AI Terminal

MODULE: AI_ANALYST
Interactive Q&A, Risk Assessment, Summarization
MODULE: DATA_EXTRACT
Excel Export, XBRL Parsing, Table Digitization
MODULE: PEER_COMP
Sector Benchmarking, Sentiment Analysis
SYSTEM ACCESS LOCKED
Authenticate / Register Log In

Euronext N.V.

Regulatory Filings Dec 10, 2012

3839_iss_2012-12-10_ead9e7d7-ef4d-4685-a993-e529e19a1776.pdf

Regulatory Filings

Open in Viewer

Opens in native device viewer

Amsterdam +31.20.550.4488 Brussels +32.2.509.1392 New York +1.212.656.5700 Please follow us at:
Lisbon +351.217.900.029 London +44.20.7379.2789 Exchanges Blog
New York +1.212.656.2411 Paris +33.1.49.27.11.33 Facebook

CONTACT - Media: CONTACT - Investor Relations: nyx.com

Amsterdam +31.20.550.4488 Brussels +32.2.509.1392 New York +1.212.656.5700 Please follow us at:

LinkedIn Twitter

NYSE Euronext Announces Trading Volumes for November 2012

Global Derivatives and U.S. Cash ADV Down Year-over-Year; Up Month-over-Month #1 in U.S. Equity Options for Second Consecutive Month

December 10, 2012 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for November 2012 1 . Global derivatives average daily volume ("ADV") of 8.1 million contracts in November 2012 decreased 2.5% compared to November 2011, but increased 12.2% from October 2012. Trading volumes in European and U.S. equities, declined year-over-year but U.S equities improved from October 2012 levels.

Highlights

  • NYSE Euronext global derivatives ADV in November 2012 of 8.1 million contracts decreased 2.5% compared to November 2011 but increased 12.2% from October 2012 levels.
  • NYSE Euronext European derivatives products ADV in November 2012 of 4.0 million contracts increased 0.2% compared to November 2011, and increased 26.8% from October 2012 levels. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 24.6% compared to November 2011 but increased 2.3% from October 2012.
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.1 million contracts in November 2012 decreased 4.2% compared to November 2011 levels, but increased by 0.7% from October 2012 levels. NYSE Euronext's U.S. options exchanges accounted for 28.1% of total U.S. consolidated equity options trading in November 2012, unchanged from the prior month and down only slightly from last month's record high.
  • NYSE Liffe U.S. ADV of approximately 51,500 contracts decreased from 88,500 contracts in November 2011, but increased from 43,700 contracts in October 2012.
  • NYSE Euronext European cash products ADV of 1.2 million transactions in November 2012 decreased 30.0% compared to November 2011 and decreased 8.5% compared to October 2012.
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 1.6 billion shares in November 2012 decreased 24.8% compared to November 2011 but increased 3.2% compared to October 2012. NYSE Euronext's Tape A matched market share in November 2012 was 31.7%, down from 34.1% in November 2011, but up from 30.6% in October 2012.

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.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in November 2012 was 4.0 million futures and options contracts, an increase of 0.2% from November 2011 and an increase of 26.8% from October 2012.
  • The 4.0 million in European derivatives futures and options contracts ADV in November 2012 consisted of 2.4 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.6 million contracts, or 40.9%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV decreased 24.6% compared to November 2011, but increased 2.3% from October 2012.
  • Year-to-date, European derivatives products ADV of 3.7 million contracts was 18.0% below prior year levels. The 3.7 million in futures and options contracts ADV year-todate consisted of 3.6 million contracts executed through LIFFE CONNECT trading platform and 1.1 million contracts, or 30.0%, executed through Bclear.
  • Total fixed income products ADV of 1.6 million contracts in November 2012 decreased 25.9% from November 2011 but increased 3.9% from October 2012. Year-to-date, total fixed income products ADV of 1.8 million contracts was 24.1% below prior year levels.
  • Total equity products (including Bclear) ADV of 2.3 million contracts in November 2012 increased 30.8% compared to November 2011 and increased 53.2% from October 2012. The 2.3 million contracts in equity products ADV consisted of 1.9 million contracts in individual equity products ADV and 0.4 million contracts in equity index products ADV. The 1.9 million contracts in individual equity products ADV consisted of 1.5 million in futures contracts, which represented a 115.3% increase compared to November 2011 and 0.4 million in options contracts, which represented a 31.8% decrease compared to November 2011. Year-to-date, total equity products ADV of 1.9 million contracts were 12.5% below prior year levels.
  • Total commodities products ADV of 86,000 contracts in November 2012 increased 26.2% compared to November 2011, but decreased 18.5% compared to October 2012. Year-to-date, total commodities product ADV of 89,000 contracts was 8.3% above prior year levels.

U.S. Derivatives

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.1 million contracts in November 2012 decreased 4.2% compared to November 2011, but increased 0.7% compared to October 2012. Year-to-date, U.S. equity options ADV of 3.9 million contracts was 12.5% below prior year levels.
  • Total U.S. consolidated equity options ADV decreased 4.2% to 14.5 million contracts in November 2012 compared to November 2011 but increased 2.1% compared to October 2012. Year-to-date, U.S. consolidated equity options ADV of 14.8 million contracts was 13.1% below prior year levels.
  • NYSE Euronext's U.S. options exchanges accounted for 28.1% of the total U.S. consolidated equity options trading in November 2012, in line with 28.1% in November 2011, but down slightly from a record 28.5% in October 2012. NYSE Euronext was the #1 options exchange in terms of market share for the second consecutive month.
  • NYSE Liffe U.S. ADV of approximately 51,500 contracts decreased from 88,500 contracts in November 2011, but increased from 43,700 contracts in October 2012.

Year-to-date, U.S. futures and futures options ADV of 72,800 contracts was 9.5% below prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.2 million transactions in November 2012 decreased 30.0% compared to November 2011 and decreased 8.5% compared to October 2012.
  • Year-to-date, European cash products ADV of 1.5 million transactions was 15.4% below prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in November 2012 decreased 24.8% to 1.6 billion shares compared to November 2011 but increased 3.2% from October 2012.
  • Year-to-date, U.S. cash products handled ADV was 1.7 billion shares, down 27.0% from prior year levels.
  • NYSE Euronext's Tape A matched market share in November 2012 was 31.7%, down from 34.1% in November 2011, but up from 30.6% in October 2012.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 209 million shares in November 2012 decreased 34.9% compared to November 2011, but increased 9.8% compared to October 2012.
  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 212 million shares was 35.8% below prior year levels.

Please click here for the Monthly Transaction Activity Data Table.

. # #

About NYSE Euronext

NYSE Euronext (NYX) is a leading global operator of financial markets and provider of innovative trading technologies. The company's exchanges in Europe and the United States trade equities, futures, options, fixedincome and exchange-traded products. With approximately 8,000 listed issues (excluding European Structured Products), NYSE Euronext's equities markets - the New York Stock Exchange, NYSE Euronext, NYSE MKT, NYSE Alternext and NYSE Arca - represent one-third of the world's equities trading, the most liquidity of any global exchange group. NYSE Euronext also operates NYSE Liffe, one of the leading European derivatives businesses and the world's second-largest derivatives business by value of trading. The company offers comprehensive commercial technology, connectivity and market data products and services through NYSE Technologies. NYSE Euronext is in the S&P 500 index. For more information, please visit:http://www.nyx.com.

Disclaimer and Cautionary Note Regarding Forward-Looking Statements

This press release may contain forward-looking statements, including forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995. Such forward-looking statements include, but are not limited to, statements concerning NYSE Euronext's plans, objectives, expectations and intentions and other statements that are not historical or current facts. Forward-looking statements are based on NYSE Euronext's current expectations and involve risks and uncertainties that could cause actual results to differ materially from those expressed or implied in such forward-looking statements. Factors that could cause NYSE Euronext's results to differ materially from current expectations include, but are not limited to: NYSE Euronext's ability to implement its strategic initiatives, economic, political and market conditions and fluctuations, government and industry regulation, interest rate risk and U.S. and global competition, and other factors detailed in NYSE Euronext's 2011 Annual Report on Form 10-K and other periodic reports filed with the U.S. Securities and Exchange Commission or the French Autorité des Marchés Financiers. In addition, these statements are based on a number of assumptions that are subject to change. Accordingly, actual results may be materially higher or lower

than those projected. The inclusion of such projections herein should not be regarded as a representation by NYSE Euronext that the projections will prove to be correct. This press release speaks only as of this date. NYSE Euronext disclaims any duty to update the information herein.

NYSE Euronext Monthly Volume Summary

Average Daily Volume Total Volume Average Daily Volume Total Volume
% Chg vs. % Chg vs.
(Unaudited; contracts in thousands) nov-12 nov-11 % Chg nov-12 nov-11 % Chg YTD 2012 YTD 2011 YTD 2012 YTD 2011
Number of Trading Days - European Cash 22 22 22 22 237 237
Number of Trading Days - European Derivatives
Number of Trading Days - U.S. Markets
22
21
22
21
22
21
22
21
238
230
238
230
European Derivatives Products 3 983 3 974 0,2% 87 616 87 432 0,2% 3 737 -18,0% 889 477 -17,4%
of which Bclear 1 630 855 90,6% 35 857 18 811 90,6% 1 103 -2,5% 262 605 -1,7%
Total Fixed Income Products 1 582 2 136 -25,9% 34 803 46 998 -25,9% 1 768 -24,1% 420 750 -23,5%
Short Term Interest Rate Products 1 376 1 963 -29,9% 30 267 43 195 -29,9% 1 613 -26,2% 383 910 -25,6%
Medium and Long Term Interest Rate Products 1 206 173 19,3% 4 537 3 803 19,3% 155 7,6% 36 840 8,5%
Total Equity Products 2 2 314 1 770 30,8% 50 914 38 930 30,8% 1 881 -12,5% 447 634 -11,7%
Individual Equity Products 1 884 1 240 52,0% 41 457 27 275 52,0% 1 407 -10,0% 334 756 -9,3%
Futures
Options
1 521
364
706 115,3%
533 -31,8%
33 454
8 003
15 539 115,3%
11 737 -31,8%
963
443
-0,4%
-25,6%
229 301
105 456
0,4%
-25,0%
Equity Index Products 430 530 -18,9% 9 457 11 654 -18,9% 474 -19,0% 112 878 -18,3%
of which Bclear
Individual Equity Products
1 630
1 556
855
787
90,6%
97,7%
35 857
34 236
18 811
17 320
90,6%
97,7%
1 103
1 030
-2,5%
-2,1%
262 605
245 169
-1,7%
-1,3%
Futures 1 494 681 119,3% 32 872 14 987 119,3% 940 -1,1% 223 727 -0,2%
Options 62 106 -41,5% 1 365 2 333 -41,5% 90 -11,9% 21 443 -11,2%
Equity Index Products 74 68 8,8% 1 621 1 490 8,8% 73 -8,0% 17 435 -7,3%
Commodity Products 86 68 26,2% 1 898 1 504 26,2% 89 8,3% 21 093 9,2%
U.S. Derivatives Products
Equity Options 3
NYSE Euronext Options Contracts 4 068 4 244 -4,2% 85 423 89 127 -4,2% 3 893 -12,5% 895 374 -12,9%
Total Consolidated Options Contracts 14 488 15 119 -4,2% 304 256 317 497 -4,2% 14 767 -13,1% 3 396 328 -13,5%
NYSE Group Share of Total 28,1% 28,1% 28,1% 28,1% 26,4% 0,2% 26,4% 0,2%
NYSE Liffe U.S.
Futures and Futures Options Volume* 51,5 88,5 -41,8% 1 133 1 947 -41,8% 72,8 -9,5% 17 316,9 -9,1%
European Cash Products (trades in thousands) 1 170 1 671 -30,0% 25 739 36 756 -30,0% 1 476 -15,4% 349 716 -15,0%
Equities 1 122 1 602 -29,9% 24 693 35 243 -29,9% 1 426 -14,9% 337 862 -14,6%
Exchange-Traded Funds
Structured Products
12
29
22 -43,3%
42 -30,1%
274
644
483 -43,3%
922 -30,1%
13
31
-35,7%
-26,1%
3 191
7 426
-35,5%
-25,8%
Bonds 6 5 18,1% 127 108 18,1% 5 4,6% 1 236 5,0%
U.S. Cash Products (shares in millions) 5 1 585 2 108 -24,8% 33 284 44 272 -24,8% 1 699 -27,0% 390 714 -27,3%
NYSE Listed (Tape A) Issues 4
Handled Volume 5 1 132 1 466 -22,8% 23 772 30 790 -22,8% 1 216 -25,7% 279 573 -26,1%
Matched Volume 6 1 086 1 391 -22,0% 22 804 29 219 -22,0% 1 154 -25,6% 265 422 -25,9%
Total NYSE Listed Consolidated Volume 3 421 4 083 -16,2% 71 832 85 749 -16,2% 3 685 -17,0% 847 585 -17,3%
Share of Total Consolidated Volume
Handled Volume 5 33,1% 35,9% -2,8% 33,1% 35,9% -2,8% 33,0% -3,9% 33,0% -3,9%
Matched Volume 6 31,7% 34,1% -2,4% 31,7% 34,1% -2,4% 31,3% -3,6% 31,3% -3,6%
NYSE Arca, MKT and Regional (Tape B) Listed Issues
Handled Volume 5 235 368 -36,2% 4 936 7 738 -36,2% 250 -35,8% 57 456 -36,1%
Matched Volume 6
Total NYSE Arca & MKT Listed Consolidated Volume
217
1 010
333
1 422
-34,7%
-29,0%
4 564
21 213
6 988
29 868
-34,7%
-29,0%
226
1 063
-35,5%
-29,2%
51 956
244 429
-35,8%
-29,5%
Share of Total Consolidated Volume
Handled Volume 5 23,3% 25,9% -2,6% 23,3% 25,9% -2,6% 23,5% -2,4% 23,5% -2,4%
Matched Volume 6 21,5% 23,4% -1,9% 21,5% 23,4% -1,9% 21,3% -2,1% 21,3% -2,1%
Nasdaq Listed (Tape C) Issues
Handled Volume 5 218 274 -20,3% 4 576 5 744 -20,3% 233 -22,5% 53 686 -22,9%
Matched Volume 6 195 236 -17,6% 4 088 4 963 -17,6% 201 -22,5% 46 250 -22,9%
Total Nasdaq Listed Consolidated Volume 1 769 1 857 -4,7% 37 152 38 997 -4,7% 1 754 -14,8% 403 392 -15,2%
Share of Total Consolidated Volume
Handled Volume 5
Matched Volume 6
12,3%
11,0%
14,7%
12,7%
-2,4%
-1,7%
12,3%
11,0%
14,7%
12,7%
-2,4%
-1,7%
13,3%
11,5%
-1,3%
-1,1%
13,3%
11,5%
-1,3%
-1,1%
Exchange-Traded Funds 5,7
Handled Volume 5 225 355 -36,6% 4 727 7 453 -36,6% 235 -36,1% 54 030 -36,4%
Matched Volume 6
Total ETF Consolidated Volume
209
987
320
1 400
-34,9%
-29,5%
4 381
20 728
6 728
29 409
-34,9%
-29,5%
212
1 028
-35,8%
-28,9%
48 824
236 429
-36,1%
-29,2%
Share of Total Consolidated Volume
Handled Volume 5 22,8% 25,3% -2,5% 22,8% 25,3% -2,5% 22,9% -2,6% 22,9% -2,6%
Matched Volume 6 21,1% 22,9% -1,8% 21,1% 22,9% -1,8% 20,7% -2,2% 20,7% -2,2%

1 Data includes currency products.

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.

Talk to a Data Expert

Have a question? We'll get back to you promptly.