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NYSE Liffe U.S. Expands Record Breaking Mini MSCI Futures Complex - New Daily, Monthly And Quarterly Records In Volume And Open Interest - YTD 2013 Mini MSCI Futures ADV Up 76% Y-O-Y With OI Up 50% From Year-End 2012 - Traded A Record 1.4 Million Contracts Across The Mini MSCI Futures Complex During September 2013 - Early Q4 2013 Launch Of New Futures On MSCI ACWI, ACWI Ex-US And Emerging Markets Asia Indices Subject To Regulatory Approval

Date 02/10/2013

NYSE Liffe U.S., the innovative U.S. futures exchange of NYSE Euronext (NYX), today announced that it established a series of new volume and Open Interest records in its highly successful mini MSCI futures complex during both the month of September 2013 and Q3 2013.

  • Record monthly volume in NYSE Liffe U.S. mini MSCI futures: 1.4M contracts (ADV of 68K) in September 2013
  • Record daily volume in NYSE Liffe U.S. mini MSCI futures: 178K contracts on September 16th
  • Record monthly volume in mini MSCI Emerging Markets futures: over 1M contracts (ADV of 53K) in September 2013
  • Record daily volume in mini MSCI Emerging Markets futures: 143K contracts on September 16th
  • Record OI in NYSE Liffe U.S. mini MSCI futures: 408K contracts on September 19, up 75% from year-end 2012 and representing a notional value of more than $20 billion
  • Record quarterly volume of 2.4 million NYSE Liffe U.S. futures contracts during Q3, up 13% from Q2

“This activity marks the 9th consecutive record quarter for mini MSCI futures volume since NYSE Liffe U.S. became the sole U.S. futures market for MSCI-based products,” said Cliff Weber, Head of Strategy and Product Development, NYSE Liffe U.S. “One particularly strong area of growth has been in the mini MSCI Emerging Markets contract, where we continue to see increased liquidity and broad industry adoption during the U.S. and European time zones. We believe that the launch of the new mini MSCI Emerging Markets Asia contract will continue to accelerate the global traction of this benchmark product set by targeting new users specifically from the Asia region.”

Following the success in the existing mini MSCI futures, customer demand has been strong for additional benchmark products as well as the ability to manage regional equity investments. As a result, in early Q4 2013 and subject to regulatory approval, NYSE Liffe U.S. will launch trading in futures on the MSCI ACWI, MSCI ACWI Ex-US and MSCI Emerging Markets Asia indices. These new products will be available in the central order book and for block trading via NYSE Liffe U.S.’ highly successful Block at Index Close (BIC) order type. To date, market participants have executed more than 1,350 transactions across the mini MSCI futures complex valued at more than $36 billion in notional value.

With the addition of the new ACWI based and Emerging Market Asia products, NYSE Liffe U.S. will offer a diverse portfolio of 18 benchmark, style and regional index futures, providing the marketplace with additional choice and flexibility. The listing of futures on the MSCI Emerging Market Asia Index addresses demand from users of the benchmark mini MSCI Emerging Market contract for a specific tool to under/overweight to the Asian portion of the overall index.

NYSE Liffe U.S. signed its original license agreement with MSCI in 2009, and earlier this year extended that agreement to 2021, to continue offering a broad suite of domestic and international index futures products built on a range of MSCI equity indices. With more than 150,000 global equity indices calculated daily, MSCI indices are recognized and used by leading asset managers around the world.

For more information on mini MSCI index futures contracts please visit:  http://www.nyx.com/minimscis