Regulatory Filings • Aug 9, 2012
Regulatory Filings
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Trading Volumes Decline Year‐Over‐Year on Lower Volatility
August 9, 2012 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for July 20121 . Trading volumes in July 2012 were down year‐over‐year and month‐over‐month across all primary trading venues.
European Derivatives
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.
administration and clearing service for OTC products, European derivatives products ADV decreased 9.9% compared to July 2011 and decreased 8.5% compared to June 2012.
European Cash
U.S. Cash
Exchange Traded Funds
Please click here for the Monthly Transaction Activity Data Table.
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, fixed‐income 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.
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.
| Average Daily Volume | Total Volume | Average Daily Volume | Total Volume | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| % Chg vs. | % Chg vs. | |||||||||
| (Unaudited; contracts in thousands) | juil-12 | juil-11 | % Chg | juil-12 | juil-11 | % Chg | YTD 2012 | YTD 2011 | YTD 2012 | YTD 2011 |
| Number of Trading Days - European Cash Number of Trading Days - European Derivatives Number of Trading Days - U.S. Markets |
22 22 21 |
21 21 20 |
22 22 21 |
21 21 20 |
149 150 146 |
149 150 146 |
||||
| European Derivatives Products of which Bclear |
3 460 822 |
3 711 783 |
-6,8% 5,0% |
76 120 18 085 |
77 933 16 448 |
-2,3% 10,0% |
3 906 1 144 |
-18,3% -15,2% |
585 897 171 641 |
-17,2% -14,0% |
| Total Fixed Income Products | 1 802 | 1 881 | -4,2% | 39 633 | 39 500 | 0,3% | 1 853 | -21,1% | 278 020 | -20,0% |
| Short Term Interest Rate Products | 1 678 | 1 755 | -4,4% | 36 921 | 36 848 | 0,2% | 1 706 | -22,9% | 255 83 | -21,9% 8 |
| Medium and Long Term Interest Rate Products1 | 123 | 126 | -2,4% | 2 712 | 2 652 | 2,3% | 148 | 9,7% | 22 182 | 11,1% |
| Total Equity Products2 | 1 540 | 1 752 -12,1% | 33 878 | 36 798 | -7,9% | 1 967 | -16,3% | 295 040 | -15,2% | |
| Individual Equity Products | 1 115 | 1 207 | -7,6% | 24 539 | 25 351 | -3,2% | 1 472 | -18,1% | 220 86 | -17,0% 7 |
| Futures Options |
685 430 |
659 | 4,0% 549 -21,5% |
15 068 9 470 |
13 830 | 9,0% 11 521 -17,8% |
995 478 |
-16,2% -21,9% |
149 20 71 662 |
-15,0% 5 -20,8% |
| Equity Index Products | 425 | 545 -22,1% | 9 340 | 11 447 -18,4% | 494 | -10,6% | 74 173 | -9,3% | ||
| of which Bclear | 822 | 783 | 5,0% | 18 085 | 16 448 | 10,0% | 1 144 | -15,2% | 171 641 | -14,0% |
| Individual Equity Products | 776 | 725 | 7,1% | 17 075 | 15 218 | 12,2% | 1 074 | -15,8% | 161 09 | -14,6% 8 |
| Futures | 669 107 |
639 86 |
4,7% | 14 715 2 360 |
13 415 1 803 |
9,7% | 971 | -17,0% | 145 68 | -15,9% 7 |
| Options Equity Index Products |
46 | 24,9% 59 -21,6% |
1 010 | 30,9% 1 230 -17,8% |
103 70 |
-1,3% -5,1% |
15 411 10 543 |
0,0% -3,8% |
||
| Commodity Products | 119 | 78 | 52,2% | 2 609 | 1 636 | 59,5% | 86 | 0,7% | 12 837 | 2,1% |
| U.S. Derivatives Products | ||||||||||
| Equity Options 3 | ||||||||||
| NYSE Euronext Options Contracts | 3 487 | 4 141 -15,8% | 73 225 | 82 814 -11,6% | 3 944 | -6,5% | 575 781 | -5,8% | ||
| Total Consolidated Options Contracts | 13 459 | 16 039 -16,1% | 282 647 | 320 788 -11,9% | 15 114 | -8,2% | 2 206 578 | -7,5% | ||
| NYSE Group Share of Total | 25,9% | 25,8% | 25,9% | 25,8% | 26,1% | 0,5% | 26,1% | 0,5% | ||
| NYSE Liffe U.S. | ||||||||||
| Futures and Futures Options Volume* | 53,4 | 101,3 -47,3% | 1 174 | 2 127 -44,8% | 80,2 | 26,4% | 12 104,8 | 28,1% | ||
| European Cash Products (trades in thousands) | 1 463 | 1 640 | -10,8% | 32 180 | 34 432 | -6,5% | 1 618 | -3,0% | 241 041 | -2,3% |
| Equities Exchange-Traded Funds |
1 415 13 |
1 578 -10,4% 19 -29,8% |
31 131 286 |
33 148 | -6,1% 389 -26,5% |
1 565 14 |
-2,4% -23,2% |
233 239 2 117 |
-1,7% -22,6% |
|
| Structured Products | 29 | 38 -23,7% | 637 | 797 -20,0% | 33 | -17,9% | 4 932 | -17,4% | ||
| Bonds | 6 | 5 22,4% | 126 | 98 28,2% | 5 | -2,2% | 754 | -1,5% | ||
| U.S. Cash Products (shares in millions) 5 | 1 655 | 1 993 | -16,9% | 34 763 | 39 857 | -12,8% | 1 780 | -17,8% | 259 863 | -17,2% |
| NYSE Listed (Tape A) Issues 4 | ||||||||||
| Handled Volume 5 | 1 180 | 1 382 | -14,6% | 24 781 | 27 640 | -10,3% | 1 272 | -17,3% | 185 703 | -16,8% |
| Matched Volume 6 Total NYSE Listed Consolidated Volume |
1 124 3 503 |
1 310 3 822 |
-14,2% -8,4% |
23 601 73 566 |
26 208 76 447 |
-9,9% -3,8% |
1 205 3 848 |
-17,3% -8,2% |
175 956 561 863 |
-16,7% -7,5% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 33,7% | 36,2% | -2,5% | 33,7% | 36,2% | -2,5% | 33,1% | -3,7% | 33,1% | -3,7% |
| Matched Volume 6 | 32,1% | 34,3% | -2,2% | 32,1% | 34,3% | -2,2% | 31,3% | -3,4% | 31,3% | -3,4% |
| NYSE Arca, MKT and Regional (Tape B) Listed Issues | ||||||||||
| Handled Volume 5 | 233 | 326 | -28,6% | 4 885 | 6 517 | -25,0% | 266 | -21,4% | 38 845 | -20,9% |
| Matched Volume 6 Total NYSE Arca & MKT Listed Consolidated Volume |
212 971 |
294 1 273 |
-27,8% -23,7% |
4 454 20 395 |
5 878 25 465 |
-24,2% -19,9% |
239 1 129 |
-21,5% -14,0% |
34 887 164 797 |
-20,9% -13,4% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 24,0% | 25,6% | -1,6% | 24,0% | 25,6% | -1,6% | 23,6% | -2,2% | 23,6% | -2,2% |
| Matched Volume 6 | 21,8% | 23,1% | -1,3% | 21,8% | 23,1% | -1,3% | 21,2% | -2,0% | 21,2% | -2,0% |
| Nasdaq Listed (Tape C) Issues | ||||||||||
| Handled Volume 5 | 243 | 285 | -14,9% | 5 097 | 5 701 | -10,6% | 242 | -15,7% | 35 315 | -15,1% |
| Matched Volume 6 | 210 | 246 | -14,4% | 4 415 | 4 914 | -10,2% | 206 | -15,5% | 30 141 | -14,9% |
| Total Nasdaq Listed Consolidated Volume Share of Total Consolidated Volume |
1 649 | 1 891 | -12,8% | 34 627 | 37 811 | -8,4% | 1 777 | -11,3% | 259 511 | -10,7% |
| Handled Volume 5 | 14,7% | 15,1% | -0,4% | 14,7% | 15,1% | -0,4% | 13,6% | -0,7% | 13,6% | -0,7% |
| Matched Volume 6 | 12,7% | 13,0% | -0,3% | 12,7% | 13,0% | -0,3% | 11,6% | -0,6% | 11,6% | -0,6% |
| Exchange-Traded Funds 5,7 | ||||||||||
| Handled Volume 5 | 214 | 308 | -30,5% | 4 488 | 6 150 | -27,0% | 251 | -19,5% | 36 587 | -19,0% |
| Matched Volume 6 | 195 | 277 | -29,7% | 4 087 | 5 539 | -26,2% | 225 | -19,7% | 32 801 | -19,1% |
| Total ETF Consolidated Volume | 912 | 1 231 | -25,9% | 19 161 | 24 614 | -22,2% | 1 095 | -10,8% | 159 853 | -10,2% |
| Share of Total Consolidated Volume Handled Volume 5 |
23,4% | 25,0% | -1,6% | 23,4% | 25,0% | -1,6% | 22,9% | -2,5% | 22,9% | -2,5% |
| Matched Volume 6 | 21,3% | 22,5% | -1,2% | 21,3% | 22,5% | -1,2% | 20,5% | -2,3% | 20,5% | -2,3% |
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
6 and executed at an external market center. NYSE Arca routing includes odd-lots. 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.
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