February was a turbulent month for global markets, with fears about Covid-19 becoming a global pandemic. ICE’s MSCI Index Futures franchise proved resilient, maintaining tight bid/offer spreads throughout the trading sessions:
With the deployment of an improved MSCI Liquidity Provider scheme, ICE now offers consistent on-screen prices in key MSCI futures contracts such as MSCI EM Asia Futures (Ticker ANSA).
| Product Description | Traded ADV |
|---|---|
| Mini US Dollar/Chinese Offshore Renminbi Futures | 2,760 |
| Mini US Dollar/SG Dollar Futures | 2,734 |
| Mini US Dollar Index Futures | 1,373 |
| Bakkt Bitcoin (USD) Cash Settled Monthly Futures | 1,260 |
| Mini Brent Crude Futures | 590 |
| Mini Low Sulphur Gasoil Futures | 36 |
| Mini WTI Crude Futures | 6 |
| Product Description | Exchange Code | ADV for Asian Hours | Total ADV |
|---|---|---|---|
| Three Month Euro (Euribor) Future | IFLL | 258,218 | 897,692 |
| Three Month Sterling Future | IFLL | 255,618 | 813,040 |
| ICE Brent Crude Futures | IFEU | 241,327 | 1,190,468 |
| Low Sulphur Gasoil Futures | IFEU | 107,167 | 434,874 |
| Long Gilt Future | IFLL | 82,508 | 354,677 |
| FTSE 100 - Stnd Index Future | IFLL | 37,868 | 147,276 |
| ICE WTI Crude Futures | IFEU | 33,332 | 242,429 |
| NYBOT Sugar No. 11 | IFUS | 31,821 | 253,905 |
| Dubai 1st Line Futures | IFEU | 21,421 | 35,836 |
| Singapore Gasoil (Platts) Futures | IFEU | 19,796 | 31,081 |
| Dutch TTF Gas Base Load Futures | NDEX | 19,487 | 124,037 |
| ICE Heating Oil Futures | IFEU | 15,922 | 190,135 |
| MSCI Emerging Markets Index Futures | IFUS | 15,775 | 162,252 |
| Dutch TTF Gas Spot | NDEX | 11,116 | 40,989 |
| Three Month Euroswiss Future | IFLL | 9,541 | 29,558 |
| EUA Futures | IFEU | 9,169 | 30,300 |
| ICE NYH (RBOB) Gasoline Futures | IFEU | 8,020 | 130,133 |
| ICE UK Natural Gas Futures | IFEU | 7,003 | 42,387 |
| NYBOT Cotton No. 2 | IFUS | 6,826 | 54,262 |
| MSCI Emerging Markets Index Block at Index Close | IFUS | 6,451 | 12,935 |
| Natural Gas NYMEX LD1 Futures | IFED | 6,029 | 410,961 |
| Singapore Mogas 92 Unleaded (Platts) Futures | IFEU | 5,982 | 11,483 |
| ICE Brent Crude Futures Settlement | IFEU | 5,771 | 40,210 |
| NYBOT Coffee "C" | IFUS | 4,830 | 79,094 |
| Three Month SONIA | IFLL | 4,763 | 19,836 |
| Product Description | Exchange Code | ADV | Last Year | YoY% |
|---|---|---|---|---|
| ICE Brent Crude Futures | IFEU | 1,190,468 | 787,898 | 51.09% |
| Three Month Euro (Euribor) Future | IFLL | 897,692 | 731,388 | 22.74% |
| Three Month Sterling Future | IFLL | 813,040 | 667,548 | 21.80% |
| Low Sulphur Gasoil Futures | IFEU | 434,874 | 283,323 | 53.49% |
| Natural Gas NYMEX LD1 Futures | IFED | 410,961 | 302,553 | 35.83% |
| Long Gilt Future | IFLL | 354,677 | 336,907 | 5.27% |
| Firm-LD Peak, LD1 for Physical | OTC | 305,242 | 253,874 | 20.23% |
| NYBOT Sugar No. 11 | IFUS | 253,905 | 172,803 | 46.93% |
| ICE WTI Crude Futures | IFEU | 242,429 | 193,267 | 25.44% |
| Natural Gas Firm Physical, Gas Daily Daily | OTC | 208,225 | 210,411 | -1.04% |
| ICE Heating Oil Futures | IFEU | 190,135 | 24,649 | 671.36% |
| Natural Gas Firm Physical, Fixed Price | OTC | 180,622 | 210,970 | -14.38% |
| MSCI Emerging Markets Index Futures | IFUS | 162,252 | 90,576 | 79.13% |
| Firm-LD Off-Peak, LD1 for Physical | OTC | 155,572 | 7,179 | 2067.06% |
| FTSE 100 - Stnd Index Future | IFLL | 147,276 | 108,042 | 36.31% |
| NGX NG Firm Phys FUT, Fixed Price | OTC | 137,124 | 244,125 | -43.83% |
| ICE NYH (RBOB) Gasoline Futures | IFEU | 130,133 | 23,713 | 448.78% |
| Dutch TTF Gas Base Load Futures | NDEX | 124,037 | 60,484 | 105.08% |
| Natural Gas Basis NYMEX LD1 for Inside FERC Futures | IFED | 115,499 | 128,827 | -10.35% |
| Firm-LD Around The Clock | OTC | 112,426 | 225,537 | -50.15% |
| NGX NG Firm Phys FUT NYMEX LD1 | OTC | 109,458 | 118,207 | -7.40% |
| NGX NG Firm Phys FUT, 7A Month Ahead Index | OTC | 97,258 | 54,733 | 77.69% |
| NYBOT Coffee "C" | IFUS | 79,094 | 67,512 | 17.16% |
| Natural Gas Firm Physical, Inside FERC | OTC | 67,484 | 80,905 | -16.59% |
| NYBOT Cocoa | IFUS | 59,224 | 51,196 | 15.68% |