September 2026
Equity derivatives monthly report
Explore key performance data and market commentary on ICE’s equity derivatives, covering major contracts and trading insights.
ICE MSCI Index futures
The leading exchange for MSCI Index futures
MSCI Global Index futures
| 26’ YTD ADV | Open interest |
|---|---|
| + 20.5% | - 6% |
| YTD ADV notional | OI notional |
| $27 BN | $187 BN |
| Top traded contracts OI | |
| MSCI EM futures | $90 BN |
| MSCI EAFE futures | $78 BN |
| MSCI ACWI futures | $1.7 BN |
| MSCI Brazil futures | $1.7 BN |
Trending: MSCI World Selection NTR (LFWA)
YTD volume more than doubled, up ~110%, with OI up 33% to 32k lots, now the largest sustainable contract by notional open interest.
Trending: MSCI World sector futures
YTD volume up 46% and OI up 66%, led by Financials, Health Care and Utilities.
ICE FTSE Index futures & options
The home of U.K. equities
FTSE 100 Index F&O YTD ADV (lots)
FTSE 100 Index F&O OI (lots)
Trending: FTSE 100 Weekly Index Options
YTD ADV up 54% with 4 weekly expiries available - {UKXW A/B/D/E Index} on Bloomberg.
Trending: FTSE 100 futures
September volume up 18% YoY and OI up 20% to 471k lots.
Equity contracts performance
| Product Code | Ticker | Sep 26' ADV | YTD ADV | Open Interest | |
|---|---|---|---|---|---|
| FTSE | |||||
| FTSE 100 Index Futures | Z | Z A | 51,094 | 86,784 | 475,616 |
| FTSE 100 Index Options | ESX | UKX | 14,688 | 22,339 | 1,008,676 |
| FTSE 250 Index Futures | Y2 | YBYA | 563 | 2,208 | 30,321 |
| FTSE 100 Dividend Index Futures | XZ | UKDA | 361 | 1,714 | 101,164 |
| MSCI | |||||
| MSCI Emerging Markets Index Futures | MME | MESA | 97,816 | 182,423 | 1,074,542 |
| MSCI EAFE Index Futures | MFS | MFSA | 33,190 | 61,020 | 468,366 |
| MSCI ACWI Index Futures | MMW | WMWA | 72 | 734 | 12,879 |
| MSCI EM ex China Index Futures | MMC | MMLA | 310 | 458 | 7,137 |
| MSCI Brazil Index Futures | MCG | MCBA | 150 | 744 | 14,734 |
| Climate & ESG | |||||
| MSCI EM Climate PAI Index Futures | MVU | MVYA | 78 | 302 | 9,174 |
| MSCI Europe Climate PAI Index Futures | MVT | MTEA | 9 | 341 | 12,345 |
| MSCI World Climate Change Index Futures | WOW | WOWA | 0 | 250 | 9,772 |
| MSCI World Selection Index Futures | LFW | LFWA | 33 | 716 | 34,008 |
| FANG | |||||
| Micro FANG+ Index Futures | FNG | FNSA | 506 | 998 | 9,419 |
| Single Stock Derivatives | |||||
| Futures | --- | --- | 28,482 | 68,370 | 192,675 |
| Options | --- | --- | 47,159 | 45,406 | 2,042,142 |
October 1, 2026
Equity derivatives
ICE works closely with FTSE and MSCI, leading index providers that are relied on by the financial community, to offer a diverse suite of equity futures and options contracts based on their indices.
Learn more