NYSE Euronext (NYX) today announced trading volumes for its
global derivatives and cash equities exchanges for September 20101.
Global derivatives average daily volume (“ADV”) of 7.7 million
contracts traded per day in September 2010 increased 4.8% versus
the prior year and increased 22.5% from August 2010 levels. The
increase in global derivatives ADV versus prior year levels was
driven by a 15.9% increase in U.S. equity options ADV, partially
offset by a 2.7% decrease in European derivatives ADV. Cash
equities ADV in September 2010 were down, with European and U.S.
cash trading volumes decreasing 5.2% and 24.6%, respectively,
compared to prior year 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.
Highlights
- NYSE Euronext global derivatives ADV in
September 2010 of 7.7 million contracts increased 4.8% compared to
September 2009 and increased 22.5% from August 2010 levels. Open
interest for our European derivatives businesses at the end of
September 2010 was 76.9 million contracts, a decrease of 0.7%
compared to September 2009. European derivatives fixed income open
interest of 25.1 million contracts was up 7.7% compared to
September 2009.
- NYSE Euronext European derivatives
products ADV in September 2010 of 4.2 million contracts decreased
2.7% compared to September 2009, but increased 28.8% from August
2010 levels. Total European fixed income products ADV in September
2010 of 2.2 million contracts decreased 2.3% compared to September
2009, but increased 35.9% from August 2010. Total equity products
ADV of 1.9 million contracts in September 2010 decreased 4.4%
compared to September 2009, but increased 23.2% from August 2010.
Total commodities products ADV of 77,000 contracts in September
2010 increased 47.8% compared to September 2009.
- NYSE Euronext U.S. equity options (NYSE
Arca and NYSE Amex) ADV of 3.5 million contracts in September 2010
increased 15.9% compared to September 2009 levels and increased
15.5% from August 2010. NYSE Euronext’s U.S. options exchanges
accounted for 26.1% of the total consolidated equity options
trading in September 2010, up from 21.4% in September 2009 and up
from the 25.2% recorded in August 2010.
- NYSE Euronext European cash products
ADV of 1.4 million transactions in September 2010 decreased 5.2%
compared to September 2009, but increased 9.5% from August
2010.
- NYSE Euronext U.S. cash products (NYSE,
NYSE Arca and NYSE Amex) handled ADV of 2.3 billion shares in
September 2010 decreased 24.6% compared to September 2009 and
decreased 0.8% compared to August 2010. NYSE Euronext’s Tape A
matched market share in September 2010 was 38.4%, up from 36.1% in
September 2009 and up from 38.1% in August 2010.
- There were a total of 22 trading days
in Europe and 21 trading days the U.S. in September 2010 and
September 2009, respectively.
- The estimated average net revenue per
transaction type (as defined below) for each of the primary trading
venues in the third quarter of 2010 is included below:
2Q10
Actual 3Q10 Estimate European Derivatives (ex.
Bclear)1 $0.64 $0.65 U.S. Equity
Options2 $0.17 $0.17 European
Cash3 $0.65 $0.66 U.S. Cash4
$0.030
$0.031
1 Average net revenue per contract, excluding
Bclear.2 Average net revenue per contract.3 Average net revenue per
transaction.4 Average net revenue per 100 shares handled.
Derivatives Trading
European Derivatives
- NYSE Euronext European derivatives
products ADV in September 2010 was 4.2 million futures and options
contracts, a decrease of 2.7% from September 2009, but an increase
of 28.8% from August 2010. The 4.2 million in futures and options
contracts ADV in September 2010 consisted of 3.3 million contracts
executed through our full-service LIFFE CONNECT trading platform
and 0.9 million contracts, or 21.1%, executed through Bclear, NYSE
Liffe's trade administration and clearing service for OTC products.
In the third quarter of 2010, European derivatives products ADV of
3.8 million contracts was 0.6% above prior year levels. The 3.8
million in futures and options contracts ADV in the third quarter
of 2010 consisted of 3.0 million contracts executed through LIFFE
CONNECT trading platform and 0.8 million contracts, or 22.1%,
executed through Bclear.
- The anticipated average net rate per
contract for European derivatives, excluding Bclear, is expected to
be approximately $0.65 per contract in the third quarter of
2010.
- Year-to-date, European derivatives
products ADV of 5.1 million contracts was 22.6% above prior year
levels. The 5.1 million in futures and options contracts ADV
year-to-date consisted of 3.6 million contracts executed through
the LIFFE CONNECT trading platform and 1.5 million contracts, or
29.1%, executed through Bclear.
- Total fixed income products ADV of 2.2
million contracts in September 2010 decreased 2.3% from September
2009, but increased 35.8% from August 2010. In the third quarter of
2010, total fixed income products ADV of 2.0 million contracts was
2.3% above prior year levels. Year-to-date, total fixed income
products ADV of 2.4 million contracts was 20.8% above prior year
levels.
- Total equity products (including
Bclear) ADV of 1.9 million contracts in September 2010 decreased
4.4% compared to September 2009, but increased 23.2% from August
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 0.7
million in futures contracts, which represented a 19.5% increase
compared to September 2009 and 0.6 million in options contracts,
which represented a 19.1% decrease compared to September 2009. The
average rate per contract for individual equity futures contracts
is significantly lower than other products traded on NYSE Liffe. In
the third quarter of 2010, total equity products ADV of 1.8 million
contracts was 3.1% below prior year levels. Year-to-date, total
equity products ADV of 2.6 million contracts was 24.0% above prior
year levels.
- Total commodities products ADV of
77,000 contracts in September 2010 increased 47.8% compared to
September 2009. In the third quarter of 2010, total commodities
product ADV of 81,000 contracts was 74.4% above prior year levels.
Year-to-date, total commodities product ADV of 63,000 contracts was
34.2% above prior year levels.
U.S. Derivatives
- NYSE Euronext U.S. equity options (NYSE
Arca and NYSE Amex) ADV of 3.5 million contracts in September 2010
increased 15.9% compared to September 2009 and increased 15.5%
compared to August 2010. In the third quarter of 2010, U.S. equity
options ADV of 3.2 million contracts was 23.6% above prior year
levels.
- The anticipated average net rate per
contract for U.S. equity options is expected to be approximately
$0.17 per contract in the third quarter of 2010.
- Year-to-date, U.S. equity options ADV
of 3.7 million contracts was 46.9% above prior year levels.
- Total U.S. consolidated equity options
ADV decreased 4.8% to 13.3 million contracts in September 2010
compared to September 2009, but increased 11.7% compared to August
2010. In the third quarter of 2010, U.S. consolidated equity
options ADV of 12.5 million contracts was 5.6% below prior year
levels. Year-to-date, U.S. consolidated equity options ADV of 14.0
million contracts was 3.8% above prior year levels.
- NYSE Euronext’s U.S. options exchanges
accounted for 26.1% of the total consolidated equity options
trading in September 2010, up from 21.4% in September 2009 and up
from 25.2% in August 2010.
- NYSE Euronext U.S. futures and futures
options (NYSE Liffe U.S.) ADV in September 2010 was approximately
10,800 contracts, compared to 20,600 contracts in September 2009.
In the third quarter of 2010, U.S. futures and futures options ADV
was 10,700 contracts. Year-to-date U.S. futures and futures options
ADV was 16,600 contracts, an increase of 0.3% compared to the prior
year period.
Cash Trading
European Cash
- NYSE Euronext European cash products
ADV of 1.4 million transactions in September 2010 decreased 5.2%
compared to September 2009, but increased 9.5% compared to August
2010. In the third quarter of 2010, European cash products ADV of
1.4 million transactions was 3.4% above prior year levels.
- SmartPool, the London-based dark pool
owned by NYSE Euronext with BNP Paribas SA, HSBC Holdings Plc and
JPMorgan Chase & Co., experienced strong growth in the third
quarter of 2010 with the number of trades increasing to 855,770
from 3,141 in the third quarter of 2009 and 541,743 in the second
quarter of 2010.
- The anticipated average net revenue per
transaction for European cash is expected to be approximately $0.66
per transaction in the third quarter of 2010.
- Year-to-date, European cash products
ADV of 1.5 million transactions was 7.3% above prior year
levels.
U.S. Cash
- NYSE Euronext U.S. cash products
handled ADV in September 2010 decreased 24.6% to 2.3 billion shares
compared to September 2009 and decreased 0.8% from August 2010. In
the third quarter of 2010, U.S. cash products handled ADV was 2.4
billion shares, down 18.1% from prior year levels.
- The anticipated average net revenue per
100 shares handled for U.S. cash is expected to be approximately
$0.031 per 100 shares handled in the third quarter of 2010.
- Year-to-date, U.S. cash products
handled ADV was 2.7 billion shares, down 22.8% from prior year
levels.
- NYSE Euronext’s Tape A matched market
share in September 2010 was 38.4%, up from 36.1% in September 2009
and up from 38.1% in August 2010.
- Designated Market Maker participation
in NYSE-listed stocks in September 2010 was 9.4%, compared to 9.8%
in August 2010 and 9.6% in July 2010. Supplemental Liquidity
Provider participation in NYSE-listed stocks in September 2010 was
12.4%, compared to 12.2% in August 2010 and 13.1% in July 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 301 million shares in September 2010 decreased 5.0%
compared to September 2009 and decreased 0.2% compared to August
2010. In the third quarter of 2010, NYSE Euronext U.S. matched
exchange-traded products ADV of 334 million shares was 0.4% below
prior year levels. Year-to-date, NYSE Euronext U.S. matched
exchange-traded products ADV of 352 million shares was 27.8% below
prior year levels.
Other Metrics
- The average EUR/USD exchange rate for
the third quarter of 2010 of $1.29 represented an increase of 1.4%
from the second quarter of 2010 and a decrease of 9.7% compared to
the third quarter of 2009.
- The average GBP/USD exchange rate for
the third quarter of 2010 of $1.55 represented an increase of 3.9%
from the second quarter of 2010 and a decrease of 5.5% compared to
the third 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
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 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 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 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.
NYSE
Euronext
Monthly Volume
Summary
Average Daily Volume Total Volume
Average Daily Volume Total
Volume (Unaudited)
Sep-10
Sep-09 % Chg
Sep-10 Sep-09 %
Chg YTD 2010
% Chg vs.YTD
2009
YTD 2010
% Chg vs.YTD
2009
Number of Trading Days - European Markets 22 22 22 22 192
192 Number of Trading Days - U.S. Markets 21 21 21 21 188 188
European Derivatives Products (contracts in
thousands) 4,238 4,355 -2.7% 93,235
95,817 -2.7% 5,083 22.6% 975,899
23.2% of which Bclear 893 842 6.0% 19,648 18,531 6.0% 1,479
38.1% 284,009 38.8%
Total Fixed Income Products
2,229 2,282 -2.3% 49,048 50,210
-2.3% 2,436 20.8% 467,703 21.4%
Short Term Interest Rate Products 2,110 2,182 -3.3% 46,413
48,006 -3.3% 2,320 21.0% 445,381 21.6% Medium and Long Term
Interest Rate Products 1 120 100 19.5% 2,635 2,205 19.5% 116 17.4%
22,322 18.0%
Total Equity Products 2
1,932 2,021 -4.4% 42,494 44,462
-4.4% 2,584 24.0% 496,067 24.6%
Individual Equity Products 1,319 1,350 -2.3% 29,021 29,699
-2.3% 1,959 33.5% 376,046 34.2% Futures 703 589 19.5% 15,475 12,949
19.5% 1,266 52.9% 242,981 53.7% Options 616 761 -19.1% 13,545
16,750 -19.1% 693 8.5% 133,065 9.0% Equity Index Products 612 671
-8.7% 13,474 14,762 -8.7% 625 1.3% 120,021 1.8% of which
Bclear 893 842 6.0% 19,648 18,531 6.0% 1,479 38.1% 284,009 38.8%
Individual Equity Products 792 687 15.3% 17,427 15,112 15.3% 1,381
47.0% 265,069 47.8% Futures 701 585 19.8% 15,432 12,879 19.8% 1,261
53.6% 242,099 54.4% Options 91 101 -10.7% 1,995 2,233 -10.7% 120
1.3% 22,969 1.8% Equity Index Products 101 155 -35.0% 2,222 3,419
-35.0% 99 -25.2% 18,940 -24.8%
Commodity Products
77 52 47.8% 1,692 1,145
47.8% 63 34.2% 12,128 34.9%
U.S. Derivatives Products (contracts in thousands)
Equity Options 3 NYSE Group Options
Contracts 3,473 2,998 15.9% 72,928 62,948 15.9% 3,652 46.9% 686,605
46.9% Total Consolidated Options Contracts 13,319 13,993 -4.8%
279,696 293,863 -4.8% 14,040 3.8% 2,639,548 3.8% NYSE Group
Share of Total 26.1% 21.4% 26.1% 21.4% 26.0% 7.6% 26.0% 7.6%
NYSE Liffe U.S. Futures and Futures Options Volume
10.8 20.6 -47.3% 227 432 -47.3% 16.6 0.3% 3,122.6 0.3%
European Cash Products (trades in thousands) 1,399
1,475 -5.2% 30,770 32,443 -5.2%
1,483 7.3% 284,733 7.9% Equities
1,341 1,420 -5.5% 29,508 31,241 -5.5% 1,424 7.6% 273,348 8.2%
Exchange-Traded Funds 17 14 19.5% 369 309 19.5% 18 26.7% 3,432
27.4% Structured Products 35 35 1.0% 770 762 1.0% 36 -8.7% 6,844
-8.2% Bonds 6 6 -5.9% 124 131 -5.9% 6 3.1% 1,108 3.6%
U.S. Cash Products (shares in millions) 5
2,278 3,021 -24.6% 47,829 63,446
-24.6% 2,719 -22.8% 511,225
-22.8% NYSE Listed (Tape A) Issues 4
NYSE Group Handled Volume 5 1,625 2,249 -27.7% 34,134 47,238
-27.7% 1,972 -23.2% 370,774 -23.2% NYSE Group Matched Volume 6
1,547 2,054 -24.7% 32,477 43,132 -24.7% 1,848 -20.7% 347,375 -20.7%
Total NYSE Listed Consolidated Volume 4,026 5,686 -29.2% 84,545
119,414 -29.2% 5,053 -15.7% 949,963 -15.7%
Share of Total
Consolidated Volume Handled Volume 5 40.4% 39.6% 0.8% 40.4%
39.6% 0.8% 39.0% -3.8% 39.0% -3.8% Matched Volume 6 38.4% 36.1%
2.3% 38.4% 36.1% 2.3% 36.6% -2.3% 36.6% -2.3%
NYSE Arca
& Amex (Tape B) Listed Issues NYSE Group Handled
Volume 5 339 402 -15.7% 7,118 8,447 -15.7% 406 -28.1% 76,244 -28.1%
NYSE Group Matched Volume 6 311 348 -10.7% 6,525 7,308 -10.7% 364
-26.3% 68,405 -26.3% Total NYSE Arca & Amex Listed Consolidated
Volume 1,229 1,541 -20.2% 25,812 32,357 -20.2% 1,534 -24.9% 288,405
-24.9%
Share of Total Consolidated Volume Handled
Volume 5 27.6% 26.1% 1.5% 27.6% 26.1% 1.5% 26.4% -1.2% 26.4% -1.2%
Matched Volume 6 25.3% 22.6% 2.7% 25.3% 22.6% 2.7% 23.7% -0.4%
23.7% -0.4%
Nasdaq Listed (Tape C) Issues NYSE
Group Handled Volume 5 313 370 -15.2% 6,577 7,760 -15.2% 342 -12.4%
64,206 -12.4% NYSE Group Matched Volume 6 272 295 -7.7% 5,714 6,191
-7.7% 287 -9.7% 54,021 -9.7% Total Nasdaq Listed Consolidated
Volume 2,021 2,411 -16.2% 42,447 50,627 -16.2% 2,294 -0.2% 431,299
-0.2%
Share of Total Consolidated Volume Handled
Volume 5 15.5% 15.3% 0.2% 15.5% 15.3% 0.2% 14.9% -2.1% 14.9% -2.1%
Matched Volume 6 13.5% 12.2% 1.3% 13.5% 12.2% 1.3% 12.5% -1.3%
12.5% -1.3%
Exchange-Traded Funds 5,7
NYSE Group Handled Volume 5 329 364 -9.6% 6,906 7,638 -9.6% 392
-29.6% 73,607 -29.6% NYSE Group Matched Volume 6 301 317 -5.0%
6,322 6,656 -5.0% 352 -27.8% 66,172 -27.8% Total ETF Consolidated
Volume 1,214 1,461 -16.9% 25,501 30,679 -16.9% 1,518 -26.6% 285,403
-26.6%
Share of Total Consolidated Volume Handled
Volume 5 27.1% 24.9% 2.2% 27.1% 24.9% 2.2% 25.8% -1.1% 25.8% -1.1%
Matched Volume 6 24.8% 21.7% 3.1% 24.8% 21.7% 3.1% 23.2% -0.4%
23.2% -0.4%
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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