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Euronext N.V.

Regulatory Filings May 9, 2011

3839_iss_2011-05-09_f43b886d-c5cd-4dd2-9eee-4842662e6f7a.pdf

Regulatory Filings

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NYSE Euronext Announces Trading Volumes for April 2011

Global Derivatives ADV in April Declines to 8.8 Million Contracts; Spike in Trading Volumes in Prior Year Driven by Sovereign Debt Crisis in Europe; Down only 2% Compared to Strong 1Q11 NYSE Liffe U.S. ADV Up Over 300% on Trading in New Products European Cash Trading Volumes Down 4%, U.S. Cash Down 31%

May 9, 2011 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for April 2011 1 . Global derivatives average daily volume ("ADV") of 8.8 million contracts traded per day in April 2011 decreased 18.5% versus the prior year, which benefited from un-seasonally strong trading volumes due to heightened market volatility driven by the sovereign debt crisis in Europe. April 2010 was the second highest level of derivatives monthly trading volume in 2010, second only to May 2010. When compared to the strong first quarter of 2011, Global Derivatives trading volumes in April 2011 are down only 2.4%. Cash equities ADV in April 2011 declined across all venues, with European cash ADV decreasing 3.9% and U.S. cash trading volumes decreasing 30.8% from April 2010 levels.

Highlights

  • NYSE Euronext global derivatives ADV in April 2011 of 8.8 million contracts decreased 18.5% compared to April 2010 and decreased 3.6% from March 2011 levels. When compared to the strong first quarter of 2011, global derivatives ADV is only down 2.4%.
  • NYSE Euronext European derivatives products ADV in April 2011 of 4.7 million contracts decreased 30.5% compared to April 2010 and decreased 1.0% from March 2011 levels. Total European fixed income products ADV in April 2011 of 1.9 million contracts decreased 29.9% compared to April 2010 and decreased 27.8% from March 2011. Total equity products ADV of 2.7 million contracts in April 2011 decreased 31.8% compared to April 2010, but increased 35.9% from March 2011. Total commodities products ADV of 77,000 contracts in April 2011 increased 34.7% compared to April 2010, but decreased 23.6% from March 2011.
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.0 million contracts in April 2011 decreased 0.3% compared to April 2010 levels and decreased 7.6% from March 2011. NYSE Euronext's U.S. options exchanges accounted for 25.7% of total U.S. consolidated equity options trading in April 2011, up from 25.4% in April 2010, but down from 26.0% recorded in March 2011.
  • NYSE Liffe U.S. ADV of approximately 91,700 contracts represented an increase of 387.4% compared to April 2010 and an increase of 157.6% compared to March 2011.

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.

The increase compared to both periods was driven by the launch of Eurodollar and U.S. Treasury futures on March 21 and March 28, respectively.

  • NYSE Euronext European cash products ADV of 1.5 million transactions in April 2011 decreased 3.9% compared to April 2010 and decreased 18.4% from March 2011 levels.
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.0 billion shares in April 2011 decreased 30.8% compared to April 2010 and decreased 14.1% compared to March 2011. NYSE Euronext's Tape A matched market share in April 2011 was 33.3%, down from 34.1% in April 2010 and down from 35.1% in March 2011.
  • There were a total of 19 trading days in Europe and 20 trading days in the U.S. in April 2011 compared to 20 trading days in Europe and 21 trading days in the U.S. in April 2010.

Derivatives Trading

European Derivatives

  • NYSE Euronext European derivatives products ADV in April 2011 was 4.7 million futures and options contracts, a decrease of 30.5% from April 2010 and a decrease of 1.0% from March 2011. April 2010 benefited from a spike in trading volumes due to heightened market volatility driven by sovereign debt crisis in Europe. April 2010 was the second highest level of derivatives monthly trading volume in 2010, second only to May of 2010 when the crisis culminated with the creation of the European Financial Stability Facility.
  • The 4.7 million in European derivatives futures and options contracts ADV in April 2011 consisted of 2.9 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.8 million contracts, or 39.0%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV decreased 26.9% compared to April 2010 and decreased 26.4% from March 2011.
  • Year-to-date, European derivatives products ADV of 4.7 million contracts was 12.5% below prior year levels. The 4.7 million in futures and options contracts ADV year-todate consisted of 3.6 million contracts executed through LIFFE CONNECT trading platform and 1.0 million contracts, or 21.8%, executed through Bclear.
  • Total fixed income products ADV of 1.9 million contracts in April 2011 decreased 29.9% from April 2010 and decreased 27.8% from March 2011. Year-to-date, total fixed income products ADV of 2.5 million contracts was 7.3% below prior year levels.
  • Total equity products (including Bclear) ADV of 2.7 million contracts in April 2011 decreased 31.8% compared to April 2010, but increased 35.9% from March 2011. The 2.7 million contracts in equity products ADV consisted of 2.3 million contracts in individual equity products ADV and 0.5 million contracts in equity index products ADV. The 2.3 million contracts in individual equity products ADV consisted of 1.8 million in futures contracts, which represented a 32.1% decrease compared to April 2010 and 0.5 million in options contracts, which represented a 37.6% decrease compared to April 2010. The average net rate per contract for individual equity futures contracts is significantly lower than other products traded on NYSE Liffe. Year-to-date, total equity products ADV of 2.0 million contracts was 19.6% below prior year levels.
  • Total commodities products ADV of 77,000 contracts in April 2011 increased 34.7% compared to April 2010 and decreased 23.6% compared to March 2011. Year-to-date, total commodities product ADV of 86,000 contracts was 60.5% above prior year levels.

U.S. Derivatives

NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.0 million contracts in April 2011 decreased 0.3% compared to April 2010 and decreased 7.6%

compared to March 2011. Year-to-date, U.S. equity options ADV of 4.3 million contracts was 13.7% above prior year levels.

  • Total U.S. consolidated equity options ADV decreased 1.5% to 15.7 million contracts in April 2011 compared to April 2010 and decreased 6.5% compared to March 2011. Yearto-date, U.S. consolidated equity options ADV of 16.9 million contracts was 16.8% above prior year levels.
  • NYSE Euronext's U.S. options exchanges accounted for 25.7% of the total U.S. consolidated equity options trading in April 2011, up from 25.4% in April 2010 and down from 26.0% in March 2011.
  • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in April 2011 was approximately 91,700 contracts, compared to 18,800 contracts in April 2010.
  • Year-to-date, U.S. futures and futures options ADV of 38,800 contracts was 91.3% above prior year levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.5 million transactions in April 2011 decreased 3.9% compared to April 2010 and decreased 18.4% compared to March 2011.
  • Year-to-date, European cash products ADV of 1.7 million transactions was 22.4% above prior year levels.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in April 2011 decreased 30.8% to 2.0 billion shares compared to April 2010 and decreased 14.1% from March 2011.
  • Year-to-date, U.S. cash products handled ADV was 2.2 billion shares, down 15.0% from prior year levels.
  • NYSE Euronext's Tape A matched market share in April 2011 was 33.3%, down from 34.1% in April 2010 and down from 35.1% in March 2011.

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 242 million shares in April 2011 decreased 25.9% compared to April 2010 and decreased 23.1% compared to March 2011.
  • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 273 million shares was 15.9% 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.

Safe Harbour Statement

In connection with the proposed business combination transaction between NYSE Euronext and Deutsche Boerse AG, Alpha Beta Netherlands Holding N.V. ("Holding"), a newly formed holding company, has filed, and the SEC has declared effective on May 3, 2011, a Registration Statement on Form F-4 with the U.S. Securities and Exchange Commission ("SEC") that includes (1) a proxy

statement of NYSE Euronext that will also constitute a prospectus for Holding and (2) an offering prospectus of Holding to be used in connection with Holding's offer to acquire Deutsche Boerse AG shares held by U.S. holders. NYSE Euronext will mail the definitive proxy statement/prospectus (when finalized) to its stockholders in connection with the vote to approve the merger of NYSE Euronext and a wholly owned subsidiary of Holding, and Holding will mail the offering prospectus to Deutsche Boerse AG shareholders in the United States in connection with Holding's offer to acquire all of the outstanding shares of Deutsche Boerse AG. Holding has also filed an offer document with the German Federal Financial Supervisory Authority (Bundesanstalt fuer Finanzdienstleistungsaufsicht) ("BaFin"), which was approved by the BaFin for publication pursuant to the German Takeover Act (Wertpapiererwerbs-und Übernahmegesetz) on May 2, 2011, and was published on May 4, 2011.

Investors and security holders are urged to read the definitive proxy statement/prospectus (when it becomes available), the offering prospectus and the offer document regarding the proposed business combination transaction because they contain important information. You may obtain a free copy of the definitive proxy statement/prospectus (when it becomes available), the offering prospectus and other related documents filed by NYSE Euronext and Holding with the SEC on the SEC's Web site at www.sec.gov. The definitive proxy statement/prospectus (when it becomes available) and other documents relating thereto may also be obtained for free by accessing NYSE Euronext's Web site at www.nyse.com. The offer document is available at Holding's Web site at www.global-exchange-operator.com.

This document is neither an offer to purchase nor a solicitation of an offer to sell shares of Holding, Deutsche Boerse AG or NYSE Euronext. The final terms and further provisions regarding the public offer are disclosed in the offer document that has been approved by the BaFin and in documents that have been filed with the SEC.

No offering of securities shall be made except by means of a prospectus meeting the requirements of Section 10 of the U.S. Securities Act of 1933, as amended, and applicable European regulations. Subject to certain exceptions to be approved by the relevant regulators or certain facts to be ascertained, the public offer is not being made directly or indirectly in or into any jurisdiction where to do so would constitute a violation of the laws of such jurisdiction, or by use of the mails or by any means or instrumentality (including without limitation, facsimile transmission, telephone and the internet) of interstate or foreign commerce, or any facility of a national securities exchange, of any such jurisdiction.

This announcement and related materials do not constitute in France an offer for ordinary shares in Holding. The relevant final terms of the proposed business combination transaction will be disclosed in the information documents reviewed by the competent European market authorities.

Participants in the Solicitation

NYSE Euronext, Deutsche Boerse AG, Holding and their respective directors and executive officers and other members of management and employees may be deemed to be participants in the solicitation of proxies from NYSE Euronext stockholders in respect of the proposed business combination transaction. Additional information regarding the interests of such potential participants will be included in the definitive proxy statement/prospectus and the other relevant documents filed with the SEC when they become available.

Forward-Looking Statements

This document includes forward-looking statements about NYSE Euronext, Deutsche Boerse AG, Holding, the enlarged group and other persons, which may include statements about the proposed business combination, the likelihood that such transaction could be consummated, the effects of any transaction on the businesses of NYSE Euronext or Deutsche Boerse AG, and other statements that are not historical facts. By their nature, forward-looking statements involve risks and uncertainties because they relate to events and depend on circumstances that may or may not occur in the future. Forward-looking statements are not guarantees of future performance and actual results of operations, financial condition and liquidity, and the development of the industries in which NYSE Euronext and Deutsche Boerse AG operate may differ materially from those made in or suggested by the forward-looking statements contained in this document. Any forward-looking statements speak only as at the date of this document. Except as required by applicable law, none of NYSE Euronext, Deutsche Boerse AG or Holding undertakes any obligation to update or revise publicly any forward-looking statement, whether as a result of new information, future events or otherwise.

NYSE Euronext Monthly Volume Summary

Average Daily Volume Total Volume Average Daily Volume Total Volume
% Chg vs. % Chg vs.
(Unaudited; contracts in thousands) avr-11 avr-10 % Chg avr-11 avr-10 % Chg YTD 2011 YTD 2010 YTD 2011 YTD 2010
Number of Trading Days - European Markets
Number of Trading Days - U.S. Markets
19
20
20
21
19
20
20
21
83
82
83
82
European Derivatives Products 4 721 6 790 -30,5% 89 699 135 805 -34,0% 4 653 -12,5% 386 228 -12,5%
of which Bclear 1 842 2 850 -35,4% 34 990 56 995 -38,6% 1 016 -28,7% 84 325 -28,7%
Total Fixed Income Products 1 929 2 753 -29,9% 36 659 55 056 -33,4% 2 524 -7,3% 209 451 -7,3%
Short Term Interest Rate Products 1 817 2 654 -31,6% 34 516 53 089 -35,0% 2 396 -8,1% 198 887 -8,1%
Medium and Long Term Interest Rate Products 1 113 98 14,6% 2 143 1 968 8,9% 127 12,7% 10 563 12,7%
Total Equity Products 2 2 714 3 980 -31,8% 51 570 79 599 -35,2% 2 044 -19,6% 169 680 -19,6%
Individual Equity Products 2 254 3 385 -33,4% 42 828 67 703 -36,7% 1 492 -22,6% 123 839 -22,6%
Futures 1 756 2 587 -32,1% 33 369 51 747 -35,5% 845 -28,0% 70 146 -28,0%
Options
Equity Index Products
498
460
798
595
-37,6%
-22,6%
9 459
8 742
15 956
11 896
-40,7%
-26,5%
647
552
-14,2%
-10,2%
53 693
45 841
-14,2%
-10,2%
of which Bclear 1 842 2 850 -35,4% 34 990 56 995 -38,6% 1 016 -28,7% 84 325 -28,7%
Individual Equity Products
Futures
1 785
1 701
2 763
2 587
-35,4%
-34,3%
33 914
32 319
55 266
51 745
-38,6%
-37,5%
941
828
-28,3%
-29,4%
78 066
68 757
-28,3%
-29,4%
Options 84 176 -52,3% 1 594 3 522 -54,7% 112 -19,1% 9 310 -19,1%
Equity Index Products 57 86 -34,5% 1 076 1 729 -37,8% 75 -32,9% 6 259 -32,9%
Commodity Products 77 57 34,7% 1 470 1 149 27,9% 86 60,5% 7 097 60,5%
U.S. Derivatives Products
Equity Options 3
NYSE Euronext Options Contracts 4 034 4 047 -0,3% 80 687 84 984 -5,1% 4 319 13,7% 354 119 13,7%
Total Consolidated Options Contracts 15 705 15 941 -1,5% 314 103 334 758 -6,2% 16 915 16,8% 1 387 064 16,8%
NYSE Group Share of Total 25,7% 25,4% 25,7% 25,4% 25,5% -0,7% 25,5% -0,7%
NYSE Liffe U.S.
Futures and Futures Options Volume 91,7 18,8 387,4% 1 834 395 364,2% 38,8 91,3% 3 181,4 91,3%
European Cash Products (trades in thousands) 1 519 1 580 -3,9% 28 860 31 602 -8,7% 1 738 22,4% 144 237 22,4%
Equities 1 461 1 520 -3,9% 27 757 30 394 -8,7% 1 670 22,6% 138 597 22,6%
Exchange-Traded Funds 16 18 -12,8% 302 364 -17,2% 19 17,6% 1 618 17,6%
Structured Products
Bonds
37
5
36 2,6%
6 -14,7%
697
104
715 -2,5%
128 -19,0%
43
5
26,1%
-14,6%
3 571
451
26,1%
-14,6%
U.S. Cash Products (shares in millions) 5 1 982 2 862 -30,8% 39 637 60 105 -34,1% 2 230 -15,0% 182 820 -15,0%
NYSE Listed (Tape A) Issues 4
Handled Volume 5
Matched Volume 6 1 409
1 330
2 129
1 978
-33,8%
-32,7%
28 179
26 610
44 706
41 537
-37,0%
-35,9%
1 605
1 517
-15,6%
-14,0%
131 577
124 415
-15,6%
-14,0%
Total NYSE Listed Consolidated Volume 3 995 5 796 -31,1% 79 902 121 721 -34,4% 4 428 -13,2% 363 114 -13,2%
Share of Total Consolidated Volume
Handled Volume 5 35,3% 36,7% -1,4% 35,3% 36,7% -1,4% 36,2% -1,0% 36,2% -1,1%
Matched Volume 6 33,3% 34,1% -0,8% 33,3% 34,1% -0,8% 34,3% -0,3% 34,3% -0,3%
NYSE Arca & Amex (Tape B) Listed Issues
Handled Volume 5 296 381 -22,2% 5 923 7 999 -26,0% 334 -12,3% 27 414 -12,3%
Matched Volume 6 265 343 -22,8% 5 295 7 199 -26,4% 300 -11,6% 24 565 -11,6%
Total NYSE Arca & Amex Listed Consolidated Volume 1 154 1 492 -22,7% 23 081 31 342 -26,4% 1 303 -11,7% 106 832 -11,7%
Share of Total Consolidated Volume
Handled Volume 5
Matched Volume 6
25,7%
22,9%
25,5%
23,0%
0,2%
-0,1%
25,7%
22,9%
25,5%
23,0%
0,2%
-0,1%
25,7%
23,0%
-0,1%
0,0%
25,7%
23,0%
-0,1%
0,0%
Nasdaq Listed (Tape C) Issues
Handled Volume 5
Matched Volume 6
277
234
352
291
-21,5%
-19,6%
5 534
4 672
7 400
6 104
-25,2%
-23,5%
291
247
-14,5%
-11,4%
23 829
20 244
-14,5%
-11,4%
Total Nasdaq Listed Consolidated Volume 1 928 2 525 -23,6% 38 557 53 016 -27,3% 2 021 -15,3% 165 723 -15,3%
Share of Total Consolidated Volume
Handled Volume 5 14,4% 14,0% 0,4% 14,4% 14,0% 0,4% 14,4% 0,1% 14,4% 0,1%
Matched Volume 6 12,1% 11,5% 0,6% 12,1% 11,5% 0,6% 12,2% 0,5% 12,2% 0,5%
Exchange-Traded Funds 5,7
Handled Volume 5 271 360 -24,9% 5 413 7 569 -28,5% 305 -16,3% 24 970 -16,3%
Matched Volume 6 242 326 -25,9% 4 838 6 852 -29,4% 273 -15,9% 22 380 -15,9%
Total ETF Consolidated Volume 1 061 1 433 -26,0% 21 216 30 091 -29,5% 1 200 -16,7% 98 428 -16,7%
Share of Total Consolidated Volume
Handled Volume 5 25,5% 25,2% 0,3% 25,5% 25,2% 0,3% 25,4% 0,1% 25,4% 0,1%
Matched Volume 6 22,8% 22,8% 0,0% 22,8% 22,8% 0,0% 22,7% 0,2% 22,7% 0,2%

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.

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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