.0%		0.6pts		11.3%		10.0%		1.3pts
TOTAL U.S. Cash Market Share Matched					25.3%		23.7%		1.6pts		24.6%		23.1%		1.5pts
TOTAL ADV U.S. Cash Shares Handled					1,907		1,502		27%		1,848		1,359		36%

(1)		“Handled Volume” represents the total number of shares of equity securities, exchange traded funds (ETFs) and crossing session activity internally matched on NYSE Group’s exchanges or routed to and executed on an external market center.
(2)		“Matched Volume” represents the total number of shares of equity securities, ETFs and crossing session activity executed on NYSE Group’s exchanges.

NYSE U.S. Cash Rolling Three-Month Revenue Capture
(per 100 shares)
		Three Months Ending Sep 2015		Three Months Ending Aug 2015		Three Months Ending July 2015
U.S. Cash Products		$0.050		$0.051		$0.052

Credit Default Swaps (CDS) Transaction and Clearing

• Third quarter 2015 revenues from ICE’s CDS trade execution, processing and clearing businesses totaled $38 million, compared to $38 million in the prior third quarter, and included $26 million in CDS clearing revenues, which were up from $23 million in the third quarter 2014.
• ICE cleared $3.1 trillion in gross notional value of CDS in the third quarter 2015 compared to $3.1 trillion in gross notional cleared in the third quarter 2014.
• More information can be found at: https://www.theice.com/clear-credit

Trading days in September 2015:

• Interest Rates, Equity Indices: 22
• Commodities, Other Financials: 21
• U.S. Cash Equities, U.S. Equity Options: 21

About Intercontinental Exchange

Intercontinental Exchange (NYSE: ICE) operates the leading network of regulated exchanges and clearing houses. ICE’s futures exchanges and clearing houses serve global commodity and financial markets, providing risk management and capital efficiency. The New York Stock Exchange is the world leader in capital raising and equities trading.

Trademarks of ICE and/or its affiliates include Intercontinental Exchange, ICE, ICE block design, NYSE and New York Stock Exchange. Information regarding additional trademarks and intellectual property rights of Intercontinental Exchange, Inc. and/or its affiliates is located at www.intercontinentalexchange.com/terms-of-use.

Russell® and the Russell indexes are trademarks and service marks of the Russell Investment Group and are used under license. FTSE® and the FTSE indexes are trademarks and service marks of the London Stock Exchange plc and Financial Times Limited and are used under license. MSCI® and the MSCI indexes are trademarks and service marks of MSCI Inc. or its affiliates and are used under license.

Safe Harbor Statement under the Private Securities Litigation Reform Act of 1995 - Statements in this press release regarding ICE's business that are not historical facts are "forward-looking statements" that involve risks and uncertainties. For a discussion of additional risks and uncertainties, which could cause actual results to differ from those contained in the forward-looking statements, see ICE's Securities and Exchange Commission (SEC) filings, including, but not limited to, the risk factors in ICE's Annual Report on Form 10-K for the year ended December 31, 2014, as filed with the SEC on February 5, 2015.

SOURCE: Intercontinental Exchange

ICE-CORP

View source version on businesswire.com: http://www.businesswire.com/news/home/20151005005597/en/

Intercontinental Exchange
Investor Contact:
Kelly Loeffler, SVP, Corp. Comm, Marketing and Investor Relations
+1 770 857 4726
[email protected]

Source: Intercontinental Exchange

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