NYSE Liffe U.S. Expands Record Breaking mini MSCI Futures Complex
02 Ottobre 2013 - 6:14PM
Business Wire
- New daily, monthly and quarterly
records in volume and Open Interest
- YTD 2013 mini MSCI futures ADV up 76%
y-o-y with OI up 50% from year-end 2012
- Traded a record 1.4 million contracts
across the mini MSCI futures complex during September 2013
- Early Q4 2013 launch of new futures on
MSCI ACWI, ACWI Ex-US and Emerging Markets Asia Indices subject to
regulatory approval
NYSE Liffe U.S., the innovative U.S. futures exchange of NYSE
Euronext (NYX), today announced that it established a series of new
volume and Open Interest records in its highly successful mini MSCI
futures complex during both the month of September 2013 and Q3
2013.
- Record monthly volume in NYSE Liffe
U.S. mini MSCI futures: 1.4M contracts (ADV of 68K) in September
2013
- Record daily volume in NYSE Liffe U.S.
mini MSCI futures: 178K contracts on September 16th
- Record monthly volume in mini MSCI
Emerging Markets futures: over 1M contracts (ADV of 53K) in
September 2013
- Record daily volume in mini MSCI
Emerging Markets futures: 143K contracts on September 16th
- Record OI in NYSE Liffe U.S. mini MSCI
futures: 408K contracts on September 19, up 75% from year-end 2012
and representing a notional value of more than $20 billion
- Record quarterly volume of 2.4 million
NYSE Liffe U.S. futures contracts during Q3, up 13% from Q2
“This activity marks the 9th consecutive record quarter for mini
MSCI futures volume since NYSE Liffe U.S. became the sole U.S.
futures market for MSCI-based products,” said Cliff Weber, Head of
Strategy and Product Development, NYSE Liffe U.S. “One particularly
strong area of growth has been in the mini MSCI Emerging Markets
contract, where we continue to see increased liquidity and broad
industry adoption during the U.S. and European time zones. We
believe that the launch of the new mini MSCI Emerging Markets Asia
contract will continue to accelerate the global traction of this
benchmark product set by targeting new users specifically from the
Asia region.”
Following the success in the existing mini MSCI futures,
customer demand has been strong for additional benchmark products
as well as the ability to manage regional equity investments. As a
result, in early Q4 2013 and subject to regulatory approval, NYSE
Liffe U.S. will launch trading in futures on the MSCI ACWI, MSCI
ACWI Ex-US and MSCI Emerging Markets Asia indices. These new
products will be available in the central order book and for block
trading via NYSE Liffe U.S.’ highly successful Block at Index Close
(BIC) order type. To date, market participants have executed more
than 1,350 transactions across the mini MSCI futures complex valued
at more than $36 billion in notional value.
With the addition of the new ACWI based and Emerging Market Asia
products, NYSE Liffe U.S. will offer a diverse portfolio of 18
benchmark, style and regional index futures, providing the
marketplace with additional choice and flexibility. The listing of
futures on the MSCI Emerging Market Asia Index addresses demand
from users of the benchmark mini MSCI Emerging Market contract for
a specific tool to under/overweight to the Asian portion of the
overall index.
NYSE Liffe U.S. signed its original license agreement with MSCI
in 2009, and earlier this year extended that agreement to 2021, to
continue offering a broad suite of domestic and international index
futures products built on a range of MSCI equity indices. With more
than 150,000 global equity indices calculated daily, MSCI indices
are recognized and used by leading asset managers around the
world.
For more information on mini MSCI index futures contracts please
visit: http://www.nyx.com/minimscis
About NYSE Liffe U.S.
A unit of NYSE Euronext, NYSE Liffe U.S. is a partnership with
six leading market participants, Citadel Securities, DRW Ventures
LLC (an affiliate of DRW Trading Group), GETCO, Goldman Sachs,
Morgan Stanley and UBS. It is a global, multi-asset class futures
exchange trading a diverse range of products, including a suite of
MSCI-based futures, liquid precious metals contracts, the newly
launched Futures on the NYSE Arca Gold Miners Index and contracts
based on the DTCC GCF Repo IndexTM. NYSE Liffe U.S. utilizes the
proven LIFFE CONNECT® trading platform designed and maintained by
NYSE Technologies that matched approximately 3.7 million contracts
per day on the NYSE Liffe markets in Europe in 2012. The exchange
offers a wide range of global connectivity options allowing members
to efficiently transact on the platform in a highly cost efficient
manner. For more information, please
visit www.nyseliffeus.com
NYSE Liffe U.S. was named 2012 ‘Exchange of the Year’ by Risk
Magazine and its innovative DTCC GCF Repo Index® futures were
awarded 2012 ‘New Contract of the Year’ for Interest Rates by
Futures and Options Week (FOW) Magazine.
MSCI and the MSCI Index names are service marks of MSCI Inc.
(“MSCI”) or its affiliates and have been licensed for use by NYSE
Liffe US LLC. Futures contracts on any MSCI Index (“Contracts”) are
not sponsored, guaranteed or endorsed by MSCI, its affiliates or
any other party involved in, or related to, making or compiling
such MSCI Index. Neither MSCI, its affiliates nor any other party
involved in, or related to, making or compiling any MSCI Index
makes any representations regarding the advisability of investing
in such Contracts. Neither MSCI, its affiliates nor any other party
involved in, or related to, making or compiling any MSCI Index
makes any warranty, express or implied, or bears any liability as
to the results to be obtained by any person or any entity from the
use of any such MSCI Index or any data included therein. No
purchaser, seller or holder of this security, or any other person
or entity, should use or refer to any MSCI trade name, trademark or
service mark to sponsor, endorse, market or promote this security
without first contacting MSCI to determine whether MSCI’s
permission is required.
nyx.com
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Media:NYSE EuronextEric Ryan,
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