December ADV up 16%
IntercontinentalExchange Group (NYSE:ICE), the leading global network of exchanges and clearing houses, today reported increases in daily futures volume for December 2013, the fourth quarter of 2013 and the full year of 2013. ICE's December 2013 and fourth quarter of 2013 average daily volume (ADV) increased 16% and 6% compared to December 2012 and the fourth quarter of 2012, respectively. Total contract volume in 2013 reached a record 852 million contracts, up 1% from 2012.
Financial Update
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ICE Futures Contracts & Markets ADV |
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| Product Line (Futures & Options) | ADV Dec 2013 | ADV Dec 2012 | ADV % Change | ADV Full Year 2013 | ADV Full Year 2012 | ADV % Change | |||||||||||||||||||||
| ICE Brent | 502,972 | 458,839 | 10% | 669,812 | 620,373 | 8% | |||||||||||||||||||||
| ICE Gasoil | 158,126 | 166,763 | -5% | 256,427 | 254,691 | 1% | |||||||||||||||||||||
| ICE Other Oil (1) | 218,047 | 174,037 | 25% | 255,001 | 204,965 | 24% | |||||||||||||||||||||
| ICE OIL | 879,145 | 799,639 | 10% | 1,181,240 | 1,080,029 | 9% | |||||||||||||||||||||
| ICE Natural Gas (2) | 1,380,942 | 1,030,241 | 34% | 1,194,199 | 1,448,878 | -18% | |||||||||||||||||||||
| ICE Power (3) | 512,846 | 496,306 | 3% | 548,976 | 379,002 | 45% | |||||||||||||||||||||
| ICE Emissions & Other (4) | 37,009 | 49,127 | -25% | 41,140 | 41,876 | -2% | |||||||||||||||||||||
| TOTAL ENERGY | 2,809,942 | 2,375,313 | 18% | 2,965,555 | 2,949,786 | 1% | |||||||||||||||||||||
| ICE Sugar | 95,982 | 86,715 | 11% | 138,477 | 128,238 | 8% | |||||||||||||||||||||
| ICE Other Ags (5) | 97,280 | 88,702 | 10% | 124,534 | 119,355 | 4% | |||||||||||||||||||||
| TOTAL AGRICULTURAL | 193,262 | 175,417 | 10% | 263,011 | 247,593 | 6% | |||||||||||||||||||||
| ICE Equity Index (6) | 126,371 | 136,616 | -7% | 117,260 | 133,564 | -12% | |||||||||||||||||||||
| ICE FX (7) | 29,110 | 33,146 | -12% | 36,013 | 29,443 | 22% | |||||||||||||||||||||
| TOTAL FINANCIALS | 155,481 | 169,762 | -8% | 153,273 | 163,007 | -6% | |||||||||||||||||||||
| TOTAL FUTURES & OPTIONS | 3,158,685 | 2,720,492 | 16% | 3,381,839 | 3,360,386 | 1% | |||||||||||||||||||||
| Note: Figures may not foot due to rounding. | |||||||||||||||||||||||||||
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(1) “ICE Other Oil” includes Global Oil Products, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude. Excludes Daily Brent Bullet contracts. |
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| (2) “ICE Natural Gas” includes North American, UK and European Natural Gas. | |||||||||||||||||||||||||||
| (3) “ICE Power” includes North American, UK and European Power. | |||||||||||||||||||||||||||
| (4) “ICE Emissions & Other” includes all emissions contracts, Freight, Coal and Iron Ore and Uranium. | |||||||||||||||||||||||||||
| (5) “ICE Other Ags” includes Cocoa, Coffee “C”, Cotton No. 2, Orange Juice, Corn, Wheat, Soybeans, Barley and Canola. | |||||||||||||||||||||||||||
| (6) “ICE Equity Index” includes the Russell 2000(®), Russell 1000(®), and the credit index futures contracts. | |||||||||||||||||||||||||||
| (7) “ICE FX” includes futures and options for the U.S. Dollar Index and foreign exchange. | |||||||||||||||||||||||||||
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ICE Futures Monthly and YTD Volume |
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| Futures & Options Products | Dec-13 | Dec-12 | Percent Change | Full Year 2013 | Full Year 2012 | Percent Change | ||||||||||||||||||||
| Energy | 59,008,772 | 47,506,257 | 24% | 747,319,866 | 743,345,947 | 1% | ||||||||||||||||||||
| Agricultural | 4,021,833 | 3,487,287 | 15% | 66,233,149 | 62,353,085 | 6% | ||||||||||||||||||||
| Financials | 3,265,110 | 3,395,244 | -4% | 38,624,788 | 41,077,838 | -6% | ||||||||||||||||||||
| TOTAL CONTRACTS | 66,295,715 | 54,388,788 | 22% | 852,177,803 | 846,776,870 | 1% | ||||||||||||||||||||
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ICE Futures Fourth Quarter 2013 ADV and Volume |
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| Futures & Options Products | 4Q13 ADV | 4Q12 ADV | Percent Change | 4Q13 Volume | 4Q12 Volume | Percent Change | ||||||||||||||||||||
| Energy | 2,940,832 | 2,774,918 | 6% | 188,213,227 | 177,594,762 | 6% | ||||||||||||||||||||
| Agricultural | 223,257 | 203,933 | 9% | 14,227,330 | 13,012,880 | 9% | ||||||||||||||||||||
| Financials | 134,398 | 142,155 | -5% | 8,601,466 | 9,097,919 | -5% | ||||||||||||||||||||
| TOTAL CONTRACTS | 3,298,487 | 3,121,006 | 6% | 211,042,023 | 199,705,561 | 6% | ||||||||||||||||||||
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Rolling Three-Month Average Rate per Contract (RPC) |
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Futures & Options Products |
Three Months
Ending December 2013 |
Three Months
Ending November 2013 |
Three Months
Ending October 2013 |
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| Energy | $0.96 | $1.01 | $1.02 | |||||||||||
| Agricultural | $2.52 | $2.54 | $2.53 | |||||||||||
| Financials | $0.97 | $0.99 | $0.98 | |||||||||||
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ICE Futures & Options Open Interest |
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December 31, 2013 |
December 31, 2012 |
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| Energy* | 88,424,946 | 70,108,837 | |||||||||
| Agricultural | 2,607,902 | 2,502,583 | |||||||||
| Financials | 412,943 | 463,058 | |||||||||
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*Energy OI excluding power contracts at the end of December 2013 and December 2012 were 34.0 million and 36.1 million, respectively. |
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Credit Derivatives Transaction and Clearing
December and Year End 2013 Review
RPC is calculated by dividing transaction revenues by contract volume, and may vary based on pricing, customer and product mix.