ICE Equity
Derivatives
May 2021 Highlights
ICE MSCI Index Futures
- ICE MSCI ESG Index futures contracts volumes remain steady as investors continue to integrate ESG into their investment decisions
- MSCI EM ESG Leaders Index Futures - Open Interest (OI) in excess of $367m notional
- MSCI World ESG Leaders Index Futures - OI in excess of $172m notional
ICE MSCI ESG Index Futures
Notional OI in US$ M
ICE: The Home of U.K. Equity Derivatives
£8.5 billion
FTSE 250 Index Futures
YTD volumes up 6% YTD. Total volume traded for 2021 now at £8.5 bn Notional
- FTSE RDSA Dividend Index Future Open Interest at 319,000, lots, up 21% YoY
FTSE 100 RDSA Dividend Index
- FTSE 100 Index Weekly Options - YTD volumes up over 300%
- May volumes at 11,800 lots, third consecutive month of volumes in excess of 10,00 lots
FTSE 100 Weekly Options Volume
MICRO NYSE FANG+™ Index Futures
- In May, MICRO NYSE FANG+™ Index Futures averaged 4,548 contracts per day
- May volume was up 11% vs. Apr volume and up 33% vs. 2021 first quarter volume
- The NYSE FANG+ Index continues to historically outperform other key U.S. indices and has returned a 32.96% annualized total return from Sep 2014 through May 2021
Connect with ICE
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)”.
© 2021 Intercontinental Exchange, Inc. All rights reserved. Intercontinental Exchange and ICE are trademarks of Intercontinental Exchange, Inc. or its affiliates. For more information regarding registered trademarks see: intercontinentalexchange.com/terms-of-use