NYX Nyse Euronext

NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for November 20101. Global derivatives average daily volume (“ADV”) of 8.2 million contracts traded per day in November 2010 increased 12.6% versus the prior year, and increased 9.9% from October 2010 levels. The increase in global derivatives ADV versus prior year levels was driven primarily by a 28.5% increase in U.S. equity options ADV. Cash equities ADV in November 2010 was mixed, with European cash ADV increasing 16.6% and U.S. cash trading volumes decreasing 4.8% from November 2009 levels.

Highlights

• NYSE Euronext global derivatives ADV in November 2010 of 8.2 million contracts increased 12.6% compared to November 2009 and increased 9.9% from October 2010 levels. Open interest for the European derivatives businesses at the end of November 2010 was 82.8 million contracts, a decrease of 9.8% compared to November 2009, but an increase of 0.9% from October 2010 levels.
• NYSE Euronext European derivatives products ADV in November 2010 of 4.4 million contracts increased 1.6% compared to November 2009 and increased 23.3% from October 2010 levels. Total European fixed income products ADV in November 2010 of 2.0 million contracts decreased 13.5% compared to November 2009 and increased 0.5% from October 2010. Total equity products ADV of 2.3 million contracts in November 2010 increased 18.4% compared to November 2009 and increased 55.9% from October 2010. Total commodities products ADV of 67,000 contracts in November 2010 increased 51.9% compared to November 2009.
• NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 3.9 million contracts in November 2010 increased 28.5% compared to November 2009 levels, but decreased 2.1% from October 2010. NYSE Euronext’s U.S. options exchanges accounted for 24.7% of total U.S. consolidated equity options trading in November 2010, in-line with November 2009, but below the 25.9% recorded in October 2010.
• NYSE Euronext European cash products ADV of 1.5 million transactions in November 2010 increased 16.6% compared to November 2009 and increased 6.9% from October 2010.
• NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.3 billion shares in November 2010 decreased 4.8% compared to November 2009 and decreased 1.1% compared to October 2010. NYSE Euronext’s Tape A matched market share in November 2010 was 36.1%, down from 36.8% in November 2009, but up from 35.2% in October 2010.
• There were a total of 22 trading days in Europe and 21 trading days in the U.S. in November 2010, compared to 21 trading days in Europe and 20 trading days in the U.S. in November 2009.

Derivatives Trading

European Derivatives

• NYSE Euronext European derivatives products ADV in November 2010 was 4.4 million futures and options contracts, an increase of 1.6% from November 2009 and an increase of 23.3% from October 2010. The 4.4 million in futures and options contracts ADV in November 2010 consisted of 3.2 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.2 million contracts, or 27.0%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products.
• Year-to-date, European derivatives products ADV of 4.9 million contracts was 18.0% above prior year levels. The 4.9 million in futures and options contracts ADV year-to-date consisted of 3.5 million contracts executed through the LIFFE CONNECT trading platform and 1.4 million contracts, or 27.9%, executed through Bclear.
• Total fixed income products ADV of 2.0 million contracts in November 2010 decreased 13.5% from November 2009, but increased 0.5% from October 2010. Year-to-date, total fixed income products ADV of 2.4 million contracts was 15.4% above prior year levels.
• Total equity products (including Bclear) ADV of 2.3 million contracts in November 2010 increased 18.4% compared to November 2009 and increased 55.9% from October 2010. The 2.3 million contracts in equity products ADV consisted of 1.7 million contracts in individual equity products ADV and 0.6 million contracts in equity index products ADV. The 1.7 million contracts in individual equity products ADV consisted of 1.0 million in futures contracts, which represented a 61.1% increase compared to November 2009 and 0.7 million in options contracts, which represented a 4.5% increase compared to November 2009. The average 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 2.5 million contracts was 20.1% above prior year levels.
• Total commodities products ADV of 67,000 contracts in November 2010 increased 51.9% compared to November 2009. Year-to-date, total commodities product ADV of 65,000 contracts was 35.9% above prior year levels.

U.S. Derivatives

• NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 3.9 million contracts in November 2010 increased 28.5% compared to November 2009, but decreased 2.1% compared to October 2010. Year-to-date, U.S. equity options ADV of 3.7 million contracts was 42.3% above prior year levels.
• Total U.S. consolidated equity options ADV increased 28.9% to 15.7 million contracts in November 2010 compared to November 2009 and increased 3.0% compared to October 2010. Year-to-date, U.S. consolidated equity options ADV of 14.3 million contracts was 6.3% above prior year levels.
• NYSE Euronext’s U.S. options exchanges accounted for 24.7% of the total U.S. consolidated equity options trading in November 2010 in-line with November 2009, but down from 25.9% in October 2010.
• NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in November 2010 was approximately 19,000 contracts, compared to 22,200 contracts in November 2009. Year-to-date U.S. futures and futures options ADV was 16,500 contracts, a decrease of 6.2% compared to the prior year period.

Cash Trading

European Cash

• NYSE Euronext European cash products ADV of 1.5 million transactions in November 2010 increased 16.6% compared to November 2009 and increased 6.9% compared to October 2010.
• Year-to-date, European cash products ADV of 1.5 million transactions was 6.4% above prior year levels.

U.S. Cash

• NYSE Euronext U.S. cash products handled ADV in November 2010 decreased 4.8% to 2.3 billion shares compared to November 2009 and decreased 1.1% from October 2010.
• Year-to-date, U.S. cash products handled ADV was 2.7 billion shares, down 21.4% from prior year levels.
• NYSE Euronext’s Tape A matched market share in November 2010 was 36.1%, down from 36.8% in November 2009, but up from 35.2% in October 2010.
• Designated Market Maker participation in NYSE-listed stocks in November 2010 was 9.1%, compared to 9.6% in October 2010 and 9.4% in September 2010. Supplemental Liquidity Provider participation in NYSE-listed stocks in November 2010 was 14.6%, compared to 15.4% in October 2010 and 12.4% in September 2010.

Exchange Traded Products

• NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 315 million shares in November 2010 increased 1.3% compared to November 2009 and increased 4.3% compared to October 2010. Year-to-date, NYSE Euronext U.S. matched exchange-traded products ADV of 344 million shares was 25.0% 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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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

Monthly Volume Summary

                                   

Average

Daily Volume

Total Volume

Average

Daily Volume

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

% Chg vs.YTD 2009

YTD 2010

% Chg vs.YTD 2009

  Number of Trading Days - European Markets 22 21 22 21 235 235 Number of Trading Days - U.S. Markets 21 20 21 20 230 230   European Derivatives Products 4,373 4,306 1.6% 96,199 90,419 6.4% 4,879 18.0% 1,146,599 18.5% of which Bclear 1,180 898 31.4% 25,956 18,849 37.7% 1,362 34.7% 320,081 35.2%   Total Fixed Income Products 2,006 2,319 -13.5% 44,137 48,696 -9.4% 2,356 15.4% 553,775 15.9%   Short Term Interest Rate Products 1,834 2,195 -16.4% 40,355 46,085 -12.4% 2,235 15.3% 525,222 15.8% Medium and Long Term Interest Rate Products 1 172 124 38.2% 3,781 2,612 44.8% 122 18.6% 28,553 19.1%   Total Equity Products 2 2,299 1,942 18.4% 50,578 40,790 24.0% 2,458 20.1% 577,610 20.6%   Individual Equity Products 1,747 1,331 31.3% 38,437 27,951 37.5% 1,850 29.5% 434,838 30.0% Futures 1,015 630 61.1% 22,338 13,238 68.7% 1,159 51.0% 272,451 51.7% Options 732 701 4.5% 16,099 14,713 9.4% 691 4.5% 162,388 4.9% Equity Index Products 552 611 -9.7% 12,140 12,839 -5.4% 608 -1.6% 142,771 -1.2%   of which Bclear 1,180 898 31.4% 25,956 18,849 37.7% 1,362 34.7% 320,081 35.2% Individual Equity Products 1,100 751 46.4% 24,199 15,780 53.3% 1,268 44.3% 297,925 44.9% Futures 1,008 630 60.0% 22,173 13,226 67.7% 1,155 51.5% 271,340 52.1% Options 92 122 -24.3% 2,025 2,555 -20.7% 113 -2.9% 26,585 -2.5% Equity Index Products 80 146 -45.3% 1,757 3,068 -42.7% 94 -29.0% 22,156 -28.7%   Commodity Products 67 44 51.9% 1,484 933 59.1% 65 35.9% 15,215 36.5%   U.S. Derivatives Products   Equity Options 3   NYSE Euronext Options Contracts 3,860 3,003 28.5% 81,057 60,058 35.0% 3,698 42.3% 850,453 42.3% Total Consolidated Options Contracts 15,657 12,145 28.9% 328,798 242,892 35.4% 14,294 6.3% 3,287,515 6.3%   NYSE Group Share of Total 24.7% 24.7% 24.7% 24.7% 25.9% 6.6% 25.9% 6.6%   NYSE Liffe U.S.   Futures and Futures Options Volume 19.0 22.2 -14.6% 399 445 -10.3% 16.5 -6.2% 3,793.0 -6.2%   European Cash Products (trades in thousands) 1,541 1,321 16.6% 33,903 27,748 22.2% 1,485 6.4% 348,887 6.9%   Equities 1,473 1,262 16.7% 32,416 26,507 22.3% 1,425 6.7% 334,791 7.1% Exchange-Traded Funds 19 16 19.4% 423 338 25.1% 18 22.9% 4,207 23.4% Structured Products 42 37 14.0% 934 782 19.5% 36 -6.8% 8,539 -6.4% Bonds 6 6 2.1% 129 121 7.0% 6 1.1% 1,351 1.6%   U.S. Cash Products (shares in millions) 5 2,339 2,458 -4.8% 49,129 49,165 -0.1% 2,652 -21.4% 610,000 -21.4%   NYSE Listed (Tape A) Issues 4   Handled Volume 5 1,671 1,782 -6.2% 35,101 35,643 -1.5% 1,920 -21.9% 441,631 -21.9% Matched Volume 6 1,583 1,641 -3.5% 33,244 32,823 1.3% 1,802 -19.4% 414,476 -19.4% Total NYSE Listed Consolidated Volume 4,391 4,463 -1.6% 92,209 89,264 3.3% 4,949 -14.7% 1,138,298 -14.7%   Share of Total Consolidated Volume Handled Volume 5 38.1% 39.9% -1.8% 38.1% 39.9% -1.8% 38.8% -3.6% 38.8% -3.6% Matched Volume 6 36.1% 36.8% -0.7% 36.1% 36.8% -0.7% 36.4% -2.1% 36.4% -2.1%   NYSE Arca & Amex (Tape B) Listed Issues   Handled Volume 5 366 369 -0.8% 7,694 7,387 4.2% 397 -25.6% 91,214 -25.6% Matched Volume 6 332 325 1.9% 6,963 6,506 7.0% 356 -23.6% 81,979 -23.6% Total NYSE Arca & Amex Listed Consolidated Volume 1,357 1,481 -8.4% 28,496 29,620 -3.8% 1,494 -23.6% 343,530 -23.6%   Share of Total Consolidated Volume Handled Volume 5 27.0% 24.9% 2.1% 27.0% 24.9% 2.1% 26.6% -0.7% 26.6% -0.7% Matched Volume 6 24.4% 22.0% 2.4% 24.4% 22.0% 2.4% 23.9% 0.0% 23.9% 0.0%   Nasdaq Listed (Tape C) Issues   Handled Volume 5 302 307 -1.7% 6,334 6,134 3.3% 335 -11.6% 77,155 -11.6% Matched Volume 6 257 249 3.1% 5,394 4,984 8.2% 283 -8.5% 65,119 -8.5% Total Nasdaq Listed Consolidated Volume 1,984 1,982 0.1% 41,665 39,646 5.1% 2,240 -1.5% 515,282 -1.5%   Share of Total Consolidated Volume Handled Volume 5 15.2% 15.5% -0.3% 15.2% 15.5% -0.3% 15.0% -1.7% 15.0% -1.7% Matched Volume 6 12.9% 12.6% 0.3% 12.9% 12.6% 0.3% 12.6% -1.0% 12.6% -1.0%   Exchange-Traded Funds 5,7   Handled Volume 5 348 352 -0.9% 7,312 7,031 4.0% 382 -26.9% 87,900 -26.9% Matched Volume 6 315 311 1.3% 6,624 6,226 6.4% 344 -25.0% 79,144 -25.0% Total ETF Consolidated Volume 1,303 1,457 -10.6% 27,361 29,136 -6.1% 1,472 -25.3% 338,606 -25.3%   Share of Total Consolidated Volume Handled Volume 5 26.7% 24.1% 2.6% 26.7% 24.1% 2.6% 26.0% -0.6% 26.0% -0.6% Matched Volume 6 24.2% 21.4% 2.8% 24.2% 21.4% 2.8% 23.4% 0.1% 23.4% 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.