Equity contracts performance
| Product Code | Ticker | Jul 23' ADV | YTD ADV | Open Interest | |
|---|---|---|---|---|---|
| FTSE | |||||
| FTSE 100 Index Futures | Z | Z A | 92,884 | 121,964 | 553,774 |
| FTSE 100 Index Options | ESX | UKX | 32,577 | 38,944 | 1,791,382 |
| FTSE 250 Index Futures | Y2 | YBYA | 721 | 1,906 | 29,433 |
| FTSE 100 Dividend Index Futures | XZ | UKDA | 707 | 1,734 | 150,735 |
| MSCI | |||||
| MSCI Emerging Markets Index Futures | MME | MESA | 107,212 | 147,724 | 1,082,062 |
| MSCI EAFE Index Futures | MFS | MFSA | 29,522 | 50,495 | 381,316 |
| MSCI EM Asia Index Futures | ASN | ANSA | 262 | 1,890 | 41,825 |
| MSCI Brazil Index Futures | MCG | MCBA | 700 | 1,311 | 26,255 |
| MSCI ACWI Index Futures | MMW | MWAA | 150 | 482 | 10,627 |
Climate & ESG | |||||
| MSCI World Climate PAI Index Futures | MVR | MRPA | 69 | 213 | 11,387 |
| MSCI World ESG Leaders Index Futures | LFW | LFWA | 42 | 168 | 5,517 |
| MSCI EM ESG Leaders Index Futures | LFM | LFOA | 55 | 283 | 7,438 |
| MSCI Europe Climate PAI Index Futures | MVT | MTEA | 26 | 61 | 3,889 |
| FANG | |||||
| Micro FANG+ Index Futures | FNG | FNSA | 6,001 | 6,878 | 3,609 |
| Single Stock Derivatives | |||||
| Futures | - | - | 44,776 | 75,718 | 171,483 |
| Options | - | - | 115,235 | 113,424 | 4,292,120 |
Products highlights
Amended Block reporting times for ICE Futures Europe Block Trades
Effective Aug. 8, 2023, ICE Futures Europe has amended the reporting time requirements for Block Trades. It has been decided to standardize the policy across all contracts and strategies to 15 minutes. Circular 23/119. This will support customers to report trades to the exchange in a timely manner and avoid confusion of multiple timing rules.
MSCI World Real Estate NTR Index Futures
Reminder: After expiry of the September 2023 MSCI World Real Estate Index Futures (PCC: MWS), the contract will be delisted. Position holders are encouraged to transfer existing positions the new MSCI World Real Estate NTR Index Futures contract (PCC: MWC / BBG SCCA Index).
Single Stock Options
ICE Europe offers Single Stock Options on over 400 names from 14 countries covering the largest Blue-Chip names listed in the U.K. and Europe. ICE’s Single Stock Options offer full flexibility in terms of options styles - American or European, and in settlement - cash or physical on expiry dates.
All the contracts are traded and settled in their local currency. ICE offers competitive fees for Block Trades and fee caps are also available, which provides certainty on absolute exchange and clearing fees. The 2023 average daily volume (ADV) is currently running at 113k lots, which is up 104% YoY.
Micro NYSE FANG+ Index Futures
Tech and tech-enabled companies continue to be a key driver for the stock market this year. The NYSE FANG+ index with its 10 tech-related components is up by about 76% year-to-date This outstanding performance has been driven by several factors including: the widespread enthusiasm for artificial intelligence, lessening concerns about a possible recession, and the anticipation of a slowdown in interest rate hikes.
Micro NYSE FANG+ Index Futures continue to be actively traded by a wide range of participants. Trading volume averaged over 6,000 contracts per day in August.