Intercontinental Exchange Reports ICE and NYSE Volume for February 2015; Record Daily Oil Volume, up 59% over Prior February

ATLANTA--(BUSINESS WIRE)--

Intercontinental Exchange ICE, the leading global network of exchanges and clearing houses, today reported February exchange traded volume.

ICE's February 2015 futures and options average daily volume (ADV) declined 6% compared to February 2014.

• Commodity ADV increased 11% led by Brent, Gasoil and Other Oil up 61%, 38% and 74%, respectively, from the prior February.
• ADV records were set in Brent, Gasoil, Total Oil futures, WTI options as well as UK Natural Gas futures and TTF Natural Gas futures and options. Open interest records were set in Brent futures and options, WTI options and UK Natural Gas futures and options.
• Financials ADV declined 25% from the previous February primarily due to continued low volatility in Continental European short-term interest rates.

ADV for NYSE's U.S. cash equities increased 5%, while U.S. equity options ADV declined 32% over the prior February. NYSE's U.S. cash equities market share was 23.8% and NYSE's U.S. options market share was 18.8%.

ICE Futures & Options ADV (contracts in 000s)
			ADV Feb			ADV Feb			Change
			2015			2014			y/y
COMMODITIES
Energy
Brent			969			601			61%
Gasoil			319			231			38%
Other Oil (1)			437			250			74%
TOTAL OIL			1,724			1,083			59%
Natural Gas (2)			1,128			1,335			-16%
Power (3)			127			132			-4%
Emissions & Other (4)			42			59			-28%
TOTAL ENERGY			3,022			2,609			16%
Agricultural
Sugar (5)			222			263			-16%
Other Ags & Metals (6)			235			254			-8%
TOTAL AGRICULTURAL & METALS			457			518			-12%
TOTAL COMMODITIES			3,478			3,126			11%
FINANCIALS
Interest Rates
Short-term Interest Rates (7)			1,278			1,851			-31%
Medium & Long-term Interest Rates (8)			249			235			6%
TOTAL INTEREST RATES			1,526			2,086			-27%
Equity Indices (9)			306			414			-26%
Single Stock Equities (10)			287			366			-21%
TOTAL EQUITY DERIVATIVES			594			780			-24%
TOTAL FX (11)			39			23			69%
TOTAL FINANCIALS			2,159			2,889			-25%
TOTAL FUTURES & OPTIONS			5,637			6,015			-6%
Note: Figures may not foot due to rounding.

(1)		"Other Oil" includes futurized oil, WTI, Heating Oil, RBOB Gasoline and Middle East Sour Crude. Excludes Daily Brent Bullet contracts.
(2)		"Natural Gas" includes North American, UK and European Natural Gas.
(3)		"Power" includes North American, UK and European Power.
(4)		"Emissions & Other" includes all emissions contracts, freight, coal, iron ore and uranium.
(5)		"Sugar" includes Sugar No. 11, Sugar No. 16 and White Sugar.
(6)		"Other Ags & Metals" includes Cocoa ($), Cocoa (£),Coffee "C", Robusta Coffee, Cotton No. 2, Orange Juice, Corn, Feed Wheat, Soybeans, Barley, Canola, Mini Gold and Mini Silver contracts.
(7)		"Short-term Interest Rates" includes Euribor, Sterling, Swiss, Eonia, Eurodollar, Short Gilt, European Government Bonds and DTCC GCF Repo Index® contracts.
(8)		"Medium & Long-Term Rates" includes Gilt, Swapnotes, Japanese Government Bonds, European Government Bonds, Treasuries and U.S. Government Bonds and Ultrabond contracts.
(9)		"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®.
(10)		"Single Stock Equities" includes equities domiciled in 25 countries that trade in the UK.
(11)		"TOTAL FX" includes futures and options for the U.S. Dollar Index and foreign exchange.

ICE Futures & Options Rolling Three-Month Average Rate per Contract (RPC)
			Three Months			Three Months			Three Months
Futures & Options			Ending			Ending			Ending
Products			Feb 2015			Jan 2015			Dec 2014
Energy			$1.33			$1.31			$1.31
Agricultural & Metals			$2.40			$2.37			$2.36
Total Commodities			$1.45			$1.41			$1.41
Interest Rates			$0.61			$0.63			$0.67
Total Financials			$0.64			$0.66			$0.67

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)
			Feb 27, 2015			Dec 31, 2014
Energy			40,253			38,436
Agricultural & Metals			3,194			3,308
Total Commodities			43,447			41,744
Interest Rates			16,391			13,042
Total Financials			30,763			26,385

U.S. Equity Options (contracts in 000s)
			ADV Feb			ADV Feb			Change
			2015			2014			y/y
NYSE Equity Options(1)			2,726			4,001			-32%
Total U.S. Options Volume			14,488			16,168			-10%
NYSE Share of Group Total			18.8%			24.7%			-5.9pts

(1) "NYSE Equity Options" includes NYSE Amex Options and NYSE Arca 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			Ending
			Feb 2015			Jan 2015			Dec 2014
NYSE US Equity Options			$0.18			$0.17			$0.16

NYSE U.S. Cash Products (shares in millions)
			ADV Feb			ADV Feb			Change
			2015			2014			y/y
NYSE Listed (Tape A) Issues
Handled Volume (1)			1,145			1,101			4%
Matched Volume(2)			1,124			1,073			5%
Total NYSE Listed Consolidated Volume			3,639			3,701			-2%
Share of Total Matched Consolidated Volume			30.9%			29.0%			1.9pts
NYSE Arca, MKT and Regional (Tape B) Listed Issues
Handled Volume (1)			307			269			14%
Matched Volume(2)			291			254			15%
Total NYSE Arca and MKT Listed Consolidated Volume			1,271			1,225			4%
Share of Total Matched Consolidated Volume			22.9%			20.7%			2.2pts
Nasdaq Listed (Tape C) Issues
Handled Volume (1)			216			217			0%
Matched Volume(2)			202			197			3%
Total Nasdaq Listed Consolidated Volume			1,888			2,108			-10%
Share of Total Matched Consolidated Volume			10.7%			9.3%			1.4pts
TOTAL U.S. Cash Market Share Matched			23.8%			21.7%			2.1pts
TOTAL ADV U.S. Cash Shares Handled			1,668			1,587			5%

(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
			Feb 2015			Jan 2015			Dec 2014
U.S. Cash Products			$0.052			$0.052			$0.051

Credit Default Swaps (CDS) Transaction and Clearing

• Through February 27, ICE has cleared $63 trillion in gross notional value of CDS on a cumulative basis across 2.2 million trades with open interest of $1.5 trillion. Cumulative buy-side clearing of CDS totaled $11.9 trillion since the launch of client clearing. ICE lists over 500 CDS instruments for clearing. A complete summary can be found at: https://www.theice.com/clear-credit.

Business & Reporting Updates

• Due to the April 3 market holiday, ICE's March volume release will be issued on Monday, April 6.
• Volume and open interest records for futures and options are provided in ICE's Report Center.

Trading days in February 2015:

• Interest Rates, Single Stock Equity Derivatives: 20
• Commodities, Other Financials: 19
• US Cash Equities, US Equity Options: 19

About Intercontinental Exchange

Intercontinental Exchange ICE operates the leading network of regulated exchanges and clearing houses. ICE's futures exchanges and clearing houses serve global commodity and financial markets, providing risk management and capital efficiency. The New York Stock Exchange is the world leader in capital raising and equities trading.

Trademarks of ICE and/or its affiliates include Intercontinental Exchange, ICE, ICE block design, NYSE and New York Stock Exchange. 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 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) 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

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