ICE Equity
Derivatives

September 2021 Highlights

ICE MSCI Index Futures

▲192% YTD

Year-to-date (YTD) Volumes up 192% at 693k

287k lots

YTD Volumes at 287k lots, open interest (OI) at 55k

Sep 13

MSCI EM LatAm NTR and EMEA NTR Index Futures
Both traded for the first time in the September roll
  • MSCI ESG Leaders Index Futures volumes at 104k YTD, up 316%. Total notional value of OI >$1bn for the first time
  • Record day for MSCI World ESG Leaders Index future, 16,002 lots, on September 13th, 2021
  • Record day for MSCI EM ESG Leaders NTR Index Future, 7,315 lots, on September 13th, 2021
  • Introduction of central order book for MSCI Brazil NTR Index Futures on ICE Europe with Market Makers support
  • MSCI Japan NTR Index Futures, new volume for ICE US in 2021
FTSE 250 TOB Spread by Tick Q2/Q3 Comparison

ICE: The Home of U.K. Equity Derivatives

▲16% YTD

Volumes up 16% YTD, ADV of 2.1k lots

41k lots

ADV up 5% YTD to 41k lots

▲22% YTD

UK Individual Equity Options
ADV up 22% YTD to 31.5k lots
  • FTSE 250 Index Futures Top of Book spreads improved by 50% to c.8bps with the introduction of LP Program in July, on-screen activity up 25%
FTSE 250 TOB Spread by Tick Q2/Q3 Comparison
MICRO NYSE FANG+™ Index Futures

  • In September, MICRO NYSE FANG+™ Index Futures averaged 7,577 contracts per day
  • Micro NYSE FANG+ Index futures set a record quarterly volume in Q3 averaging 6,775 contracts per day
  • The NYSE FANG+ Index continues to historically outperform other key U.S. indices and has displayed a 33.51% annualized total return from September 2014 through September 2021
ICE Singapore
micro Asia Tech 30 Index Futures
Monthly ADV & Month End Open Interest
  • New contract launch: Micro MSCI USA and Micro MSCI Europe Index Futures are now available for trading on ICE Futures Singapore since Monday, October 11.
  • ICE’s Micro Futures contracts, which are denominated in US Dollars, allow investors across Asia to access U.S. and European equity markets on a single platform in a cost-efficient manner. Their small contract size (equivalent to a notional value of around USD $20,000, as of October 7, 2021) allows for granular trading and precise risk management. More information.
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