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NYSE Euronext Announces Trading Volumes For June 2011 And Other Metrics - Global Derivatives ADV Up 8% Year-Over-Year on U.S. Options And European Fixed Income - NYSE Liffe U.S. Total Open Interest Over 650,000 Contracts - Completed Successful Migration Of MSCI-Index Based Futures

Date 08/07/2011

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for June 20111. Global derivatives average daily volume ("ADV") of 8.8 million contracts in June 2011 increased 8.0% versus the prior year driven by a 19.7% increase in U.S. options ADV and a 14.3% increase in European fixed income derivatives which offset a 14.4% decrease in European equity products ADV. Cash equities ADV declined across all venues in June 2011, with European cash ADV decreasing 2.8% and U.S. cash trading ADV decreasing 28.7% from June 2010 levels.

Highlights

  • NYSE Euronext global derivatives ADV in June 2011 of 8.8 million contracts increased 8.0% compared to June 2010, but decreased 16.3% from May 2011 levels.
  • NYSE Euronext European derivatives products ADV in June 2011 of 4.6 million contracts decreased 2.1% compared to June 2010 and decreased 28.1% from May 2011 levels. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV increased 4.8% compared to June 2010 and decreased 2.0% from May 2011.
  • Total European fixed income products ADV in June 2011 of 2.2 million contracts increased 14.3% compared to June 2010, but decreased 6.7% from May 2011. Total equity products ADV of 2.4 million contracts in June 2011 decreased 14.4% compared to June 2010 and decreased 41.3% from May 2011. Total commodities products ADV of 93,000 contracts in June 2011 increased 50.6% compared to June 2010 and increased 14.6% from May 2011.
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.1 million contracts in June 2011 increased 19.7% compared to June 2010 levels and increased 2.2% from May 2011. NYSE Euronext's U.S. options exchanges accounted for 26.4% of total U.S. consolidated equity options trading in June 2011, down slightly from 26.5% in June 2010, but up from 25.1% recorded in May 2011.
  • NYSE Liffe U.S. ADV of approximately 97,500 contracts represented an increase of 504.6% compared to June 2010 and an increase of 4.1% compared to May 2011. NYSE Liffe is now the sole listing in the U.S. for MSCI index-based futures after completing the successful migration of most of the open interest from another exchange. Total exchange open interest is now over 650,000 contracts.
  • NYSE Euronext European cash products ADV of 1.5 million transactions in June 2011 decreased 2.8% compared to June 2010 and decreased 3.9% from May 2011 levels.
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.2 billion shares in June 2011 decreased 28.7% compared to June 2010, but increased 3.3% compared to May 2011. NYSE Euronext's Tape A matched market share in June 2011 was 36.6%, down from 38.8% in June 2010, but up from 35.5% in May 2011.
  • There were a total of 22 trading days in Europe and the U.S. in June 2011 compared to 22 trading days in Europe and the U.S. in June 2010.
  • The preliminary average net revenue per transaction type (as defined below) for each of the primary trading venuesin the second quarter of 2011 is included below:
1Q11 Actual 2Q11 Preliminary
European Derivatives (ex. Bclear)1 $ 0.692 $ 0.72
U.S. Equity Options2 $ 0.165 $ 0.16
European Cash3 $ 0.667 $ 0.74

U.S. Cash4

 $ 0.037 $ 0.039

1 Average net revenue per contract, excluding Bclear.

2 Average net revenue per contract.

3 Average net revenue per transaction.

4 Average net revenue per 100 shares handled.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in June 2011 was 4.6 million futures and options contracts, a decrease of 2.1% from June 2010 and a decrease of 28.1% from May 2011.
  • The 4.6 million in European derivatives futures and options contracts ADV in June 2011 consisted of 3.2 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.4 million contracts, or 29.6%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV increased 4.8% compared to June 2010 and decreased 2.0% from May 2011.
  • In the second quarter of 2011, European derivatives products ADV of 5.3 million contracts was 20.1% below prior year levels. The 5.3 million in futures and options contracts ADV in the second quarter of 2011 consisted of 3.2 million contracts executed through LIFFE CONNECT trading platform and 2.1 million contracts, or 40.1%, executed through Bclear.
  • Year-to-date, European derivatives products ADV of 5.0 million contracts was 13.6% below prior year levels. The 5.0 million in futures and options contracts ADV year-to-date consisted of 3.6 million contracts executed through LIFFE CONNECT trading platform and 1.4 million contracts, or 29.1%, executed through Bclear.
  • Total fixed income products ADV of 2.2 million contracts in June 2011 increased 14.3% from June 2010, but decreased 6.7% from May 2011. In the second quarter of 2011, total fixed income products ADV of 2.1 million contracts was 19.6% below prior year levels. Year-to-date, total fixed income products ADV of 2.4 million contracts was 9.8% below prior year levels.
  • Total equity products (including Bclear) ADV of 2.4 million contracts in June 2011 decreased 14.4% compared to June 2010 and decreased 41.3% from May 2011. The 2.4 million contracts in equity products ADV consisted of 1.8 million contracts in individual equity products ADV and 0.6 million contracts in equity index products ADV. The 1.8 million contracts in individual equity products ADV consisted of 1.2 million in futures contracts, which represented a 16.4% decrease compared to June 2010 and 0.6 million in options contracts, which represented a 13.4% decrease compared to June 2010. The average net rate per contract for individual equity futures contracts is significantly lower than other products traded on NYSE Liffe. In the second quarter of 2011, total equity products ADV of 3.1 million contracts was 21.6% below prior year levels. Year-to-date, total equity products ADV of 2.5 million contracts was 18.2% below prior year levels.
  • Total commodities products ADV of 93,000 contracts in June 2011 increased 50.6% compared to June 2010 and increased 14.6% compared to May 2011. In the second quarter of 2011, total commodities product ADV of 84,300 contracts was 52.6% above prior year levels. Year-to-date, total commodities product ADV of 86,000 contracts was 60.7% above prior year levels.

U.S. Derivatives

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.1 million contracts in June 2011 increased 19.7% compared to June 2010 and increased 2.2% compared to May 2011. In the second quarter of 2011, U.S. equity options ADV of 4.1 million contracts was 0.6% below prior year levels. Year-to-date, U.S. equity options ADV of 4.2 million contracts was 8.5% above prior year levels.
  • Total U.S. consolidated equity options ADV increased 20.1% to 15.6 million contracts in June 2011 compared to June 2010, but decreased 2.7% compared to May 2011. In the second quarter of 2011, U.S. consolidated equity options ADV of 15.8 million contracts was 0.2% above prior year levels. Year-to-date, U.S. consolidated equity options ADV of 16.5 million contracts was 11.2% 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 June 2011, down slightly from 26.5% in June 2010 and up from 25.1% in May 2011.
  • NYSE Liffe U.S. ADV of approximately 97,500 contracts represented an increase of 504.6% compared to June 2010 and an increase of 4.1% compared to May 2011. NYSE Liffe is now the sole listing in the U.S. for MSCI index-based futures after completing the successful migration of most of the open interest from another exchange. Total exchange open interest is now over 650,000 contracts. In the second quarter of 2011, U.S. futures and futures options ADV of 94,400 contracts was 408.2% above prior year levels. Year-to-date, U.S. futures and futures options ADV of 58,300 contracts was 196.8% above prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.5 million transactions in June 2011 decreased 2.8% compared to June 2010 and decreased 3.9% compared to May 2011.
  • In the second quarter of 2011, European cash products ADV of 1.5 million transactions was 10.6% below prior year levels.
  • Year-to-date, European cash products ADV of 1.7 million transactions was 8.2% above prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in June 2011 decreased 28.7% to 2.2 billion shares compared to June 2010, but increased 3.3% from May 2011.
  • In the second quarter of 2011, U.S. cash products handled ADV was 2.1 billion shares, down 35.6% from prior year levels.
  • Year-to-date, U.S. cash products handled ADV was 2.2 billion shares, down 24.1% from prior year levels.
  • NYSE Euronext's Tape A matched market share in June 2011 was 36.6%, down from 38.8% in June 2010, but up from 35.5% in May 2011.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 289 million shares in June 2011 decreased 24.3% compared to June 2010 and decreased 2.1% compared to May 2011.
  • In the second quarter of 2011, NYSE Euronext U.S. matched exchange-traded funds ADV of 276 million shares was 34.0% below prior year levels.
  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 280 million shares was 24.9% below prior year levels.

Other Metrics

  • The average EUR/USD exchange rate for the second quarter of 2011 of $1.44 represented an increase of 5.2% from the first quarter of 2011 and an increase of 12.9% compared to the second quarter of 2010.
  • The average GBP/USD exchange rate for the second quarter of 2011 of $1.63 represented an increase of 1.8% from the first quarter of 2011 and an increase of 9.3% compared to the second quarter of 2010.

Please click here for the Monthly Transaction Activity Data Table.

About NYSE Euronext

NYSE Euronext (NYX) is a leading global operator of financial markets and provider of innovative trading technologies. The company's exchanges in Europe and the United States trade equities, futures, options, fixed-income and exchange-traded products. With approximately 8,000 listed issues (excluding European Structured Products), NYSE Euronext's equities markets - the New York Stock Exchange, NYSE Euronext, NYSE Amex, NYSE Alternext and NYSE Arca - represent one-third of the world's equities trading, the most liquidity of any global exchange group. NYSE Euronext also operates NYSE Liffe, one of the leading European derivatives businesses and the world's second-largest derivatives business by value of trading. The company offers comprehensive commercial technology, connectivity and market data products and services through NYSE Technologies. NYSE Euronext is in the S&P 500 index, and is the only exchange operator in the Fortune 500. For more information, please visit: http://www.nyx.com.

Disclaimer and Cautionary Note Regarding Forward-Looking Statements

This press release may contain forward-looking statements, including forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995. Such forward-looking statements include, but are not limited to, statements concerning NYSE Euronext's plans, objectives, expectations and intentions and other statements that are not historical or current facts. Forward-looking statements are based on NYSE Euronext's current expectations and involve risks and uncertainties that could cause actual results to differ materially from those expressed or implied in such forward-looking statements. Factors that could cause NYSE Euronext's results to differ materially from current expectations include, but are not limited to: NYSE Euronext's ability to implement its strategic initiatives, economic, political and market conditions and fluctuations, government and industry regulation, interest rate risk and U.S. and global competition, and other factors detailed in NYSE Euronext's reference document for 2010 ("document de référence") filed with the French Autorité des Marchés Financiers (Filed on April 19, 2011 under No. D.11-0333), 2010 Annual Report on Form 10-K and other periodic reports filed with the U.S. Securities and Exchange Commission or the French Autorité des Marchés Financiers. In addition, these statements are based on a number of assumptions that are subject to change. Accordingly, actual results may be materially higher or lower than those projected. The inclusion of such projections herein should not be regarded as a representation by NYSE Euronext that the projections will prove to be correct. This press release speaks only as of this date. NYSE Euronext disclaims any duty to update the information herein.

1 All NYSE Euronext derivatives transactions count buy and sell orders together as a single transaction. NYSE Euronext European equities transactions count each buy and sell order as separate transactions, NYSE Euronext U.S. equities transactions count buy and sell orders together as a single transaction.

NYSE Euronext

Monthly Volume Summary
                                                     
          Average Daily Volume   Total Volume     Average Daily Volume   Total Volume
(Unaudited; contracts in thousands)   Jun-11   Jun-10   % Chg   Jun-11   Jun-10   % Chg     YTD 2011  

% Chg vs.
YTD 2010

   YTD 2011  

% Chg vs.
YTD 2010
                                                     
Number of Trading Days - European Markets   22     22           22     22           127           127      
Number of Trading Days - U.S. Markets   22     22           22     22           125           125      
                                                     

European Derivatives Products

   4,634     4,733     -2.1 %     101,957     104,115     -2.1 %     4,961     -13.6 %     630,051     -12.9 %
    of which Bclear   1,373     1,620     -15.2 %     30,217     35,648     -15.2 %     1,443     -20.4 %     183,210     -19.7 %
                                                     
Total Fixed Income Products   2,163     1,893     14.3 %     47,583     41,641     14.3 %     2,425     -9.8 %     308,023     -9.1 %
                                                     
    Short Term Interest Rate Products   2,025     1,792     13.0 %     44,540     39,416     13.0 %     2,289     -10.9 %     290,718     -10.2 %
    Medium and Long Term Interest Rate Products 1   138     101     36.7 %     3,043     2,226     36.7 %     136     13.9 %     17,305     14.8 %
                                                     
Total Equity Products 2   2,378     2,778     -14.4 %     52,322     61,112     -14.4 %     2,450     -18.2 %     311,090     -17.6 %
                                                     
    Individual Equity Products   1,754     2,074     -15.4 %     38,582     45,620     -15.4 %     1,895     -18.7 %     240,714     -18.1 %
    Futures   1,168     1,398     -16.4 %     25,702     30,754     -16.4 %     1,274     -18.5 %     161,748     -17.9 %
    Options   585     676     -13.4 %     12,880     14,866     -13.4 %     622     -19.0 %     78,965     -18.4 %
    Equity Index Products   625     704     -11.3 %     13,741     15,492     -11.3 %     554     -16.6 %     70,376     -16.0 %
                                                     
    of which Bclear   1,373     1,620     -15.2 %     30,217     35,648     -15.2 %     1,443     -20.4 %     183,210     -19.7 %
    Individual Equity Products   1,263     1,514     -16.6 %     27,776     33,308     -16.6 %     1,366     -19.7 %     173,476     -19.1 %
    Futures   1,168     1,395     -16.3 %     25,696     30,692     -16.3 %     1,259     -19.4 %     159,866     -18.8 %
    Options   95     119     -20.5 %     2,080     2,616     -20.5 %     107     -22.8 %     13,610     -22.2 %
    Equity Index Products   111     106     4.3 %     2,441     2,340     4.3 %     77     -30.5 %     9,734     -29.9 %
                                                     
Commodity Products   93     62     50.6 %     2,051     1,362     50.6 %     86     60.7 %     10,938     62.0 %
                                                     
U.S. Derivatives Products                                              
                                                     
Equity Options 3                                              
                                                     
NYSE Euronext Options Contracts   4,105     3,430     19.7 %     90,301     75,464     19.7 %     4,230     8.5 %     528,738     9.4 %
Total Consolidated Options Contracts   15,570     12,968     20.1 %     342,531     285,302     20.1 %     16,526     11.2 %     2,065,771     12.1 %
                                                     
NYSE Group Share of Total   26.4 %   26.5 %         26.4 %   26.5 %         25.6 %   -0.6 %     25.6 %   -0.6 %
                                                     
NYSE Liffe U.S.                                              
                                                     
Futures and Futures Options Volume   97.5     16.1     504.6 %     2,145     355     504.6 %     58.3     196.8 %     7,293.0     199.2 %
                                                     
European Cash Products (trades in thousands)   1,518     1,562     -2.8 %     33,396     34,362     -2.8 %     1,672     8.2 %     212,376     9.1 %
                                                     
Equities   1,461     1,501     -2.7 %     32,146     33,022     -2.7 %     1,608     8.4 %     204,191     9.2 %
Exchange-Traded Funds   17     18     -6.9 %     377     405     -6.9 %     18     -1.8 %     2,348     -1.1 %
Structured Products   35     37     -4.8 %     765     804     -4.8 %     41     10.4 %     5,171     11.3 %
Bonds     5     6     -18.0 %     108     131     -18.0 %     5     -15.7 %     667     -15.1 %
                                                     
U.S. Cash Products (shares in millions) 5   2,151     3,016     -28.7 %     47,331     66,346     -28.7 %     2,191     -24.1 %     273,905     -23.5 %
                                                     
NYSE Listed (Tape A) Issues 4                                              
                                                     
Handled Volume 5   1,525     2,241     -31.9 %     33,553     49,291     -31.9 %     1,564     -25.6 %     195,465     -25.0 %
Matched Volume 6   1,450     2,113     -31.4 %     31,902     46,485     -31.4 %     1,480     -24.6 %     185,021     -24.0 %
Total NYSE Listed Consolidated Volume   3,961     5,447     -27.3 %     87,140     119,840     -27.3 %     4,249     -22.1 %     531,121     -21.5 %
                                                     
Share of Total Consolidated Volume                                              
Handled Volume 5   38.5 %   41.1 %   -2.6 %     38.5 %   41.1 %   -2.6 %     36.8 %   -1.7 %     36.8 %   -1.7 %
Matched Volume 6   36.6 %   38.8 %   -2.2 %     36.6 %   38.8 %   -2.2 %     34.8 %   -1.1 %     34.8 %   -1.1 %
                                                     
NYSE Arca & Amex (Tape B) Listed Issues                                          
                                                     
Handled Volume 5   353     449     -21.5 %     7,756     9,880     -21.5 %     340     -21.4 %     42,552     -20.8 %
Matched Volume 6   320     405     -21.0 %     7,032     8,902     -21.0 %     306     -20.8 %     38,246     -20.2 %
Total NYSE Arca & Amex Listed Consolidated Volume   1,347     1,672     -19.4 %     29,629     36,776     -19.4 %     1,319     -20.5 %     164,862     -19.9 %
                                                     
Share of Total Consolidated Volume                                              
Handled Volume 5   26.2 %   26.9 %   -0.7 %     26.2 %   26.9 %   -0.7 %     25.8 %   -0.3 %     25.8 %   -0.3 %
Matched Volume 6   23.7 %   24.2 %   -0.5 %     23.7 %   24.2 %   -0.5 %     23.2 %   -0.1 %     23.2 %   -0.1 %
                                                     
Nasdaq Listed (Tape C) Issues                                              
                                                     
Handled Volume 5   274     326     -16.1 %     6,022     7,175     -16.1 %     287     -18.0 %     35,888     -17.4 %
Matched Volume 6   233     277     -15.8 %     5,131     6,097     -15.8 %     244     -16.2 %     30,495     -15.5 %
Total Nasdaq Listed Consolidated Volume   2,021     2,263     -10.7 %     44,468     49,779     -10.7 %     2,023     -16.9 %     252,911     -16.3 %
                                                     
Share of Total Consolidated Volume                                              
Handled Volume 5   13.5 %   14.4 %   -0.9 %     13.5 %   14.4 %   -0.9 %     14.2 %   -0.2 %     14.2 %   -0.2 %
Matched Volume 6   11.5 %   12.2 %   -0.7 %     11.5 %   12.2 %   -0.7 %     12.1 %   0.2 %     12.1 %   0.2 %
                                                     
Exchange-Traded Funds 5,7                                              
                                                     
Handled Volume 5   321     425     -24.4 %     7,068     9,344     -24.4 %     311     -25.1 %     38,935     -24.5 %
Matched Volume 6   289     382     -24.3 %     6,364     8,412     -24.3 %     280     -24.9 %     34,948     -24.2 %
Total ETF Consolidated Volume   1,264     1,656     -23.6 %     27,818     36,433     -23.6 %     1,225     -25.2 %     153,172     -24.6 %
                                                     
Share of Total Consolidated Volume                                              
Handled Volume 5   25.4 %   25.6 %   -0.2 %     25.4 %   25.6 %   -0.2 %     25.4 %   0.0 %     25.4 %   0.0 %
Matched Volume 6   22.9 %   23.1 %   -0.2 %     22.9 %   23.1 %   -0.2 %     22.8 %   0.1 %     22.8 %   0.1 %
                                                     
                                                     

1Data includes currency products.

2Includes all trading activities for Bclear, NYSE Liffe's clearing service for wholesale derivatives.

3Includes trading in U.S. equity options contracts, not equity-index options.

                    

4Includes all volume executed in NYSE Group crossing sessions.

                            

5Represents the total number of shares of equity securities and ETFs internally matched on the NYSE Group's exchanges or routed to
and executed at an external market center. NYSE Arca routing includes odd-lots.

6Represents the total number of shares of equity securities and ETFs executed on the NYSE Group's exchanges.

7Data included in previously identified categories.

          
               
Source: NYSE Euronext, Options Clearing Corporation and Consolidated Tape as reported for equity securities.
All trading activity is single-counted, except European cash trading which is double counted to include 

BT_Radianz_120x600_Jul23.jpg