Global Derivatives ADV Up 12% Year-over-Year; U.S. Equity Options ADV Up 17%
NYSE Liffe U.S. Crosses One Million Contracts in Total Exchange Open Interest
European Cash ADV Up 9%; U.S. Cash ADV Down 11%
January 10, 2012 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for December 2011[1]. Global derivatives average daily volume (“ADV”) of 7.5 million contracts in December 2011 increased 11.8% versus the prior year with U.S. equity options increasing 17.1%. Cash equities ADV in December 2011 were mixed, with European cash trading ADV increasing 9.0% and U.S. cash trading ADV decreasing 10.6% from December 2010 levels.
Cash Trading
European Cash
- NYSE Euronext European cash products ADV of 1.3 million transactions in December 2011 increased 9.0% compared to December 2010, but decreased 19.9% compared to November 2011.
- In the fourth quarter of 2011, European cash products ADV of 1.6 million transactions was 13.2% above prior year levels.
- For the full-year 2011, European cash products ADV of 1.7 million transactions was 17.1% above prior year levels.
U.S. Cash
- NYSE Euronext U.S. cash products handled ADV in December 2011 decreased 10.6% to 1.8 billion shares compared to December 2010 and decreased 14.9% from November 2011.
- In the fourth quarter of 2011, U.S. cash products handled ADV was 2.1 billion shares, down 4.5% from prior year levels.
- For the full-year 2011, U.S. cash products handled ADV was 2.3 billion shares, down 12.1% from prior year levels.
- NYSE Euronext’s Tape A matched market share in December 2011 was 33.4%, down from 35.0% in December 2010 and down from 34.1% in November 2011.
Exchange Traded Funds
- NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 248 million shares in December 2011 increased 15.7% compared to December 2010, but decreased 22.7% compared to November 2011.
- In the fourth quarter of 2011, NYSE Euronext U.S. matched exchange-traded funds ADV of 323 million shares was 16.9% above prior year levels.
- For the full-year 2011, NYSE Euronext U.S. matched exchange-traded funds ADV of 324 million shares was 2.6% below 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.