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Euronext N.V.

Regulatory Filings Jan 10, 2012

3839_iss_2012-01-10_78e5b4e8-e3bc-4b15-982c-e334c3e6dbed.pdf

Regulatory Filings

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NYSE Euronext Monthly Volume Summary

Average Daily Volume Total Volume Average Daily Volume Total Volume
% Chg vs. % Chg vs.
(Unaudited; contracts in thousands) Dec-11 Dec-10 % Chg Dec-11 Dec-10 % Chg YTD 2011 YTD 2010 YTD 2011 YTD 2010
Number of Trading Days - European Markets
Number of Trading Days - U.S. Markets
21
21
23
22
21
21
23
22
257
252
257
252
European Derivatives Products 3,440 3,302 4.2% 72,245 75,957 -4.9% 4,469 -5.7% 1,148,498 -6.1%
of which Bclear 1,240 903 37.4% 26,046 20,759 25.5% 1,141 -13.6% 293,243 -14.0%
Total Fixed Income Products 1,352 1,473 -8.2% 28,390 33,877 -16.2% 2,250 -1.2% 578,255 -1.6%
Short Term Interest Rate Products 1,268 1,396 -9.2% 26,625 32,108 -17.1% 2,111 -2.3% 542,541 -2.7%
Medium and Long Term Interest Rate Products 1 84 77 9.4% 1,766 1,769 -0.1% 139 18.2% 35,714 17.8%
Total Equity Products 2 2,021 1,766 14.4% 42,432 40,616 4.5% 2,138 -10.8% 549,513 -11.1%
Individual Equity Products 1,529 1,292 18.3% 32,109 29,725 8.0% 1,560 -13.3% 401,004 -13.7%
Futures 1,056 734 43.8% 22,168 16,883 31.3% 974 -13.1% 250,442 -13.4%
Options
Equity Index Products
473
492
558
474
-15.2%
3.8%
9,941
10,323
12,841
10,892
-22.6%
-5.2%
586
578
-13.7%
-3.0%
150,562
148,509
-14.1%
-3.4%
of which Bclear 1,240 903 37.4% 26,046 20,759 25.5% 1,141 -13.6% 293,243 -14.0%
Individual Equity Products 1,142 809 41.1% 23,986 18,617 28.8% 1,060 -13.6% 272,384 -14.0%
Futures
Options
1,055
87
733
76
43.9%
13.9%
22,165
1,820
16,867
1,750
31.4%
4.0%
959
101
-14.2%
-8.0%
246,425
25,959
-14.5%
-8.4%
Equity Index Products 98 93 5.3% 2,060 2,142 -3.8% 81 -13.8% 20,858 -14.2%
Commodity Products 68 64 6.4% 1,422 1,464 -2.8% 81 24.8% 20,730 24.3%
U.S. Derivatives Products
Equity Options 3
NYSE Euronext Options Contracts 3,936 3,360 17.1% 82,656 73,926 11.8% 4,406 20.0% 1,110,193 20.0%
Total Consolidated Options Contracts 14,224 14,567 -2.4% 298,702 320,466 -6.8% 16,764 17.0% 4,224,605 17.0%
NYSE Group Share of Total
NYSE Liffe U.S.
27.7% 23.1% 27.7% 23.1% 26.3% 0.7% 26.3% 0.7%
Futures and Futures Options Volume* 89.6 13.0 588.7% 1,882 286 557.4% 81.2 401.3% 20,937.6 413.3%
European Cash Products (trades in thousands) 1,338 1,228 9.0% 28,095 28,235 -0.5% 1,711 17.1% 439,717 16.6%
Equities 1,287 1,177 9.3% 27,023 27,079 -0.2% 1,644 17.2% 422,517 16.8%
Exchange-Traded Funds 15 15 6.8% 325 334 -2.5% 21 16.5% 5,270 16.1%
Structured Products 31 30 1.6% 642 692 -7.2% 41 15.8% 10,649 15.4%
Bonds 5 6 -12.3% 104 130 -20.0% 5 -13.1% 1,281 -13.5%
U.S. Cash Products (shares in millions) 5 1,794 2,007 -10.6% 37,682 44,148 -14.6% 2,283 -12.1% 575,223 -12.1%
NYSE Listed (Tape A) Issues 4
Handled Volume 5 1,277 1,496 -14.6% 26,821 32,908 -18.5% 1,607 -14.7% 404,910 -14.7%
Matched Volume 6 1,212 1,419 -14.6% 25,445 31,224 -18.5% 1,523 -13.9% 383,863 -13.9%
Total NYSE Listed Consolidated Volume 3,623 4,050 -10.5% 76,086 89,092 -14.6% 4,370 -10.3% 1,101,268 -10.3%
Share of Total Consolidated Volume
Handled Volume 5
Matched Volume 6 35.3%
33.4%
36.9%
35.0%
-1.6%
-1.6%
35.3%
33.4%
36.9%
35.0%
-1.6%
-1.6%
36.8%
34.9%
-1.9%
-1.5%
36.8%
34.9%
-1.9%
-1.5%
NYSE Arca & Amex (Tape B) Listed Issues
Handled Volume 5
Matched Volume 6
295 266 10.8% 6,192 5,855 5.8% 381 -1.1% 96,040 -1.1%
Total NYSE Arca & Amex Listed Consolidated Volume 263
1,170
240
1,045
9.6%
12.0%
5,517
24,580
5,273
22,998
4.6%
6.9%
343
1,474
-0.9%
1.3%
86,460
371,409
-0.9%
1.3%
Share of Total Consolidated Volume
Handled Volume 5 25.2% 25.5% -0.3% 25.2% 25.5% -0.3% 25.9% -0.6% 25.9% -0.6%
Matched Volume 6 22.4% 22.9% -0.5% 22.4% 22.9% -0.5% 23.3% -0.5% 23.3% -0.5%
Nasdaq Listed (Tape C) Issues
Handled Volume 5 222 245 -9.2% 4,669 5,386 -13.3% 295 -10.0% 74,274 -10.0%
Matched Volume 6 189 211 -10.1% 3,979 4,636 -14.2% 254 -8.3% 63,941 -8.3%
Total Nasdaq Listed Consolidated Volume 1,615 1,688 -4.3% 33,911 37,140 -8.7% 2,022 -7.8% 509,421 -7.8%
Share of Total Consolidated Volume
Handled Volume 5 13.8% 14.5% -0.7% 13.8% 14.5% -0.7% 14.6% -0.4% 14.6% -0.4%
Matched Volume 6 11.7% 12.5% -0.8% 11.7% 12.5% -0.8% 12.6% 0.0% 12.6% 0.0%
Exchange-Traded Funds 5,7
Handled Volume 5 279 237 17.7% 5,854 5,209 12.4% 360 -2.5% 90,741 -2.5%
Matched Volume 6 248 214 15.7% 5,202 4,710 10.4% 324 -2.6% 81,632 -2.6%
Total ETF Consolidated Volume 1,139 948 20.2% 23,917 20,852 14.7% 1,420 -0.4% 357,841 -0.4%
Share of Total Consolidated Volume
Handled Volume 5 24.5% 25.0% -0.5% 24.5% 25.0% -0.5% 25.4% -0.5% 25.4% -0.5%
Matched Volume 6 21.7% 22.6% -0.9% 21.7% 22.6% -0.9% 22.8% -0.5% 22.8% -0.5%

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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