NYSE Euronext Announces Trading Volumes for October 2012
NYSE Euronext Announces Trading Volumes for October 2012
October 2012 Volumes Impacted by Market Closure in U.S.; Continued Low Level
of Volatility
#1 U.S. Equity Options Platform with Record 29% Market Share; NYSE Amex Record
of 18%
Business Wire
NEW YORK -- November 13, 2012
NYSE Euronext (NYX) today announced trading volumes for its global derivatives
and cash equities exchanges for October 2012^1. 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 Total Volume
Volume
(Unaudited; % Chg % Chg
contracts in Oct-12 Oct-11 % Chg Oct-12 Oct-11 % Chg YTD 2012 vs. YTD YTD 2012 vs. YTD
thousands) 2011 2011
Number of
Trading Days - 23 21 23 21 215 215
European Cash
Number of
Trading Days - 23 21 23 21 216 216
European
Derivatives
Number of
Trading Days - 21 21 21 21 209 209
U.S. Markets
European
Derivatives 3,140 3,415 -8.0 % 72,218 71,706 0.7 % 3,712 -19.7 % 801,861 -18.9 %
Products
of which Bclear 841 508 65.5 % 19,335 10,669 81.2 % 1,050 -9.6 % 226,747 -8.7 %
Total Fixed 1,523 1,901 -19.9 % 35,029 39,917 -12.2 % 1,787 -24.0 % 385,946 -23.3 %
Income Products
Short Term
Interest Rate 1,383 1,758 -21.3 % 31,814 36,918 -13.8 % 1,637 -25.9 % 353,643 -25.2 %
Products
Medium and Long
Term Interest 140 143 -2.1 % 3,215 2,999 7.2 % 150 6.2 % 32,303 7.2 %
Rate Products ^
1
Total Equity 1,511 1,434 5.4 % 34,755 30,117 15.4 % 1,837 -16.0 % 396,720 -15.3 %
Products ^ 2
Individual 1,107 876 26.4 % 25,458 18,391 38.4 % 1,358 -14.9 % 293,299 -14.1 %
Equity Products
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 404 558 -27.6 % 9,297 11,727 -20.7 % 479 -19.0 % 103,421 -18.3 %
Products
of which Bclear 841 508 65.5 % 19,335 10,669 81.2 % 1,050 -9.6 % 226,747 -8.7 %
Individual 778 438 77.6 % 17,896 9,202 94.5 % 977 -9.6 % 210,933 -8.7 %
Equity Products
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 63 70 -10.4 % 1,439 1,467 -1.9 % 73 -9.5 % 15,814 -8.6 %
Products
Commodity 106 80 32.9 % 2,434 1,672 45.6 % 89 6.8 % 19,195 7.8 %
Products
U.S.
Derivatives
Products
Equity Options
^ 3
NYSE Euronext
Options 4,039 4,678 -13.7 % 84,817 98,242 -13.7 % 3,875 -13.3 % 809,951 -13.7 %
Contracts
Total
Consolidated 14,190 17,147 -17.2 % 297,991 360,081 -17.2 % 14,795 -13.9 % 3,092,072 -14.3 %
Options
Contracts
NYSE Group 28.5 % 27.3 % 28.5 % 27.3 % 26.2 % 0.2 % 26.2 % 0.2 %
Share of Total
NYSE Liffe U.S.
Futures and
Futures Options 43.7 95.6 -54.3 % 1,006 2,008 -49.9 % 74.9 -5.8 % 16,184.0 -5.4 %
Volume*
European Cash
Products 1,279 1,743 -26.6 % 29,421 36,600 -19.6 % 1,507 -14.0 % 323,977 -13.6 %
(trades in
thousands)
Equities 1,233 1,675 -26.4 % 28,364 35,167 -19.3 % 1,457 -13.5 % 313,169 -13.1 %
Exchange-Traded 12 23 -48.4 % 267 473 -43.4 % 14 -34.9 % 2,918 -34.6 %
Funds
Structured 29 41 -30.5 % 656 862 -23.9 % 32 -25.7 % 6,782 -25.4 %
Products
Bonds 6 5 25.2 % 133 97 37.1 % 5 3.2 % 1,109 3.7 %
U.S. Cash
Products 1,536 2,496 -38.5 % 32,251 52,418 -38.5 % 1,710 -27.2 % 357,431 -27.5 %
(shares in
millions) ^ 5
NYSE Listed
(Tape A) Issues
^4
Handled Volume 1,103 1,726 -36.1 % 23,157 36,238 -36.1 % 1,224 -26.0 % 255,801 -26.3 %
^5
Matched Volume 1,052 1,632 -35.6 % 22,083 34,277 -35.6 % 1,161 -25.9 % 242,617 -26.3 %
^6
Total NYSE
Listed 3,439 4,810 -28.5 % 72,216 101,017 -28.5 % 3,712 -17.0 % 775,753 -17.4 %
Consolidated
Volume
Share of Total
Consolidated
Volume
Handled Volume 32.1 % 35.9 % -3.8 % 32.1 % 35.9 % -3.8 % 33.0 % -4.0 % 33.0 % -4.0 %
^5
Matched Volume 30.6 % 33.9 % -3.3 % 30.6 % 33.9 % -3.3 % 31.3 % -3.8 % 31.3 % -3.8 %
^6
NYSE Arca, MKT
and Regional
(Tape B) Listed
Issues
Handled Volume 214 454 -52.9 % 4,491 9,528 -52.9 % 251 -35.7 % 52,520 -36.0 %
^5
Matched Volume 198 410 -51.8 % 4,154 8,616 -51.8 % 227 -35.6 % 47,392 -35.9 %
^6
Total NYSE Arca
& MKT Listed 932 1,763 -47.1 % 19,567 37,013 -47.1 % 1,068 -29.2 % 223,216 -29.6 %
Consolidated
Volume
Share of Total
Consolidated
Volume
Handled Volume 23.0 % 25.7 % -2.7 % 23.0 % 25.7 % -2.7 % 23.5 % -2.4 % 23.5 % -2.4 %
^5
Matched Volume 21.2 % 23.3 % -2.1 % 21.2 % 23.3 % -2.1 % 21.2 % -2.1 % 21.2 % -2.1 %
^6
Nasdaq Listed
(Tape C) Issues
Handled Volume 219 317 -30.8 % 4,603 6,653 -30.8 % 235 -22.7 % 49,110 -23.1 %
^5
Matched Volume 195 275 -29.2 % 4,094 5,785 -29.2 % 202 -23.0 % 42,161 -23.3 %
^6
Total Nasdaq
Listed 1,747 2,092 -16.5 % 36,692 43,923 -16.5 % 1,752 -15.7 % 366,240 -16.1 %
Consolidated
Volume
Share of Total
Consolidated
Volume
Handled Volume 12.5 % 15.1 % -2.6 % 12.5 % 15.1 % -2.6 % 13.4 % -1.2 % 13.4 % -1.2 %
^5
Matched Volume 11.2 % 13.2 % -2.0 % 11.2 % 13.2 % -2.0 % 11.5 % -1.1 % 11.5 % -1.1 %
^6
Exchange-Traded
Funds ^5,7
Handled Volume 205 443 -53.8 % 4,300 9,311 -53.8 % 236 -36.0 % 49,303 -36.3 %
^5
Matched Volume 190 401 -52.6 % 3,990 8,420 -52.6 % 213 -35.9 % 44,443 -36.2 %
^6
Total ETF
Consolidated 903 1,759 -48.7 % 18,961 36,942 -48.7 % 1,032 -28.8 % 215,701 -29.2 %
Volume
Share of Total
Consolidated
Volume
Handled Volume 22.7 % 25.2 % -2.5 % 22.7 % 25.2 % -2.5 % 22.9 % -2.6 % 22.9 % -2.6 %
^5
Matched Volume 21.0 % 22.8 % -1.8 % 21.0 % 22.8 % -1.8 % 20.6 % -2.3 % 20.6 % -2.3 %
^6
^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.
Please follow us at:
Exchanges Blog
Facebook
LinkedIn
Twitter
Contact:
NYSE Euronext
Media:
Amsterdam, +31.20.550.4488
Brussels, +32.2.509.1392
Lisbon, +351.217.900.029
London, +44.20.7379.2789
New York, +1.212.656.2411
Paris, +33.1.49.27.11.33
or
Investor Relations:
New York, +1-212-656-5700
Sponsored Links
Advertisement
Advertisements
Sponsored Links
Advertisement
Rate this Page