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Euronext N.V.

Regulatory Filings Jun 4, 2010

3839_iss_2010-06-04_c8b063ff-e3d1-4947-ab5e-5471da8f8cdc.pdf

Regulatory Filings

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NYSE Euronext Announces Trading Volumes for May 2010

All-Time Record 13.3 Million Global Derivatives Contracts Traded Per Day in May; European Derivatives Products Average Daily Volume Increases 52%; U.S. Equity Options Up 90% with Market Share of 26%; European Cash Trading Volumes Up 37%; U.S. Cash Trading Tape A Matched Market Share Increases to 38%

June 4, 2010 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for May 20101 . NYSE Euronext set an all-time record of 13.3 million global derivatives contracts traded per day in May 2010. European derivatives average daily volume ("ADV") increased 51.5%, driven by a 56.6% increase in fixed income derivatives product ADV and a 48.8% increase in equity derivatives products. U.S. options ADV increased 90.3% and market share increased to 26.0%. Cash equities ADV was also strong in May 2010, with European cash trading volumes increasing 37.3% compared to prior year levels. U.S. cash trading volumes of 3.8 billion shares in May 2010 were in line with prior year levels, but up 33.5% compared to April 2010 and Tape A matched market share increased to 37.8%, the highest level since June 2009.

Highlights

  • NYSE Euronext's global derivatives businesses (Europe and U.S. combined) averaged an all-time record 13.3 million contracts traded per day during the month of May 2010.
  • On May 7, 2010, NYSE Liffe set a new exchange record for derivative contracts traded of 16.1 million contracts in a single day, well above the previous record of 14.9 million contracts recorded on May 6, 2010.
  • NYSE Euronext European derivatives products ADV in May 2010 of 8.5 million contracts increased 51.5% compared to May 2009 and increased 24.6% from April 2010 levels. Total European fixed income products ADV in May 2010 of 3.4 million contracts increased 56.6% compared to May 2009 and increased 23.5% from April 2010. Total equity products ADV of 5.0 million contracts in May 2010 increased 48.8% compared to May 2009 and increased 26.0% from April 2010.
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.8 million contracts in May 2010 increased 90.3% compared to May 2009 levels and increased 20.2% from April 2010. NYSE Euronext's U.S. options exchanges accounted for 26.0% of the total consolidated equity options trading in May 2010, up from 17.1% in May 2009 and up from the 25.3% recorded in April 2010.

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.

  • NYSE Euronext European cash products ADV of 2.0 million transactions in May 2010 increased 37.3% compared to May 2009 and increased 28.2% from April 2010.
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 3.8 billion shares in May 2010 decreased 0.3% compared to May 2009, but increased 33.5% compared to April 2010. NYSE Euronext's Tape A matched market share in May 2010 was 37.8%, the highest level since June 2009, up from 34.1% in April 2010.
  • There were a total of 21 trading days in Europe and 20 days in the U.S. in May 2010 compared to 20 trading days in both Europe and the U.S. in May 2009.

Derivatives Trading

NYSE Euronext's global derivatives businesses averaged an all-time record 13.3 million contracts traded per day during the month of May 2010.

European Derivatives

  • On May 7, 2010, NYSE Liffe set a new exchange record for derivative contracts traded of 16.1 million contracts in a single day, well above the previous record of 14.9 million contracts recorded on May 6, 2010.
  • NYSE Euronext European derivatives products ADV in May 2010 was 8.5 million futures and options contracts, an increase of 51.5% from May 2009 and an increase of 24.6% from April 2010. The 8.5 million in futures and options contracts ADV in May 2010 consisted of 4.9 million contracts executed through our full-service LIFFE CONNECT trading platform and 3.5 million contracts, or 41.9%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Yearto-date, European derivatives products ADV of 6.0 million contracts was 39.5% above prior year levels. The 6.0 million in futures and options contracts ADV year-to-date consisted of 4.1 million contracts executed through the LIFFE CONNECT trading platform and 1.9 million contracts, or 31.1%, executed through Bclear.
  • Total fixed income products ADV of 3.4 million contracts in May 2010 increased 56.6% from May 2009 and increased 23.5% from April 2010. Year-to-date, total fixed income products ADV of 2.9 million contracts was 42.8% above prior year levels.
  • Total equity products (including Bclear) ADV of 5.0 million contracts in May 2010 increased 48.8% compared to May 2009 and increased 26.0% from April 2010. The 5.0 million contracts in equity products ADV consisted of 4.2 million contracts in individual equity products ADV and 0.8 million contracts in equity index products ADV. The 4.2 million contracts in individual equity products ADV consisted of 3.3 million in futures contracts, which represented a 61.0% increase compared to May 2009 and 0.9 million in options contracts, which represented a 20.2% increase compared to May 2009. The 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 3.0 million contracts was 37.2% above prior year levels.
  • Total commodities products ADV of 46,000 contracts in May 2010 increased 6.4% compared to May 2009, but decreased 19.3% from April 2010. Year-to-date, total commodities product ADV of 52,000 contracts was 11.2% above prior year levels.

U.S. Derivatives

NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.8 million contracts in May 2010 increased 90.3% compared to May 2009 and increased 20.2%

  • Total U.S. consolidated equity options ADV increased 25.1% to 18.5 million contracts in May 2010 compared to May 2009 and increased 17.1% compared to April 2010. Yearto-date, U.S. consolidated equity options ADV of 15.2 million contracts was 11.0% above prior year levels.
  • NYSE Euronext's U.S. options exchanges accounted for 26.0% of the total consolidated equity options trading in May 2010, up from 17.1% in May 2009 and up from 25.3% in April 2010.
  • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in May 2010 was approximately 21,000 contracts, compared to 18,800 contracts in April 2010. Yearto-date U.S. futures and futures options ADV was 20,400 contracts.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 2.0 million transactions in May 2010 increased 37.3% compared to May 2009 and increased 28.2% compared to April 2010. Year-to-date, European cash products ADV of 1.5 million transactions was 7.5% above prior year levels.
  • SmartPool, NYSE Euronext's European dark pool established in partnership with HSBC, J.P. Morgan and BNP Paribas, experienced record growth in May 2010 becoming the third largest dark pool multilateral trading facility in terms of value-traded.

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in May 2010 decreased 0.3% to 3.8 billion shares compared to May 2009, but increased 33.5% from April 2010. Year-todate, U.S. cash products handled ADV was 2.9 billion shares, down 27.9% from prior year levels.
  • NYSE Euronext's Tape A matched market share in May 2010 was 37.8%, the highest level since June 2009, up from 34.1% in April 2010.
  • Designated Market Maker participation in May 2010 was 9.0%, compared to 9.5% in April 2010. Supplemental Liquidity Provider participation in May 2010 was 14.9%, compared to 12.0% in April 2010. DMM and SLP participation pertain only to trading on NYSE.
  • The increase in U.S. cash trading volume in May resulted in more clients hitting volume tiers which negatively impacted the average net capture rate per 100 shares handled during the month of May 2010.

Exchange Traded Products

NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 555 million shares in May 2010 increased 1.2% compared to May 2009 and increased 70.2% compared to April 2010. Year-to-date, NYSE Euronext U.S. matched exchange-traded products ADV of 370 million shares was 37.3% 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 S&P 100 index and Fortune 500. For more information, please visit: http://www.nyx.com.

Cautionary Note Regarding Forward-Looking Statements

This press release may 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 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 may 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.

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