ICE EQUITY DERIVATIVES — 2016 HIGHLIGHTS
A RECORD YEAR FOR MSCI INDEX FUTURES
ICE MSCI ® INDEX
FUTURES
VOLUMES & OI RISE IN FTSE INDEX FUTURES
55 %
ICE FUTURES U.S.
YEAR END OI NOTIONAL
YEAR END OI:
1.57mm
76.2
$
CONTRACTS
YEAR ON YEAR
ICE FUTURES EUROPE
A STRONG YEAR FOR U.K. INDEX DERIVATIVES
OPEN INTEREST (OI) DYNAMICS
FTSE 100 INDEX FUTURES
bn
134k
151k
695k
+14%
+46%
547k
YEAR END OI NOTIONAL
ICE FUTURES U.S. MSCI HIGHLIGHTS
MINI MSCI USA FUTURES
$1.2bn OI 10.95k
OPEN INTEREST
856
OTHERS
mm
+75%
2015
2016
6
6
‘1
‘1
6
Q4
Q3
6
‘1
Q2
6
5
‘1
‘1
Q1
Q4
5
‘1
Q3
5
‘1
Q2
5
‘1
Q1
4
4
‘1
‘1
Q4
Q3
4
‘1
Q2
4
3
‘1
‘1
Q1
Q4
3
‘1
Q3
3
0
‘1
YEARLY VOLUME INCREASE
500
0
Q2
1.1k
‘1
6
‘1
6
6
OI — ICE FUTURES EUROPE
250
3
bn
2k
YEAR END OI
£
53.9
FTSE 250 INDEX FUTURES ADV
Q4
Q3
‘1
Q2
‘1
5
5
5
4
5
‘1
Q1
Q4
‘1
Q3
‘1
Q2
‘1
Q1
‘1
4
‘1
Q4
4
4
Q3
‘1
Q2
‘1
‘1
3
Q1
3
3
MSCI EUROPE
‘1
MSCI BRAZIL FUTURES VOLUME
+138%
$0.5bn OI 12.1k
MSCI WORLD
750
Q1
43 %
MSCI INDIA FUTURES VOLUME
+194%
$1.6bn OI 32.66k
VOLUME (THOUSANDS)
YEAR END OI
FEATURED CONTRACTS
MSCI EMERGING MARKETS
£
U.K. SINGLE STOCK OPTIONS SEE VOLUMES GROW
MSCI INDIA & BRAZIL OI HITS NEW HIGHS
1,500
MSCI EM FUTURES VOLUME
+58%
$4.7bn OI 114.75k
2016
ADV
OPEN INTEREST (THOUSANDS)
2016 VOLUME
Q4
‘1
Q3
‘1
ICE FUTURES EUROPE MSCI HIGHLIGHTS
26.5 %
FTSE 250 INDEX FUTURES
2015
0
3
0
‘1
MINI MSCI ACWI FUTURES
$1.3bn OI 33.5k
600
2016
ADV
1,200
OTHERS
OI — ICE FUTURES U.S
4,000
Q1
56 %
MINI MSCI EM ASIA FUTURES
$2.3bn OI 56.3k
Q2
YEAR END OI
MINI MSCI EMERGING MARKETS
MINI MSCI EAFE
FEATURED CONTRACTS
VOLUME (THOUSANDS)
2016 VOLUME
8,000
OPEN INTEREST (THOUSANDS)
52 %
2015
VOLUMES SURGE IN MSCI INDEX FUTURES
+
3%
66k
64k
+3%
2015
2016
ADV
© 2017 Intercontinental Exchange, Inc. Trademarks of ICE and/or its affiliates include Intercontinental
Exchange, ICE, ICE block design, NYSE and New York Stock Exchange, Interactive Data and Trayport.
Information regarding additional trademarks and intellectual property rights of Intercontinental Exchange,
Inc. and/or its affiliates is located at intercontinentalexchange.com/terms-of-use MSCI® and the MSCI
indexes are trademarks and service marks of MSCI Inc. or its affiliates and are used under license. Russell
2000® Index is a trademark and service mark of Frank Russell Company, used under license. FTSE® and
the FTSE indexes are trademarks and service marks of the London Stock Exchange plc and Financial Times
Limited and are used under license.
FOR MORE INFORMATION
[email protected]
theice.com/equities