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NYSE Euronext Announces Trading Volumes For October 2012 - October 2012 Volumes Impacted By Market Closure In U.S. - Continued Low Level of Volatility - #1 U.S. Equity Options Platform With Record 29% Market Share - NYSE Amex Record Of 18%

Date 13/11/2012

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for October 2012[1].   The industry decision to close the U.S. markets for two trading days due to Hurricane Sandy resulted in a 9% decrease in the number of trading days in October 2012 for NYSE Euronext’s U.S. cash equity and equity options markets.  The closure of these markets also impacted trading on NYSE Euronext’s European derivatives and European cash trading venues, which remained open.  European derivatives and European cash average daily trading volumes declined 44% and 41%, respectively, during the closure of the U.S. markets with some residual impact after the markets reopened.  October 2011 trading volumes benefited from higher levels of market volatility driven by the sovereign debt crisis in Europe and the debt ceiling issue in the U.S.   

Highlights 

  • NYSE Euronext global derivatives ADV in October 2012 of 7.2 million contracts decreased 11.8% compared to October 2011 and decreased 5.7% from September 2012 levels. 

  • NYSE Euronext European derivatives products ADV in October 2012 of 3.1 million contracts decreased 8.0% compared to October 2011 and decreased 9.1% from September 2012. 

  • NYSE Euronext U.S. equity options ADV of 4.0 million contracts in October 2012 decreased 13.7% compared to October 2011 level and decreased 2.0% from September 2012.   NYSE Euronext’s U.S. options exchanges accounted for 28.5% of total U.S. consolidated equity options trading in October 2012, a new market share record high, up from 27.3% in October 2011 and up from 26.0% in September 2012.   NYSE Amex equity options registered record market share of 17.6%, up from 15.6% in October 2011 and up from 14.6% in September 2012.    

     
  • NYSE Liffe U.S. ADV of approximately 43,700 contracts decreased 54.3% from 95,600 contracts in October 2011, and decreased 47.8% from 83,700 contracts in September 2012. 

  • NYSE Euronext European cash products ADV of 1.3 million transactions in October 2012 decreased 26.6% compared to October 2011 and decreased 10.3% from September 2012 levels. 

  • NYSE Euronext U.S. cash products handled ADV of 1.5 billion shares in October 2012 decreased 38.5% compared to October 2011 and decreased 8.0% compared to September 2012.   NYSE Euronext’s Tape A matched market share in October 2012 was 30.6%, down from 33.9% in October 2011 and down from 31.1% in September 2012.  

Derivatives Trading

European Derivatives  

  • NYSE Euronext European derivatives products ADV in October 2012 of 3.1 million contracts decreased 8.0% compared to October 2011 and decreased 9.1% from September 2012 levels. 

  • The 3.1 million in European derivatives futures and options contracts ADV in October 2012 consisted of 2.3 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.8 million contracts, or 26.8%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products.

  • Year-to-date, European derivatives products ADV of 3.7 million contracts was 19.7% below prior year levels.   The 3.7 million in futures and options contracts ADV year-to-date consisted of 2.7 million contracts executed through LIFFE CONNECT trading platform and 1.1 million contracts, or 28.3%, executed through Bclear.
  • Total fixed income products ADV of 1.5 million contracts in October 2012 decreased 19.9% from October 2011 and decreased 23.8% from September 2012.   Year-to-date, total fixed income products ADV of 1.8 million contracts was 24.0% below prior year levels. 

  • Total equity products (including Bclear) ADV of 1.5 million contracts in October 2012 increased 5.4% compared to October 2011, and increased 10.9% from September 2012.   The 1.5 million contracts in equity products ADV in October 2012 consisted of 1.1 million contracts in individual equity products ADV and 0.4 million contracts in equity index products ADV.   The 1.1 million contracts in individual equity products ADV consisted of 0.7 million in futures contracts, which represented a 98.5% increase compared to October 2011 and 0.4 million in options contracts, which represented a 27.6% decrease compared to October 2011.  Year-to-date, total equity products ADV of 1.8 million contracts was 16.0% below prior year levels. 

  • Total commodities products ADV of approximately 106,000 contracts in October 2012 increased 32.9% compared to October 2011 and increased 12.6% compared to September 2012.   Year-to-date, total commodities product ADV of 89,000 contracts was 6.8% above prior year levels.   

U.S. Derivatives

  • NYSE Euronext U.S. equity options ADV of 4.0 million contracts in October 2012 decreased 13.7% compared to October 2011 and decreased 2.0% compared to September 2012. Year-to-date, U.S. equity options ADV of 3.9 million contracts was 13.3% below prior year levels.  

     
  • Total U.S. consolidated equity options ADV decreased 17.2% to 14.2 million contracts in October 2012 compared to October 2011 and decreased 10.5% compared to September 2012.   Year-to-date, U.S. consolidated equity options ADV of 14.8 million contracts was 13.9% below prior year levels.   

  • NYSE Euronext’s U.S. options exchanges accounted for 28.5% of total U.S. consolidated equity options trading in October 2012, a new market share record high, up from 27.3% in October 2011 and up from 26.0% in September 2012.    NYSE Amex equity options registered record market share of 17.6%, up from 15.6% in October 2011 and up from 14.6% in September 2012.

     
  • NYSE Liffe U.S. ADV of approximately 43,700 contracts decreased 54.3% from 95,600 contracts in October 2011, and decreased 47.8% from 83,700 contracts in September 2012.   Year-to-date, U.S. futures and futures options ADV of 74,900 contracts was 5.8% below prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.3 million transactions in October 2012 decreased 26.6% compared to October 2011 and decreased 10.3% compared to September 2012.   Year-to-date, European cash products ADV of 1.5 million transactions was 14.0% below prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in October 2012 decreased 38.5% to 1.5 billion shares compared to October 2011 and decreased 8.0% from September 2012. 

  • Year-to-date, U.S. cash products handled ADV was 1.7 billion shares, down 27.2% from prior year levels.    

  • NYSE Euronext’s Tape A matched market share in October 2012 was 30.6%, down from 33.9% in October 2011 and down slightly from 31.1% in September 2012.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 190 million shares in October 2012 decreased 52.6% compared to October 2011 and decreased 4.9% compared to September 2012. 

  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 213 million shares was 35.9% below prior year levels.     


Please click here for the Monthly Transaction Activity Data Table.

 

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