Regulatory Filings • Jan 10, 2012
Regulatory Filings
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| 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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