April 2022 Highlights
ICE Equity Derivatives
ICE Equity Derivative Product and Market Update Series
On April 27, part one of the ICE Equity Derivative Product & Market Update Series discussed ICE MSCI ESG Index Futures, the UK Equity Derivatives market and ICE U.S. Index Futures.
View the presentation here
ICE: The Home of U.K. Equity Derivatives
134k lots
Volumes up 13% April 22 v April 21, YTD volumes up 10% with average daily volumes (ADV) of 134k lots
1.9k lots ADV
Over 62% of volume traded in the FTSE 250 Index Futures was on-screen in April
▲32% YTD
Volumes up 32% YTD, led by increases in banking, energy, mining and travel stocks
UK Individual Equity Options ADV & OI Growth
ICE MSCI Index Futures
- ICE’s MSCI Climate Paris Aligned Index futures have seen record trading days in April in all 4 contracts, with open interest (OI) across the World, Emerging Market, USA and Europe contracts
- The strong growth in OI in the MSCI ESG Leaders futures continues its upward momentum in 2022, seeing a 25% increase from Jan. 1 to date
ICE Index Futures
MICRO NYSE FANG+™ Index Futures
- In April, MICRO NYSE FANG+™ Index Futures averaged 8,143 contracts per day
- Micro NYSE FANG+ YTD 2022 futures volume is up 190% vs. the same period in 2021
NYSE MICRO FANG + Futures
ICE Biotechnology GTR Index Futures and ICE Semiconductor GTR Index Futures
- Both products are now listed for trading on ICE U.S.
- Market makers stream active quotes during U.S. hours
- More information on the futures can be found here and quotes for each index can be found below:
- https://www.nyse.com/quote/index/ICESEMIT
- https://www.nyse.com/quote/index/ICEBIOT
Micro MSCI USA Index Futures
In April, ICE’s micro MSCI Index Futures recorded their highest monthly ADV since launch with 1,594 contracts traded per day or ~US$32.5Mio. With those micro sized contracts, participants can gain granular exposure to the MSCI USA during Asian Trading hours with B/A spreads ~2bps throughout the trading session.
More information about the micro MSCI contracts on: https://www.theice.com/equity-index/msci/micro-msci
micro MSCI USA Index Futures
Monthly ADV & Month End Open Interest
Micro Asia Tech 30™ Index Futures
In April, the ICE Asia Tech 30 Index has been under pressure following a global technology pullback. With a heightened volatility environment for Asian tech stocks, ICE’s Micro Asia Tech 30™ Index Futures have seen:
- Monthly volumes averaged a record 1,634 contracts per day or ~US$12Mio - the highest monthly ADV since launch of the contracts;
- Month end OI remained steady at 791 lots or ~US$6Mio
micro Asia Tech 30 Index Futures
Monthly ADV & Month End Open Interest
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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