NYSE Euronext (NYX) today announced trading volumes for its
global derivatives and cash equities exchanges for October 20121.
The industry decision to close the U.S. markets for two trading
days due to Hurricane Sandy resulted in a 9% decrease in the number
of trading days in October 2012 for NYSE Euronext’s U.S. cash
equity and equity options markets. The closure of these markets
also impacted trading on NYSE Euronext’s European derivatives and
European cash trading venues, which remained open. European
derivatives and European cash average daily trading volumes
declined 44% and 41%, respectively, during the closure of the U.S.
markets with some residual impact after the markets reopened.
October 2011 trading volumes benefited from higher levels of market
volatility driven by the sovereign debt crisis in Europe and the
debt ceiling issue in the U.S.
Highlights
- NYSE Euronext global derivatives ADV in
October 2012 of 7.2 million contracts decreased 11.8% compared to
October 2011 and decreased 5.7% from September 2012 levels.
- NYSE Euronext European derivatives
products ADV in October 2012 of 3.1 million contracts decreased
8.0% compared to October 2011 and decreased 9.1% from September
2012.
- NYSE Euronext U.S. equity options ADV
of 4.0 million contracts in October 2012 decreased 13.7% compared
to October 2011 level and decreased 2.0% from September 2012. NYSE
Euronext’s U.S. options exchanges accounted for 28.5% of total U.S.
consolidated equity options trading in October 2012, a new market
share record high, up from 27.3% in October 2011 and up from 26.0%
in September 2012. NYSE Amex equity options registered record
market share of 17.6%, up from 15.6% in October 2011 and up from
14.6% in September 2012.
- NYSE Liffe U.S. ADV of approximately
43,700 contracts decreased 54.3% from 95,600 contracts in October
2011, and decreased 47.8% from 83,700 contracts in September
2012.
- NYSE Euronext European cash products
ADV of 1.3 million transactions in October 2012 decreased 26.6%
compared to October 2011 and decreased 10.3% from September 2012
levels.
- NYSE Euronext U.S. cash products
handled ADV of 1.5 billion shares in October 2012 decreased 38.5%
compared to October 2011 and decreased 8.0% compared to September
2012. NYSE Euronext’s Tape A matched market share in October 2012
was 30.6%, down from 33.9% in October 2011 and down from 31.1% in
September 2012.
Derivatives Trading
European Derivatives
- NYSE Euronext European derivatives
products ADV in October 2012 of 3.1 million contracts decreased
8.0% compared to October 2011 and decreased 9.1% from September
2012 levels.
- The 3.1 million in European derivatives
futures and options contracts ADV in October 2012 consisted of 2.3
million contracts executed through our full-service LIFFE CONNECT
trading platform and 0.8 million contracts, or 26.8%, executed
through Bclear, NYSE Liffe's trade administration and clearing
service for OTC products.
- Year-to-date, European derivatives
products ADV of 3.7 million contracts was 19.7% below prior year
levels. The 3.7 million in futures and options contracts ADV
year-to-date consisted of 2.7 million contracts executed through
LIFFE CONNECT trading platform and 1.1 million contracts, or 28.3%,
executed through Bclear.
- Total fixed income products ADV of 1.5
million contracts in October 2012 decreased 19.9% from October 2011
and decreased 23.8% from September 2012. Year-to-date, total fixed
income products ADV of 1.8 million contracts was 24.0% below prior
year levels.
- Total equity products (including
Bclear) ADV of 1.5 million contracts in October 2012 increased 5.4%
compared to October 2011, and increased 10.9% from September 2012.
The 1.5 million contracts in equity products ADV in October 2012
consisted of 1.1 million contracts in individual equity products
ADV and 0.4 million contracts in equity index products ADV. The 1.1
million contracts in individual equity products ADV consisted of
0.7 million in futures contracts, which represented a 98.5%
increase compared to October 2011 and 0.4 million in options
contracts, which represented a 27.6% decrease compared to October
2011. Year-to-date, total equity products ADV of 1.8 million
contracts was 16.0% below prior year levels.
- Total commodities products ADV of
approximately 106,000 contracts in October 2012 increased 32.9%
compared to October 2011 and increased 12.6% compared to September
2012. Year-to-date, total commodities product ADV of 89,000
contracts was 6.8% above prior year levels.
U.S. Derivatives
- NYSE Euronext U.S. equity options ADV
of 4.0 million contracts in October 2012 decreased 13.7% compared
to October 2011 and decreased 2.0% compared to September 2012.
Year-to-date, U.S. equity options ADV of 3.9 million contracts was
13.3% below prior year levels.
- Total U.S. consolidated equity options
ADV decreased 17.2% to 14.2 million contracts in October 2012
compared to October 2011 and decreased 10.5% compared to September
2012. Year-to-date, U.S. consolidated equity options ADV of 14.8
million contracts was 13.9% below prior year levels.
- NYSE Euronext’s U.S. options exchanges
accounted for 28.5% of total U.S. consolidated equity options
trading in October 2012, a new market share record high, up from
27.3% in October 2011 and up from 26.0% in September 2012. NYSE
Amex equity options registered record market share of 17.6%, up
from 15.6% in October 2011 and up from 14.6% in September
2012.
- NYSE Liffe U.S. ADV of approximately
43,700 contracts decreased 54.3% from 95,600 contracts in October
2011, and decreased 47.8% from 83,700 contracts in September 2012.
Year-to-date, U.S. futures and futures options ADV of 74,900
contracts was 5.8% below prior year levels.
Cash Trading
European Cash
- NYSE Euronext European cash products
ADV of 1.3 million transactions in October 2012 decreased 26.6%
compared to October 2011 and decreased 10.3% compared to September
2012. Year-to-date, European cash products ADV of 1.5 million
transactions was 14.0% below prior year levels.
U.S. Cash
- NYSE Euronext U.S. cash products
handled ADV in October 2012 decreased 38.5% to 1.5 billion shares
compared to October 2011 and decreased 8.0% from September
2012.
- Year-to-date, U.S. cash products
handled ADV was 1.7 billion shares, down 27.2% from prior year
levels.
- NYSE Euronext’s Tape A matched market
share in October 2012 was 30.6%, down from 33.9% in October 2011
and down slightly from 31.1% in September 2012.
Exchange Traded Funds
- NYSE Euronext U.S. matched
exchange-traded funds ADV (included in volumes for Tape B and Tape
C) of 190 million shares in October 2012 decreased 52.6% compared
to October 2011 and decreased 4.9% compared to September 2012.
- Year-to-date, NYSE Euronext U.S.
matched exchange-traded funds ADV of 213 million shares was 35.9%
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 MKT, 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. For more
information, please visit: http://www.nyx.com.
Disclaimer and 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
2011 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.
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)
Oct-12
Oct-11
%
Chg
Oct-12
Oct-11
%
Chg
YTD
2012
% Chg vs. YTD
2011
YTD
2012
% Chg vs. YTD
2011
Number of Trading Days - European Cash 23 21 23 21 215 215
Number of Trading Days - European Derivatives 23 21 23 21 216 216
Number of Trading Days - U.S. Markets 21 21 21 21 209 209
European Derivatives Products 3,140 3,415
-8.0 % 72,218 71,706 0.7
% 3,712 -19.7 % 801,861
-18.9 % of which Bclear 841 508 65.5 % 19,335 10,669
81.2 % 1,050 -9.6 % 226,747 -8.7 %
Total Fixed Income
Products 1,523 1,901 -19.9 %
35,029 39,917 -12.2 % 1,787
-24.0 % 385,946 -23.3 %
Short Term Interest Rate Products 1,383 1,758 -21.3 % 31,814 36,918
-13.8 % 1,637 -25.9 % 353,643 -25.2 % Medium and Long Term Interest
Rate Products 1 140 143 -2.1 % 3,215 2,999 7.2 % 150 6.2 % 32,303
7.2 %
Total Equity Products 2 1,511
1,434 5.4 % 34,755 30,117
15.4 % 1,837 -16.0 %
396,720 -15.3 % Individual Equity
Products 1,107 876 26.4 % 25,458 18,391 38.4 % 1,358 -14.9 %
293,299 -14.1 % Futures 715 360 98.5 % 16,445 7,566 117.4 % 907
-8.8 % 195,847 -7.9 % Options 392 515 -24.0 % 9,014 10,825 -16.7 %
451 -25.1 % 97,453 -24.4 % Equity Index Products 404 558 -27.6 %
9,297 11,727 -20.7 % 479 -19.0 % 103,421 -18.3 % of which
Bclear 841 508 65.5 % 19,335 10,669 81.2 % 1,050 -9.6 % 226,747
-8.7 % Individual Equity Products 778 438 77.6 % 17,896 9,202 94.5
% 977 -9.6 % 210,933 -8.7 % Futures 710 357 98.6 % 16,322 7,505
117.5 % 884 -9.6 % 190,855 -8.8 % Options 68 81 -15.4 % 1,573 1,697
-7.3 % 93 -8.8 % 20,078 -7.9 % Equity Index Products 63 70 -10.4 %
1,439 1,467 -1.9 % 73 -9.5 % 15,814 -8.6 %
Commodity
Products 106 80 32.9 % 2,434
1,672 45.6 % 89 6.8 %
19,195 7.8 % U.S. Derivatives
Products Equity Options 3 NYSE
Euronext Options Contracts 4,039 4,678 -13.7 % 84,817 98,242 -13.7
% 3,875 -13.3 % 809,951 -13.7 % Total Consolidated Options
Contracts 14,190 17,147 -17.2 % 297,991 360,081 -17.2 % 14,795
-13.9 % 3,092,072 -14.3 % NYSE Group Share of Total 28.5 %
27.3 % 28.5 % 27.3 % 26.2 % 0.2 % 26.2 % 0.2 %
NYSE Liffe
U.S. Futures and Futures Options Volume* 43.7 95.6 -54.3
% 1,006 2,008 -49.9 % 74.9 -5.8 % 16,184.0 -5.4 %
European Cash Products (trades in thousands) 1,279
1,743 -26.6 % 29,421 36,600
-19.6 % 1,507 -14.0 %
323,977 -13.6 % Equities 1,233 1,675
-26.4 % 28,364 35,167 -19.3 % 1,457 -13.5 % 313,169 -13.1 %
Exchange-Traded Funds 12 23 -48.4 % 267 473 -43.4 % 14 -34.9 %
2,918 -34.6 % Structured Products 29 41 -30.5 % 656 862 -23.9 % 32
-25.7 % 6,782 -25.4 % Bonds 6 5 25.2 % 133 97 37.1 % 5 3.2 % 1,109
3.7 %
U.S. Cash Products (shares in millions)
5 1,536 2,496 -38.5 %
32,251 52,418 -38.5 % 1,710
-27.2 % 357,431 -27.5 %
NYSE Listed (Tape A) Issues 4 Handled Volume 5
1,103 1,726 -36.1 % 23,157 36,238 -36.1 % 1,224 -26.0 % 255,801
-26.3 % Matched Volume 6 1,052 1,632 -35.6 % 22,083 34,277 -35.6 %
1,161 -25.9 % 242,617 -26.3 % Total NYSE Listed Consolidated Volume
3,439 4,810 -28.5 % 72,216 101,017 -28.5 % 3,712 -17.0 % 775,753
-17.4 %
Share of Total Consolidated Volume Handled
Volume 5 32.1 % 35.9 % -3.8 % 32.1 % 35.9 % -3.8 % 33.0 % -4.0 %
33.0 % -4.0 % Matched Volume 6 30.6 % 33.9 % -3.3 % 30.6 % 33.9 %
-3.3 % 31.3 % -3.8 % 31.3 % -3.8 %
NYSE Arca, MKT and
Regional (Tape B) Listed Issues Handled Volume 5 214 454
-52.9 % 4,491 9,528 -52.9 % 251 -35.7 % 52,520 -36.0 % Matched
Volume 6 198 410 -51.8 % 4,154 8,616 -51.8 % 227 -35.6 % 47,392
-35.9 % Total NYSE Arca & MKT Listed Consolidated Volume 932
1,763 -47.1 % 19,567 37,013 -47.1 % 1,068 -29.2 % 223,216 -29.6 %
Share of Total Consolidated Volume Handled Volume 5
23.0 % 25.7 % -2.7 % 23.0 % 25.7 % -2.7 % 23.5 % -2.4 % 23.5 % -2.4
% Matched Volume 6 21.2 % 23.3 % -2.1 % 21.2 % 23.3 % -2.1 % 21.2 %
-2.1 % 21.2 % -2.1 %
Nasdaq Listed (Tape C) Issues
Handled Volume 5 219 317 -30.8 % 4,603 6,653 -30.8 % 235
-22.7 % 49,110 -23.1 % Matched Volume 6 195 275 -29.2 % 4,094 5,785
-29.2 % 202 -23.0 % 42,161 -23.3 % Total Nasdaq Listed Consolidated
Volume 1,747 2,092 -16.5 % 36,692 43,923 -16.5 % 1,752 -15.7 %
366,240 -16.1 %
Share of Total Consolidated Volume
Handled Volume 5 12.5 % 15.1 % -2.6 % 12.5 % 15.1 % -2.6 % 13.4 %
-1.2 % 13.4 % -1.2 % Matched Volume 6 11.2 % 13.2 % -2.0 % 11.2 %
13.2 % -2.0 % 11.5 % -1.1 % 11.5 % -1.1 %
Exchange-Traded
Funds 5,7 Handled Volume 5 205 443 -53.8 % 4,300
9,311 -53.8 % 236 -36.0 % 49,303 -36.3 % Matched Volume 6 190 401
-52.6 % 3,990 8,420 -52.6 % 213 -35.9 % 44,443 -36.2 % Total ETF
Consolidated Volume 903 1,759 -48.7 % 18,961 36,942 -48.7 % 1,032
-28.8 % 215,701 -29.2 %
Share of Total Consolidated
Volume Handled Volume 5 22.7 % 25.2 % -2.5 % 22.7 % 25.2 % -2.5
% 22.9 % -2.6 % 22.9 % -2.6 % Matched Volume 6 21.0 % 22.8 % -1.8 %
21.0 % 22.8 % -1.8 % 20.6 % -2.3 % 20.6 % -2.3 %
1 Data includes currency products.
2 Includes Bclear tradingIncludes 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.
* ADVs calculated with the appropriate
number of NYSE Liffe U.S. trading days.
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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