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NYSE Euronext Announces Trading Volumes for August 2011Global Derivatives ADV Up 65% Year-Over-Year - Record U.S. Equity Options ADV - European Cash ADV Up 70% to Record 2.2 Million Trades - U.S. Cash Up 39% - NYSE Liffe U.S. Total Open Interest Over 900,000 Contracts

Date 07/09/2011

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for August 20111. Trading volumes across all venues were significantly higher, both year-over-year and sequentially due to heightened market volatility in the U.S. and Europe resulting in new monthly trading records in U.S. equity options and European cash. Global derivatives average daily volume ("ADV") of 10.4 million contracts in August 2011 increased 64.6% versus the prior year driven by a 91.3% increase in U.S. options ADV to a record 5.8 million contracts and a 36.5% increase in European derivatives. Cash equities ADV in August 2011 was strong, with European cash ADV increasing 70.3% to a record 2.2 million trades per day and U.S. cash trading ADV increasing 38.9% from August 2010 levels.


Highlights

  • NYSE Euronext global derivatives ADV in August 2011 of 10.4 million contracts increased 64.6% compared to August 2010 and increased 30.5% from July 2011 levels.
  • NYSE Euronext European derivatives products ADV in August 2011 of 4.5 million contracts increased 36.5% compared to August 2010 and increased 21.1% from July 2011 levels. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV increased 53.1% compared to August 2010 and increased 35.4% from July 2011.
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) record ADV of 5.8 million contracts in August 2011 increased 91.3% compared to August 2010 levels and increased 38.9% from July 2011. NYSE Euronext's U.S. options exchanges accounted for 26.4% of total U.S. consolidated equity options trading in August 2011, up from 25.2% in August 2010 and up from 25.8% recorded in July 2011.
  • NYSE Liffe U.S. ADV of approximately 137,100 contracts increased from 9,600 contracts in August 2010 and 101,300 contracts in July 2011. Total exchange open interest is now over 900,000 contracts.
  • NYSE Euronext European cash products record ADV of 2.2 million transactions in August 2011 increased 70.3% compared to August 2010 and increased 32.7% from July 2011 levels.
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 3.2 billion shares in August 2011 increased 38.9% compared to August 2010 and increased 60.0% compared to July 2011. NYSE Euronext's Tape A matched market share in August 2011 was 36.2%, down from 38.1% in August 2010, but up from 34.3% in July 2011.
  • There were a total of 23 trading days in Europe and the U.S. in August 2011 compared to 22 trading days in Europe and the U.S. in August 2010.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in August 2011 was 4.5 million futures and options contracts, an increase of 36.5% from August 2010 and an increase of 21.1% from July 2011.
  • The 4.5 million in European derivatives futures and options contracts ADV in August 2011 consisted of 4.0 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.5 million contracts, or 11.7%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV increased 53.1% compared to August 2010 and increased 35.4% from July 2011.
  • Year-to-date, European derivatives products ADV of 4.7 million contracts was 8.6% below prior year levels. The 4.7 million in futures and options contracts ADV year-to-date consisted of 3.5 million contracts executed through LIFFE CONNECT trading platform and 1.2 million contracts, or 26.1%, executed through Bclear.
  • Total fixed income products ADV of 2.6 million contracts in August 2011 increased 57.4% from August 2010 and increased 37.3% from July 2011. Year-to-date, total fixed income products ADV of 2.4 million contracts was 3.4% below prior year levels.
  • Total equity products (including Bclear) ADV of 1.8 million contracts in August 2011 increased 17.5% compared to August 2010 and increased 5.2% from July 2011. The 1.8 million contracts in equity products ADV consisted of 1.0 million contracts in individual equity products ADV and 0.8 million contracts in equity index products ADV. The 1.1 million contracts in individual equity products ADV consisted of 0.4 million in futures contracts, which represented a 36.8% decrease compared to August 2010 and 0.7 million in options contracts, which represented a 41.6% increase compared to August 2010. The average net rate per contract for individual equity futures contracts is significantly lower than other products traded on NYSE Liffe. Year-to-date, total equity products ADV of 2.3 million contracts was 14.5% below prior year levels.
  • Total commodities products ADV of 67,000 contracts in August 2011 decreased 18.4% compared to August 2010 and decreased 13.6% compared to July 2011. Year-to-date, total commodities product ADV of 83,000 contracts was 34.5% above prior year levels.

U.S. Derivatives

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) record ADV of 5.8 million contracts in August 2011 increased 91.3% compared to August 2010 and increased 38.9% compared to July 2011. Year-to-date, U.S. equity options ADV of 4.4 million contracts was 20.3% above prior year levels.
  • Total U.S. consolidated equity options ADV increased 83.1% to 21.8 million contracts in August 2011 compared to August 2010 and increased 36.1% compared to July 2011. Year-to-date, U.S. consolidated equity options ADV of 17.2 million contracts was 21.5% above prior year levels.
  • NYSE Euronext's U.S. options exchanges accounted for 26.4% of the total U.S. consolidated equity options trading in August 2011, up from 25.2% in August 2010 and up from 25.8% in July 2011.
  • NYSE Liffe U.S. ADV of approximately 137,100 contracts increased from 9,600 contracts in August 2010 and 101,300 contracts in July 2011. Total exchange open interest is now over 900,000 contracts. Year-to-date, U.S. futures and futures options ADV of 73,300 contracts was 322.7% above prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products record ADV of 2.2 million transactions in August 2011 increased 70.3% compared to August 2010 and increased 32.7% compared to July 2011.
  • Year-to-date, European cash products ADV of 1.7 million transactions was 16.2% above prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in August 2011 increased 38.9% to 3.2 billion shares compared to August 2010 and increased 60.0% from July 2011.
  • Year-to-date, U.S. cash products handled ADV was 2.3 billion shares, down 17.0% from prior year levels.
  • NYSE Euronext's Tape A matched market share in August 2011 was 36.2%, down from 38.1% in August 2010, but up from 34.3% in July 2011.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 517 million shares in August 2011 increased 71.5% compared to August 2010 and increased 86.8% compared to July 2011.
  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 312 million shares was 12.9% below prior year levels.

Please click here for the Monthly Transaction Activity Data Table.

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