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 |
|---|---|
| + 23% | - 4.8% |
| YTD ADV notional | OI notional |
| $30 BN | $180 BN |
| Top traded contracts OI | |
| MSCI EM futures | $93 BN |
| MSCI EAFE futures | $70 BN |
| MSCI ACWI futures | $1.65 BN |
| MSCI Brazil futures | $1.85 BN |
Trending: MSCI World Selection futures
Now the largest sustainable equity index futures contract globally by notional open interest. OI 34k lots +92% QoQ / $2.8bn and YTD ADV ~1,000 lots.
Insight: MSCI Total Return Futures
ICE's SOFR-referenced, exchange-listed MSCI TRFs (tracking the MSCI ACWI, EAFE, EM, USA, World Indices) offer a cleared, capital-efficient alternative to total return swaps. More on ice.com/equity-derivatives/msci/msci-trfs
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 250 Index Futures
Open interest has continued to build into 2026, up 70% YoY, as investors add domestic U.K. mid-cap exposure.
Insight: Mini FTSE 100 Daily Index Options
First trades have printed in the smaller-denomination, daily-expiry contract, extending ICE's FTSE 100 options suite to more granular clip sizes for systematic and precision-hedging flow.
Equity contracts performance
| Product Code | Ticker | Jun 26' ADV | YTD ADV | Open Interest | |
|---|---|---|---|---|---|
| FTSE | |||||
| FTSE 100 Index Futures | Z | Z A | 132,250 | 95,793 | 469,774 |
| FTSE 100 Index Options | ESX | UKX | 19,065 | 24,241 | 875,667 |
| FTSE 250 Index Futures | Y2 | YBYA | 4,483 | 2,714 | 33,024 |
| FTSE 100 Dividend Index Futures | XZ | UKDA | 1,118 | 2,029 | 93,013 |
| MSCI | |||||
| MSCI Emerging Markets Index Futures | MME | MESA | 303,018 | 204,668 | 1,055,009 |
| MSCI EAFE Index Futures | MFS | MFSA | 104,165 | 69,738 | 442,982 |
| MSCI ACWI Index Futures | MMW | WMWA | 1,805 | 930 | 12,884 |
| MSCI EM ex China Index Futures | MMC | MMLA | 561 | 527 | 3,907 |
| MSCI Brazil Index Futures | MCG | MCBA | 1,315 | 933 | 14,734 |
| Climate & ESG | |||||
| MSCI EM Climate PAI Index Futures | MVU | MVYA | 1,364 | 393 | 7,714 |
| MSCI Europe Climate PAI Index Futures | MVT | MTEA | 1,168 | 451 | 12,235 |
| MSCI World Climate Change Index Futures | WOW | WOWA | 931 | 337 | 9,772 |
| MSCI World Selection Index Futures | LFW | LFWA | 3,439 | 952 | 33,865 |
| FANG | |||||
| Micro FANG+ Index Futures | FNG | FNSA | 1,817 | 1,179 | 7,044 |
| Single Stock Derivatives | |||||
| Futures | --- | --- | 92,479 | 78,642 | 190,168 |
| Options | --- | --- | 35,962 | 47,118 | 1,748,817 |
Wednesday, 1 July 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.