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NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for September 20131. Global derivatives average daily volume (“ADV”) of 6.5 million contracts, excluding Bclear in September 2013 decreased 7.5% compared to September 2012, but increased 12.7% from August 2013. U.S. equity options volumes in September 2013 decreased 11.7% compared to September 2012, but increased 8.8% sequentially. ADV in U.S. cash equities declined 9.3% year-over-year, but increased 13.1% month-over-month. European cash equities ADV in September 2013 decreased 5.8% compared to September 2012, but increased 4.8% from August 2013 levels.
Highlights
- NYSE Euronext global derivatives ADV in September 2013 of 6.5 million contracts, excluding Bclear, decreased 7.5% from September 2012, but increased 12.7% from August 2013 levels.
- NYSE Euronext European derivatives products ADV in September 2013 of 2.8 million contracts, excluding Bclear, decreased 1.4% compared to September 2012, but increased 16.4% from August 2013 levels. Including Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives ADV decreased 8.4% compared to September 2012, but increased 11.4% from August 2013.
- NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex Options) ADV of 3.6 million contracts in September 2013 decreased 11.7% compared to September 2012 levels, but increased 8.8% from August 2013 levels. NYSE Euronext’s U.S. options exchanges accounted for 25.5% of total U.S. consolidated equity options trading in September 2013, down from 26.0% in September 2012, but up from 25.3% in August 2013.
- NYSE Liffe U.S. ADV of approximately 73,700 contracts decreased from 83,700 contracts in September 2012, but increased from 31,400 contracts in August 2013.
- NYSE Euronext European cash products ADV of 1.3 million transactions in September 2013 decreased 5.8% compared to September 2012 but, increased 4.8% compared to August 2013.
- NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE MKT) handled ADV of 1.5 billion shares in September 2013 decreased 9.3% compared to September 2012, but increased 13.1% compared to August 2013. NYSE Euronext’s Tape A matched market share in September 2013 was 31.3%, up from 31.1% in September 2012 and up from 30.7% in August 2013.
- The preliminary average net revenue per transaction type (as defined below) for each of the primary trading venues in the third quarter of 2013 is included below:
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Preliminary | |||||||||||||
| Trading Venue | 3Q12 | 2Q13 | 3Q13 | |||||||||||
| European Derivatives (ex. Bclear)1 | $0.657 | $0.610 | $0.63 | |||||||||||
| U.S. Derivatives2 | $0.144 | $0.156 | $0.16 | |||||||||||
| European Cash3 | $0.537 | $0.562 | $0.54 | |||||||||||
| U.S. Cash4 | $0.040 | $0.047 | $0.048 | |||||||||||
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1 Average net revenue per contract, excluding Bclear. |
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2 Average net revenue per contract. Excludes NYSE Liffe U.S. trading volume. |
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3 Average net revenue per transaction. |
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4 Average net revenue per 100 shares handled. |
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Other Metrics
- The average EUR/USD exchange rate for the third quarter of 2013 of $1.33 represented an increase of 1.5% from the second quarter of 2013 and an increase of 5.8% compared to the third quarter of 2012. The average GBP/USD exchange rate for the third quarter of 2013 of $1.55 represented a decrease of 1.0% from the second quarter of 2013 and a decrease of 1.9% compared to the third quarter of 2012.
Please click here for the Monthly Transaction Activity Data Table.
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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. |
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NYSE Euronext |
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Monthly Volume Summary |
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| Average Daily Volume | Total Volume | Average Daily Volume | Total Volume | |||||||||||||||||
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% Chg vs. |
% Chg vs. |
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| (Unaudited; contracts in thousands) | Sep-13 | Sep-12 | % Chg | Sep-13 | Sep-12 | % Chg | YTD 2013 |
YTD 2012 |
YTD 2013 |
YTD 2012 |
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| Number of Trading Days - European Cash | 21 | 20 | 21 | 20 | 191 | 191 | ||||||||||||||
| Number of Trading Days - European Derivatives | 21 | 20 | 21 | 20 | 192 | 192 | ||||||||||||||
| Number of Trading Days - U.S. Markets | 20 | 19 | 20 | 19 | 188 | 188 | ||||||||||||||
| European Derivatives Products | 3,164 | 3,455 | -8.4% | 66,435 | 69,105 | -3.9% | 3,882 | 2.7% | 745,379 | 2.2% | ||||||||||
| of which Bclear | 333 | 584 | -43.1% | 6,986 | 11,685 | -40.2% | 688 | -36.0% | 132,099 | -36.3% | ||||||||||
| Total Fixed Income Products | 2,033 | 1,998 | 1.8% | 42,700 | 39,965 | 6.8% | 2,385 | 31.2% | 457,895 | 30.5% | ||||||||||
| Short Term Interest Rate Products | 1,884 | 1,841 | 2.3% | 39,567 | 36,828 | 7.4% | 2,207 | 32.4% | 423,839 | 31.7% | ||||||||||
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Medium and Long Term Interest Rate Products 1 |
149 | 157 | -4.9% | 3,134 | 3,138 | -0.1% | 177 | 17.7% | 34,056 | 17.1% | ||||||||||
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Total Equity Products 2 |
1,037 | 1,363 | -23.9% | 21,780 | 27,261 | -20.1% | 1,405 | -25.1% | 269,845 | -25.4% | ||||||||||
| Individual Equity Products | 522 | 814 | -36.0% | 10,952 | 16,288 | -32.8% | 907 | -34.7% | 174,114 | -35.0% | ||||||||||
| Futures | 127 | 395 | -67.9% | 2,658 | 7,895 | -66.3% | 513 | -44.8% | 98,557 | -45.1% | ||||||||||
| Options | 395 | 420 | -5.9% | 8,294 | 8,393 | -1.2% | 394 | -14.1% | 75,557 | -14.6% | ||||||||||
| Equity Index Products | 516 | 549 | -6.0% | 10,828 | 10,972 | -1.3% | 499 | 2.2% | 95,731 | 1.7% | ||||||||||
| of which Bclear | 331 | 584 | -43.4% | 6,950 | 11,685 | -40.5% | 687 | -36.1% | 131,846 | -36.4% | ||||||||||
| Individual Equity Products | 220 | 456 | -51.6% | 4,629 | 9,118 | -49.2% | 587 | -41.3% | 112,792 | -41.6% | ||||||||||
| Futures | 122 | 382 | -68.2% | 2,558 | 7,650 | -66.6% | 500 | -44.7% | 96,001 | -45.0% | ||||||||||
| Options | 99 | 73 | 34.3% | 2,071 | 1,469 | 41.0% | 87 | -8.8% | 16,791 | -9.3% | ||||||||||
| Equity Index Products | 111 | 128 | -13.9% | 2,321 | 2,567 | -9.6% | 99 | 33.2% | 19,054 | 32.5% | ||||||||||
| Commodity Products | 93 | 94 | -0.9% | 1,955 | 1,879 | 4.0% | 92 | 5.8% | 17,639 | 5.2% | ||||||||||
| U.S. Derivatives Products | ||||||||||||||||||||
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Equity Options 3 |
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| NYSE Euronext Options Contracts | 3,641 | 4,122 | -11.7% | 72,828 | 78,318 | -7.0% | 4,036 | 4.6% | 758,723 | 4.6% | ||||||||||
| Total Consolidated Options Contracts | 14,292 | 15,863 | -9.9% | 285,832 | 301,402 | -5.2% | 14,826 | -0.2% | 2,787,252 | -0.2% | ||||||||||
| NYSE Group Share of Total | 25.5% | 26.0% | 25.5% | 26.0% | 27.2% | 1.2% | 27.2% | 1.2% | ||||||||||||
| NYSE Liffe U.S. | ||||||||||||||||||||
| Futures and Futures Options Volume* | 73.7 | 83.7 | -11.9% | 1,548 | 1,673 | -7.5% | 55.9 | -28.9% | 10,796.0 | -28.9% | ||||||||||
| European Cash Products (trades in thousands) | 1,343 | 1,426 | -5.8% | 28,206 | 28,530 | -1.1% | 1,395 | -9.1% | 266,371 | -9.6% | ||||||||||
| Equities | 1,300 | 1,377 | -5.6% | 27,292 | 27,533 | -0.9% | 1,346 | -9.3% | 257,036 | -9.8% | ||||||||||
| Exchange-Traded Funds | 13 | 14 | -7.3% | 267 | 274 | -2.7% | 14 | -0.8% | 2,616 | -1.3% | ||||||||||
| Structured Products | 27 | 30 | -12.3% | 559 | 607 | -7.9% | 30 | -4.6% | 5,810 | -5.1% | ||||||||||
| Bonds | 4 | 6 | -27.4% | 88 | 116 | -23.8% | 5 | -6.2% | 910 | -6.7% | ||||||||||
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U.S. Cash Products (shares in millions) 5 |
1,514 | 1,669 | -9.3% | 30,286 | 31,720 | -4.5% | 1,528 | -11.7% | 287,177 | -11.7% | ||||||||||
| NYSE Listed (Tape A) Issues 4 | ||||||||||||||||||||
| Handled Volume 5 | 1,085 | 1,218 | -11.0% | 21,693 | 23,146 | -6.3% | 1,092 | -11.7% | 205,310 | -11.7% | ||||||||||
| Matched Volume 6 | 1,051 | 1,160 | -9.4% | 21,021 | 22,034 | -4.6% | 1,053 | -10.2% | 197,956 | -10.2% | ||||||||||
| Total NYSE Listed Consolidated Volume | 3,361 | 3,730 | -9.9% | 67,212 | 70,866 | -5.2% | 3,442 | -8.0% | 647,161 | -8.0% | ||||||||||
| Share of Total Consolidated Volume | ||||||||||||||||||||
| Handled Volume 5 | 32.3% | 32.7% | -0.4% | 32.3% | 32.7% | -0.4% | 31.7% | -1.3% | 31.7% | -1.3% | ||||||||||
| Matched Volume 6 | 31.3% | 31.1% | 0.2% | 31.3% | 31.1% | 0.2% | 30.6% | -0.8% | 30.6% | -0.8% | ||||||||||
| NYSE Arca, MKT and Regional (Tape B) Listed Issues | ||||||||||||||||||||
| Handled Volume 5 | 262 | 241 | 8.8% | 5,248 | 4,583 | 14.5% | 251 | -1.7% | 47,194 | -1.7% | ||||||||||
| Matched Volume 6 | 243 | 219 | 11.1% | 4,868 | 4,161 | 17.0% | 231 | 0.6% | 43,514 | 0.6% | ||||||||||
| Total NYSE Arca & MKT Listed Consolidated Volume | 1,067 | 1,048 | 1.7% | 21,331 | 19,919 | 7.1% | 1,091 | 0.8% | 205,192 | 0.8% | ||||||||||
| Share of Total Consolidated Volume | ||||||||||||||||||||
| Handled Volume 5 | 24.6% | 23.0% | 1.6% | 24.6% | 23.0% | 1.6% | 23.0% | -0.6% | 23.0% | -0.6% | ||||||||||
| Matched Volume 6 | 22.8% | 20.9% | 1.9% | 22.8% | 20.9% | 1.9% | 21.2% | 0.0% | 21.2% | 0.0% | ||||||||||
| Nasdaq Listed (Tape C) Issues | ||||||||||||||||||||
| Handled Volume 5 | 167 | 210 | -20.4% | 3,345 | 3,991 | -16.2% | 184 | -22.1% | 34,673 | -22.1% | ||||||||||
| Matched Volume 6 | 148 | 181 | -18.5% | 2,955 | 3,443 | -14.2% | 165 | -18.7% | 30,946 | -18.7% | ||||||||||
| Total Nasdaq Listed Consolidated Volume | 1,764 | 1,796 | -1.8% | 35,271 | 34,117 | 3.4% | 1,743 | -0.6% | 327,665 | -0.6% | ||||||||||
| Share of Total Consolidated Volume | ||||||||||||||||||||
| Handled Volume 5 | 9.5% | 11.7% | -2.2% | 9.5% | 11.7% | -2.2% | 10.6% | -2.9% | 10.6% | -2.9% | ||||||||||
| Matched Volume 6 | 8.4% | 10.1% | -1.7% | 8.4% | 10.1% | -1.7% | 9.4% | -2.2% | 9.4% | -2.2% | ||||||||||
| Exchange-Traded Products 5,7 | ||||||||||||||||||||
| Handled Volume 5 | 239 | 220 | 8.4% | 4,771 | 4,181 | 14.1% | 235 | -2.0% | 44,093 | -2.0% | ||||||||||
| Matched Volume 6 | 221 | 200 | 10.6% | 4,421 | 3,796 | 16.4% | 216 | 0.5% | 40,645 | 0.5% | ||||||||||
| Total ETF Consolidated Volume | 997 | 987 | 1.0% | 19,944 | 18,758 | 6.3% | 1,044 | -0.2% | 196,288 | -0.2% | ||||||||||
| Share of Total Consolidated Volume | ||||||||||||||||||||
| Handled Volume 5 | 23.9% | 22.3% | 1.6% | 23.9% | 22.3% | 1.6% | 22.5% | -0.4% | 22.5% | -0.4% | ||||||||||
| Matched Volume 6 | 22.2% | 20.2% | 2.0% | 22.2% | 20.2% | 2.0% | 20.7% | 0.1% | 20.7% | 0.1% | ||||||||||
| 1 | Data includes currency products. | |
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2 |
Includes all trading activities for Bclear, NYSE Liffe's clearing service for wholesale derivatives. | |
| 3 | Includes trading in U.S. equity options contracts, not equity-index options. | |
| 4 | Includes all volume executed in NYSE Group crossing sessions. | |
| 5 | Represents 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. | |
| 6 | Represents the total number of shares of equity securities and ETFs executed on the NYSE Group's exchanges. | |
| 7 | Data included in previously identified categories. | |
| * | ADVs calculated with the appropriate number of NYSE Liffe U.S. trading days. | |
| 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 both buys and sells. |
