ICE Equity

July 2021 Highlights

ICE: The Home of U.K. Equity Derivatives

7% YoY

Volumes up 7% July v July

48% YoY

Volumes up 48% July v July

23% YTD

FTSE 250
Volumes up Volumes up 23% YTD to end of July
  • FTSE 250 Liquidity Provider Scheme launched, Four participants on the scheme bringing added consistency and depth to the central order book
  • FTSE 100 Weekly Index volumes up 303% YTD
  • FTSE 100 Index Options volumes up 4% YTD, up 31% July v July, OI up 17% YTD to £144bn
FTSE 100 Index Option - Volume and Open Interest

ICE MSCI Index Futures

$840 million

complex now has over $840 million notional open interest

10,671 lots

Open interest in MSCI World ESG Leaders future more than doubled to 10,671 lots ($531m notional)

4th largest

MSCI World ESG Leaders Future
is now 4th largest ESG Index future globally
  • Record day MSCI World ESG Leaders future - 22 July - 8043 lots traded, surpassing previous record of 4,296 lots
  • Read the MSCI research paper here on ESG and Climate Derivatives in Equity Exposure Management
  • New MSCI Index Futures to be listed on Sep 13, see notice here - ICE is listing futures on the MSCI China Index on 13 Sep to replace the futures on MSCI China Free Index. The new MSCI China Futures will have competitive Initial Margin offsets offered against ICE MSCI Emerging Markets (MES)
  • Reduction of minimum block size for ICE US MSCI contracts, see circular here
  • Changes to the minimum price increment for Block Trades in several MSCI Index Futures, see circular here
ICE MSCI ESG Leaders Open Interest growth (Notional $)
ICE Index Futures

MICRO NYSE FANG+™ Index Futures

  • In July, MICRO NYSE FANG+™ Index Futures averaged 4,626 lots per day
  • July volume was up 20% vs. 2021 volume for the first two quarters of the year
  • The NYSE FANG+ Index continues to historically outperform other key U.S. indices and has displayed a 34.9% annualized total return from Sep 2014 through July 2021

ICE Micro Asia Tech 30 Index

  • The newly launched Micro Asia Tech 30 Index Futures received certification from the Commodity Futures Trading Commission allowing US market participants to manage their Asia Tech equity risk directly. More information here
  • Since launch the contracts have traded over 40,000 lots for an ADV of 565 lots / ~US$5.35m notional daily
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