[April 06, 2015] |
|
Intercontinental Exchange Reports ICE and NYSE Volume for March 2015; Energy Daily Volume up 16% over Prior March
Intercontinental Exchange (NYSE: ICE), the leading global network of
exchanges and clearing houses, today reported March exchange traded
volume.
ICE's March 2015 futures and options average daily volume (ADV) declined
7% compared to March 2014.
-
Commodity ADV increased 13% led by Brent, Gasoil, Other Oil and Nat
Gas up 28%, 8%, 32%, and 9% respectively, from the prior March.
-
Financials ADV declined 22% from the previous March primarily due to
continued low volatility in Continental European short-term interest
rates and single stock equities, partially offset by a 9% and 6%
increase in Sterling and Gilt ADV, respectively.
ADV for NYSE's U.S. cash equities increased 6%, while U.S. equity
options ADV declined 32% over the prior March. NYSE's U.S. cash equities
market share was 24.4% and NYSE's U.S. options market share was 17.9%.
|
ICE Futures & Options ADV (contracts in 000s)
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ADV Mar
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ADV Mar
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Change
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ADV
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ADV
|
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Change
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2015
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2014
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y/y
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1Q15
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1Q14
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y/y
|
COMMODITIES
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Energy
|
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|
|
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|
|
|
|
|
|
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|
|
|
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Brent
|
|
|
|
786
|
|
|
612
|
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28%
|
|
|
|
894
|
|
|
|
625
|
|
|
43%
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Gasoil
|
|
|
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231
|
|
|
215
|
|
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8%
|
|
|
|
270
|
|
|
|
230
|
|
|
17%
|
Other Oil (1)
|
|
|
|
349
|
|
|
264
|
|
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32%
|
|
|
|
391
|
|
|
|
259
|
|
|
51%
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TOTAL OIL
|
|
|
|
1,367
|
|
|
1,091
|
|
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25%
|
|
|
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1,555
|
|
|
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1,114
|
|
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40%
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Natural Gas (2)
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|
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837
|
|
|
765
|
|
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9%
|
|
|
|
1,059
|
|
|
|
1,171
|
|
|
-10%
|
Power (3)
|
|
|
|
123
|
|
|
130
|
|
|
-5%
|
|
|
|
124
|
|
|
|
130
|
|
|
-5%
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Emissions & Other (4)
|
|
|
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41
|
|
|
61
|
|
|
-33%
|
|
|
|
43
|
|
|
|
56
|
|
|
-24%
|
TOTAL ENERGY
|
|
|
|
2,368
|
|
|
2,047
|
|
|
16%
|
|
|
|
2,780
|
|
|
|
2,471
|
|
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13%
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Agricultural
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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Sugar (5)
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163
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|
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153
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|
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6%
|
|
|
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179
|
|
|
|
187
|
|
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-4%
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Other Ags & Metals (6)
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|
|
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173
|
|
|
183
|
|
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-5%
|
|
|
|
193
|
|
|
|
206
|
|
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-6%
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TOTAL AGRICULTURAL & METALS
|
|
|
|
336
|
|
|
336
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|
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0%
|
|
|
|
372
|
|
|
|
393
|
|
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-5%
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TOTAL COMMODITIES
|
|
|
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2,703
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|
|
2,383
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13%
|
|
|
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3,152
|
|
|
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2,864
|
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|
10%
|
|
|
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|
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|
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FINANCIALS
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Interest Rates
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|
|
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Short-term Interest Rates (7)
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1,258
|
|
|
1,722
|
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-27%
|
|
|
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1,307
|
|
|
|
1,879
|
|
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-30%
|
Medium & Long-term Interest Rates (8)
|
|
|
|
178
|
|
|
171
|
|
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4%
|
|
|
|
203
|
|
|
|
184
|
|
|
10%
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TOTAL INTEREST RATES
|
|
|
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1,436
|
|
|
1,892
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-24%
|
|
|
|
1,509
|
|
|
|
2,063
|
|
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-27%
|
|
|
|
|
|
|
|
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|
|
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Equity Indices (9)
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542
|
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|
544
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0%
|
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|
412
|
|
|
|
437
|
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-6%
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Single Stock Equities (10)
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|
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416
|
|
|
717
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-42%
|
|
|
|
309
|
|
|
|
449
|
|
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-31%
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TOTAL EQUITY DERIVATIVES
|
|
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|
957
|
|
|
1,261
|
|
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-24%
|
|
|
|
721
|
|
|
|
885
|
|
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-19%
|
|
|
|
|
|
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|
|
|
|
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TOTAL FX (11)
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83
|
|
|
31
|
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168%
|
|
|
|
59
|
|
|
|
27
|
|
|
118%
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TOTAL FINANCIALS
|
|
|
|
2,476
|
|
|
3,185
|
|
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-22%
|
|
|
|
2,289
|
|
|
|
2,975
|
|
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-23%
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TOTAL FUTURES & OPTIONS
|
|
|
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5,180
|
|
|
5,568
|
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-7%
|
|
|
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5,441
|
|
|
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5,840
|
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-7%
|
Note: Figures may not foot due to rounding.
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(1)
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"Other Oil" includes futurized oil, WTI, Heating Oil, RBOB Gasoline
and Middle East Sour Crude, excludes Daily Brent Bullets.
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(2)
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"Natural Gas" includes North American, UK and European Natural Gas.
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(3)
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"Power" includes North American, UK and European Power.
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(4)
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"Emissions & Other" includes emissions, freight, coal, iron ore and
uranium.
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(5)
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"Sugar" includes Sugar No. 11, Sugar No. 16 and White Sugar.
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(6)
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"Other Ags & Metals" includes Cocoa ($), Cocoa (£),Coffee "C",
Robusta Coffee, Cotton No. 2, Orange (News - Alert) Juice, Corn, Feed Wheat,
Soybeans, Barley, Canola, Mini Gold and Mini Silver contracts.
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(7)
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"Short-term Interest Rates" includes Euribor, Sterling, Swiss,
Eonia, Eurodollar, Short Gilt, European Government Bonds and DTCC
GCF Repo Index® contracts.
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(8)
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"Medium & Long-Term Rates" includes Gilt, Swapnotes, Japanese
Government Bonds, European Government Bonds, Treasuries and U.S.
Government Bonds and Ultrabond contracts.
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(9)
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"Equity Indices" includes FTSE 100®, FTSE 100 Dividend®,
price return and net total return versions of MSCI EAFE®,
MSCI Emerging Markets®, MSCI Europe®, and MSCI
World®, Russell 2000®, Russell 1000®.
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(10)
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"Single Stock Equities" includes equities domiciled in 25 countries
that trade in the UK.
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(11)
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"TOTAL FX" includes futures and options for the U.S. Dollar Index
and foreign exchange.
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ICE Futures & Options Rolling Three-Month Average Rate per
Contract (RPC)
|
|
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Three Months
|
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Three Months
|
|
|
Three Months
|
Futures & Options
|
|
|
Ending
|
|
|
Ending
|
|
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Ending
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Products
|
|
|
Mar 2015
|
|
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Feb 2015
|
|
|
Jan 2015
|
Energy
|
|
|
$1.34
|
|
|
$1.33
|
|
|
$1.31
|
Agricultural & Metals
|
|
|
$2.34
|
|
|
$2.40
|
|
|
$2.37
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Total Commodities
|
|
|
$1.46
|
|
|
$1.45
|
|
|
$1.40
|
Interest Rates
|
|
|
$0.60
|
|
|
$0.60
|
|
|
$0.63
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Total Financials
|
|
|
$0.63
|
|
|
$0.64
|
|
|
$0.66
|
RPC is calculated by dividing transaction revenues by contract volume,
and may vary based on pricing, customer and product mix. RPC is subject
to revision based on final numbers.
|
|
ICE Futures & Options Open Interest (contracts in 000s)
|
|
|
|
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|
Mar 31, 2015
|
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Dec 31, 2014
|
Energy
|
|
|
|
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40,000
|
|
|
|
|
38,436
|
Agricultural & Metals
|
|
|
|
|
3,646
|
|
|
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3,308
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Total Commodities
|
|
|
|
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43,647
|
|
|
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|
41,744
|
Interest Rates
|
|
|
|
|
14,494
|
|
|
|
|
13,042
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Total Financials
|
|
|
|
|
27,095
|
|
|
|
|
26,332
|
|
|
U.S. Equity Options (contracts in 000s)
|
|
|
|
ADV Mar
|
|
|
ADV Mar
|
|
|
Change
|
|
|
|
ADV
|
|
|
|
ADV
|
|
|
Change
|
|
|
|
2015
|
|
|
2014
|
|
|
y/y
|
|
|
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1Q15
|
|
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|
1Q14
|
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|
y/y
|
NYSE Equity Options(1)
|
|
|
2,505
|
|
|
3,658
|
|
|
-32%
|
|
|
|
2,717
|
|
|
|
3,874
|
|
|
-30%
|
Total U.S. Options Volume
|
|
|
14,010
|
|
|
15,316
|
|
|
-9%
|
|
|
|
14,822
|
|
|
|
16,073
|
|
|
-8%
|
NYSE Share of Group Total
|
|
|
17.9%
|
|
|
23.9%
|
|
|
-6.0pts
|
|
|
|
18.3%
|
|
|
|
24.1%
|
|
|
-5.8pts
|
|
|
(1)
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|
"NYSE Equity Options" includes NYSE Amex Options and NYSE Arca (News - Alert)
Options trading in U.S. equity options contracts.
|
|
|
NYSE U.S. Equity Options Rolling Three-Month Average Rate per
Contract (RPC)
|
|
|
|
|
Three Months
|
|
|
|
Three Months
|
|
|
|
Three Months
|
|
|
|
|
Ending
|
|
|
|
Ending
|
|
|
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Ending
|
|
|
|
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Mar 2015
|
|
|
|
Feb 2015
|
|
|
|
Jan 2015
|
NYSE US Equity Options
|
|
|
|
$0.18
|
|
|
|
$0.18
|
|
|
|
$0.18
|
|
|
NYSE U.S. Cash Products (shares in millions)
|
|
|
|
ADV Mar
|
|
|
ADV Mar
|
|
|
Change
|
|
|
|
ADV
|
|
|
|
ADV
|
|
|
Change
|
|
|
|
2015
|
|
|
2014
|
|
|
y/y
|
|
|
|
1Q15
|
|
|
|
1Q14
|
|
|
y/y
|
NYSE Listed (Tape A) Issues
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1)
|
|
|
1,180
|
|
|
1,091
|
|
|
8%
|
|
|
|
1,182
|
|
|
|
1,080
|
|
|
9%
|
Matched Volume(2)
|
|
|
1,162
|
|
|
1,065
|
|
|
9%
|
|
|
|
1,161
|
|
|
|
1,051
|
|
|
10%
|
Total NYSE Listed Consolidated Volume
|
|
|
3,523
|
|
|
3,469
|
|
|
2%
|
|
|
|
3,680
|
|
|
|
3,600
|
|
|
2%
|
Share of Total Matched Consolidated Volume
|
|
|
33.0%
|
|
|
30.7%
|
|
|
2.3pts
|
|
|
|
31.6%
|
|
|
|
29.2%
|
|
|
2.3pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NYSE Arca, MKT and Regional (Tape B) Listed Issues
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1)
|
|
|
303
|
|
|
284
|
|
|
6%
|
|
|
|
325
|
|
|
|
271
|
|
|
20%
|
Matched Volume(2)
|
|
|
287
|
|
|
269
|
|
|
7%
|
|
|
|
309
|
|
|
|
256
|
|
|
21%
|
Total NYSE Arca and MKT Listed Consolidated Volume
|
|
|
1,314
|
|
|
1,226
|
|
|
7%
|
|
|
|
1,356
|
|
|
|
1,204
|
|
|
13%
|
Share of Total Matched Consolidated Volume
|
|
|
21.9%
|
|
|
21.9%
|
|
|
-0.1pts
|
|
|
|
22.8%
|
|
|
|
21.2%
|
|
|
1.6pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Nasdaq Listed (Tape C) Issues
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Handled Volume (1)
|
|
|
204
|
|
|
220
|
|
|
-7%
|
|
|
|
213
|
|
|
|
215
|
|
|
-1%
|
Matched Volume(2)
|
|
|
192
|
|
|
201
|
|
|
-4%
|
|
|
|
199
|
|
|
|
195
|
|
|
2%
|
Total Nasdaq Listed Consolidated Volume
|
|
|
1,877
|
|
|
2,234
|
|
|
-16%
|
|
|
|
1,902
|
|
|
|
2,169
|
|
|
-12%
|
Share of Total Matched Consolidated Volume
|
|
|
10.2%
|
|
|
9.0%
|
|
|
1.2pts
|
|
|
|
10.5%
|
|
|
|
9.0%
|
|
|
1.5pts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL U.S. Cash Market Share Matched
|
|
|
24.4%
|
|
|
22.1%
|
|
|
2.3pts
|
|
|
|
24.1%
|
|
|
|
21.5%
|
|
|
2.5pts
|
TOTAL ADV U.S. Cash Shares Handled
|
|
|
1,687
|
|
|
1,596
|
|
|
6%
|
|
|
|
1,720
|
|
|
|
1,566
|
|
|
10%
|
|
(1)
|
|
"Handled Volume" represents the total number of shares of equity
securities, exchange traded funds (ETFs) and crossing session
activity internally matched on NYSE Group's exchanges or routed to
and executed on an external market center.
|
(2)
|
|
"Matched Volume" represents the total number of shares of equity
securities, ETFs and crossing session activity executed on NYSE
Group's exchanges.
|
|
|
NYSE U.S. Cash Rolling Three-Month Revenue Capture
|
(per 100 shares)
|
|
|
|
|
Three Months
|
|
|
|
Three Months
|
|
|
|
Three Months
|
|
|
|
|
Ending
|
|
|
|
Ending
|
|
|
|
Ending
|
|
|
|
|
Mar 2015
|
|
|
|
Feb 2015
|
|
|
|
Jan 2015
|
U.S. Cash Products
|
|
|
|
$0.049
|
|
|
|
$0.050
|
|
|
|
$0.051
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Default Swaps (CDS) Transaction and Clearing
-
First quarter 2015 revenues from ICE's credit default swap (CDS) trade
execution, processing and clearing businesses totaled $43 million,
compared to $43 million in the prior first quarter, and included $29
million in CDS clearing revenues, which were up from $26 million in
the first quarter 2014.
-
ICE cleared $3.3 trillion in gross notional value of CDS in the first
quarter 2015 compared to $3.5 trillion in gross notional cleared in
the first quarter 2014.
-
On March 20, CDS reached a new daily volume record with $190 billion
gross notional cleared.
-
More information can be found at: https://www.theice.com/clear-credit
Trading days in March 2015:
-
Interest Rates, Single Stock Equity Derivatives: 22
-
Commodities, Other Financials: 22
-
US Cash Equities, US Equity Options: 22
About Intercontinental Exchange
Intercontinental Exchange (NYSE:ICE) operates the leading network of
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clearing houses serve global commodity and financial markets, providing
risk management and capital efficiency. The New York Stock Exchange is
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Information regarding additional trademarks and intellectual property
rights of Intercontinental Exchange, Inc. and/or its affiliates is
located at www.intercontinentalexchange.com/terms-of-use.
Russell® and the Russell indexes are trademarks and service marks of the
Russell Investment Group and are used under license. FTSE®
and the FTSE indexes are trademarks and service marks of the London
Stock Exchange plc and Financial Times (News - Alert) Limited and are used under
license. MSCI® and the MSCI indexes are trademarks and
service marks of MSCI Inc. or its affiliates and are used under license.
Safe Harbor Statement under the Private Securities Litigation Reform Act
of 1995 - Statements in this press release regarding ICE's business that
are not historical facts are "forward-looking statements" that involve
risks and uncertainties. For a discussion of additional risks and
uncertainties, which could cause actual results to differ from those
contained in the forward-looking statements, see ICE's Securities and
Exchange Commission (SEC (News - Alert)) filings, including, but not limited to, the
risk factors in ICE's Annual Report on Form 10-K for the year ended
December 31, 2014, as filed with the SEC on February 5, 2015.
SOURCE: Intercontinental Exchange
ICE-CORP
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