Intercontinental Exchange Reports ICE and NYSE Monthly Statistics for June 2015; Energy Daily Volume up 6%, Ags up 13%, Cash Equities up 18% over Prior June

ATLANTA--(BUSINESS WIRE)--

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

ICE's June 2015 futures and options average daily volume (ADV) declined 1% compared to June 2014.

• Commodity ADV increased 7% led by Brent, Gasoil, Other Oil, Nat Gas and Sugar up 1%, 14%, 7%, 6% and 9% respectively, from the prior June.
• Financials ADV declined 8% from the previous June primarily due to continued low volatility in Continental European short-term interest rates, partially offset by single stock equities and equity indices up 21% and 2%, respectively.

ADV for NYSE's U.S. cash equities increased 18%, while U.S. equity options ADV declined 23% over the prior June. NYSE's U.S. cash equities market share was 25.3% and NYSE's U.S. options market share was 18.6%.

ICE Futures & Options ADV (contracts in 000s)
		ADV June 2015		ADV June 2014		Change y/y			ADV 2Q15		ADV 2Q14		Change y/y
COMMODITIES
Energy
Brent		726		720		1	%		727		643		13	%
Gasoil		243		212		14	%		229		208		10	%
Other Oil (1)		297		276		7	%		317		258		23	%
TOTAL OIL		1,265		1,209		5	%		1,273		1,109		15	%
Natural Gas (2)		810		764		6	%		775		727		7	%
Power (3)		111		87		28	%		118		115		2	%
Emissions & Other (4)		31		32		-2	%		29		35		-16	%
TOTAL ENERGY		2,217		2,091		6	%		2,195		1,987		10	%
Agricultural
Sugar (5)		204		188		9	%		188		155		21	%
Other Ags & Metals (6)		216		183		18	%		195		176		10	%
TOTAL AGRICULTURAL & METALS		420		370		13	%		382		331		15	%
TOTAL COMMODITIES		2,638		2,462		7	%		2,577		2,318		11	%
FINANCIALS
Interest Rates
Short-term Interest Rates (7)		1,504		1,898		-21	%		1,208		1,690		-29	%
Medium & Long-term Interest Rates (8)		187		153		22	%		196		161		22	%
TOTAL INTEREST RATES		1,691		2,051		-18	%		1,403		1,850		-24	%
Equity Indices (9)		515		504		2	%		366		389		-6	%
Single Stock Equities (10)		473		391		21	%		603		776		-22	%
TOTAL EQUITY DERIVATIVES		988		894		10	%		969		1,166		-17	%
TOTAL FX & CREDIT (11)		69		32		120	%		62		23		168	%
TOTAL FINANCIALS		2,748		2,977		-8	%		2,434		3,039		-20	%
TOTAL FUTURES & OPTIONS		5,386		5,439		-1	%		5,011		5,357		-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 Bullets.
(2)		"Natural Gas" includes North American, UK and European Natural Gas.
(3)		"Power" includes North American, UK and European Power.
(4)		"Emissions & Other" includes emissions, 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 & CREDIT" includes futures and options for the U.S. Dollar Index, foreign exchange and ERIS CDS credit futures.

ICE Futures & Options Rolling Three-Month Average Rate per Contract (RPC)
Futures & Options Products		Three Months Ending June 2015		Three Months Ending May 2015		Three Months Ending April 2015
Energy		$1.34		$1.35		$1.35
Agricultural & Metals		$2.39		$2.34		$2.37
Total Commodities		$1.50		$1.48		$1.49
Interest Rates		$0.57		$0.57		$0.57
Total Financials		$0.53		$0.53		$0.57

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)
		June 30, 2015		Dec 31, 2014
Energy		39,276		38,436
Agricultural & Metals		3,460		3,308
Total Commodities		42,736		41,744
Interest Rates		14,909		13,042
Total Financials		27,640		26,332

U.S. Equity Options (contracts in 000s)
		ADV June 2015			ADV June 2014			Change y/y			ADV 2Q15			ADV 2Q14			Change y/y
NYSE Equity Options(1)		2,521			3,258			-23	%		2,544			3,443			-26	%
Total U.S. Options Volume		13,564			13,730			-1	%		13,876			14,229			-2	%
NYSE Share of Group Total		18.6	%		23.7	%		-5.1pts			18.3	%		24.2	%		-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 Ending June 2015		Three Months Ending May 2015		Three Months Ending April 2015
NYSE US Equity Options		$0.17		$0.18		$0.18

NYSE U.S. Cash Products (shares in millions)
		ADV June 2015			ADV June 2014			Change y/y			ADV 2Q15			ADV 2Q14			Change y/y
NYSE Listed (Tape A) Issues
Handled Volume (1)		1,201			1,037			16	%		1,123			1,019			10	%
Matched Volume(2)		1,186			1,017			17	%		1,107			996			11	%
Total NYSE Listed Consolidated Volume		3,413			3,093			10	%		3,385			3,196			6	%
Share of Total Matched Consolidated Volume		34.7	%		32.9	%		1.9pts			32.7	%		31.2	%		1.5pts
NYSE Arca, MKT and Regional (Tape B) Listed Issues
Handled Volume (1)		272			201			35	%		264			213			24	%
Matched Volume(2)		260			191			36	%		251			200			25	%
Total NYSE Arca and MKT Listed Consolidated Volume		1,192			851			40	%		1,177			925			27	%
Share of Total Matched Consolidated Volume		21.8	%		22.4	%		-0.6pts			21.3	%		21.7	%		-0.4pts
Nasdaq Listed (Tape C) Issues
Handled Volume (1)		209			188			11	%		211			201			5	%
Matched Volume(2)		198			175			13	%		199			187			6	%
Total Nasdaq Listed Consolidated Volume		1,887			1,923			-2	%		1,829			1,973			-7	%
Share of Total Matched Consolidated Volume		10.5	%		9.1	%		1.4pts			10.9	%		9.5	%		1.4pts
TOTAL U.S. Cash Market Share Matched		25.3	%		23.6	%		1.7pts			24.4	%		22.7	%		1.7pts
TOTAL ADV U.S. Cash Shares Handled		1,683			1,426			18	%		1,598			1,433			11	%

(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 Ending June 2015		Three Months Ending May 2015		Three Months Ending April 2015
U.S. Cash Products		$0.051		$0.051		$0.049

Credit Default Swaps (CDS) Transaction and Clearing

• Second quarter 2015 revenues from ICE's credit default swap (CDS) trade execution, processing and clearing businesses totaled $34 million, including $22 million in CDS clearing revenues, compared to $24 million in CDS clearing revenues in the second quarter 2014.
• ICE cleared $2.9 trillion in gross notional value of CDS in the second quarter 2015 compared to $3.0 trillion in gross notional cleared in the second quarter 2014.
• More information can be found at: https://www.theice.com/clear-credit

Trading days in June 2015:

• Interest Rates, Single Stock Equity Derivatives: 22
• Commodities, Other Financials: 22
• US Cash Equities, US Equity Options: 22

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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