Report Publication Announcement • Nov 8, 2010
Report Publication Announcement
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| Average Daily Volume | Total Volume | Average Daily Volume | Total Volume | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| % Chg vs. | % Chg vs. | |||||||||
| (Unaudited) | Oct-10 | Oct-09 | % Chg | Oct-10 | Oct-09 | % Chg | YTD 2010 | YTD 2009 | YTD 2010 | YTD 2009 |
| Number of Trading Days - European Markets Number of Trading Days - U.S. Markets |
21 21 |
22 22 |
21 21 |
22 22 |
213 209 |
213 209 |
||||
| European Derivatives Products (contracts in thousands) of which Bclear |
3,548 482 |
3,871 | -8.4% 604 -20.2% |
74,502 10,116 |
85,173 -12.5% 13,285 -23.8% |
4,931 1,381 |
19.7% 35.0% |
1,050,401 294,125 |
19.7% 35.0% |
|
| Total Fixed Income Products | 1,997 | 1,992 | 0.2% | 41,934 | 43,824 | -4.3% | 2,393 | 18.8% | 509,638 | 18.8% |
| Short Term Interest Rate Products | 1,880 | 1,881 | 0.0% | 39,485 | 41,376 | -4.6% | 2,276 | 19.0% | 484,866 | 19.0% |
| Medium and Long Term Interest Rate Products 1 | 117 | 111 | 4.8% | 2,450 | 2,448 | 0.0% | 116 | 16.0% | 24,772 | 16.0% |
| Total Equity Products 2 | ||||||||||
| 1,475 | 1,824 -19.1% | 30,965 | 40,118 -22.8% | 2,474 | 20.3% | 527,032 | 20.3% | |||
| Individual Equity Products Futures |
969 340 |
1,197 -19.0% 378 -10.1% |
20,355 7,132 |
26,332 -22.7% 8,310 -14.2% |
1,861 1,174 |
29.3% 50.3% |
396,401 250,112 |
29.3% 50.3% |
||
| Options | 630 | 819 -23.1% | 13,223 | 18,021 -26.6% | 687 | 4.5% | 146,288 | 4.5% | ||
| Equity Index Products | 505 | 627 -19.4% | 10,610 | 13,786 -23.0% | 613 | -0.8% | 130,631 | -0.8% | ||
| of which Bclear | 482 | 604 -20.2% | 10,116 | 13,285 -23.8% | 1,381 | 35.0% | 294,125 | 35.0% | ||
| Individual Equity Products | 412 | 475 -13.3% | 8,658 | 10,461 -17.2% | 1,285 | 44.2% | 273,727 | 44.2% | ||
| Futures Options |
337 76 |
98 | 378 -10.9% -22.7% |
7,068 1,590 |
8,306 -14.9% 2,154 -26.2% |
1,170 115 |
50.9% -0.6% |
249,167 24,559 |
50.9% -0.6% |
|
| Equity Index Products | 69 | 128 -45.9% | 1,459 | 2,824 -48.4% | 96 | -27.2% | 20,399 | -27.2% | ||
| Commodity Products | 76 | 56 | 36.4% | 1,603 | 1,230 | 30.2% | 64 | 34.4% | 13,731 | 34.4% |
| U.S. Derivatives Products (contracts in thousands) | ||||||||||
| Equity Options 3 | ||||||||||
| NYSE Euronext Options Contracts Total Consolidated Options Contracts |
3,942 15,199 |
3,185 13,942 |
23.8% 9.0% |
82,791 319,169 306,729 |
70,074 | 18.1% 4.1% |
3,681 14,157 |
43.8% 4.3% |
769,396 2,958,718 |
43.1% 3.8% |
| NYSE Group Share of Total | 25.9% | 22.8% | 25.9% | 22.8% | 26.0% | 7.1% | 26.0% | 7.1% | ||
| NYSE Liffe U.S. | ||||||||||
| Futures and Futures Options Volume | 12.9 | 22.1 -41.3% | 272 | 485 -44.0% | 16.2 | -5.2% | 3,394.4 | -5.7% | ||
| European Cash Products (trades in thousands) | 1,441 | 1,580 | -8.8% | 30,252 | 34,758 | -13.0% | 1,479 | 5.5% | 314,985 | 5.5% |
| Equities | 1,382 | 1,516 | -8.8% | 29,027 | 33,358 -13.0% | 1,420 | 5.7% | 302,375 | 5.7% | |
| Exchange-Traded Funds | 17 | 17 | -2.5% | 352 | 378 | -6.9% | 18 | 23.2% | 3,784 | 23.2% |
| Structured Products Bonds |
36 5 |
40 | -9.8% 6 -15.0% |
760 113 |
883 -13.9% 139 -18.9% |
36 6 |
-8.8% 1.0% |
7,605 1,221 |
-8.8% 1.0% |
|
| U.S. Cash Products (shares in millions) 5 | 2,364 | 2,922 | -19.1% | 49,646 | 64,279 | -22.8% | 2,684 | -22.4% | 560,871 | -22.8% |
| NYSE Listed (Tape A) Issues 4 | ||||||||||
| Handled Volume 5 | 1,703 | 2,147 | -20.7% | 35,755 | 47,238 | -24.3% | 1,945 | -23.0% | 406,530 | -23.3% |
| Matched Volume 6 | 1,612 | 1,972 | -18.3% | 33,857 | 43,389 | -22.0% | 1,824 | -20.4% | 381,232 | -20.8% |
| Total NYSE Listed Consolidated Volume | 4,577 | 5,388 | -15.0% | 96,126 118,535 | -18.9% | 5,005 | -15.6% | 1,046,089 | -16.0% | |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 37.2% | 39.9% | -2.7% | 37.2% | 39.9% | -2.7% | 38.9% | -3.7% | 38.9% | -3.7% |
| Matched Volume 6 | 35.2% | 36.6% | -1.4% | 35.2% | 36.6% | -1.4% | 36.4% | -2.2% | 36.4% | -2.2% |
| NYSE Arca & Amex (Tape B) Listed Issues | ||||||||||
| Handled Volume 5 | 346 | 418 | -17.1% | 7,276 | 9,189 | -20.8% | 400 | -27.2% | 83,520 | -27.6% |
| Matched Volume 6 | 315 | 365 | -13.8% | 6,610 | 8,034 | -17.7% | 359 | -25.2% | 75,016 | -25.6% |
| Total NYSE Arca & Amex Listed Consolidated Volume | 1,268 | 1,625 | -21.9% | 26,628 | 35,741 | -25.5% | 1,507 | -24.6% | 315,033 | -25.0% |
| Share of Total Consolidated Volume Handled Volume 5 |
27.3% | 25.7% | 1.6% | 27.3% | 25.7% | 1.6% | 26.5% | -1.0% | 26.5% | -1.0% |
| Matched Volume 6 | 24.8% | 22.5% | 2.3% | 24.8% | 22.5% | 2.3% | 23.8% | -0.2% | 23.8% | -0.2% |
| Nasdaq Listed (Tape C) Issues | ||||||||||
| Handled Volume 5 | ||||||||||
| Matched Volume 6 | 315 272 |
357 288 |
-11.7% -5.7% |
6,615 5,705 |
7,852 6,339 |
-15.8% -10.0% |
339 286 |
-12.3% -9.3% |
70,821 59,725 |
-12.7% -9.7% |
| Total Nasdaq Listed Consolidated Volume | 2,015 | 2,335 | -13.7% | 42,318 | 51,363 | -17.6% | 2,266 | -1.6% | 473,617 | -2.0% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 15.6% | 15.3% | 0.3% | 15.6% | 15.3% | 0.3% | 15.0% | -1.8% | 15.0% | -1.8% |
| Matched Volume 6 | 13.5% | 12.3% | 1.2% | 13.5% | 12.3% | 1.2% | 12.6% | -1.1% | 12.6% | -1.1% |
| Exchange-Traded Funds 5,7 | ||||||||||
| Handled Volume 5 | 286 | 395 | -27.5% | 6,015 | 8,697 | -30.8% | 381 | -29.3% | 79,622 | -29.7% |
| Matched Volume 6 | 302 | 346 | -12.8% | 6,348 | 7,623 | -16.7% | 347 | -26.6% | 72,520 | -26.9% |
| Total ETF Consolidated Volume | 1,231 | 1,592 | -22.7% | 25,842 | 35,029 | -26.2% | 1,489 | -26.2% | 311,245 | -26.6% |
| Share of Total Consolidated Volume | ||||||||||
| Handled Volume 5 | 23.3% | 24.8% | -1.5% | 23.3% | 24.8% | -1.5% | 25.6% | -1.1% | 25.6% | -1.1% |
| Matched Volume 6 | 24.6% | 21.8% | 2.8% | 24.6% | 21.8% | 2.8% | 23.3% | -0.1% | 23.3% | -0.1% |
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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