NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for November 20131. Global derivatives average daily volume ("ADV") of 6.6 million contracts, excluding Bclear in November 2013 increased 1.6% compared to November 2012 and increased 1.7% from October 2013. U.S. equity options volumes in November 2013 decreased 7.8% compared to November 2012 and decreased 4.4% sequentially. ADV in U.S. cash equities declined 12.6% year-over-year and decreased 5.2% month-over-month. European cash equities ADV in November 2013 increased 14.4% compared to November 2012, but decreased 3.3% from October 2013 levels.
Highlights
- NYSE Euronext global derivatives ADV in November 2013 of 6.6 million contracts, excluding Bclear increased 1.6% from November 2012 and increased 1.7% from October 2013 levels.
- NYSE Euronext European derivatives products ADV in November 2013 of 2.8 million contracts, excluding Bclear, increased 18.7% compared to November 2012 and increased 11.3% from October 2013 levels. Including Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives ADV decreased 19.1% compared to November 2012, but increased 10.9% from October 2013.
- NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex Options) ADV of 3.7 million contracts in November 2013 decreased 7.8% compared to November 2012 levels and decreased 4.4% from October 2013 levels. NYSE Euronext's U.S. options exchanges accounted for 26.0% of total U.S. consolidated equity options trading in November 2013, down from 28.1% in November 2012, but up from 25.0% in October 2013.
- NYSE Liffe U.S. ADV of approximately 32,300 contracts decreased from 51,500 contracts in November 2012, but increased from 29,900 contracts in October 2013.
- NYSE Euronext European cash products ADV of 1.3 million transactions in November 2013 increased 14.4% compared to November 2012, but decreased 3.2% compared to October 2013.
- NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE MKT) handled ADV of 1.4 billion shares in November 2013 decreased 12.6% compared to November 2012 and decreased 5.2 % compared to October 2013. NYSE Euronext's Tape A matched market share in November 2013 was 29.5%, down from 31.7% in November 2012, but up from 29.4% in October 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. |
About IntercontinentalExchange Group
IntercontinentalExchange Group (NYSE:ICE) is the leading network of regulated exchanges and clearing houses for financial and commodity markets. ICE delivers transparent, reliable and accessible data, technology and risk management services to markets around the world through its portfolio of exchanges, including the New York Stock Exchange, ICE Futures, Liffe and Euronext.
Trademarks of ICE and/or its affiliates include IntercontinentalExchange, ICE, ICE block design, NYSE Euronext, NYSE, New York Stock Exchange, LIFFE and Euronext. Information regarding additional trademarks and intellectual property rights of IntercontinentalExchange Group, Inc. and/or its affiliates is located at https://www.theice.com/terms.jhtml and http://www.nyx.com/terms-use.
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Safe Harbor Statement under the Private Securities Litigation Reform Act of 1995 - Statements in this press release regarding ICE's business that are not historical facts are "forward-looking statements" that involve risks and uncertainties. For a discussion of additional risks and uncertainties, which could cause actual results to differ from those contained in the forward-looking statements, see ICE's Securities and Exchange Commission (SEC) filings, including, but not limited to, the risk factors in ICE's Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 6, 2013.
NYSE Euronext | |||||||||||||||||||||||||
Monthly Volume Summary | |||||||||||||||||||||||||
Average Daily Volume | Total Volume | Average Daily Volume | Total Volume | ||||||||||||||||||||||
(Unaudited; contracts in thousands) | Nov-13 | Nov-12 | % Chg | Nov-13 | Nov-12 | % Chg | YTD 2013 | % Chg vs. | YTD 2013 | % Chg vs. | |||||||||||||||
Number of Trading Days - European Cash | 21 | 22 | 21 | 22 | 235 | 235 | |||||||||||||||||||
Number of Trading Days - European Derivatives | 21 | 22 | 21 | 22 | 236 | 236 | |||||||||||||||||||
Number of Trading Days - U.S. Markets | 20 | 21 | 20 | 21 | 231 | 231 | |||||||||||||||||||
European Derivatives Products | 3,223 | 3,983 | -19.1% | 67,681 | 87,616 | -22.8% | 3,728 | -0.2% | 879,879 | -1.1% | |||||||||||||||
of which Bclear | 429 | 1,630 | -73.7% | 9,014 | 35,857 | -74.9% | 636 | -42.3% | 150,176 | -42.8% | |||||||||||||||
Total Fixed Income Products | 2,098 | 1,582 | 32.6% | 44,062 | 34,803 | 26.6% | 2,296 | 29.9% | 541,910 | 28.8% | |||||||||||||||
Short Term Interest Rate Products | 1,896 | 1,376 | 37.8% | 39,819 | 30,267 | 31.6% | 2,121 | 31.5% | 500,576 | 30.4% | |||||||||||||||
Medium and Long Term Interest Rate Products 1 | 202 | 206 | -2.0% | 4,243 | 4,537 | -6.5% | 175 | 13.1% | 41,334 | 12.2% | |||||||||||||||
Total Equity Products 2 | 1,048 | 2,314 | -54.7% | 22,012 | 50,914 | -56.8% | 1,339 | -28.8% | 315,972 | -29.4% | |||||||||||||||
Individual Equity Products | 647 | 1,884 | -65.6% | 13,594 | 41,457 | -67.2% | 856 | -39.1% | 202,124 | -39.6% | |||||||||||||||
Futures | 292 | 1,521 | -80.8% | 6,139 | 33,454 | -81.6% | 468 | -51.5% | 110,389 | -51.9% | |||||||||||||||
Options | 355 | 364 | -2.4% | 7,455 | 8,003 | -6.9% | 389 | -12.3% | 91,735 | -13.0% | |||||||||||||||
Equity Index Products | 401 | 430 | -6.7% | 8,419 | 9,457 | -11.0% | 482 | 1.7% | 113,848 | 0.9% | |||||||||||||||
of which Bclear | 427 | 1,630 | -73.8% | 8,974 | 35,857 | -75.0% | 635 | -42.4% | 149,866 | -42.9% | |||||||||||||||
Individual Equity Products | 363 | 1,556 | -76.7% | 7,627 | 34,236 | -77.7% | 541 | -47.4% | 127,783 | -47.9% | |||||||||||||||
Futures | 292 | 1,494 | -80.4% | 6,139 | 32,872 | -81.3% | 457 | -51.4% | 107,806 | -51.8% | |||||||||||||||
Options | 71 | 62 | 14.3% | 1,488 | 1,365 | 9.1% | 85 | -6.0% | 19,977 | -6.8% | |||||||||||||||
Equity Index Products | 64 | 74 | -13.0% | 1,346 | 1,621 | -16.9% | 94 | 27.7% | 22,084 | 26.7% | |||||||||||||||
Commodity Products | 77 | 86 | -11.3% | 1,607 | 1,898 | -15.3% | 93 | 5.2% | 21,997 | 4.3% | |||||||||||||||
U.S. Derivatives Products | |||||||||||||||||||||||||
Equity Options 3 | |||||||||||||||||||||||||
NYSE Euronext Options Contracts | 3,749 | 4,068 | -7.8% | 74,974 | 85,423 | -12.2% | 4,000 | 2.7% | 923,888 | 3.2% | |||||||||||||||
Total Consolidated Options Contracts | 14,394 | 14,488 | -0.6% | 287,887 | 304,256 | -5.4% | 14,874 | 0.7% | 3,435,869 | 1.2% | |||||||||||||||
NYSE Group Share of Total | 26.0% | 28.1% | 26.0% | 28.1% | 26.9% | 0.5% | 26.9% | 0.5% | |||||||||||||||||
NYSE Liffe U.S. | |||||||||||||||||||||||||
Futures and Futures Options Volume* | 32.3 | 51.5 | -37.4% | 645 | 1,133 | -43.0% | 51.4 | -29.4% | 12,131.0 | -29.9% | |||||||||||||||
European Cash Products (trades in thousands) | 1,338 | 1,170 | 14.4% | 28,105 | 25,739 | 9.2% | 1,388 | -5.9% | 326,280 | -6.7% | |||||||||||||||
Equities | 1,294 | 1,122 | 15.3% | 27,180 | 24,693 | 10.1% | 1,340 | -6.0% | 314,994 | -6.8% | |||||||||||||||
Exchange-Traded Funds | 12 | 12 | 0.2% | 262 | 274 | -4.3% | 13 | 0.0% | 3,164 | -0.9% | |||||||||||||||
Structured Products | 27 | 29 | -7.1% | 572 | 644 | -11.3% | 30 | -4.6% | 7,022 | -5.4% | |||||||||||||||
Bonds | 4 | 6 | -25.2% | 91 | 127 | -28.6% | 5 | -10.2% | 1,100 | -11.0% | |||||||||||||||
U.S. Cash Products (shares in millions) 5 | 1,385 | 1,585 | -12.6% | 27,699 | 33,284 | -16.8% | 1,509 | -11.2% | 348,488 | -10.8% | |||||||||||||||
NYSE Listed (Tape A) Issues 4 | |||||||||||||||||||||||||
Handled Volume 5 | 980 | 1,132 | -13.4% | 19,605 | 23,772 | -17.5% | 1,076 | -11.5% | 248,481 | -11.1% | |||||||||||||||
Matched Volume 6 | 948 | 1,086 | -12.7% | 18,967 | 22,804 | -16.8% | 1,038 | -10.1% | 239,706 | -9.7% | |||||||||||||||
Total NYSE Listed Consolidated Volume | 3,210 | 3,421 | -6.1% | 64,205 | 71,832 | -10.6% | 3,415 | -7.3% | 788,891 | -6.9% | |||||||||||||||
Share of Total Consolidated Volume | |||||||||||||||||||||||||
Handled Volume 5 | 30.5% | 33.1% | -2.6% | 30.5% | 33.1% | -2.6% | 31.5% | -1.5% | 31.5% | -1.5% | |||||||||||||||
Matched Volume 6 | 29.5% | 31.7% | -2.2% | 29.5% | 31.7% | -2.2% | 30.4% | -0.9% | 30.4% | -0.9% | |||||||||||||||
NYSE Arca, MKT and Regional (Tape B) Listed Issues | |||||||||||||||||||||||||
Handled Volume 5 | 220 | 235 | -6.5% | 4,396 | 4,936 | -10.9% | 248 | -0.7% | 57,279 | -0.3% | |||||||||||||||
Matched Volume 6 | 205 | 217 | -5.9% | 4,091 | 4,564 | -10.4% | 229 | 1.3% | 52,880 | 1.8% | |||||||||||||||
Total NYSE Arca & MKT Listed Consolidated Volume | 916 | 1,010 | -9.3% | 18,315 | 21,213 | -13.7% | 1,073 | 1.0% | 247,855 | 1.4% | |||||||||||||||
Share of Total Consolidated Volume | |||||||||||||||||||||||||
Handled Volume 5 | 24.0% | 23.3% | 0.7% | 24.0% | 23.3% | 0.7% | 23.1% | -0.4% | 23.1% | -0.4% | |||||||||||||||
Matched Volume 6 | 22.3% | 21.5% | 0.8% | 22.3% | 21.5% | 0.8% | 21.3% | 0.1% | 21.3% | 0.1% | |||||||||||||||
Nasdaq Listed (Tape C) Issues | |||||||||||||||||||||||||
Handled Volume 5 | 185 | 218 | -15.1% | 3,698 | 4,576 | -19.2% | 185 | -20.8% | 42,728 | -20.4% | |||||||||||||||
Matched Volume 6 | 165 | 195 | -15.2% | 3,301 | 4,088 | -19.3% | 165 | -17.9% | 38,118 | -17.6% | |||||||||||||||
Total Nasdaq Listed Consolidated Volume | 1,790 | 1,769 | 1.2% | 35,800 | 37,152 | -3.6% | 1,761 | 0.4% | 406,811 | 0.8% | |||||||||||||||
Share of Total Consolidated Volume | |||||||||||||||||||||||||
Handled Volume 5 | 10.3% | 12.3% | -2.0% | 10.3% | 12.3% | -2.0% | 10.5% | -2.8% | 10.5% | -2.8% | |||||||||||||||
Matched Volume 6 | 9.2% | 11.0% | -1.8% | 9.2% | 11.0% | -1.8% | 9.4% | -2.1% | 9.4% | -2.1% | |||||||||||||||
Exchange-Traded Products 5,7 | |||||||||||||||||||||||||
Handled Volume 5 | 198 | 225 | -12.1% | 3,956 | 4,727 | -16.3% | 231 | -1.6% | 53,410 | -1.1% | |||||||||||||||
Matched Volume 6 | 191 | 209 | -8.7% | 3,811 | 4,381 | -13.0% | 214 | 0.8% | 49,432 | 1.2% | |||||||||||||||
Total ETF Consolidated Volume | 860 | 987 | -12.9% | 17,191 | 20,728 | -17.1% | 1,025 | -0.3% | 236,853 | 0.2% | |||||||||||||||
Share of Total Consolidated Volume | |||||||||||||||||||||||||
Handled Volume 5 | 23.0% | 22.8% | 0.2% | 23.0% | 22.8% | 0.2% | 22.6% | -0.3% | 22.6% | -0.3% | |||||||||||||||
Matched Volume 6 | 22.2% | 21.1% | 1.1% | 22.2% | 21.1% | 1.1% | 20.9% | 0.2% | 20.9% | 0.2% | |||||||||||||||
1 | Data includes currency products. | |
2 | Includes all trading activities for Bclear, NYSE Liffe's clearing service for wholesale derivatives. | |
3 | Includes trading in U.S. equity options contracts, not equity-index options. | |
4 | Includes all volume executed in NYSE Group crossing sessions. | |
5 | Represents the total number of shares of equity securities and ETFs internally matched on the NYSE Group's exchanges or routed to and executed at an external market center. NYSE Arca routing includes odd-lots. | |
6 | Represents the total number of shares of equity securities and ETFs executed on the NYSE Group's exchanges. | |
7 | Data included in previously identified categories. | |
* | ADVs calculated with the appropriate number of NYSE Liffe U.S. trading days. | |
Source: NYSE Euronext, Options Clearing Corporation and Consolidated Tape as reported for equity securities. | ||
All trading activity is single-counted, except European cash trading which is double counted to include both buys and sells. | ||
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