ICE Equity
Derivatives

October 2021 Highlights

ICE: The Home of U.K. Equity Derivatives

▲22% YTD

Average daily volume (ADV) in October at 1.5k, year-to-date (YTD) ADV at 2.1k lots up 22% YTD

+1.3 million

Over 1.3m Standard and Flexible Options traded in Oct. 2, YTD volumes up 38% - for the full list of UK and Pan European Stock Options see here

+8k lot

FTSE 250 Index Futures
Over 8k FTSE 250 Index Futures lots traded on-screen on Oct. 7, highest on-screen volume ever in the FTSE 250 Index Future
Listen to the webinar on ‘Opportunities in the U.K. Equity Derivatives Market’ hosted by ICE, FTSE Russell and Barclays Bank
FTSE 250 Index Futures October Screen Block Split

ICE MSCI Index Futures

$850 million

MSCI ESG Leaders notional value of open interest (OI) at $850m, the largest of all MSCI ESG Index Futures

▲60% YoY

MSCI Brazil OI notional value up 60% year-over-year (YoY) at $2.6bn, volumes up 500% Oct. 21 v Oct. 20 - Central Order Book added in Sep. 2021

$4.1 billion

MSCI EM LatAm
Volumes for 2021 at $4.1bn notional value - margin efficiencies offered against MSCI Emerging Markets Index Futures
  • MSCI Japan volumes for 2021 at $23.3bn notional value - margin efficiencies offered against MSCI EAFE Index Futures
  • Read the press release announcing the launch of the Four MSCI Climate Paris Aligned Index Futures Contracts, here
MSCI Brazil 2021 Volume & Open Interest
ICE Index Futures

MICRO NYSE FANG+™ Index Futures

  • In August, MICRO NYSE FANG+™ Index Futures averaged 7,562 contracts per day
  • Micro NYSE FANG+ Index Futures set a record quarterly volume in Q3 averaging 6,775 contracts per day. Q3 volume was up 74% vs. volume for the first two quarters of 2021
  • Read the article on Capturing Asian and U.S. tech giants ICE Asia Tech 30 and NYSE® FANG+™ Indices here
NYSE  MICRO FANG + Futures
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