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Euronext N.V.

Regulatory Filings Mar 9, 2012

3839_iss_2012-03-09_b5256dcf-3b6c-4b6a-8163-f8205d70a52a.pdf

Regulatory Filings

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NYSE Euronext Announces Trading Volumes for February 2012

Global Derivatives ADV Down 21% Year-over-Year European Cash ADV Down 9%; U.S. Cash ADV Down 21%

March 9, 2012 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for February 20121 . Trading volumes declined year-overyear and month-over-month across most venues. Global derivatives average daily volume ("ADV") of 7.0 million contracts in February 2012 decreased 21.4% versus the prior year, with European Derivatives declining 35.7% and U.S. equity options decreasing 9.2%. European cash trading ADV decreased 8.7% year-over-year, but increased 7.1% from January 2012 levels. U.S. cash trading ADV decreased 21.0% from February 2011 levels.

Highlights

  • NYSE Euronext global derivatives ADV in February 2012 of 7.0 million contracts decreased 21.4% compared to February 2011 and decreased 6.0% from January 2012 levels.
  • NYSE Euronext European derivatives products ADV in February 2012 of 2.8 million contracts decreased 35.7% compared to February 2011 and decreased 11.9% from January 2012 levels. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 36.7% compared to February 2011 and decreased 6.7% from January 2012.
  • NYSE Euronext U.S. equity options ADV of 4.1 million contracts in February 2012 decreased 9.2% compared to February 2011 levels and decreased 1.5% from January 2012. NYSE Euronext's U.S. options exchanges accounted for 25.4% of total U.S. consolidated equity options trading in February 2012, down from 25.9% in February 2011 and down from 26.6% in January 2012.
  • NYSE Liffe U.S. ADV of approximately 88,600 contracts increased from 12,200 contracts in February 2011, but decreased from 94,900 contracts in January 2012.
  • NYSE Euronext European cash products ADV of 1.6 million transactions in February 2012 decreased 8.7% compared to February 2011, but increased 7.1% from January 2012 levels.
  • NYSE Euronext U.S. cash products handled ADV of 1.8 billion shares in February 2012 decreased 21.0% compared to February 2011 and decreased 2.2% compared to January 2012. NYSE Euronext's Tape A matched market share in February 2012 was 30.0%, down from 34.5% in February 2011 and down slightly from 30.3% in January 2012. There were

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.

a total of 21 trading days in Europe and 20 trading days in the U.S. in February 2012 compared to 20 trading days in Europe and 19 trading days in the U.S. in February 2011.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in February 2012 was 2.8 million futures and options contracts, a decrease of 35.7% from February 2011 and a decrease of 11.9% from January 2012.
  • The 2.8 million in European derivatives futures and options contracts ADV in February 2012 consisted of 2.5 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.3 million contracts, or 12.0%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV decreased 36.7% compared to February 2011 and decreased 6.7% from January 2012.
  • Year-to-date, European derivatives products ADV of 3.0 million contracts was 33.4% below prior year levels. The 3.0 million in futures and options contracts ADV year-todate consisted of 2.6 million contracts executed through LIFFE CONNECT trading platform and 0.4 million contracts, or 14.7%, executed through Bclear.
  • Total fixed income products ADV of 1.6 million contracts in February 2012 decreased 43.3% from February 2011 and decreased 13.4% from January 2012. Year-to-date, total fixed income products ADV of 1.7 million contracts was 36.6% below prior year levels.
  • Total equity products (including Bclear) ADV of 1.2 million contracts in February 2012 decreased 23.9% compared to February 2011 and decreased 11.5% from January 2012. The 1.2 million contracts in equity products ADV consisted of 0.7 million contracts in individual equity products ADV and 0.4 million contracts in equity index products ADV. The 0.7 million contracts in individual equity products ADV consisted of 0.2 million in futures contracts, which represented a 29.4% decrease compared to February 2011 and 0.5 million in options contracts, which represented a 25.8% decrease compared to February 2011. The average net rate per contract for individual equity futures contracts is significantly lower than other European derivatives products. Year-to-date, total equity products ADV of 1.2 million contracts were 30.0% below prior year levels.
  • Total commodities products ADV of approximately 87,000 contracts in February 2012 increased 0.7% compared to February 2011 and increased 16.5% compared to January 2012. Year-to-date, total commodities product ADV of 81,000 contracts was 0.9% above prior year levels.

U.S. Derivatives

  • NYSE Euronext U.S. equity options ADV of 4.1 million contracts in February 2012 decreased 9.2% compared to February 2011 and decreased 1.5% compared to January 2012. Year-to-date, U.S. equity options ADV of 4.1 million contracts was 6.6% below prior year levels.
  • Total U.S. consolidated equity options ADV decreased 7.5% to 16.2 million contracts in February 2012 compared to February 2011, but increased 3.2% compared to January 2012. Year-to-date, U.S. consolidated equity options ADV of 15.9 million contracts was 9.6% below prior year levels.
  • NYSE Euronext's U.S. options exchanges accounted for 25.4% of the total U.S. consolidated equity options trading in February 2012, down from 25.9% in February 2011 and down from 26.6% in January 2012.
  • NYSE Liffe U.S. ADV of approximately 88,600 contracts increased from 12,200 contracts in February 2011, but decreased from 94,900 contracts in January 2012. Year-to-date,

U.S. futures and futures options ADV of 91,700 contracts was 614.5% above prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.6 million transactions in February 2012 decreased 8.7% compared to February 2011, but increased 7.1% compared to January 2012.
  • Year-to-date, European cash products ADV of 1.6 million transactions was 11.7% below prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in February 2012 decreased 21.0% to 1.8 billion shares compared to February 2011 and decreased 2.2% from January 2012.
  • Year-to-date, U.S. cash products handled ADV was 1.8 billion shares, down 22.4% from prior year levels.
  • NYSE Euronext's Tape A matched market share in February 2012 was 30.0%, down from 34.5% in February 2011 and down slightly from 30.3% in January 2012.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 214 million shares in February 2012 decreased 17.4% compared to February 2011 and decreased 6.2% compared to January 2012.
  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 221 million shares was 16.5% 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, 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.

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 reference document for 2010 ("document de référence") filed with the French Autorité des Marchés Financiers (Filed on April 19, 2011 under No. D.11-0333), 2010 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) Feb-12 Feb-11 % Chg Feb-12 Feb-11 % Chg YTD 2012 YTD 2011 YTD 2012 YTD 2011
Number of Trading Days - European Markets
Number of Trading Days - U.S. Markets
21
20
20
19
21
20
20
19
43
40
43
40
European Derivatives Products 2,839 4,418 -35.7% 59,624 88,355 -32.5% 3,035 -33.4% 130,515 -30.1%
of which Bclear 342 474 -27.9% 7,181 9,485 -24.3% 446 -38.0% 19,194 -35.0%
Total Fixed Income Products 1,596 2,813 -43.3% 33,526 56,264 -40.4% 1,722 -36.6% 74,055 -33.5%
Short Term Interest Rate Products 1,398 2,649 -47.2% 29,364 52,979 -44.6% 1,564 -39.4% 67,268 -36.4%
Medium and Long Term Interest Rate Products 1 198 164 20.7% 4,162 3,285 26.7% 158 17.3% 6,787 23.0%
Total Equity Products 2 1,155 1,518 -23.9% 24,262 30,354 -20.1% 1,232 -30.0% 52,972 -26.6%
Individual Equity Products 745 1,020 -26.9% 15,652 20,392 -23.2% 828 -33.8% 35,588 -30.6%
Futures 214 304 -29.4% 4,497 6,070 -25.9% 310 -41.7% 13,334 -38.9%
Options 531 716 -25.8% 11,155 14,322 -22.1% 518 -27.9% 22,254 -24.4%
Equity Index Products 410 498 -17.7% 8,610 9,962 -13.6% 404 -20.8% 17,385 -16.9%
of which Bclear 342 474 -27.9% 7,181 9,485 -24.3% 446 -38.0% 19,194 -35.0%
Individual Equity Products 293 417 -29.8% 6,153 8,348 -26.3% 392 -40.4% 16,854 -37.5%
Futures 190 288 -34.1% 3,986 5,764 -30.8% 298 -43.2% 12,823 -40.4%
Options
Equity Index Products
103
49
129
57
-20.1%
-14.0%
2,167
1,028
2,584
1,138
-16.1%
-9.7%
94
54
-29.5%
-13.0%
4,032
2,340
-26.1%
-8.8%
Commodity Products 87 87 0.7% 1,836 1,737 5.7% 81 0.9% 3,488 5.8%
U.S. Derivatives Products
Equity Options 3
NYSE Euronext Options Contracts
Total Consolidated Options Contracts
4,110
16,165
4,524
17,472
-9.2%
-7.5%
82,197
323,293
85,962
331,962
-4.4%
-2.6%
4,141
15,916
-6.6%
-9.6%
165,622
636,656
-4.2%
-7.3%
NYSE Group Share of Total 25.4% 25.9% 25.4% 25.9% 26.0% 0.8% 26.0% 0.8%
NYSE Liffe U.S.
Futures and Futures Options Volume* 88.6 12.2 629.2% 1,861 243 665.7% 91.7 614.5% 3,853.3 632.0%
European Cash Products (trades in thousands) 1,617 1,771 -8.7% 33,961 35,417 -4.1% 1,562 -11.7% 67,184 -7.4%
Equities 1,564 1,704 -8.2% 32,854 34,073 -3.6% 1,509 -11.3% 64,875 -7.0%
Exchange-Traded Funds 13 19 -27.4% 283 372 -23.7% 15 -25.6% 624 -22.0%
Structured Products
Bonds
34
5
43 -20.4%
5 -10.8%
723
100
107 865 -16.4%
-6.4%
35
5
-20.7%
-13.0%
1,484
201
-16.8%
-8.8%
U.S. Cash Products (shares in millions) 5 1,774 2,246 -21.0% 35,488 42,679 -16.8% 1,794 -22.4% 71,764 -20.4%
NYSE Listed (Tape A) Issues 4
Handled Volume 5 1,259 1,635 -23.0% 25,181 31,058 -18.9% 1,275 -24.5% 51,006 -22.5%
Matched Volume 6
Total NYSE Listed Consolidated Volume
1,185
3,950
1,542
4,463
-23.1%
-11.5%
23,702
79,010
29,294
84,806
-19.1%
-6.8%
1,201
3,982
-24.6%
-14.6%
48,048
159,296
-22.7%
-12.4%
Share of Total Consolidated Volume
Handled Volume 5
31.9% 36.6% -4.7% 31.9% 36.6% -4.7% 32.0% -4.2% 32.0% -4.2%
Matched Volume 6 30.0% 34.5% -4.5% 30.0% 34.5% -4.5% 30.2% -4.0% 30.2% -4.0%
NYSE Arca & Amex (Tape B) Listed Issues
Handled Volume 5
Matched Volume 6
258
231
317
284
-18.6% 5,162
4,610
6,022
5,396
-14.3% 265
236
-18.5% 10,594
9,460
-16.4%
Total NYSE Arca & Amex Listed Consolidated Volume 1,127 1,267 -18.8%
-11.1%
22,531 24,067 -14.6%
-6.4%
1,120 -18.8%
-12.3%
44,803 -16.8%
-10.1%
Share of Total Consolidated Volume
Handled Volume 5 22.9% 25.0% -2.1% 22.9% 25.0% -2.1% 23.6% -1.8% 23.6% -1.8%
Matched Volume 6 20.5% 22.4% -1.9% 20.5% 22.4% -1.9% 21.1% -1.7% 21.1% -1.7%
Nasdaq Listed (Tape C) Issues
Handled Volume 5 257 295 -12.7% 5,145 5,600 -8.1% 254 -14.6% 10,163 -12.4%
Matched Volume 6 217 252 -13.9% 4,335 4,783 -9.4% 215 -15.0% 8,614 -12.8%
Total Nasdaq Listed Consolidated Volume 1,901 2,096 -9.3% 38,024 39,815 -4.5% 1,859 -10.1% 74,379 -7.8%
Share of Total Consolidated Volume
Handled Volume 5
Matched Volume 6
13.5% 14.1% -0.6% 13.5% 14.1% -0.6% 13.7% -0.7% 13.7% -0.7%
11.4% 12.0% -0.6% 11.4% 12.0% -0.6% 11.6% -0.6% 11.6% -0.6%
Exchange-Traded Funds 5,7
Handled Volume 5 240 289 -17.0% 4,792 5,484 -12.6% 248 -15.9% 9,908 -13.7%
Matched Volume 6 214 258 -17.4% 4,272 4,911 -13.0% 221 -16.5% 8,828 -14.3%
Total ETF Consolidated Volume 1,085 1,171 -7.4% 21,693 22,251 -2.5% 1,079 -8.0% 43,164 -5.7%
Share of Total Consolidated Volume
Handled Volume 5
Matched Volume 6 22.1%
19.7%
24.6%
22.1%
-2.5%
-2.4%
22.1%
19.7%
24.6%
22.1%
-2.5%
-2.4%
23.0%
20.5%
-2.1%
-2.0%
23.0%
20.5%
-2.1%
-2.0%

1 Data includes currency products.

2 Includes Bclear trading 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.

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