ICE reports record trading activity on mortgage rate lock index

Intercontinental Exchange’s U.S. Residential Mortgage Rate Lock Index Futures reached record trading activity during September and the third quarter of 2023.

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The index had a record 67,416 contracts traded during September 2023, along with a record 113,641 contracts traded during the third quarter.

“ICE’s mortgage futures offer an extremely efficient hedge for mortgage servicers where we are seeing the gap between the primary mortgage rate and U.S. Treasury rate widen to near all-time highs, as well as for originators where our futures have become an attractive alternative to hedge loan programs that offer extended lock features,” David Farrell, chief operating officer of ICE Futures U.S., said. “Based on ICE Mortgage Technology’s industry leading network coverage, and with liquidity a full six months forward, the consistent volume growth in the contract is encouraging and demonstrates the value the industry sees in having a refined hedging tool in their portfolio.”

ICE offers futures based on the ICE U.S. Conforming 30-year Fixed Mortgage Rate Lock Index which tracks residential mortgage loan applications where borrowers and lenders have committed to lock-in the interest rate prior to closing. The index provides lenders and investors with a daily indicator based on thousands of locked rate applications processed by ICE Mortgage Technology.

ICE officials that loan originators are attracted to the contract design of ICE’s mortgage futures where they can manage risk exposure over a six-month tenor and capture rate adjustments as the future tracks the daily primary lending rate.

ICE Mortgage Technology combines data and expertise to help automate every step in the mortgage process from consumer engagement through to loan registration.