NYX Nyse Euronext

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for March 20101. Derivatives trading volumes in March 2010 recorded strong year-over-year growth, with European derivatives average daily volume (“ADV”) increasing 13%, driven by a 25% increase in fixed income derivatives product average daily volume and U.S. options average daily volume increasing 39%. Cash equities average daily volume declined versus prior year levels which experienced significantly higher levels of market volatility.

Highlights

• NYSE Euronext European derivatives products ADV in March 2010 of 4.6 million contracts increased 13.3% compared to March 2009, but decreased 5.7% from February 2010 levels. Total European fixed income products ADV in March 2010 of 2.6 million contracts increased 24.5% compared to March 2009, but decreased 5.3% from February 2010. Total equity products ADV of 1.9 million contracts in March 2010 increased 0.8% compared to March 2009, but decreased 6.1% from February 2010.
• NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 3.6 million contracts in March 2010 increased 39.3% compared to March 2009 levels and increased 4.8% from February 2010. NYSE Euronext’s U.S. options exchanges accounted for 25.3% of the total consolidated equity options trading in March 2010, up from 17.4% in March 2009, but down from 26.9% in February 2010.
• NYSE Euronext European cash products ADV of 1.3 million transactions in March 2010 decreased 12.0% compared to March 2009 and decreased 10.3% from February 2010.
• NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.4 billion shares in March 2010 decreased 47.0% compared to March 2009 and decreased 9.4% compared to February 2010. NYSE Euronext matched share of all U.S. cash equity trading volume was 25.6% in March 2010, down from 27.7% in February 2010. NYSE Euronext’s Tape A matched market share in March 2010 was 33.6%, down from 36.6% in February 2010.
• There were a total of 23 trading days in Europe and the U.S. in March 2010 and 22 trading days in Europe and the U.S. in March 2009.

Derivatives Trading

European Derivatives

• NYSE Euronext European derivatives products ADV in March 2010 was 4.6 million futures and options contracts, an increase of 13.3% from March 2009, but a decrease of 5.7% from February 2010. The 4.6 million in futures and options contracts ADV in March 2010 consisted of 3.7 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.9 million contracts, or 18.6%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. In the first quarter of 2010, European derivatives products ADV of 4.9 million contracts was 28.4% above prior year levels. The 4.9 million in futures and options contracts ADV in the first quarter of 2010 consisted of 3.9 million contracts executed through LIFFE CONNECT trading platform and 1.0 million contracts, or 20.0%, executed through Bclear.
• Total fixed income products ADV of 2.6 million contracts in March 2010 increased 24.5% from March 2009, but decreased 5.3% from February 2010. In the first quarter of 2010, total fixed income products ADV of 2.7 million contracts was 36.5% above prior year levels.
• Total equity products (including Bclear) ADV of 1.9 million contracts in March 2010 increased 0.8% compared to March 2009, but decreased 6.1% from February 2010. The 1.9 million contracts in equity products ADV consisted of 1.3 million contracts in individual equity products ADV and 0.6 million contracts in equity index products ADV. The 1.3 million contracts in individual equity products ADV consisted of 0.6 million in futures contracts, which represented a 21.4% increase compared to March 2009 and 0.7 million in options contracts, which represented a 8.6% increase compared to March 2009. In the first quarter of 2010, total equity products ADV of 2.1 million contracts was 19.5% above prior year levels.
• Total commodities products ADV of 52,000 contracts in March 2010 increased 21.3% compared to March 2009, but decreased 3.7% from February 2010. In the first quarter of 2010, total commodities product ADV of 52,000 contracts was 14.3% above prior year levels.

U.S. Derivatives

• NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 3.6 million contracts in March 2010 increased 39.3% compared to March 2009 and increased 4.8% compared to February 2010. In the first quarter of 2010, U.S. equity options ADV of 3.7 million contracts was 62.8% above prior year levels.
• Total U.S. consolidated equity options ADV decreased 3.9% to 14.1 million contracts in March 2010 compared to March 2009, but increased 11.4% compared to February 2010. In the first quarter of 2010, U.S. consolidated equity options ADV of 14.0 million contracts was 6.5% above prior year levels.
• NYSE Euronext’s U.S. options exchanges accounted for 25.3% of the total consolidated equity options trading in March 2010, up from 17.4% in March 2009, but down from 26.9% in February 2010.
• NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in March 2010 was 18,000 contracts, compared to 23,000 contracts in February 2010. In the first quarter of 2010, U.S. futures and futures options ADV was 21,000 contracts.

Cash Trading

European Cash

• NYSE Euronext European cash products ADV of 1.3 million transactions in March 2010 decreased 12.0%, compared to March 2009 and decreased 10.3% compared to February 2010. In the first quarter of 2010, European cash products ADV of 1.4 million transactions was 0.5% below prior year levels.

U.S. Cash

• NYSE Euronext U.S. cash products handled ADV in March 2010 decreased 47.0% to 2.4 billion shares compared to March 2009 and decreased 9.4% from February 2010. In the first quarter of 2010, U.S. cash products handled ADV was 2.5 billion shares, down 36.9% from prior year levels.
• NYSE Euronext’s Tape A matched market share in March 2010 was 33.6%, down from 36.6% in February 2010.
• Designated Market Maker (“DMM”) participation in March 2010 was 8.5%, compared to 8.5% in February 2010. Supplemental Liquidity Provider (“SLP”) participation in March 2010 was 11.4%, compared to 12.1% in February 2010. DMM and SLP participation pertain only to trading on NYSE.

Exchange Traded Products

• NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 272 million shares in March 2010 decreased 58.9% compared to March 2009 and decreased 25.3% compared to February 2010. In the first quarter of 2010, NYSE Euronext U.S. matched exchange-traded products ADV of 324 million shares was 46.8% below prior year levels.

Other Metrics

• The average EUR/USD exchange rate for the first quarter of 2010 of $1.38 represented a decrease of 6.2% from the fourth quarter of 2009 and an increase of 6.0% compared to the first quarter of 2009.
• The average GBP/USD exchange rate for the first quarter of 2010 of $1.56 represented a decrease of 4.4% from the fourth quarter of 2009, but an increase of 8.6% compared to the first quarter of 2009.

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 3,700 listed operating companies, 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 2008 ("document de référence") filed with the French Autorité des Marchés Financiers (Registered on April 28, 2009 under No. R. 09-031), 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.

NYSE Euronext

Monthly Volume Summary - Derivatives Products

                          Average Daily Volume Total Volume

Average Daily Volume

Total Volume (Unaudited; contracts in thousands) Mar-10 Mar-09 % Chg Mar-10 Mar-09 % Chg YTD 2010

% Chg vs.

YTD 2009

YTD 2010

% Chg vs.

YTD 2009

  Number of Trading Days - European Markets 23 22 23 22 63 63 Number of Trading Days - U.S. Markets 23 22 23 22 61 61   European Derivatives Products 4,622 4,080 13.3% 106,307 89,769 18.4% 4,851 28.4% 305,607 28.4% of which Bclear 860 797 7.8% 19,778 17,542 12.7% 972 39.0% 61,234 39.0%   Total Fixed Income Products 2,630 2,112 24.5% 60,484 46,465 30.2% 2,711 36.5% 170,821 36.5%   Short Term Interest Rate Products 2,523 2,016 25.2% 58,039 44,342 30.9% 2,594 37.5% 163,418 37.5% Medium and Long Term Interest Rate Products 1 106 96 10.2% 2,445 2,123 15.2% 117 16.9% 7,402 16.9%   Total Equity Products 2 1,941 1,926 0.8% 44,632 42,365 5.4% 2,088 19.5% 131,513 19.5%   Individual Equity Products 1,315 1,152 14.1% 30,242 25,350 19.3% 1,466 34.9% 92,343 34.9% Futures 602 496 21.4% 13,851 10,916 26.9% 726 65.8% 45,712 65.8% Options 713 656 8.6% 16,391 14,434 13.6% 740 14.1% 46,631 14.1% Equity Index Products 626 773 -19.1% 14,390 17,015 -15.4% 622 -5.8% 39,170 -5.8%   of which Bclear 860 797 7.8% 19,778 17,542 12.7% 972 39.0% 61,234 39.0% Individual Equity Products 737 610 20.8% 16,961 13,424 26.3% 851 54.3% 53,634 54.3% Futures 600 487 23.4% 13,810 10,708 29.0% 725 68.1% 45,653 68.1% Options 137 123 11.0% 3,151 2,716 16.0% 127 5.0% 7,981 5.0% Equity Index Products 123 187 -34.6% 2,818 4,118 -31.6% 121 -18.1% 7,600 -18.1%   Commodity Products 52 43 21.3% 1,191 939 26.8% 52 14.3% 3,273 14.3%   U.S. Derivatives Products   Equity Options 3   NYSE Group Options Contracts 3,556 2,554 39.3% 81,792 56,178 45.6% 3,713 62.8% 226,490 62.8% Total Consolidated Options Contracts 14,071 14,648 -3.9% 323,642 322,255 0.4% 13,975 6.5% 852,501 6.5%   NYSE Group Share of Total 25.3% 17.4% 25.3% 17.4% 26.6% 9.2% 26.6% 9.2%   NYSE Liffe U.S.   Futures and Futures Options Volume 18.2 21.3 -14.6% 418 468 -10.7% 20.8 -1.4% 1,267.7 -1.4%       NYSE Euronext

Monthly Volume Summary - Cash Products

  Average Daily Volume Total Volume Average Daily Volume Total Volume (Unaudited) Mar-10 Mar-09 % Chg Mar-10 Mar-09 % Chg YTD 2010

% Chg vs.

YTD 2009

YTD 2010

% Chg vs.

YTD 2009

  Number of Trading Days - European Markets 23 22 23 22 63 63 Number of Trading Days - U.S. Markets 23 22 23 22 61 61   European Cash Products (trades in thousands) 1,293 1,469 -12.0% 29,737 32,311 -8.0% 1,369 -0.5% 86,224 -0.5%   Equities 1,243 1,402 -11.3% 28,586 30,843 -7.3% 1,313 0.2% 82,696 0.2% Exchange-Traded Funds 14 15 -6.2% 323 330 -2.0% 16 16.1% 1,012 16.1% Structured Products 29 46 -36.6% 674 1,016 -33.7% 34 -27.4% 2,115 -27.4% Bonds 7 6 19.8% 154 123 25.3% 6 16.9% 401 16.9%   U.S. Cash Products (shares in millions) 5 2,357 4,446 -47.0% 54,214 97,819 -44.6% 2,541 -36.9% 154,993 -36.9%   NYSE Listed (Tape A) Issues 4   NYSE Group Handled Volume 5 1,725 3,291 -47.6% 39,677 72,400 -45.2% 1,824 -37.6% 111,249 -37.6% NYSE Group Matched Volume 6 1,599 2,984 -46.4% 36,785 65,641 -44.0% 1,692 -36.1% 103,195 -36.1% Total NYSE Listed Consolidated Volume 4,756 7,364 -35.4% 109,392 162,008 -32.5% 4,866 -23.7% 296,818 -23.7%   NYSE Group Share of Total Consolidated Volume Handled Volume 5 36.3% 44.7% -8.4% 36.3% 44.7% -8.4% 37.5% -8.4% 37.5% -8.4% Matched Volume 6 33.6% 40.5% -6.9% 33.6% 40.5% -6.9% 34.8% -6.7% 34.8% -6.7%   NYSE Arca & Amex (Tape B) Listed Issues   NYSE Group Handled Volume 5 324 733 -55.8% 7,445 16,126 -53.8% 381 -44.3% 23,260 -44.3% NYSE Group Matched Volume 6 289 650 -55.6% 6,642 14,310 -53.6% 337 -44.1% 20,579 -44.1% Total NYSE Arca & Amex Listed Consolidated Volume 1,260 2,644 -52.4% 28,974 58,175 -50.2% 1,470 -37.8% 89,652 -37.8%   NYSE Group Share of Total Consolidated Volume Handled Volume 5 25.7% 27.7% -2.0% 25.7% 27.7% -2.0% 25.9% -3.1% 25.9% -3.1% Matched Volume 6 22.9% 24.6% -1.7% 22.9% 24.6% -1.7% 23.0% -2.6% 23.0% -2.6%   Nasdaq Listed (Tape C) Issues   NYSE Group Handled Volume 5 308 422 -27.0% 7,092 9,293 -23.7% 336 -19.5% 20,484 -19.5% NYSE Group Matched Volume 6 249 352 -29.3% 5,725 7,744 -26.1% 275 -20.4% 16,750 -20.4% Total Nasdaq Listed Consolidated Volume 2,324 2,341 -0.7% 53,456 51,500 3.8% 2,339 4.7% 142,682 4.7%   NYSE Group Share of Total Consolidated Volume Handled Volume 5 13.3% 18.0% -4.7% 13.3% 18.0% -4.7% 14.4% -4.3% 14.4% -4.3% Matched Volume 6 10.7% 15.0% -4.3% 10.7% 15.0% -4.3% 11.7% -3.8% 11.7% -3.8%   Exchange-Traded Funds 5,7   NYSE Group Handled Volume 5 304 747 -59.3% 6,986 16,437 -57.5% 365 -47.2% 22,256 -47.2% NYSE Group Matched Volume 6 272 663 -58.9% 6,263 14,587 -57.1% 324 -46.8% 19,774 -46.8% Total ETF Consolidated Volume 1,216 2,748 -55.7% 27,972 60,452 -53.7% 1,443 -40.9% 88,017 -40.9%   NYSE Group Share of Total Consolidated Volume Handled Volume 5 25.0% 27.2% -2.2% 25.0% 27.2% -2.2% 25.3% -3.0% 25.3% -3.0% Matched Volume 6 22.4% 24.1% -1.7% 22.4% 24.1% -1.7% 22.5% -2.5% 22.5% -2.5%     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.  

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.