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NYSE Euronext Announces Trading Volumes for February 2011

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Global Derivatives Averaged 8.9 Million Contracts per Day in February, Up 8% vs. Prior Year; U.S Equity Options Volumes Up 33%; European Derivatives (Ex. Bclear) Up 1%; European Cash Trading Volumes Up 23%, U.S. Cash Down 14%…


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      NYSE Euronext (NYX) announced trading volumes for its global derivatives and cash equities exchanges for February 2011 . Global derivatives average daily volume (“ADV”) of 8.9 million contracts traded per day in February 2011 increased 7.8% versus the prior year. The increase in global derivatives ADV versus prior year levels was driven primarily by a 33.4% increase in U.S. equity options ADV, partially offset by a 9.8% decrease in European derivatives ADV. Cash equities ADV in February 2011 was mixed, with European cash ADV increasing 22.9% and U.S. cash trading volumes decreasing 13.7% from February 2010 levels.

      Highlights

      • NYSE Euronext global derivatives ADV in February 2011 of 8.9 million contracts increased 7.8% compared to February 2010, but decreased 1.1% from January 2011 levels.
      • NYSE Euronext European derivatives products ADV in February 2011 of 4.4 million contracts decreased 9.8% compared to February 2010 and decreased 5.8% from January 2011 levels. Excluding Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives products ADV increased 1.5% compared to February 2010 and increased 5.6% from January 2011. Total European fixed income products ADV in February 2011 of 2.8 million contracts increased 1.3% compared to February 2010 and increased 7.3% from January 2011. Total equity products ADV of 1.5 million contracts in February 2011 decreased 26.6% compared to February 2010 and decreased 23.8% from January 2011. Total commodities products ADV of 87,000 contracts in February 2011 increased 61.3% compared to February 2010.
      • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.5 million contracts in February 2011 increased 33.4% compared to February 2010 levels and increased 4.0% from January 2011. NYSE Euronext’s U.S. options exchanges accounted for 25.9% of total U.S. consolidated equity options trading in February 2011, down from 26.9% in February 2010, but up from 24.5% recorded in January 2011.
      • NYSE Euronext European cash products ADV of 1.8 million transactions in February 2011 increased 22.9% compared to February 2010 and increased slightly from January 2011 levels.
      • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.2 billion shares in February 2011 decreased 13.7% compared to February 2010 and decreased 5.3% compared to January 2011. NYSE Euronext’s Tape A matched market share in February 2011 was 34.5%, down from 36.6% in February 2010, but up from 33.9% in January 2011.
      • There were a total of 20 trading days in Europe and 19 trading days in the U.S. in both February 2011 and February 2010.

      Derivatives Trading
      European Derivatives
      • NYSE Euronext European derivatives products ADV in February 2011 was 4.4 million futures and options contracts, a decrease of 9.8% from February 2010 and a decrease of 5.8% from January 2011. The 4.4 million in futures and options contracts ADV in February 2011 consisted of 3.9 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.5 million contracts, or 10.7%, executed through Bclear, NYSE Liffe’s trade administration and clearing service for OTC products. Excluding Bclear, European derivatives products ADV increased 1.5% compared to February 2010 and increased 5.6% from January 2011.
      • Year-to-date, European derivatives products ADV of 4.6 million contracts was 8.6% below prior year levels. The 4.6 million in futures and options contracts ADV year-to-date consisted of 3.8 million contracts executed through the LIFFE CONNECT trading platform and 0.7 million contracts, or 15.8%, executed through Bclear.
      • Total fixed income products ADV of 2.8 million contracts in February 2011 increased 1.3% from February 2010 and increased 7.3% from January 2011. Year-to-date, total fixed income products ADV of 2.7 million contracts was 1.6% below prior year levels.
      • Total equity products (including Bclear) ADV of 1.5 million contracts in February 2011 decreased 26.6% compared to February 2010 and decreased 23.8% from January 2011. The 1.5 million contracts in equity products ADV consisted of 1.0 million contracts in individual equity products ADV and 0.5 million contracts in equity index products ADV. The 1.0 million contracts in individual equity products ADV consisted of 0.3 million in futures contracts, which represented a 61.6% decrease compared to February 2010 and 0.7 million in options contracts, which represented an 8.9% increase compared to February 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 1.8 million contracts was 19.0% below prior year levels.
      • Total commodities products ADV of 87,000 contracts in February 2011 increased 61.3% compared to February 2010. Year-to-date, total commodities product ADV of 80,000 contracts was 54.5% above prior year levels.
      U.S. Derivatives
      • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.5 million contracts in February 2011 increased 33.4% compared to February 2010 and increased 4.0% compared to January 2011. Year-to-date, U.S. equity options ADV of 4.4 million contracts was 16.5% above prior year levels.
      • Total U.S. consolidated equity options ADV increased 38.4% to 17.5 million contracts in February 2011 compared to February 2010, but decreased 1.5% compared to January 2011. Year-to-date, U.S. consolidated equity options ADV of 17.6 million contracts was 26.5% above prior year levels.
      • NYSE Euronext’s U.S. options exchanges accounted for 25.9% of the total U.S. consolidated equity options trading in February 2011, down from 26.9% in February 2010, but up from 24.5% in January 2011.
      • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in February 2011 was approximately 12,900 contracts, compared to 22,500 contracts in February 2010. Year-to-date U.S. futures and futures options ADV was 13,600 contracts, a decrease of 39.3% compared to the prior year period.

      Cash Trading
      European Cash
      • NYSE Euronext European cash products ADV of 1.8 million transactions in February 2011 increased 22.9% compared to February 2010 and increased 0.1% compared to January 2011.
      • Year-to-date, European cash products ADV of 1.8 million transactions was 25.3% above prior year levels.
      U.S. Cash
      • NYSE Euronext U.S. cash products handled ADV in February 2011 decreased 13.7% to 2.2 billion shares compared to February 2010 and decreased 5.3% from January 2011.
      • Year-to-date, U.S. cash products handled ADV was 2.3 billion shares, down 12.9% from prior year levels.
      • NYSE Euronext’s Tape A matched market share in February 2011 was 34.5%, down from 36.6% in February 2010, but up from 33.9% in January 2011.
      Exchange Traded Products
      • NYSE Euronext U.S. matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 258 million shares in February 2011 decreased 29.0% compared to February 2010 and decreased 4.2% compared to January 2011.
      • Year-to-date, NYSE Euronext U.S. matched exchange-traded products ADV of 264 million shares was 25.7% below prior year levels.

      Source: ETFWorld – Euronext

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