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NYSE Euronext Announces Trading Volumes For October 2011 - Global Derivatives ADV Up 9%; U.S. Equity Options ADV Up 19% - European Cash ADV Up 21%; U.S. Cash ADV Up 6%

Date 10/11/2011

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for October 2011[1]. Global derivatives average daily volume (“ADV”) of 8.2 million contracts in October 2011 increased 9.1% versus the prior year, driven by an 18.7% increase in U.S. options ADV. Cash equities ADV in October 2011 were stronger, with European cash trading ADV increasing 21.0% and U.S. cash trading ADV increasing 5.6% from October 2010 levels.

Highlights

  • NYSE Euronext global derivatives ADV in October 2011 of 8.2 million contracts increased 9.1% compared to October 2010, but decreased 13.9% from September 2011 levels.
  • NYSE Euronext European derivatives products ADV in October 2011 of 3.4 million contracts decreased 3.8% compared to October 2010 and decreased 29.0% from September 2011 levels. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 5.2% compared to October 2010 and decreased 19.9% from September 2011.
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.7 million contracts in October 2011 increased 18.7% compared to October 2010 levels and increased 2.0% from September 2011. NYSE Euronext’s U.S. options exchanges accounted for 27.3% of total U.S. consolidated equity options trading in October 2011, up from 25.9% in October 2010 and up from 26.8% recorded in September 2011.
  • NYSE Liffe U.S. ADV of approximately 95,600 contracts increased from 12,900 contracts in October 2010, but decreased from 113,400 contracts in September 2011.
  • NYSE Euronext European cash products ADV of 1.7 million transactions in October 2011 increased 21.0% compared to October 2010, but decreased 7.4% from September 2011 levels.
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.5 billion shares in October 2011 increased 5.6% compared to October 2010, but decreased 2.4% compared to September 2011. NYSE Euronext’s Tape A matched market share in October 2011 was 33.9%, down from 35.2% in October 2010 and down from 36.3% in September 2011.
  • There were a total of 21 trading days in Europe and the U.S. in October 2011 compared to 21 trading days in Europe and the U.S. in October 2010.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in October 2011 was 3.4 million futures and options contracts, a decrease of 3.8% from October 2010 and a decrease of 29.0% from September 2011.
  • The 3.4 million in European derivatives futures and options contracts ADV in October 2011 consisted of 2.9 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.5 million contracts, or 14.9%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV decreased 5.2% compared to October 2010 and decreased 19.9% from September 2011.
  • Year-to-date, European derivatives products ADV of 4.6 million contracts was 6.3% below prior year levels. The 4.6 million in futures and options contracts ADV year-to-date consisted of 3.4 million contracts executed through LIFFE CONNECT trading platform and 1.2 million contracts, or 25.1%, executed through Bclear.
  • Total fixed income products ADV of 1.9 million contracts in October 2011 decreased 4.8% from October 2010 and decreased 25.4% from September 2011. Year-to-date, total fixed income products ADV of 2.4 million contracts was 1.8% below prior year levels.
  • Total equity products (including Bclear) ADV of 1.4 million contracts in October 2011 decreased 2.7% compared to October 2010 and decreased 33.9% from September 2011. The 1.4 million contracts in equity products ADV consisted of 0.9 million contracts in individual equity products ADV and 0.5 million contracts in equity index products ADV. The 0.9 million contracts in individual equity products ADV consisted of 0.4 million in futures contracts, which represented a 6.1% increase compared to October 2010 and 0.5 million in options contracts, which represented a 18.1% decrease compared to October 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 2.2 million contracts was 11.6% below prior year levels.
  • Total commodities products ADV of 80,000 contracts in October 2011 increased 4.3% compared to October 2010, but decreased 12.1% compared to September 2011. Year-to-date, total commodities product ADV of 83,000 contracts was 29.1% above prior year levels.

U.S. Derivatives

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.7 million contracts in October 2011 increased 18.7% compared to October 2010 and increased 2.0% compared to September 2011. Year-to-date, U.S. equity options ADV of 4.5 million contracts was 21.3% above prior year levels.
  • Total U.S. consolidated equity options ADV increased 12.8% to 17.1 million contracts in October 2011 compared to October 2010 and increased 0.1% compared to September 2011. Year-to-date, U.S. consolidated equity options ADV of 17.2 million contracts was 21.3% above prior year levels.
  • NYSE Euronext’s U.S. options exchanges accounted for 27.3% of the total U.S. consolidated equity options trading in October 2011, up from 25.9% in October 2010 and up from 26.8% in September 2011.
  • NYSE Liffe U.S. ADV of approximately 95,600 contracts increased from 12,900 contracts in October 2010, but decreased from 113,400 contracts in September 2011. Year-to-date, U.S. futures and futures options ADV of 79,600 contracts was 390.0% above prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.7 million transactions in October 2011 increased 21.0% compared to October 2010, but decreased 7.4% compared to September 2011.
  • Year-to-date, European cash products ADV of 1.8 million transactions was 18.5% above prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in October 2011 increased 5.6% to 2.5 billion shares compared to October 2010, but decreased 2.4% from September 2011.
  • Year-to-date, U.S. cash products handled ADV was 2.3 billion shares, down 12.5% from prior year levels.
  • NYSE Euronext’s Tape A matched market share in October 2011 was 33.9%, down from 35.2% in October 2010 and down from 36.3% in September 2011.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 401 million shares in October 2011 increased 32.6% compared to October 2010, but decreased 4.7% compared to September 2011.
  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 332 million shares was 4.3% below prior year levels.

Please click here for the Monthly Transaction Activity Data Table.

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