•Global Derivatives Averaged 9.0 Million Contracts per Day in January European Derivatives Volumes Down 8% vs. Prior Year; Up 42% Sequentially European Cash Trading Volumes Up 28%, U.S. Cash Down 12% vs. Prior Year February 4, 2011 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for January 2011 . Global derivatives average daily volume (“ADV”) of 9.0 million contracts traded per day in January 2011 decreased 2.7% versus the prior year, but increased 35.6% sequentially. The decrease in global derivatives ADV versus prior year levels was driven primarily by a 7.5% decrease in European derivatives, partially offset by a 3.0% increase in U.S. equity options ADV. The strong sequential increase was driven by a 78.0% increase in European fixed income derivatives and a 29.5% increase in U.S. equity options. Cash equities ADV in January 2011 was mixed, with European cash ADV increasing 27.8% and U.S. cash trading volumes decreasing 12.2% from January 2010 levels. Highlights
• NYSE Euronext global derivatives ADV in January 2011 of 9.0 million contracts decreased 2.7% compared to January 2010, but increased 35.6% from December 2010 levels.
• NYSE Euronext European derivatives products ADV in January 2011 of 4.7 million contracts decreased 7.5% compared to January 2010, but increased 41.9% from December 2010 levels. Total European fixed income products ADV in January 2011 of 2.6 million contracts decreased 4.3% compared to January 2010, but increased 78.0% from December 2010. Total equity products ADV of 2.0 million contracts in January 2011 decreased 12.5% compared to January 2010, but increased 12.8% from December 2010. Total commodities products ADV of 74,000 contracts in January 2011 increased 48.0% compared to January 2010.
• NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.4 million contracts in January 2011 increased 3.0% compared to January 2010 levels and increased 29.5% from December 2010. NYSE Euronext’s U.S. options exchanges accounted for 24.5% of total U.S. consolidated equity options trading in January 2011, down from 27.8% in January 2010, but up from 23.1% recorded in December 2010.
• NYSE Euronext European cash products ADV of 1.8 million transactions in January 2011 increased 27.8% compared to January 2010 and increased 44.1% from December 2010.
• NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.4 billion shares in January 2011 decreased 12.2% compared to January 2010, but increased 18.2% compared to December 2010. NYSE Euronext’s Tape A matched market share in January 2011 was 33.9%, down from 34.3% in January 2010 and down from 35.0% in December 2010.
• There were a total of 21 trading days in Europe and 20 trading days in the U.S. in January 2011, compared to 20 trading days in Europe and 19 trading days in the U.S. in January 2010. Derivatives Trading European Derivatives
• NYSE Euronext European derivatives products ADV in January 2011 was 4.7 million futures and options contracts, a decrease of 7.5% from January 2010, but an increase of 41.9% from December 2010. The 4.7 million in futures and options contracts ADV in January 2011 consisted of 3.7 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.0 million contracts, or 20.4%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products.
• Total fixed income products ADV of 2.6 million contracts in January 2011 decreased 4.3% from January 2010, but increased 78.0% from December 2010.
• Total equity products (including Bclear) ADV of 2.0 million contracts in January 2011 decreased 12.5% compared to January 2010, but increased 12.8% from December 2010. The 2.0 million contracts in equity products ADV consisted of 1.5 million contracts in individual equity products ADV and 0.5 million contracts in equity index products ADV. The 1.5 million contracts in individual equity products ADV consisted of 0.8 million in futures contracts, which represented a 6.6% decrease compared to January 2010 and 0.7 million in options contracts, which represented a 15.8% decrease compared to January 2010. The average net rate per contract for individual equity futures contracts is significantly lower than other products traded on NYSE Liffe.
• Total commodities products ADV of 74,000 contracts in January 2011 increased 48.0% compared to January 2010. U.S. Derivatives
• NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.4 million contracts in January 2011 increased 3.0% compared to January 2010 and increased 29.5% compared to December 2010.
• Total U.S. consolidated equity options ADV increased 16.7% to 17.7 million contracts in January 2011 compared to January 2010 and increased 21.8% compared to December 2010.
• NYSE Euronext’s U.S. options exchanges accounted for 24.5% of the total U.S. consolidated equity options trading in January 2011, down from 27.8% in January 2010, but up from 23.1% in December 2010.
• NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in January 2011 was approximately 14,200 contracts, compared to 22,200 contracts in January 2010. Cash Trading European Cash
• NYSE Euronext European cash products ADV of 1.8 million transactions in January 2011 increased 27.8% compared to January 2010 and increased 44.1% compared to December 2010. U.S. Cash
• NYSE Euronext U.S. cash products handled ADV in January 2011 decreased 12.2% to 2.4 billion shares compared to January 2010, but increased 18.2% from December 2010.
• NYSE Euronext’s Tape A matched market share in January 2011 was 33.9%, down from 34.3% in January 2010 and down from 35.0% in December 2010. Exchange Traded Products
• NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 270 million shares in January 2011 decreased 22.3% compared to January 2010, but increased 26.0% compared to December 2010.