Regulatory Filings • Mar 4, 2011
Regulatory Filings
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Global Derivatives Averaged 8.9 Million Contracts per Day in February, Up 8% vs. Prior Year U.S Equity Options Volumes Up 33%; European Derivatives (Ex. Bclear) Up 1% European Cash Trading Volumes Up 23%, U.S. Cash Down 14%
March 4, 2011 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for February 20111 . Global derivatives average daily volume ("ADV") of 8.9 million contracts traded per day in February 2011 increased 7.8% versus the prior year. The increase in global derivatives ADV versus prior year levels was driven primarily by a 33.4% increase in U.S. equity options ADV, partially offset by a 9.8% decrease in European derivatives ADV. Cash equities ADV in February 2011 was mixed, with European cash ADV increasing 22.9% and U.S. cash trading volumes decreasing 13.7% from February 2010 levels.
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.
• There were a total of 20 trading days in Europe and 19 trading days in the U.S. in both February 2011 and February 2010.
European Derivatives
U.S. Derivatives
European Cash
U.S. Cash
Exchange Traded Products
Please click here for the Monthly Transaction Activity Data Table.
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-fourth 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 S&P 100 index and Fortune 500. For more information, please visit: http://www.nyx.com.
This press release August 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 22, 2010 under No. D.10-0304), 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 August 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 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| (Unaudited; contracts in thousands) | Feb-11 | Feb-10 | % Chg | Feb-11 | Feb-10 | % Chg | YTD 2011 | % Chg vs. YTD 2010 |
YTD 2011 | % Chg vs. YTD 2010 |
|
| Number of Trading Days - European Markets Number of Trading Days - U.S. Markets |
20 19 |
20 19 |
20 19 |
20 19 |
41 39 |
41 39 |
|||||
| European Derivatives Products | 4,418 | 4,899 | -9.8% | 88,355 | 97,984 | -9.8% | 4,556 | -8.6% | 186,796 | -6.3% | |
| of which Bclear | 474 | 1,013 -53.2% | 9,485 | 20,259 -53.2% | 720 | -30.5% | 29,529 | -28.8% | |||
| Total Fixed Income Products | 2,813 | 2,777 | 1.3% | 56,264 | 55,541 | 1.3% | 2,715 | -1.6% | 111,324 | 0.9% | |
| Short Term Interest Rate Products Medium and Long Term Interest Rate Products 1 |
2,649 164 |
2,621 156 |
1.1% 5.0% |
52,979 3,285 |
52,412 3,128 |
1.1% 5.0% |
2,581 135 |
-2.0% 8.6% |
105,805 5,519 |
0.4% 11.3% |
|
| Total Equity Products 2 | 1,518 | 2,068 -26.6% | 30,354 | 41,366 -26.6% | 1,760 | -19.0% | 72,175 | -16.9% | |||
| Individual Equity Products | 1,020 | 1,447 -29.5% | 20,392 | 28,937 -29.5% | 1,250 | -19.5% | 51,256 | -17.5% | |||
| Futures Options |
304 716 |
657 | 789 -61.6% 8.9% |
6,070 14,322 |
13,148 | 15,790 -61.6% 8.9% |
532 718 |
-33.2% -5.0% |
21,824 29,432 |
-31.5% -2.7% |
|
| Equity Index Products | 498 | 621 -19.8% | 9,962 | 12,429 -19.8% | 510 | -17.6% | 20,920 | -15.6% | |||
| of which Bclear | 474 | 1,013 -53.2% | 9,485 | 20,259 -53.2% | 720 | -30.5% | 29,529 | -28.8% | |||
| Individual Equity Products Futures |
417 288 |
909 -54.1% 789 -63.5% |
8,348 5,764 |
18,184 -54.1% 15,788 -63.5% |
658 525 |
-28.3% -34.1% |
26,964 21,511 |
-26.5% -32.4% |
|||
| Options | 129 | 120 | 7.8% | 2,584 | 2,396 | 7.8% | 133 | 10.2% | 5,454 | 12.9% | |
| Equity Index Products | 57 | 104 -45.2% | 1,138 | 2,075 -45.2% | 63 | -47.7% | 2,565 | -46.4% | |||
| Commodity Products | 87 | 54 | 61.3% | 1,737 | 1,077 | 61.3% | 80 | 54.5% | 3,297 | 58.4% | |
| U.S. Derivatives Products | |||||||||||
| Equity Options 3 | |||||||||||
| NYSE Euronext Options Contracts Total Consolidated Options Contracts |
4,524 17,472 |
3,393 12,627 |
33.4% 38.4% |
85,962 331,962 239,920 |
64,462 | 33.4% 38.4% |
4,435 17,609 |
16.5% 26.5% |
172,960 686,758 |
19.5% 29.9% |
|
| NYSE Group Share of Total | 25.9% | 26.9% | 25.9% | 26.9% | 25.2% | -2.2% | 25.2% | -2.2% | |||
| NYSE Liffe U.S. | |||||||||||
| Futures and Futures Options Volume | 12.9 | 22.5 -42.6% | 246 | 428 -42.6% | 13.6 | -39.3% | 529.2 | -37.7% | |||
| European Cash Products (trades in thousands) | 1,771 | 1,441 | 22.9% | 35,417 | 28,811 | 22.9% | 1,770 | 25.3% | 72,555 | 28.4% | |
| Equities | 1,704 | 1,382 23.3% | 34,073 | 27,639 23.3% | 1,701 | 25.8% | 69,750 | 28.9% | |||
| Exchange-Traded Funds Structured Products |
19 43 |
17 | 8.6% 36 21.6% |
372 865 |
342 | 8.6% 711 21.6% |
20 44 |
13.3% 20.7% |
800 1,784 |
16.1% 23.7% |
|
| Bonds | 5 | 6 -10.1% | 107 | 119 -10.1% | 5 | -12.6% | 221 | -10.5% | |||
| U.S. Cash Products (shares in millions) 5 | 2,246 | 2,602 | -13.7% | 42,679 49,444 | -13.7% | 2,311 | -12.9% | 90,121 | -10.6% | ||
| NYSE Listed (Tape A) Issues 4 | |||||||||||
| Handled Volume 5 | 1,635 | 1,848 | -11.6% | 31,058 | 35,117 | -11.6% | 1,689 | -10.3% | 65,854 | -8.0% | |
| Matched Volume 6 Total NYSE Listed Consolidated Volume |
1,542 4,463 |
1,728 4,720 |
-10.8% -5.4% |
29,294 84,806 |
32,837 89,688 |
-10.8% -5.4% |
1,594 4,661 |
-8.8% -5.5% |
62,166 181,791 |
-6.4% -3.0% |
|
| Share of Total Consolidated Volume | |||||||||||
| Handled Volume 5 | 36.6% | 39.2% | -2.6% | 36.6% | 39.2% | -2.6% | 36.2% | -2.0% | 36.2% | -2.0% | |
| Matched Volume 6 | 34.5% | 36.6% | -2.1% | 34.5% | 36.6% | -2.1% | 34.2% | -1.2% | 34.2% | -1.2% | |
| NYSE Arca & Amex (Tape B) Listed Issues | |||||||||||
| Handled Volume 5 | 317 | 421 | -24.6% | 6,022 | 7,991 | -24.6% | 325 | -21.9% | 12,670 | -19.9% | |
| Matched Volume 6 Total NYSE Arca & Amex Listed Consolidated Volume |
284 1,267 |
373 1,612 |
-23.9% -21.4% |
5,396 24,067 |
7,089 30,635 |
-23.9% -21.4% |
291 1,277 |
-20.6% -20.0% |
11,364 49,820 |
-18.5% -17.9% |
|
| Share of Total Consolidated Volume | |||||||||||
| Handled Volume 5 | 25.0% | 26.1% | -1.1% | 25.0% | 26.1% | -1.1% | 25.4% | -0.7% | 25.4% | -0.7% | |
| Matched Volume 6 | 22.4% | 23.1% | -0.7% | 22.4% | 23.1% | -0.7% | 22.8% | -0.2% | 22.8% | -0.2% | |
| Nasdaq Listed (Tape C) Issues | |||||||||||
| Handled Volume 5 Matched Volume 6 |
295 | 334 | -11.6% | 5,600 | 6,337 | -11.6% | 297 | -15.6% | 11,597 | -13.4% | |
| Total Nasdaq Listed Consolidated Volume | 252 2,096 |
278 2,253 |
-9.4% -7.0% |
4,783 39,815 |
5,281 42,813 |
-9.4% -7.0% |
253 2,069 |
-12.7% -11.9% |
9,881 80,697 |
-10.4% -9.6% |
|
| Share of Total Consolidated Volume | |||||||||||
| Handled Volume 5 | 14.1% | 14.8% | -0.7% | 14.1% | 14.8% | -0.7% | 14.4% | -0.6% | 14.4% | -0.6% | |
| Matched Volume 6 | 12.0% | 12.3% | -0.3% | 12.0% | 12.3% | -0.3% | 12.2% | -0.2% | 12.2% | -0.2% | |
| Exchange-Traded Funds 5,7 | |||||||||||
| Handled Volume 5 Matched Volume 6 |
289 | 409 | -29.5% | 5,484 | 7,777 | -29.5% | 294 | -26.7% | 11,480 | -24.8% | |
| Total ETF Consolidated Volume | 258 1,171 |
364 1,611 |
-29.0% -27.3% |
4,911 22,251 |
6,916 30,607 |
-29.0% -27.3% |
264 1,173 |
-25.7% -25.7% |
10,307 45,757 |
-23.7% -23.8% |
|
| Share of Total Consolidated Volume | |||||||||||
| Handled Volume 5 | 24.6% | 25.4% | -0.8% | 24.6% | 25.4% | -0.8% | 25.1% | -0.3% | 25.1% | -0.3% | |
| Matched Volume 6 | 22.1% | 22.6% | -0.5% | 22.1% | 22.6% | -0.5% | 22.5% | 0.0% | 22.5% | 0.0% |
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.
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.
4 Includes all volume executed in NYSE Group crossing sessions.
6 Represents the total number of shares of equity securities and ETFs executed on the NYSE Group's exchanges.
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.
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