NYSE Euronext says trading volumes for its global cash equities and derivatives exchanges in October 2009 were mostly lower compared to October 2008 levels, during which crisis-level volatility drove record trading volumes. 

Trading volumes compared to September 2009 were mixed, with US options and European cash increasing 6.3 per cent and 7.1 per cent respectively, and European derivatives and US cash decreasing, 11.1 per cent and 3.3 per cent respectively.
 
NYSE Euronext European derivatives products average daily volume in October 2009 of 3.9 million contracts decreased 12.9 per cent compared to October 2008, and decreased 11.1 per cent from September 2009.  Total interest rate products ADV in October 2009 of 2.0 million contracts decreased 9.5 per cent compared to October 2008 and total equity products ADV of 1.8 million contracts decreased 16.9 per cent compared to October 2008.

NYSE Euronext US equity options ADV of 3.2 million contracts in October 2009 increased 23.3 per cent compared to October 2008 levels, and increased 6.3 per cent from September 2009.  NYSE Euronext’s US options exchanges accounted for 22.8 per cent of the total consolidated equity options trading in October 2009, up from 17.6 per cent in October 2008, and up from 21.4 per cent in September 2009.

NYSE Liffe US futures and futures options ADV in October 2009 of approximately 22,000 contracts increased from approximately 21,000 contracts in September 2009 with the launch of equity index futures trading in September 2009 based on the MSCI US, EM and EAFE indexes.  

NYSE Euronext European cash products ADV of 1.6 million transactions in October 2009 decreased 26.1 per cent compared to October 2008, but increased 7.1 per cent from September 2009 and represented the third consecutive monthly increase in trading volumes since July with market share stable at approximately 78 per cent.

NYSE, NYSE Arca and NYSE Amex US cash products handled ADV of 2.9 billion shares in October 2009 decreased 38.9 per cent compared to October 2008 and decreased 3.3 per cent compared to September 2009.  NYSE Group matched share of all US equity trading volume in October 2009 was 28.1 per cent, up from 28.0 per cent in September 2009, and compared to matched market share of 24.7 per cent for our next largest competitor. NYSE Group’s Tape A matched market share in October 2009 was 36.6 per cent, up from 36.1 per cent in September 2009.

NYSE Euronext is the largest exchange operator in the two fastest growing tapes in the US equity markets. Year-to-date, total Tape A and Tape B consolidated ADV of 7.9 billion shares increased a combined 23.6 per cent compared to the prior year period, while Tape C consolidated ADV of 2.3 billion shares has declined 0.9 per cent during the same period.