ETFWorld.co.uk
Image default

NYSE Euronext Announces Trading Volumes for April 2011

Global Derivatives ADV in April Declines to 8.8 Million Contracts; Spike in Trading Volumes in Prior Year Driven by Sovereign Debt Crisis in Europe; Down only 2% Compared to Strong 1Q11   
NYSE Liffe U.S. ADV Up Over 300% on Trading in New Products
European Cash Trading Volumes Down 4%, U.S. Cash Down 31% ..


            Sign up for our weekly Newsletter and receive the latest ETF and ETC news.
            Click here to register for your free copy


            NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for April 2011(*).  Global derivatives average daily volume (“ADV”) of 8.8 million contracts traded per day in April 2011 decreased 18.5% versus the prior year, which benefited from un-seasonally strong trading volumes due to heightened market volatility driven by the sovereign debt crisis in Europe.  April 2010 was the second highest level of derivatives monthly trading volume in 2010, second only to May 2010.  When compared to the strong first quarter of 2011, Global Derivatives trading volumes in April 2011 are down only 2.4%.  Cash equities ADV in April 2011 declined across all venues, with European cash ADV decreasing 3.9% and U.S. cash trading volumes decreasing 30.8% from April 2010 levels.

            Highlights
            • NYSE Euronext global derivatives ADV in April 2011 of 8.8 million contracts decreased 18.5% compared to April 2010 and decreased 3.6% from March 2011 levels.  When compared to the strong first quarter of 2011, global derivatives ADV is only down 2.4%. 

            • NYSE Euronext European derivatives products ADV in April 2011 of 4.7 million contracts decreased 30.5% compared to April 2010 and decreased 1.0% from March 2011 levels.  Total European fixed income products ADV in April 2011 of 1.9 million contracts decreased 29.9% compared to April 2010 and decreased 27.8% from March 2011.  Total equity products ADV of 2.7 million contracts in April 2011 decreased 31.8% compared to April 2010, but increased 35.9% from March 2011.  Total commodities products ADV of 77,000 contracts in April 2011 increased 34.7% compared to April 2010, but decreased 23.6% from March 2011.
            • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.0 million contracts in April 2011 decreased 0.3% compared to April 2010 levels and decreased 7.6% from March 2011.  NYSE Euronext’s U.S. options exchanges accounted for 25.7% of total U.S. consolidated equity options trading in April 2011, up from 25.4% in April 2010, but down from 26.0% recorded in March 2011. 
            • NYSE Liffe U.S. ADV of approximately 91,700 contracts represented an increase of 387.4% compared to April 2010 and an increase of 157.6% compared to March 2011.  The increase compared to both periods was driven by the launch of Eurodollar and U.S. Treasury futures on March 21 and March 28, respectively.
            • NYSE Euronext European cash products ADV of 1.5 million transactions in April 2011 decreased 3.9% compared to April 2010 and decreased 18.4% from March 2011 levels. 
            • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.0 billion shares in April 2011 decreased 30.8% compared to April 2010 and decreased 14.1% compared to March 2011.  NYSE Euronext’s Tape A matched market share in April 2011 was 33.3%, down from 34.1% in April 2010 and down from 35.1% in March 2011.
            • There were a total of 19 trading days in Europe and 20 trading days in the U.S. in April 2011 compared to 20 trading days in Europe and 21 trading days in the U.S. in April 2010.

            Derivatives Trading
            European Derivatives  

            • NYSE Euronext European derivatives products ADV in April 2011 was 4.7 million futures and options contracts, a decrease of 30.5% from April 2010 and a decrease of 1.0% from March 2011.  April 2010 benefited from a spike in trading volumes due to heightened market volatility driven by sovereign debt crisis in Europe.  April 2010 was the second highest level of derivatives monthly trading volume in 2010, second only to May of 2010 when the crisis culminated with the creation of the European Financial Stability Facility.  
            • The 4.7 million in European derivatives futures and options contracts ADV in April 2011 consisted of 2.9 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.8 million contracts, or 39.0%, executed through Bclear, NYSE Liffe’s trade administration and clearing service for OTC products.  Excluding Bclear, European derivatives products ADV decreased 26.9% compared to April 2010 and decreased 26.4% from March 2011.
            • Year-to-date, European derivatives products ADV of 4.7 million contracts was 12.5% below prior year levels.  The 4.7 million in futures and options contracts ADV year-to-date consisted of 3.6 million contracts executed through LIFFE CONNECT trading platform and 1.0 million contracts, or 21.8%, executed through Bclear.
            • Total fixed income products ADV of 1.9 million contracts in April 2011 decreased 29.9% from April 2010 and decreased 27.8% from March 2011.  Year-to-date, total fixed income products ADV of 2.5 million contracts was 7.3% below prior year levels.
            • Total equity products (including Bclear) ADV of 2.7 million contracts in April 2011 decreased 31.8% compared to April 2010, but increased 35.9% from March 2011.  The 2.7 million contracts in equity products ADV consisted of 2.3 million contracts in individual equity products ADV and 0.5 million contracts in equity index products ADV.  The 2.3 million contracts in individual equity products ADV consisted of 1.8 million in futures contracts, which represented a 32.1% decrease compared to April 2010 and 0.5 million in options contracts, which represented a 37.6% decrease compared to April 2010.  The average net rate per contract for individual equity futures contracts is significantly lower than other products traded on NYSE Liffe.  Year-to-date, total equity products ADV of 2.0 million contracts was 19.6% below prior year levels.
            • Total commodities products ADV of 77,000 contracts in April 2011 increased 34.7% compared to April 2010 and decreased 23.6% compared to March 2011.  Year-to-date, total commodities product ADV of 86,000 contracts was 60.5% above prior year levels.
            U.S. Derivatives
            • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.0 million contracts in April 2011 decreased 0.3% compared to April 2010 and decreased 7.6% compared to March 2011.  Year-to-date, U.S. equity options ADV of 4.3 million contracts was 13.7% above prior year levels. 
            • Total U.S. consolidated equity options ADV decreased 1.5% to 15.7 million contracts in April 2011 compared to April 2010 and decreased 6.5% compared to March 2011.  Year-to-date, U.S. consolidated equity options ADV of 16.9 million contracts was 16.8% above prior year levels. 
            • NYSE Euronext’s U.S. options exchanges accounted for 25.7% of the total U.S. consolidated equity options trading in April 2011, up from 25.4% in April 2010 and down from 26.0% in March 2011. 
            • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in April 2011 was approximately 91,700 contracts, compared to 18,800 contracts in April 2010.  
            • Year-to-date, U.S. futures and futures options ADV of 38,800 contracts was 91.3% above prior year levels.

            Cash Trading
            European Cash

            • NYSE Euronext European cash products ADV of 1.5 million transactions in April 2011 decreased 3.9% compared to April 2010 and decreased 18.4% compared to March 2011. 
            • Year-to-date, European cash products ADV of 1.7 million transactions was 22.4% above prior year levels.
            U.S. Cash
            • NYSE Euronext U.S. cash products handled ADV in April 2011 decreased 30.8% to 2.0 billion shares compared to April 2010 and decreased 14.1% from March 2011. 
            • Year-to-date, U.S. cash products handled ADV was 2.2 billion shares, down 15.0% from prior year levels. 
            • NYSE Euronext’s Tape A matched market share in April 2011 was 33.3%, down from 34.1% in April 2010 and down from 35.1% in March 2011.
            Exchange Traded Funds
            • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 242 million shares in April 2011 decreased 25.9% compared to April 2010 and decreased 23.1% compared to March 2011. 
            • Year-to-date, NYSE Euronext U.S. matched exchange-traded funds ADV of 273 million shares was 15.9% below prior year levels.   
            —————–
            (*) 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.

            Quelle: ETFWorld – Euronext

             

            Articoli Simili

            Ossiam launches ESG Machine Learning ETF

            Webmaster

            New UniCredit ETF on European Green Bonds launched on Xetra

            Webmaster

            Two new Lyxor ETFs on Xetra

            Webmaster