Global Derivatives ADV Up Year-over-Year but Down Sequentially
European Cash Equities ADV Up Year-over-Year and Up Sequentially
U.S. Cash ADV Down Year-over-Year and Down Sequentially
November 7, 2013 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for October 2013[1]. Global derivatives average daily volume (“ADV”) of 6.5 million contracts, excluding Bclear in October 2013 increased 1.3% compared to October 2012, but decreased 1.3% from September 2013. U.S. equity options volumes in October 2013 decreased 2.9% compared to October 2012, but increased 7.7% sequentially. ADV in U.S. cash equities declined 4.8% year-over-year and decreased 3.5% month-over-month. European cash equities ADV in October 2013 increased 8.1% compared to October 2012 and increased 3.0% from September 2013 levels.
Highlights
- NYSE Euronext global derivatives ADV in October 2013 of 6.5 million contracts, excluding Bclear increased 1.3% from October 2012, but decreased 1.3% from September 2013 levels.
- NYSE Euronext European derivatives products ADV in October 2013 of 2.5 million contracts, excluding Bclear, increased 9.2% compared to October 2012, but decreased 11.3% from September 2013 levels. Including Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives ADV decreased 7.5% compared to October 2012 and decreased 8.2% from September 2013.
- NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex Options) ADV of 3.9 million contracts in October 2013 decreased 2.9% compared to October 2012 levels, but increased 7.7% from September 2013 levels. NYSE Euronext’s U.S. options exchanges accounted for 25.0% of total U.S. consolidated equity options trading in October 2013, down from 28.5% in October 2012 and down from 25.5% in September 2013.
- NYSE Liffe U.S. ADV of approximately 30,000 contracts decreased from 43,700 contracts in October 2012 and decreased from 73,700 contracts in September 2013.
- NYSE Euronext European cash products ADV of 1.4 million transactions in October 2013 increased 8.1% compared to October 2012 and increased 3.0% compared to September 2013.
- NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE MKT) handled ADV of 1.5 billion shares in October 2013 decreased 4.8% compared to October 2012 and decreased 3.5% compared to September 2013. NYSE Euronext’s Tape A matched market share in October 2013 was 29.4%, down from 30.6% in October 2012 and down from 31.3% in September 2013.
Please click here for the Monthly Transaction Activity Data Table.
[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.