Regulatory Filings • Dec 6, 2010
Regulatory Filings
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Global Derivatives Averaged 8.2 Million Contracts per Day in November, Up 13% vs. Prior Year;
European Derivatives Up 2% vs. Prior Year, Up 23% Sequentially; U.S. Options Averaged 3.9 Million Contracts, Up 29% vs. Prior Year; European Cash Trading Volumes Up 17%, U.S. Cash Down 5% vs. Prior Year
December 6, 2010 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for November 20101 . Global derivatives average daily volume ("ADV") of 8.2 million contracts traded per day in November 2010 increased 12.6% versus the prior year, and increased 9.9% from October 2010 levels. The increase in global derivatives ADV versus prior year levels was driven primarily by a 28.5% increase in U.S. equity options ADV. Cash equities ADV in November 2010 was mixed, with European cash ADV increasing 16.6% and U.S. cash trading volumes decreasing 4.8% from November 2009 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.
share in November 2010 was 36.1%, down from 36.8% in November 2009, but up from 35.2% in October 2010.
• There were a total of 22 trading days in Europe and 21 trading days in the U.S. in November 2010, compared to 21 trading days in Europe and 20 trading days in the U.S. in November 2009.
European Derivatives
U.S. Derivatives
European Cash
• NYSE Euronext European cash products ADV of 1.5 million transactions in November 2010 increased 16.6% compared to November 2009 and increased 6.9% compared to October 2010.
Exchange Traded Products
• NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 315 million shares in November 2010 increased 1.3% compared to November 2009 and increased 4.3% compared to October 2010. Year-to-date, NYSE Euronext U.S. matched exchange-traded products ADV of 344 million shares was 25.0% below prior year levels.
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 exchangetraded 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 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 forwardlooking 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 2009 ("document de référence") filed with the French Autorité des Marchés Financiers (Filed on April 22, 2010 under No. D.10-0304), 2009 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) | Nov-10 | Nov-09 | % Chg | Nov-10 | Nov-09 | % Chg | YTD 2010 | % Chg vs. YTD 2009 |
YTD 2010 | % Chg vs. YTD 2009 |
|
| Number of Trading Days - European Markets Number of Trading Days - U.S. Markets |
22 21 |
21 20 |
22 21 |
21 20 |
235 230 |
235 230 |
|||||
| European Derivatives Products of which Bclear |
4,373 1,180 |
4,306 898 |
1.6% 31.4% |
96,199 25,956 |
90,419 18,849 |
6.4% 37.7% |
4,879 1,362 |
18.0% 34.7% |
1,146,599 320,081 |
18.5% 35.2% |
|
| Total Fixed Income Products | 2,006 | 2,319 -13.5% | 44,137 | 48,696 | -9.4% | 2,356 | 15.4% | 553,775 | 15.9% | ||
| Short Term Interest Rate Products | 1,834 | 2,195 -16.4% | 40,355 | 46,085 -12.4% | 2,235 | 15.3% | 525,222 | 15.8% | |||
| Medium and Long Term Interest Rate Products 1 | 172 | 124 | 38.2% | 3,781 | 2,612 | 44.8% | 122 | 18.6% | 28,553 | 19.1% | |
| Total Equity Products 2 | 2,299 | 1,942 | 18.4% | 50,578 | 40,790 | 24.0% | 2,458 | 20.1% | 577,610 | 20.6% | |
| Individual Equity Products | 1,747 | 1,331 | 31.3% | 38,437 | 27,951 | 37.5% | 1,850 | 29.5% | 434,838 | 30.0% | |
| Futures Options |
1,015 732 |
630 701 |
61.1% 4.5% |
22,338 16,099 |
13,238 14,713 |
68.7% 9.4% |
1,159 691 |
51.0% 4.5% |
272,451 162,388 |
51.7% 4.9% |
|
| Equity Index Products | 552 | 611 | -9.7% | 12,140 | 12,839 | -5.4% | 608 | -1.6% | 142,771 | -1.2% | |
| of which Bclear | 1,180 | 898 | 31.4% | 25,956 | 18,849 | 37.7% | 1,362 | 34.7% | 320,081 | 35.2% | |
| Individual Equity Products | 1,100 | 751 | 46.4% | 24,199 | 15,780 | 53.3% | 1,268 | 44.3% | 297,925 | 44.9% | |
| Futures Options |
1,008 92 |
630 | 60.0% 122 -24.3% |
22,173 2,025 |
13,226 | 67.7% 2,555 -20.7% |
1,155 113 |
51.5% -2.9% |
271,340 26,585 |
52.1% -2.5% |
|
| Equity Index Products | 80 | 146 -45.3% | 1,757 | 3,068 -42.7% | 94 | -29.0% | 22,156 | -28.7% | |||
| Commodity Products | 67 | 44 | 51.9% | 1,484 | 933 | 59.1% | 65 | 35.9% | 15,215 | 36.5% | |
| U.S. Derivatives Products | |||||||||||
| Equity Options 3 | |||||||||||
| NYSE Euronext Options Contracts Total Consolidated Options Contracts |
3,860 15,657 |
3,003 12,145 |
28.5% 28.9% |
81,057 328,798 242,892 |
60,058 | 35.0% 35.4% |
3,698 14,294 |
42.3% 6.3% |
850,453 3,287,515 |
42.3% 6.3% |
|
| NYSE Group Share of Total | 24.7% | 24.7% | 24.7% | 24.7% | 25.9% | 6.6% | 25.9% | 6.6% | |||
| NYSE Liffe U.S. | |||||||||||
| Futures and Futures Options Volume | 19.0 | 22.2 -14.6% | 399 | 445 -10.3% | 16.5 | -6.2% | 3,793.0 | -6.2% | |||
| European Cash Products (trades in thousands) | 1,541 | 1,321 | 16.6% | 33,903 | 27,748 | 22.2% | 1,485 | 6.4% | 348,887 | 6.9% | |
| Equities | 1,473 | 1,262 16.7% | 32,416 | 26,507 22.3% | 1,425 | 6.7% | 334,791 | 7.1% | |||
| Exchange-Traded Funds Structured Products |
19 42 |
16 19.4% 37 14.0% |
423 934 |
338 25.1% 782 19.5% |
18 36 |
22.9% -6.8% |
4,207 8,539 |
23.4% -6.4% |
|||
| Bonds | 6 | 6 | 2.1% | 129 | 121 | 7.0% | 6 | 1.1% | 1,351 | 1.6% | |
| U.S. Cash Products (shares in millions) 5 | 2,339 | 2,458 | -4.8% | 49,129 49,165 | -0.1% | 2,652 | -21.4% | 610,000 | -21.4% | ||
| NYSE Listed (Tape A) Issues 4 | |||||||||||
| Handled Volume 5 | 1,671 | 1,782 | -6.2% | 35,101 | 35,643 | -1.5% | 1,920 | -21.9% | 441,631 | -21.9% | |
| Matched Volume 6 Total NYSE Listed Consolidated Volume |
1,583 4,391 |
1,641 4,463 |
-3.5% -1.6% |
33,244 92,209 |
32,823 89,264 |
1.3% 3.3% |
1,802 4,949 |
-19.4% -14.7% |
414,476 1,138,298 |
-19.4% -14.7% |
|
| Share of Total Consolidated Volume Handled Volume 5 |
38.1% | 39.9% | -1.8% | 38.1% | 39.9% | -1.8% | 38.8% | -3.6% | 38.8% | -3.6% | |
| Matched Volume 6 | 36.1% | 36.8% | -0.7% | 36.1% | 36.8% | -0.7% | 36.4% | -2.1% | 36.4% | -2.1% | |
| NYSE Arca & Amex (Tape B) Listed Issues | |||||||||||
| Handled Volume 5 | 366 | 369 | -0.8% | 7,694 | 7,387 | 4.2% | 397 | -25.6% | 91,214 | -25.6% | |
| Matched Volume 6 Total NYSE Arca & Amex Listed Consolidated Volume |
332 1,357 |
325 1,481 |
1.9% -8.4% |
6,963 28,496 |
6,506 29,620 |
7.0% -3.8% |
356 1,494 |
-23.6% -23.6% |
81,979 343,530 |
-23.6% -23.6% |
|
| Share of Total Consolidated Volume | |||||||||||
| Handled Volume 5 | 27.0% | 24.9% | 2.1% | 27.0% | 24.9% | 2.1% | 26.6% | -0.7% | 26.6% | -0.7% | |
| Matched Volume 6 | 24.4% | 22.0% | 2.4% | 24.4% | 22.0% | 2.4% | 23.9% | 0.0% | 23.9% | 0.0% | |
| Nasdaq Listed (Tape C) Issues | |||||||||||
| Handled Volume 5 | 302 | 307 | -1.7% | 6,334 | 6,134 | 3.3% | 335 | -11.6% | 77,155 | -11.6% | |
| Matched Volume 6 Total Nasdaq Listed Consolidated Volume |
257 1,984 |
249 1,982 |
3.1% 0.1% |
5,394 41,665 |
4,984 39,646 |
8.2% 5.1% |
283 2,240 |
-8.5% -1.5% |
65,119 515,282 |
-8.5% -1.5% |
|
| Share of Total Consolidated Volume | |||||||||||
| Handled Volume 5 | 15.2% | 15.5% | -0.3% | 15.2% | 15.5% | -0.3% | 15.0% | -1.7% | 15.0% | -1.7% | |
| Matched Volume 6 | 12.9% | 12.6% | 0.3% | 12.9% | 12.6% | 0.3% | 12.6% | -1.0% | 12.6% | -1.0% | |
| Exchange-Traded Funds 5,7 | |||||||||||
| Handled Volume 5 | 348 | 352 | -0.9% | 7,312 | 7,031 | 4.0% | 382 | -26.9% | 87,900 | -26.9% | |
| Matched Volume 6 Total ETF Consolidated Volume |
315 1,303 |
311 1,457 |
1.3% -10.6% |
6,624 27,361 |
6,226 29,136 |
6.4% -6.1% |
344 1,472 |
-25.0% -25.3% |
79,144 338,606 |
-25.0% -25.3% |
|
| Share of Total Consolidated Volume Handled Volume 5 |
26.7% | 24.1% | 2.6% | 26.7% | 24.1% | 2.6% | 26.0% | -0.6% | 26.0% | -0.6% | |
| Matched Volume 6 | 24.2% | 21.4% | 2.8% | 24.2% | 21.4% | 2.8% | 23.4% | 0.1% | 23.4% | 0.1% |
7 Data included in previously identified categories.
Source: NYSE Euronext, Options Clearing Corporation and Consolidated Tape as reported for equity securities.
3 Includes trading in U.S. equity options contracts, not equity-index options.
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.
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