NYSE Euronext (NYX) today announced trading volumes for its
global cash equities and derivatives exchanges for June 20091.
Trading volumes in June 2009 generally receded from May 2009
levels, but ended the quarter with solid increases year-over-year
across all venues, including increases of 24.9% in U.S. cash
trading, 6.1% in European cash trading, 10.2% in European
derivatives and 71.3% in U.S. equity options. European interest
rate derivatives average daily volume (�ADV�) in June were at their
highest levels since April 2008.
Highlights
- NYSE, NYSE Arca and NYSE Amex
(�NYSE Group�) U.S. cash products handled ADV in June 2009
increased 0.6%, compared to June 2008. NYSE Group matched share of
all U.S. equity trading volume in June 2009 was 29.7%, compared to
market share of 20.8% for our next largest competitor.
- NYSE Euronext is the largest
exchange operator in the two fastest growing tapes in the U.S.
equity markets. Total Tape A consolidated ADV and Tape B
consolidated ADV in June 2009 increased a combined 23.6%, compared
to June 2008. Tape A and Tape B trading volume in June accounted
for approximately 75% of all Consolidated Tape trading in the U.S.
market which includes trade reporting facility (�TRF�)
volumes.
- NYSE Euronext European cash
products ADV of 1.3 million transactions in June 2009 decreased
9.4%, compared to June 2008. For the second quarter 2009, ADV of
1.5 million transactions was 6.1% above the second quarter 2008 and
5.8% above the first quarter 2009. European cash products ADV
year-to-date of 1.4 million transactions was 6.6% below the same
period last year.
- NYSE Euronext European
derivatives products ADV in June 2009 was 4.6 million contracts, up
2.5% from June 2008 driven by a 15.5% increase in Bclear OTC
volumes. Total interest rate products ADV was 2.4 million
contracts, up 3.7% compared to June 2008 and at their highest
levels since April 2008.
- NYSE Euronext U.S. equity
options ADV of 2.8 million contracts in June 2009 represented an
increase of 66.4%, compared to June 2008 levels. The increase in
ADV was driven mostly by the addition of the former Amex options
business and stronger options market volumes.
Cash Trading
U.S. Cash
NYSE Group U.S. cash products handled ADV in June 2009 increased
0.6% to 3.2 billion shares, compared to June 2008, but decreased
16.0% from May 2009. In the second quarter 2009, ADV of 3.6 billion
was 24.9% above the second quarter 2008, but 9.5% below the first
quarter 2009. Year-to-date, NYSE Group handled ADV of 3.8 billion
shares was 19.4% above the same period last year. NYSE Group
matched share of all U.S. equity volume in June 2009 was 29.7%,
compared to 20.8% for our next largest competitor.
NYSE-listed (Tape A)
- Total Tape A consolidated ADV in
June 2009 increased 12.8% to 5.3 billion shares compared to 4.7
billion shares in June 2008, but declined 18.5% compared to May
2009. In the second quarter 2009, Tape A consolidated ADV of 6.1
billion shares was 46.0% above the second quarter 2008.
Year-to-date, total Tape A consolidated ADV of 6.2 billion shares
was 42.8% above the prior year period.
- Tape A matched ADV of NYSE Group
in June 2009 decreased 1.5% to 2.1 billion shares compared to June
2008. In the second quarter 2009, Tape A matched ADV of 2.4 billion
shares was 22.8% above the second quarter 2008, but 9.5% below
first quarter 2009 levels. Year-to-date, NYSE Group matched ADV in
Tape A increased 16.6% compared to the prior year period.
- NYSE Group�s Tape A matched
market share in June 2009 was 39.9% up from 38.9% in May 2009,
compared to market share of 15.3% for our next largest competitor.
TRF market share across Tape A increased in June 2009 to 32.3% from
25.0% in December 2008.
- Designated Market Maker (�DMM�)
participation in June 2009 was 9.1%, compared to 10.1% in May 2009.
Supplemental Liquidity Provider (�SLP�) participation in June 2009
was 7.5%, up from a revised 6.9% in May 2009. DMM and SLP
participation pertain only to trading on NYSE.
NYSE Arca and NYSE Amex-listed (Tape B)
- Total Tape B consolidated ADV in
June 2009 increased 65.7% to 2.0 billion shares compared to 1.2
billion shares in June 2008, but decreased 17.0% compared to May
2009. In the second quarter 2009, Tape B consolidated ADV of 2.3
billion shares was 128.1% above second quarter 2008, but 4.7% below
the first quarter 2009. Year-to-date, total Tape B consolidated ADV
of 2.3 billion shares was 114.0% above the prior year period.
- NYSE Group�s matched ADV of Tape
B in June 2009 increased 48.2% to 479 million shares compared to
June 2008, but declined 13.2% compared to May 2009. In the second
quarter 2009, Tape B matched ADV of 531 million shares increased
95.3% compared to second quarter 2008, but decreased 11.9% from the
first quarter of 2009. Year-to-date, NYSE Group Tape B matched ADV
was 80.8% above the prior year period.
- Tape B matched market share of
NYSE Group in June 2009 was 23.9%, compared to market share of
21.2% for our next largest competitor. TRF market share across Tape
B increased in June 2009 to 36.4% from 21.5% in December 2008.
Nasdaq-listed (Tape C)
- Total Tape C consolidated ADV in
June 2009 increased 9.3% to 2.5 billion shares, compared to 2.3
billion shares in June 2008. Tape C consolidated volumes
represented approximately 25% of all Consolidated Tape trading in
the U.S. in June 2009. In the second quarter 2009, Tape C
consolidated ADV of 2.4 billion shares increased 14.8% compared to
second quarter 2008. Year-to-date, total Tape C consolidated ADV
was 2.4% above the prior year period.
- NYSE Group�s matched ADV of Tape
C decreased 15.7% to 306 million shares in June 2009 compared to
363 million shares in June 2008. In the second quarter 2009,
matched ADV in Tape C decreased 8.1% compared to second quarter
2008. Year-to-date, NYSE Group�s Tape C matched ADV decreased 10.6%
to 336 million shares.
- NYSE Group�s Tape C matched
market share was 12.4%, compared to 32.4% for our nearest
competitor. TRF market share across Tape C increased in June 2009
to 39.9% from 29.9% in December 2008.
Exchange Traded Funds
- NYSE Group matched
exchange-traded funds ADV (included in volumes from Tape B and Tape
C noted above) increased 30.8% to 456 million shares in June 2009.
In the second quarter 2009, matched exchange-traded funds ADV
increased 80.5%, compared to the second quarter 2008, but decreased
14.3% compared to the first quarter of 2009. Year-to-date, matched
exchange-traded funds ADV was 68.2% above the prior year
period.
European Cash
NYSE Euronext European cash products ADV of 1.3 million
transactions in June 2009 decreased 9.4%, compared to June 2008 and
decreased 10.5% compared to May 2009. For the second quarter 2009,
ADV of 1.5 million transactions was 6.1% above the second quarter
2008 and 5.8% above the first quarter 2009. European cash products
ADV year-to-date of 1.4 million transactions was 6.6% below the
same period last year. As previously announced, on April 1, 2009
NYSE Euronext introduced an integrated transaction fee structure
across its pan-European cash equity markets which is based on a fee
per executed order instead of a fee per trade. As expected, the net
capture rate for European cash declined in-line with expectations
when the new pricing structure was announced.
Derivatives Trading
European Derivatives
NYSE Euronext European derivatives products ADV in June 2009 was
4.6 million futures and options contracts, an increase of 2.5% from
June 2008, but down 17.4% from the record 5.6 million contracts
recorded in May 2009. The 4.6 million in futures and options
contracts ADV in June 2009 consisted of 3.4 million contracts
executed through our full-service CONNECT trading platform and a
total of 1.2 million contracts executed through Bclear, NYSE
Liffe's trade administration and clearing service for OTC products.
For the second quarter 2009, European derivatives products ADV was
4.9 million contracts, 10.2% above the 4.4 million contracts
recorded in the second quarter 2008. Year-to-date European
derivatives products ADV of 4.3 million contracts was 3.6% below
prior year levels.
- Total interest rate products ADV
increased 3.7% to 2.4 million contracts from 2.3 million contracts
in June 2008 and increased 11.1% from May 2009. Total interest rate
products ADV increased for the third consecutive month and is at
its highest level since April 2008. For the second quarter 2009,
interest rate products ADV of 2.2 million contracts is down 5.0%
compared to the 2.3 million contracts in the second quarter 2008,
but increased 8.8% from first quarter 2009. Year-to-date, total
interest rate products ADV decreased 17.6% compared to the prior
year period.
- Total equity products (including
Bclear) ADV increased 1.4% to 2.2 million contracts from June 2008,
but decreased 36.2% compared to May 2009. Total equity products ADV
in June executed through our full-service CONNECT trading platform
was 1.0 million contracts, in-line with June 2008 and May 2009. In
the second quarter 2009, total equity products ADV of 2.7 million
contracts was 26.7% above the second quarter 2008. Year-to-date
total equity products ADV increased 15.0% above the prior year
period.
- The 36.2% decrease in total
equity products ADV compared to May 2009 was driven in large part
by a 46.3% decrease in individual equity products, principally
through Bclear. The decrease in individual equity products ADV
through Bclear was driven by a drop off in single-stock futures
trading in June.
U.S. Derivatives
NYSE Euronext�s U.S. equity options (NYSE Arca and NYSE Amex)
ADV in June 2009 increased 66.4% to 2.8 million contracts compared
to June 2008, and increased 8.9% compared to May 2009. June 2009
ADV reflected seasonally higher levels of institutional flow,
driven in part by the benefit of new technology from the rollout of
the new trading floor, that resulted in an increase in market
share. This business is traditionally lower margin. Total U.S.
consolidated options ADV increased 0.8% to 13.4 million contracts
in June 2009, but decreased 9.2% from May 2009. Year-to-date, U.S.
equity options volume of 2.4 million contracts was 41.4% above the
prior year period. NYSE Euronext�s U.S. options exchanges accounted
for 20.5% of the total consolidated equity options trading in June
2009, up from 12.4% in June 2008, and up from the 17.1% recorded in
May 2009.
Other Metrics
The average EUR/USD exchange rate for the second quarter of 2009
of $1.36 represented an increase of 4.4% from the first quarter of
2009, but a decrease of 12.8% compared to the second quarter of
2008. Year-to-date, the average EUR/USD exchange rate is running
12.8% below the same period last year. The average GBP/USD exchange
rate for the second quarter of 2009 of $1.55 represented an
increase of 8.0% from the first quarter of 2009, but a decrease of
21.4% compared to the second quarter of 2008. Year-to-date, the
average GBP/USD exchange rate is running 24.4% below the same
period last year.
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
more than 8,000 listed issues, NYSE Euronext's equities markets --
the New York Stock Exchange, Euronext, NYSE Arca and NYSE Amex --
represent nearly 40 percent of the world's equities trading, the
most liquidity of any global exchange group. NYSE Euronext also
operates NYSE Liffe, the leading European derivatives business 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: 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 2008 ("document de r�f�rence") filed with
the French Autorit� des March�s Financiers (Registered on April 28,
2009 under No. R. 09-031), 2008 Annual Report on Form 10-K and
other periodic reports filed with the U.S. Securities and Exchange
Commission or the French Autorit� des March�s 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.
1 Euronext equities transactions count each buy and sell order
as separate transactions, NYSE Group equities transactions count
buy and sell orders together as a single transaction. All NYSE
Euronext derivatives transactions count buy and sell orders
together as a single transaction. Prior year period does not
include the former Amex equities and options businesses.
NYSE Euronext Monthly Volume Summary - Cash
Products � � � � � � � � � �
Average Daily Volume
Total Volume Average Daily Volume
Total Volume (Unaudited)
Jun-09 Jun-08 %
Chg Jun-09
Jun-08 % Chg YTD
2009 % Chg vs. YTD 2008 YTD
2009 % Chg vs. YTD 2008 � Number of
Trading Days - European Markets 22 21 22 21 125 125 Number of
Trading Days - U.S. Markets 22 21 22 21 124
�
124 �
European Cash Products (trades in thousands)
1,320 1,457 -9.4% 29,034 30,604
-5.1% 1,414 -6.6% 176,812 -7.3%
� Equities 1,266 1,411 -10.2% 27,859 29,625 -6.0% 1,352 -7.5%
169,003 -8.2% Exchange-Traded Funds 13 7 97.6% 296 143 107.0% 14
85.3% 1,783 83.8% Structured Products 34 34 -1.0% 747 721 3.7% 43
6.5% 5,324 5.7% Bonds 6 5 8.9% 131 115 14.0% 6 0.8% 702 0.0% �
U.S. Cash Products (shares in
millions) 2
3,220 3,200 0.6% 70,842 67,191
5.4% 3,831 19.4% 474,991 18.4% �
NYSE Listed (Tape A) Issues 1 � NYSE Group Handled
Volume 2 2,301 2,391 -3.8% 50,612 50,215 0.8% 2,777 16.0% 344,346
15.1% NYSE Group Matched Volume 3 2,110 2,142 -1.5% 46,427 44,984
3.2% 2,518 16.6% 312,247 15.6% Total NYSE Listed Consolidated
Volume 5,287 4,688 12.8% 116,306 98,439 18.2% 6,228 42.8% 772,291
41.7% �
NYSE Group Share of Total Consolidated Volume
Handled Volume 2 43.5% 51.0% -7.5% 43.5% 51.0% -7.5% 44.6% -10.3%
44.6% -10.3% Matched Volume 3 39.9% 45.7% -5.8% 39.9% 45.7% -5.8%
40.4% -9.1% 40.4% -9.1% �
NYSE Arca & Amex (Tape B) Listed
Issues � NYSE Group Handled Volume 2 543 372 45.8% 11,942 7,819
52.7% 646 78.0% 80,042 76.5% NYSE Group Matched Volume 3 479 323
48.2% 10,532 6,784 55.2% 566 80.8% 70,246 79.3% Total NYSE Arca
& Amex Listed Consolidated Volume 1,999 1,207 65.7% 43,988
25,347 73.5% 2,307 114.0% 286,062 112.3% �
NYSE Group Share of
Total Consolidated Volume Handled Volume 2 27.1% 30.8% -3.7%
27.1% 30.8% -3.7% 28.0% -5.7% 28.0% -5.7% Matched Volume 3 23.9%
26.8% -2.9% 23.9% 26.8% -2.9% 24.6% -4.5% 24.6% -4.5% �
Nasdaq
Listed (Tape C) Issues � NYSE Group Handled Volume 2 377 436
-13.6% 8,287 9,157 -9.5% 408 -9.8% 50,602 -10.5% NYSE Group Matched
Volume 3 306 363 -15.7% 6,731 7,618 -11.6% 336 -10.6% 41,686 -11.4%
Total Nasdaq Listed Consolidated Volume 2,461 2,252 9.3% 54,143
47,289 14.5% 2,323 2.4% 288,024 1.6% �
NYSE Group Share of Total
Consolidated Volume Handled Volume 2 15.3% 19.4% -4.1% 15.3%
19.4% -4.1% 17.6% -2.4% 17.6% -2.4% Matched Volume 3 12.4% 16.1%
-3.7% 12.4% 16.1% -3.7% 14.5% -2.1% 14.5% -2.1% �
Exchange-Traded Funds 1,4 � NYSE Group Handled Volume
2 516 399 29.4% 11,353 8,376 35.5% 644 66.6% 79,811 65.3% NYSE
Group Matched Volume 3 456 349 30.8% 10,031 7,319 37.1% 566 68.2%
70,168 66.9% Total ETF Consolidated Volume 1,983 1,262 57.1% 43,618
26,495 64.6% 2,358 108.5% 292,412 106.8% �
NYSE Group Share of
Total Consolidated Volume Handled Volume 2 26.0% 31.6% -5.6%
26.0% 31.6% -5.6% 27.3% -6.9% 27.3% -6.9% Matched Volume 3 23.0%
27.6% -4.6% 23.0% 27.6% -4.6% 24.0% -5.7% 24.0% -5.7%
NYSE
Euronext Monthly Volume Summary - Derivatives
Products � � � � � � � � � �
Average Daily Volume
Total Volume Average Daily Volume
Total Volume (Unaudited; contracts in
thousands)
Jun-09 Jun-08
% Chg Jun-09
Jun-08 % Chg YTD
2009 % Chg vs. YTD 2008 YTD
2009 % Chg vs. YTD 2008 � Number of
Trading Days - European Markets 22 21 22 21 125 125 Number of
Trading Days - U.S. Markets 22 21 22 21 124 124 �
European
Derivatives Products 4,612 4,500 2.5%
101,455 94,495 7.4% 4,327 -3.6%
540,844 -4.4% of which Bclear 1,170 1,013 15.5%
25,744 21,270 21.0% 1,186 44.8% 148,239 43.7% �
Total Interest
Rate Products 2,412 2,325 3.7%
53,059 48,829 8.7% 2,074 -17.6%
259,247 -18.2% � Short Term Interest Rate Products
2,322 2,232 4.0% 51,073 46,875 9.0% 1,974 -18.0% 246,800 -18.7%
Medium and Long Term Interest Rate
Products 5
90 93 -3.0% 1,985 1,954 1.6% 100 -7.1% 12,447 -7.9% �
Total
Credit Derivatives Products (Bclear) - - -
- - - �
Total Equity Products 6
2,150 2,121 1.4% 47,292 44,535
6.2% 2,206 15.0% 275,691 14.1% �
Individual Equity Products 1,503 1,443 4.2% 33,066 30,298 9.1%
1,569 23.0% 196,159 22.0% Equity Index Products 647 678 -4.6%
14,226 14,236 -0.1% 636 -0.8% 79,532 -1.6% � of which Bclear 1,170
1,013 15.5% 25,744 21,270 21.0% 1,186 44.8% 148,239 43.7%
Individual Equity Products 1,029 895 15.0% 22,632 18,789 20.5%
1,050 45.9% 131,234 44.8% Equity Index Products 141 118 19.7% 3,111
2,481 25.4% 136 36.5% 17,005 35.4% �
Commodity Products
50 54 -6.8% 1,104 1,131
-2.4% 47 -16.6% 5,905 -17.3% of
which Bclear - - - - - - �
U.S. Derivatives Products �
U.S. Derivatives Products - Equity Options 7 � NYSE
Group Options Contracts 2,758 1,658 66.4% 60,670 34,813 74.3% 2,438
41.4% 302,309 40.3% Total Consolidated Options Contracts 13,442
13,334 0.8% 295,714 280,016 5.6% 13,686 6.9% 1,697,023 6.0% � NYSE
Group Share of Total 20.5% 12.4% 20.5% 12.4% 17.8% 4.3% 17.8% 4.3%
�
NYSE Liffe U.S. � Precious Metals Futures Volume 14.1 -
309.8 - 17.4 - 2,158.1 - � � 1Includes all volume executed in NYSE
Group crossing sessions. 2Represents 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. 3Represents the total number
of shares of equity securities and ETFs executed on the NYSE
Group's exchanges. 4Data included in previously identified
categories. 5Data includes currency products.
6Includes all trading activities
for Bclear, Euronext.liffe's clearing service for wholesale equity
derivatives.
7Includes trading in U.S. equity
options contracts, not equity-index options.
� 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. US Equities data has
been updated for Amex integration for October 2008 forward.
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