Growing Liquidity in ICE Interest Rates

Trading volumes in ICE’s European interest rate products have been strong since the start of 2018, as market participants look to hedge risk amidst central bank policy decisions. Year-to-date trading volume for the complex has grown ahead of industry average, up 29% year on year at 38 million contracts and open interest is over 23 million contracts, up 38% year on year.

Shifting central bank policies and an uncertain political and economic climate drove strong demand for short term interest rate (STIR) futures throughout 2017, with trading volumes up 39% year on year. Mid-curve STIR options also outperformed in 2017, achieving 39% growth year on year. One Month SONIA Index futures were successfully launched in the fourth quarter of 2017, offering investors additional hedging and trading opportunities at the short-term end of the sterling curve.

View all ICE interest rates 2017 volume and open interest highlights here.


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