European derivatives trading volumes up 16.4 per cent

European derivatives trading volumes up 16.4 per cent

NYSE Euronext’s trading volumes for its global derivatives and cash equities exchanges in November 2009 were mixed, with European derivatives and US options trading volumes increasing while US and European cash equities trading volumes fell.  

NYSE Euronext European derivatives products average daily volume in November 2009 of 4.3 million contracts increased 16.4 per cent compared to November 2008, and increased 11.2 per cent from October 2009. 

Total European interest rate products ADV in November 2009 of 2.3 million contracts increased 31.2 per cent compared to November 2008, and increased 16.4 per cent from October 2009 and are at their highest levels since June 2009. 

Total equity products ADV of 1.9 million contracts increased 2.9 per cent compared to November 2008, and increased 6.5 per cent from October 2009.

NYSE Group US equity options ADV of 3.0 million contracts in November 2009 increased 50.6 per cent compared to November 2008 levels, but decreased 5.7 per cent from October 2009. 

NYSE Group’s US options exchanges accounted for 24.7 per cent of the total consolidated equity options trading in November 2009, up from 17.0 per cent in November 2008, and up from 22.8 per cent in October 2009. 

NYSE Group has now achieved market share in line with ISE, trailing only the CBOE which had 26.3 per cent market share in November 2009.

NYSE Euronext European cash products ADV of 1.3 million transactions in November 2009 decreased 10.2 per cent compared to November 2008, and decreased 16.4 per cent from October 2009.

NYSE Group US cash products handled ADV of 2.5 billion shares in November 2009 decreased 40.4 per cent compared to November 2008 and decreased 15.9 per cent compared to October 2009. 

NYSE Group matched share of all US equity trading volume in November 2009 was 28.0 per cent, in line with October 2009 levels, and compared to matched market share of 24.7 per cent for its next largest competitor. NYSE Group’s Tape A matched market share in November 2009 was 36.8 per cent, up from 36.6 per cent in October 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 7.8 billion shares increased a combined 17.9 per cent, compared to the prior year period, while Tape C consolidated ADV of 2.3 billion shares has declined 1.9 per cent during the same period.

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