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NYSE Euronext Announces Trading Volumes For July 2010 - Global Derivatives Averaged 7.1 Million Contracts Per Day In July, Up 17% Vs. Prior Year - European Derivatives ADV Up 11%; U.S. Equity Options ADV Up 27% - European Cash Trading Volumes Increase 20

Date 06/08/2010

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for July 2010[1]. Trading volumes experienced double-digit growth across most venues in July 2010 compared to the prior year period, but declined from June 2010 levels. Global derivatives average daily volume (“ADV”) increased 17.5% to 7.1 million contracts traded per day in July 2010. The strong increase in derivatives ADV versus prior year levels was driven by an 11.1% increase in European derivatives ADV and a 26.8% increase in U.S. equity options ADV in July 2010. Cash equities ADV in July 2010 was mixed, with European cash trading volumes increasing 19.5%, but U.S. cash trading volumes decreasing 7.2% compared to prior year levels.

Highlights

  • NYSE Euronext global derivatives ADV in July 2010 of 7.1 million contracts increased 17.5% compared to June 2009, but decreased 13.6% from June 2010 levels.

  • NYSE Euronext European derivatives products ADV in July 2010 of 4.0 million contracts increased 11.1% compared to July 2009, but decreased 16.4% from June 2010 levels. Total European fixed income products ADV in July 2010 of 2.0 million contracts increased 25.2% compared to July 2009 and increased 4.8% from June 2010. Total equity products ADV of 1.9 million contracts in July 2010 decreased 2.3% compared to July 2009 and decreased 32.0% from June 2010.

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 3.1 million contracts in July 2010 increased 26.8% compared to July 2009 levels, but decreased 9.7% from June 2010. NYSE Euronext’s U.S. options exchanges accounted for 25.3% of the total consolidated equity options trading in July 2010, up from 18.8% in July 2009, but down from 26.5% recorded in June 2010.

  • NYSE Euronext European cash products ADV of 1.4 million transactions in July 2010 increased 19.5% compared to July 2009, but decreased 9.4% from June 2010.

  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.6 billion shares in July 2010 decreased 7.2% compared to July 2009 and decreased 12.6% compared to June 2010. NYSE Euronext’s Tape A matched market share in July 2010 was 37.6%, up from 36.6% in July 2009, but down from 38.8% in June 2010.

  • There were a total of 22 trading days in Europe and 21 in the U.S. in July 2010 compared to 23 days in Europe and 22 days in the U.S. in July 2009.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in June 2010 was 4.0 million futures and options contracts, an increase of 11.1% from July 2009, but a decrease of 16.4% from June 2010. The 4.0 million in futures and options contracts ADV in July 2010 consisted of 3.0 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.9 million contracts, or 23.8%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products.

  • Year-to-date, European derivatives products ADV of 5.5 million contracts was 30.1% above prior year levels. The 5.5 million in futures and options contracts ADV year-to-date consisted of 3.8 million contracts executed through the LIFFE CONNECT trading platform and 1.7 million contracts, or 30.7%, executed through Bclear.

  • Total fixed income products ADV of 2.0 million contracts in July 2010 increased 25.2% from July 2009 and increased 4.8% from June 2010. Year-to-date, total fixed income products ADV of 2.6 million contracts was 29.4% above prior year levels.

  • Total equity products (including Bclear) ADV of 1.9 million contracts in July 2010 decreased 2.3% compared to July 2009 and decreased 32.0% from June 2010. The 1.9 million contracts in equity products ADV consisted of 1.4 million contracts in individual equity products ADV and 0.5 million contracts in equity index products ADV. The 1.3 million contracts in individual equity products ADV consisted of 0.8 million in futures contracts, which represented a 6.6% decrease compared to July 2009, and 0.5 million in options contracts, which represented a 0.3% decrease compared to July 2009. The average 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 2.8 million contracts was 30.9% above prior year levels.

  • Total commodities products ADV of 85,000 contracts in July 2010 increased 88.8% compared to July 2009 and increased 37.2% from June 2010. Year-to-date, total commodities product ADV of 58,000 contracts was 24.2% above prior year levels.

U.S. Derivatives

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 3.1 million contracts in July 2010 increased 26.8% compared to July 2009, but decreased 9.7% compared to June 2010.

  • Year-to-date, U.S. equity options ADV of 3.8 million contracts was 54.9% above prior year levels.

  • Total U.S. consolidated equity options ADV decreased 5.8% to 12.2 million contracts in July 2010 compared to July 2009 and decreased 5.6% compared to June 2010. Year-to-date, U.S. consolidated equity options ADV of 14.5 million contracts was 6.5% above prior year levels.

  • NYSE Euronext’s U.S. options exchanges accounted for 25.3% of the total U.S. consolidated equity options trading in July 2010, up from 18.8% in July 2009, but down from 26.5% in June 2010.

  • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S. ) ADV in July 2010 was approximately 11,800 contracts, compared to 16,100 contracts in June 2010. Year-to-date U.S. futures and futures options ADV was 18,500 contracts.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.4 million transactions in July 2010 increased 19.5% compared to July 2009, but decreased 9.4% compared to June 2010.

  • Year-to-date, European cash products ADV of 1.5 million transactions was 10.7% above prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in July 2010 decreased 7.2% to 2.6 billion shares compared to July 2009 and decreased 13.1% from June 2010.

  • Year-to-date, U.S. cash products handled ADV was 2.8 billion shares, down 22.6% from prior year levels.

  • NYSE Euronext’s Tape A matched market share in July 2010 was 37.6%, up from 36.6% in July 2009, but down from 38.8% in June 2010.

  • Designated Market Maker participation in July 2010 was 9.6%, compared to 8.5% in June 2010. Supplemental Liquidity Provider participation in July 2010 was 12.4%, compared to 13.3% in June 2010. DMM participation pertains only to trading on NYSE.

Exchange Traded Products

  • NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 337 million shares in July 2010 decreased 5.2% compared to July 2009 and decreased 11.8% compared to June 2010. Year-to-date, NYSE Euronext U.S. matched exchange-traded products ADV of 367 million shares was 31.3% below prior year levels.

Please click here for the Monthly Transaction Activity Data Table.

[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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