Regulatory Filings • Jun 7, 2012
Regulatory Filings
Open in ViewerOpens in native device viewer
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
Continued Improvement in May Trading Volumes with Heightened Volatility U.S. Equity Options and European Cash Up Year‐over‐Year Three Out of Four Primary Trading Venues Registered Increases Month‐over‐Month #1 in U.S. Equity Options in May; Record Monthly Market Share for NYSE Amex Options
June 7, 2012 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for May 20121 . Trading volumes in May reflected continuing improvement both year‐over‐year and month‐over‐month with heightened volatility in the global markets. U.S. equity options increased 4.7% and European cash increased 2.1% year‐over‐year. U.S. cash, European derivatives and U.S. equity options all registered month‐over‐month gains, reflecting increasing momentum quarter‐to‐date.
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.
• NYSE Euronext U.S. equity options ADV of 4.2 million contracts in May 2012 increased 4.7% compared to May 2011 and increased 7.7% compared to April 2012. Quarter‐to‐date, U.S.
equity options ADV was 1.6% below first quarter 2012 levels. Year‐to‐date, U.S. equity options ADV of 4.1 million contracts was 3.7% below prior year levels.
European Cash
U.S. Cash
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 Amex, 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, and is the only exchange operator in the Fortune 500. 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) | mai-12 | mai-11 | % Chg | mai-12 | mai-11 | % Chg | YTD 2012 | YTD 2011 | YTD 2012 | YTD 2011 |
| Number of Trading Days - European Cash | 22 | 22 | 22 | 22 | - | 106 | 106 | |||
| Number of Trading Days - European Derivatives | 23 | 22 | 23 | 22 | 107 | 107 | ||||
| Number of Trading Days - U.S. Markets | 22 | 21 | 22 | 21 | 104 | 104 | ||||
| European Derivatives Products of which Bclear |
5 022 1 995 |
6 448 -22,1% 3 121 -36,1% |
115 511 45 883 |
141 867 -18,6% | 68 668 -33,2% | 3 862 1 099 |
-23,2% -24,6% |
413 233 117 55 |
-21,8% -23,2% 8 |
|
| Total Fixed Income Products | 2 113 | 2 318 | -8,8% | 48 609 | 50 989 | -4,7% | 1 850 | -25,4% | 197 986 | -24,0% |
| Short Term Interest Rate Products | 1 930 | 2 150 -10,2% | 44 393 | 47 291 | -6,1% | 1 696 | -27,7% | 181 46 | -26,3% 7 | |
| Medium and Long Term Interest Rate Products1 | 183 | 168 | 9,0% | 4 216 | 3 699 | 14,0% | 154 | 13,7% | 16 519 | 15,8% |
| Total Equity Products2 | 2 836 | 4 049 -30,0% | 65 218 | 89 087 -26,8% | 1 932 | -21,6% | 206 730 | -20,1% | ||
| Individual Equity Products | 2 300 | 3 559 -35,4% | 52 890 | 78 293 -32,4% | 1 441 | -25,1% | 154 21 | -23,7% 7 | ||
| Futures | 1 910 389 |
2 995 -36,2% 563 -30,9% |
43 935 8 954 |
65 901 -33,3% 12 392 -27,7% |
956 | -26,2% | 102 282 | -24,8% | ||
| Options Equity Index Products |
536 | 491 | 9,2% | 12 328 | 10 794 | 14,2% | 485 491 |
-22,9% -9,0% |
51 935 52 513 |
-21,4% -7,3% |
| of which Bclear Individual Equity Products |
1 995 1 922 |
3 121 -36,1% 3 074 -37,5% |
45 883 44 217 |
68 668 -33,2% 67 634 -34,6% |
1 099 1 028 |
-24,6% -25,9% |
117 55 109 980 |
-23,2% 8 -24,5% |
||
| Futures | 1 858 | 2 973 -37,5% | 42 737 | 65 414 -34,7% | 927 | -27,4% | 99 213 | -26,1% | ||
| Options | 64 | 101 -36,2% | 1 480 | 2 220 -33,3% | 101 | -8,4% | 10 767 | -6,6% | ||
| Equity Index Products | 72 | 47 | 54,2% | 1 667 | 1 034 | 61,2% | 71 | 2,0% | 7 578 | 3,9% |
| Commodity Products | 73 | 81 -10,0% | 1 684 | 1 790 | -5,9% | 80 | -6,0% | 8 517 | -4,2% | |
| U.S. Derivatives Products | ||||||||||
| Equity Options 3 | ||||||||||
| NYSE Euronext Options Contracts | 4 204 | 4 015 | 4,7% | 92 480 | 84 319 | 9,7% | 4 101 | -3,7% | 426 453 | -2,7% |
| Total Consolidated Options Contracts | 15 734 | 16 008 | -1,7% | 346 148 | 336 177 | 3,0% | 15 635 | -6,5% | 1 626 089 | -5,6% |
| NYSE Group Share of Total | 26,7% | 25,1% | 26,7% | 25,1% | 26,2% | 0,8% | 26,2% | 0,8% | ||
| NYSE Liffe U.S. | ||||||||||
| Futures and Futures Options Volume* | 68,3 | 91,0 -24,9% | 1 571 | 2 001 -21,5% | 83,5 | 71,0% | 9 022,7 | 74,2% | ||
| European Cash Products (trades in thousands) | 1 612 | 1 579 | 2,1% | 35 455 | 34 743 | 2,1% | 1 640 | -3,8% | 173 826 | -2,9% |
| Equities | 1 560 | 1 520 | 2,6% | 34 317 | 33 447 | 2,6% | 1 586 | -3,2% | 168 141 | -2,3% |
| Exchange-Traded Funds | 14 | 16 -14,3% | 302 | 353 -14,3% | 15 | -22,3% | 1 545 | -21,6% | ||
| Structured Products Bonds |
33 5 |
5 | 38 -12,2% -5,0% |
733 103 |
108 | 835 -12,2% -5,0% |
34 5 |
-18,5% -9,0% |
3 626 514 |
-17,7% -8,1% |
| U.S. Cash Products (shares in millions) 5 | 1 890 | 2 084 | -9,3% | 41 583 | 43 754 | -5,0% | 1 793 | -18,5% | 186 520 | -17,7% |
| NYSE Listed (Tape A) Issues 4 | ||||||||||
| Handled Volume 5 | 1 334 | 1 445 | -7,6% | 29 357 | 30 336 | -3,2% | 1 280 | -18,6% | 133 140 | -17,8% |
| Matched Volume 6 Total NYSE Listed Consolidated Volume |
1 266 3 971 |
1 367 3 851 |
-7,4% 3,1% |
27 861 87 362 |
28 704 80 867 |
-2,9% 8,0% |
1 210 3 904 |
-18,6% -9,4% |
125 801 406 029 |
-17,8% -8,5% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 33,6% | 37,5% | -3,9% | 33,6% | 37,5% | -3,9% | 32,8% | -3,7% | 32,8% | -3,7% |
| Matched Volume 6 | 31,9% | 35,5% | -3,6% | 31,9% | 35,5% | -3,6% | 31,0% | -3,5% | 31,0% | -3,5% |
| NYSE Arca, MKT and Regional (Tape B) Listed Issues | ||||||||||
| Handled Volume 5 | 291 | 352 | -17,2% | 6 406 | 7 382 | -13,2% | 268 | -20,6% | 27 914 | -19,8% |
| Matched Volume 6 | 262 | 317 | -17,4% | 5 755 | 6 650 | -13,5% | 240 | -20,8% | 24 954 | -20,1% |
| Total NYSE Arca & MKT Listed Consolidated Volume | 1 248 | 1 352 | -7,7% | 27 460 | 28 402 | -3,3% | 1 144 | -12,9% | 118 959 | -12,0% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 Matched Volume 6 |
23,3% | 26,0% | -2,7% | 23,3% | 26,0% | -2,7% | 23,5% | -2,2% | 23,5% | -2,2% |
| 21,0% | 23,4% | -2,4% | 21,0% | 23,4% | -2,4% | 21,0% | -2,1% | 21,0% | -2,1% | |
| Nasdaq Listed (Tape C) Issues | ||||||||||
| Handled Volume 5 | 265 | 287 | -8,0% | 5 820 | 6 036 | -3,6% | 245 | -15,5% | 25 466 | -14,7% |
| Matched Volume 6 Total Nasdaq Listed Consolidated Volume |
228 1 904 |
244 2 034 |
-6,6% -6,4% |
5 010 41 886 |
5 120 42 720 |
-2,2% -2,0% |
208 1 801 |
-15,6% -11,0% |
21 617 187 290 |
-14,8% -10,1% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 13,9% | 14,1% | -0,2% | 13,9% | 14,1% | -0,2% | 13,6% | -0,7% | 13,6% | -0,7% |
| Matched Volume 6 | 12,0% | 12,0% | 0,0% | 12,0% | 12,0% | 0,0% | 11,5% | -0,7% | 11,5% | -0,7% |
| Exchange-Traded Funds 5,7 | ||||||||||
| Handled Volume 5 | 280 | 328 | -14,7% | 6 163 | 6 896 | -10,6% | 254 | -17,9% | 26 415 | -17,1% |
| Matched Volume 6 | 251 | 295 | -14,9% | 5 528 | 6 204 | -10,9% | 227 | -18,3% | 23 574 | -17,5% |
| Total ETF Consolidated Volume | 1 237 | 1 282 | -3,5% | 27 216 | 26 925 | 1,1% | 1 114 | -8,4% | 115 900 | -7,5% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 22,6% | 25,6% | -3,0% | 22,6% | 25,6% | -3,0% | 22,8% | -2,6% | 22,8% | -2,6% |
| Matched Volume 6 | 20,3% | 23,0% | -2,7% | 20,3% | 23,0% | -2,7% | 20,3% | -2,5% | 20,3% | -2,5% |
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.
Building tools?
Free accounts include 100 API calls/year for testing.
Have a question? We'll get back to you promptly.