NEW YORK--(BUSINESS WIRE)--NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for July 20121. Trading volumes in July 2012 were down year-over-year and month-over-month across all primary trading venues.
Highlights
- NYSE Euronext global derivatives ADV in July 2012 of 7.0 million contracts decreased 12.0% compared to July 2011 and decreased 15.8% from June 2012 levels.
- NYSE Euronext European derivatives products ADV in July 2012 of 3.5 million contracts decreased 6.8% compared to July 2011 and decreased 24.7% from June 2012. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 9.9% compared to July 2011 and decreased 8.5% from June 2012 levels.
- NYSE Euronext U.S. equity options ADV of 3.5 million contracts in July 2012 decreased 15.8% compared to July 2011 levels and decreased 3.8% from June 2012. NYSE Euronext’s U.S. options exchanges accounted for 25.9% of total U.S. consolidated equity options trading in July 2012, up from 25.8% in July 2011 and up from 25.6% in June 2012.
- NYSE Liffe U.S. ADV of approximately 53,400 contracts decreased from 101,300 contracts in July 2011 and decreased from 90,900 contracts in June 2012.
- NYSE Euronext European cash products ADV of 1.5 million transactions in July 2012 decreased 10.8% compared to July 2011 and decreased 12.3% from June 2012 levels.
- NYSE Euronext U.S. cash products handled ADV of 1.7 billion shares in July 2012 decreased 16.9% compared to July 2011 and decreased 9.9% compared to June 2012. NYSE Euronext’s Tape A matched market share in July 2012 was 32.1%, down from 34.3% in July 2011 and down from 32.3% in June 2012.
Derivatives Trading
European Derivatives
- NYSE Euronext European derivatives products ADV in July 2012 of 3.5 million contracts decreased 6.8% compared to July 2011 and decreased 24.7% from June 2012 levels.
- The 3.5 million in European derivatives futures and options contracts ADV in July 2012 consisted of 2.7 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.8 million contracts, or 23.8%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 9.9% compared to July 2011 and decreased 8.5% compared to June 2012.
- Year-to-date, European derivatives products ADV of 3.9 million contracts was 18.3% below prior year levels. The 3.9 million in futures and options contracts ADV year-to-date consisted of 2.8 million contracts executed through LIFFE CONNECT trading platform and 1.1 million contracts, or 29.3%, executed through Bclear.
- Total fixed income products ADV of 1.8 million contracts in July 2012 decreased 4.2% from July 2011 and decreased 6.4% from June 2012. Year-to-date, total fixed income products ADV of 1.9 million contracts was 21.1% below prior year levels.
- Total equity products (including Bclear) ADV of 1.5 million contracts in July 2012 decreased 12.1% compared to July 2011 and decreased 40.6% from June 2012. The 1.5 million contracts in equity products ADV in July 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 4.0% increase compared to July 2011 and 0.4 million in options contracts, which represented a 21.5% decrease compared to July 2011. The average net rate per contract for individual equity futures contracts is significantly lower than other European derivatives products. Year-to-date, total equity products ADV of 2.0 million contracts was 16.3% below prior year levels.
- Total commodities products ADV of approximately 119,000 contracts in July 2012 increased 52.2% compared to July 2011 and increased 45.5% compared to June 2012. Year-to-date, total commodities product ADV of 86,000 contracts was 0.7% above prior year levels.
U.S. Derivatives
- NYSE Euronext U.S. equity options ADV of 3.5 million contracts in July 2012 decreased 15.8% compared to July 2011 and decreased 3.8% compared to June 2012. Year-to-date, U.S. equity options ADV of 3.9 million contracts was 6.5% below prior year levels.
- Total U.S. consolidated equity options ADV decreased 16.1% to 13.5 million contracts in July 2012 compared to July 2011 and decreased 5.1% compared to June 2012. Year-to-date, U.S. consolidated equity options ADV of 15.1 million contracts was 8.2% below prior year levels.
- NYSE Euronext’s U.S. options exchanges accounted for 25.9% of total U.S. consolidated equity options trading in July 2012, up from 25.8% in July 2011 and up from 25.6% in June 2012.
- NYSE Liffe U.S. ADV of approximately 53,400 contracts decreased from 101,300 contracts in July 2011 and decreased from 90,900 contracts in June 2012. Year-to-date, U.S. futures and futures options ADV of 80,200 contracts was 26.4% above prior year levels.
Cash Trading
European Cash
- NYSE Euronext European cash products ADV of 1.5 million transactions in July 2012 decreased 10.8% compared to July 2011 and decreased 12.3% compared to June 2012.
- Year-to-date, European cash products ADV of 1.6 million transactions was 3.0% below prior year levels.
U.S. Cash
- NYSE Euronext U.S. cash products handled ADV in July 2012 decreased 16.9% to 1.7 billion shares compared to July 2011 and decreased 9.9% from June 2012.
- Year-to-date, U.S. cash products handled ADV was 1.8 billion shares, down 17.8% from prior year levels.
- NYSE Euronext’s Tape A matched market share in July 2012 was 32.1%, down from 34.3% in July 2011 and down from 32.3% in June 2012.
Exchange Traded Funds
- NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 195 million shares in July 2012 decreased 29.7% compared to July 2011 and decreased 20.5% compared to June 2012.
- Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 225 million shares was 19.7% 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.
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NYSE Euronext |
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Monthly Volume Summary |
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| Average Daily Volume | Total Volume | Average Daily Volume | Total Volume | ||||||||||||||||||||
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% Chg vs. |
% Chg vs. |
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| (Unaudited; contracts in thousands) | Jul-12 | Jul-11 | % Chg | Jul-12 | Jul-11 | % Chg | YTD 2012 |
YTD 2011 |
YTD 2012 |
YTD 2011 |
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| Number of Trading Days - European Cash | 22 | 21 | 22 | 21 | 149 | 149 | |||||||||||||||||
| Number of Trading Days - European Derivatives | 22 | 21 | 22 | 21 | 150 | 150 | |||||||||||||||||
| Number of Trading Days - U.S. Markets | 21 | 20 | 21 | 20 | 146 | 146 | |||||||||||||||||
| European Derivatives Products | 3,460 | 3,711 | -6.8% | 76,120 | 77,933 | -2.3% | 3,906 | -18.3% | 585,897 | -17.2% | |||||||||||||
| of which Bclear | 822 | 783 | 5.0% | 18,085 | 16,448 | 10.0% | 1,144 | -15.2% | 171,641 | -14.0% | |||||||||||||
| Total Fixed Income Products | 1,802 | 1,881 | -4.2% | 39,633 | 39,500 | 0.3% | 1,853 | -21.1% | 278,020 | -20.0% | |||||||||||||
| Short Term Interest Rate Products | 1,678 | 1,755 | -4.4% | 36,921 | 36,848 | 0.2% | 1,706 | -22.9% | 255,838 | -21.9% | |||||||||||||
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Medium and Long Term Interest Rate Products 1 |
123 | 126 | -2.4% | 2,712 | 2,652 | 2.3% | 148 | 9.7% | 22,182 | 11.1% | |||||||||||||
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Total Equity Products 2 |
1,540 | 1,752 | -12.1% | 33,878 | 36,798 | -7.9% | 1,967 | -16.3% | 295,040 | -15.2% | |||||||||||||
| Individual Equity Products | 1,115 | 1,207 | -7.6% | 24,539 | 25,351 | -3.2% | 1,472 | -18.1% | 220,867 | -17.0% | |||||||||||||
| Futures | 685 | 659 | 4.0% | 15,068 | 13,830 | 9.0% | 995 | -16.2% | 149,205 | -15.0% | |||||||||||||
| Options | 430 | 549 | -21.5% | 9,470 | 11,521 | -17.8% | 478 | -21.9% | 71,662 | -20.8% | |||||||||||||
| Equity Index Products | 425 | 545 | -22.1% | 9,340 | 11,447 | -18.4% | 494 | -10.6% | 74,173 | -9.3% | |||||||||||||
| of which Bclear | 822 | 783 | 5.0% | 18,085 | 16,448 | 10.0% | 1,144 | -15.2% | 171,641 | -14.0% | |||||||||||||
| Individual Equity Products | 776 | 725 | 7.1% | 17,075 | 15,218 | 12.2% | 1,074 | -15.8% | 161,098 | -14.6% | |||||||||||||
| Futures | 669 | 639 | 4.7% | 14,715 | 13,415 | 9.7% | 971 | -17.0% | 145,687 | -15.9% | |||||||||||||
| Options | 107 | 86 | 24.9% | 2,360 | 1,803 | 30.9% | 103 | -1.3% | 15,411 | 0.0% | |||||||||||||
| Equity Index Products | 46 | 59 | -21.6% | 1,010 | 1,230 | -17.8% | 70 | -5.1% | 10,543 | -3.8% | |||||||||||||
| Commodity Products | 119 | 78 | 52.2% | 2,609 | 1,636 | 59.5% | 86 | 0.7% | 12,837 | 2.1% | |||||||||||||
| U.S. Derivatives Products | |||||||||||||||||||||||
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Equity Options 3 |
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| NYSE Euronext Options Contracts | 3,487 | 4,141 | -15.8% | 73,225 | 82,814 | -11.6% | 3,944 | -6.5% | 575,781 | -5.8% | |||||||||||||
| Total Consolidated Options Contracts | 13,459 | 16,039 | -16.1% | 282,647 | 320,788 | -11.9% | 15,114 | -8.2% | 2,206,578 | -7.5% | |||||||||||||
| NYSE Group Share of Total | 25.9% | 25.8% | 25.9% | 25.8% | 26.1% | 0.5% | 26.1% | 0.5% | |||||||||||||||
| NYSE Liffe U.S. | |||||||||||||||||||||||
| Futures and Futures Options Volume* | 53.4 | 101.3 | -47.3% | 1,174 | 2,127 | -44.8% | 80.2 | 26.4% | 12,104.8 | 28.1% | |||||||||||||
| European Cash Products (trades in thousands) | 1,463 | 1,640 | -10.8% | 32,180 | 34,432 | -6.5% | 1,618 | -3.0% | 241,041 | -2.3% | |||||||||||||
| Equities | 1,415 | 1,578 | -10.4% | 31,131 | 33,148 | -6.1% | 1,565 | -2.4% | 233,239 | -1.7% | |||||||||||||
| Exchange-Traded Funds | 13 | 19 | -29.8% | 286 | 389 | -26.5% | 14 | -23.2% | 2,117 | -22.6% | |||||||||||||
| Structured Products | 29 | 38 | -23.7% | 637 | 797 | -20.0% | 33 | -17.9% | 4,932 | -17.4% | |||||||||||||
| Bonds | 6 | 5 | 22.4% | 126 | 98 | 28.2% | 5 | -2.2% | 754 | -1.5% | |||||||||||||
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U.S. Cash Products (shares in millions) 5 |
1,655 | 1,993 | -16.9% | 34,763 | 39,857 | -12.8% | 1,780 | -17.8% | 259,863 | -17.2% | |||||||||||||
| NYSE Listed (Tape A) Issues 4 | |||||||||||||||||||||||
| Handled Volume 5 | 1,180 | 1,382 | -14.6% | 24,781 | 27,640 | -10.3% | 1,272 | -17.3% | 185,703 | -16.8% | |||||||||||||
| Matched Volume 6 | 1,124 | 1,310 | -14.2% | 23,601 | 26,208 | -9.9% | 1,205 | -17.3% | 175,956 | -16.7% | |||||||||||||
| Total NYSE Listed Consolidated Volume | 3,503 | 3,822 | -8.4% | 73,566 | 76,447 | -3.8% | 3,848 | -8.2% | 561,863 | -7.5% | |||||||||||||
| Share of Total Consolidated Volume | |||||||||||||||||||||||
| Handled Volume 5 | 33.7% | 36.2% | -2.5% | 33.7% | 36.2% | -2.5% | 33.1% | -3.7% | 33.1% | -3.7% | |||||||||||||
| Matched Volume 6 | 32.1% | 34.3% | -2.2% | 32.1% | 34.3% | -2.2% | 31.3% | -3.4% | 31.3% | -3.4% | |||||||||||||
| NYSE Arca, MKT and Regional (Tape B) Listed Issues | |||||||||||||||||||||||
| Handled Volume 5 | 233 | 326 | -28.6% | 4,885 | 6,517 | -25.0% | 266 | -21.4% | 38,845 | -20.9% | |||||||||||||
| Matched Volume 6 | 212 | 294 | -27.8% | 4,454 | 5,878 | -24.2% | 239 | -21.5% | 34,887 | -20.9% | |||||||||||||
| Total NYSE Arca & MKT Listed Consolidated Volume | 971 | 1,273 | -23.7% | 20,395 | 25,465 | -19.9% | 1,129 | -14.0% | 164,797 | -13.4% | |||||||||||||
| Share of Total Consolidated Volume | |||||||||||||||||||||||
| Handled Volume 5 | 24.0% | 25.6% | -1.6% | 24.0% | 25.6% | -1.6% | 23.6% | -2.2% | 23.6% | -2.2% | |||||||||||||
| Matched Volume 6 | 21.8% | 23.1% | -1.3% | 21.8% | 23.1% | -1.3% | 21.2% | -2.0% | 21.2% | -2.0% | |||||||||||||
| Nasdaq Listed (Tape C) Issues | |||||||||||||||||||||||
| Handled Volume 5 | 243 | 285 | -14.9% | 5,097 | 5,701 | -10.6% | 242 | -15.7% | 35,315 | -15.1% | |||||||||||||
| Matched Volume 6 | 210 | 246 | -14.4% | 4,415 | 4,914 | -10.2% | 206 | -15.5% | 30,141 | -14.9% | |||||||||||||
| Total Nasdaq Listed Consolidated Volume | 1,649 | 1,891 | -12.8% | 34,627 | 37,811 | -8.4% | 1,777 | -11.3% | 259,511 | -10.7% | |||||||||||||
| Share of Total Consolidated Volume | |||||||||||||||||||||||
| Handled Volume 5 | 14.7% | 15.1% | -0.4% | 14.7% | 15.1% | -0.4% | 13.6% | -0.7% | 13.6% | -0.7% | |||||||||||||
| Matched Volume 6 | 12.7% | 13.0% | -0.3% | 12.7% | 13.0% | -0.3% | 11.6% | -0.6% | 11.6% | -0.6% | |||||||||||||
| Exchange-Traded Funds 5,7 | |||||||||||||||||||||||
| Handled Volume 5 | 214 | 308 | -30.5% | 4,488 | 6,150 | -27.0% | 251 | -19.5% | 36,587 | -19.0% | |||||||||||||
| Matched Volume 6 | 195 | 277 | -29.7% | 4,087 | 5,539 | -26.2% | 225 | -19.7% | 32,801 | -19.1% | |||||||||||||
| Total ETF Consolidated Volume | 912 | 1,231 | -25.9% | 19,161 | 24,614 | -22.2% | 1,095 | -10.8% | 159,853 | -10.2% | |||||||||||||
| Share of Total Consolidated Volume | |||||||||||||||||||||||
| Handled Volume 5 | 23.4% | 25.0% | -1.6% | 23.4% | 25.0% | -1.6% | 22.9% | -2.5% | 22.9% | -2.5% | |||||||||||||
| Matched Volume 6 | 21.3% | 22.5% | -1.2% | 21.3% | 22.5% | -1.2% | 20.5% | -2.3% | 20.5% | -2.3% | |||||||||||||
| 1 | Data includes currency products. | |
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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. | |
| * | 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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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.