NYSE Euronext (NYX) experienced record trading activity on its U.S. cash equities exchanges and all of its derivatives operations for the month of September 2008. In addition, NYSE Euronext's markets added 60 new corporate listings and 75 Exchange Traded Products.
Global Cash Equities:
- NYSE Euronext's four European cash equities exchanges traded an average daily volume of 1.8 million transactions(1) in September 2008, up 44.4% compared to September 2007. Based on total monthly cash volume of 40.7 million transactions, September was the second-busiest month ever for trading in Euronext's cash equity markets. Pack Epsilon, a dedicated pricing package for high frequency traders launched on July 1, accounted for approximately 30% of total European equity volumes in September.
- NYSE Euronext's U.S. cash equities exchanges, NYSE and NYSE Arca, reported average daily volume of 4.4 billion shares handled(2) during September, an increase of 71.5% versus the same period last year. NYSE Euronext's U.S. cash equities exchanges experienced their most active month, week and days in history, including an all-time NYSE Group trading record of 7.3 billion shares handled on Sept. 18. NYSE Group's matched market share increased in NYSE-listed, NYSE Arca & Amex-listed and Nasdaq-listed shares in September 2008 versus August 2008.
Global Derivatives:
- NYSE Euronext's derivatives trading operations on Liffe traded average daily volume of 4.8 million contracts in September; or 3.8 million contracts excluding Bclear. Bclear processed an average daily volume of 1.0 million equity derivative contracts, an increase of 36.1% versus September 2007. Based on total monthly volume for all European derivative operations, Liffe experienced its busiest month ever, trading a total of 106 million futures and options contracts, up 10.3% from September last year. Liffe also registered a record volume day on Sept. 16 with over 9.9 million contracts transacted.
- NYSE Arca Options traded an average daily volume of 2.0 million contracts during the month, an increase of 65.7% compared to September 2007. In addition, NYSE Arca Options' market share increased in September 2008 versus August 2008. For equity options trading in the SEC Penny Pilot program, NYSE Arca Options executed 13.6% of all eligible issues in September 2008.
Global Listings:
- In September, NYSE Euronext's markets added 60 new corporate listings: 56 in the U.S. and four in Europe.
- The NYSE listed two structured products, while NYSE Arca listed 49 Exchange Traded Products (ETPs) and European markets listed 26 ETPs, excluding the turnover in warrants and certificates, bringing the total number of Exchange Traded Products listed on all NYSE Euronext markets to 754.
NYSE Euronext Monthly Volume Summary - Cash Products ---------------------------------------------------------------------- Average Daily Volume Total Volume Total Volume ------------------ --------------------- -------------- % Chg vs. Sep- Sep- YTD YTD (Unaudited) 08 07 % Chg Sep-08 Sep-07 % Chg 2008 2007 ----- ----- ------ ------- ------ ------ ------- ------ Number of Trading Days - European Markets 22 20 22 20 192 Number of Trading Days - U.S. Markets 21 19 21 19 189 European Cash Products (trades in thousands) 1,848 1,280 44.4% 40,661 25,597 58.8% 292,870 24.2% Equities 1,787 1,231 45.1% 39,316 24,628 59.6% 282,904 25.2% Exchange- Traded Funds 11 6 79.0% 232 118 96.9% 1,496 37.3% Structured Products 46 37 22.7% 1,003 743 35.0% 7,470 -1.9% Bonds 5 5 -7.9% 110 108 1.3% 1,000 -20.3% U.S. Cash Products (shares in millions)( 2) 4,366 2,545 71.5% 91,684 48,355 89.6% 632,836 17.0% NYSE Listed Issues (1) NYSE Group Handled Volume (2) 3,179 2,006 58.5% 66,768 38,123 75.1% 469,306 11.9% NYSE Group Matched Volume (3) 2,872 1,808 58.8% 60,308 34,354 75.5% 423,333 8.5% NYSE Group TRF Volume (4) 517 148 250.2% 10,853 2,804 287.1% 55,983 729.0% Total NYSE Listed Consolidated Volume 6,812 3,224 111.3% 143,061 61,260 133.5% 905,642 45.7% NYSE Group Share of Total Consolidated Volume Handled Volume (2) 46.7% 62.2% 46.7% 62.2% 51.8% Matched Volume (3) 42.2% 56.1% 42.2% 56.1% 46.7% TRF Volume (4) 7.6% 4.6% 7.6% 4.6% 6.2% NYSE Arca & Amex Listed Issues NYSE Group Handled Volume (2) 669 200 235.2% 14,056 3,794 270.5% 77,835 104.9% NYSE Group Matched Volume (3) 586 170 245.9% 12,316 3,221 282.4% 67,670 106.2% NYSE Group TRF Volume (4) 286 34 744.5% 6,007 644 833.4% 27,179 912.6% Total NYSE Arca & Amex Listed Consolidated Volume 2,037 572 256.3% 42,783 10,865 293.8% 237,723 137.4% NYSE Group Share of Total Consolidated Volume Handled Volume (2) 32.9% 34.9% 32.9% 34.9% 32.7% Matched Volume (3) 28.8% 29.6% 28.8% 29.6% 28.5% TRF Volume (4) 14.0% 5.9% 14.0% 5.9% 11.4% Nasdaq Listed Issues NYSE Group Handled Volume (2) 517 339 52.6% 10,860 6,438 68.7% 85,696 2.5% NYSE Group Matched Volume (3) 443 271 63.5% 9,294 5,142 80.7% 71,772 5.1% NYSE Group TRF Volume (4) 289 140 105.9% 6,066 2,666 127.5% 41,536 162.3% Total Nasdaq Listed Consolidated Volume 2,531 1,925 31.5% 53,157 36,574 45.3% 428,240 5.4% NYSE Group Share of Total Consolidated Volume Handled Volume (2) 20.4% 17.6% 20.4% 17.6% 20.0% Matched Volume (3) 17.5% 14.1% 17.5% 14.1% 16.8% TRF Volume (4) 11.4% 7.3% 11.4% 7.3% 9.7% Exchange- Traded Funds (1,5) NYSE Group Handled Volume (2) 708 264 167.9% 14,862 5,018 196.1% 82,759 62.1% NYSE Group Matched Volume (3) 623 233 167.3% 13,075 4,426 195.4% 72,391 58.8% NYSE Group TRF Volume (4) 325 46 602.7% 6,831 879 676.7% 30,138 678.1% Total ETF Consolidated Volume 2,171 689 215.0% 45,600 13,096 248.2% 250,137 107.6% NYSE Group Share of Total Consolidated Volume Handled Volume (2) 32.6% 38.3% 32.6% 38.3% 33.1% Matched Volume (3) 28.7% 33.8% 28.7% 33.8% 28.9% TRF Volume (4) 15.0% 6.7% 15.0% 6.7% 12.0%
NYSE Euronext ---------------------------------------------------------------------- Monthly Volume Summary - Derivatives Products ---------------------------------------------------------------------- Average Daily Volume Total Volume Total Volume ------------------- --------------------- --------------- (Unaudited; % Chg contracts vs. in Sep- Sep- Sep- Sep- YTD YTD thousands) 08 07 % Chg 08 07 % Chg 2008 2007 ------ ----- ------ ------- ------- ----- --------- ----- Number of Trading Days - European Markets 22 20 22 20 192 Number of Trading Days - U.S. Markets 21 19 21 19 189 European Derivatives Products 4,800 4,787 0.3% 105,605 95,739 10.3% 813,622 12.3% Total Interest Rate Products (6) 2,274 2,691 -15.5% 50,021 53,822 -7.1% 443,738 11.2% Short Term Interest Rate Products 2,165 2,585 -16.3% 47,631 51,706 -7.9% 423,361 12.4% Medium and Long Term Interest Rate Products 109 106 2.7% 2,390 2,116 13.0% 20,377 -8.4% Total Equity Products (7) 2,477 2,040 21.4% 54,483 40,796 33.5% 359,465 13.7% Individual Equity Products 1,614 1,365 18.2% 35,499 27,302 30.0% 234,432 17.5% Equity Index Products 863 675 27.9% 18,984 13,495 40.7% 125,033 7.2% of which Bclear 995 731 36.1% 21,884 14,619 49.7% 145,208 61.7% Individual Equity Products 858 618 38.8% 18,875 12,358 52.7% 124,880 65.7% Equity Index Products 137 113 20.9% 3,008 2,261 33.0% 20,328 41.0% Commodity Products 50 56 -10.7% 1,101 1,121 -1.8% 10,418 11.8% U.S. Derivatives Products - Equity Options (8) NYSE Arca Options Contracts 2,007 1,211 65.7% 42,140 23,010 83.1% 328,292 48.9% Total Con- solidated Options Contracts 16,252 9,622 68.9% 341,302 182,814 86.7% 2,521,133 38.3% NYSE Group Share of Total 12.3% 12.6% 12.3% 12.6% 13.0% 0.9%
(1) Includes all volume executed in NYSE Group crossing sessions. 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 (2) includes odd-lots. Represents the total number of shares of equity securities and (3) ETFs executed on the NYSE Group's exchanges. Represents NYSE's volume in FINRA/NYSE Trade Reporting Facility (4) (TRF). (5) Data included in previously identified categories. (6) Data includes currency products. Includes all trading activities for Bclear, Euronext.liffe's (7) clearing service for wholesale equity derivatives. Includes trading in U.S. equity options contracts, not equity- (8) index options. 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.