ICE Equity
Derivatives

March 2021 Highlights

ICE MSCI Index Futures

MSCI EM Futures and MSCI EM Asia Futures initial margin offsets at 94%
MSCI EAFE Futures and MSCI Japan Futures initial margin offsets at 76% as of April 8, 2021

9.2m lots


Total March volumes at 9.2m lots, our second biggest month ever in terms of contracts traded.

1.8m lots


On March 15 1,812,599 lots MSCI Futures traded on ICE - a new same day record.

Multiple Records

MSCI EM Futures &
MSCI EAFE Futures

MSCI EM Index Futures and MSCI EAFE Index Futures also had a record day on 15 March with 1,233,839 lots and 448,060 lots traded respectively

▲1204% YOY


Record quarter for MSCI EM Asia Index Futures with over 266k contracts traded up 576% YTD. Open interest (OI) at 124k ($9.8 billion), up 1204% YoY

$2.7b OI


Saw record volumes with over 73,000 contracts traded in March, OI now at 33,400 ($2.7 billion)

▲37%


Saw record inflows with OI up 37% from February, with the total value of OI now for both contracts at $433 million
MSCI quarterly volume and OI

ICE U.K. Equity Derivatives

▲83% YoY

Volumes up 8% YoY, OI up 83% YoY to 35,600 lots

1.98m lots

OI up 6% YoY at 1.98 million lots

▲ 65% YoY

Volumes up 37% YoY at 289,000, OI up 65% YoY at 329,000 lots

UK Equity Options
Volumes up 20% YTD to 2.1 million lots, OI up 13% YoY
MICRO NYSE FANG+™ Index Futures

  • In March over 96,000 MICRO NYSE FANG+™ Index Futures contracts traded, up 47% from February
  • The NYSE FANG+ Index continues to consistently outperform other key U.S. indexes and provides a viable risk management vehicle. The Index has returned a 33.41% annualized total return from September 19, 2014 to March 31, 2021, as compared to 20.77% for the NASDAQ-100®, 13.23% for the S&P 500® and 22.82% for the S&P 500® Information Technology Index.
NYSE FANG+ Index vs. other key U.S. indexes
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