Global derivatives average daily trading volume totalled 7.5 million contracts in October 2010, up 6.2 per cent versus the prior year but down 2.9 per cent from September 2010, according to figures from NYSE Euronext.
The increase in global derivatives ADV versus prior year levels was driven by a 23.8 per cent increase in US equity options ADV, partially offset by an 8.4 per cent decrease in European derivatives ADV.
Cash equities ADV in October 2010 were down year-over-year, but both European and US cash trading volumes increased from September 2010 levels by 3.0 per cent and 3.8 per cent, respectively.
Open interest for NYSE Euronext’s European derivatives businesses at the end of October 2010 was 82.0 million contracts, a decrease of 5.5 per cent compared to October 2009, but an increase of 6.7 per cent from September 2010 levels.
NYSE Euronext European derivatives products ADV in October 2010 of 3.5 million contracts decreased 8.4 per cent compared to October 2009 and decreased 16.3 per cent from September 2010 levels.
Total European fixed income products ADV in October 2010 of 2.0 million contracts increased 0.2 per cent compared to October 2009, but decreased 10.4 per cent from September 2010.
Total equity products ADV of 1.5 million contracts in October 2010 decreased 19.1 per cent compared to October 2009 and decreased 23.7 per cent from September 2010.
Total commodities products ADV of 76,000 contracts in October 2010 increased 36.4 per cent compared to October 2009.
NYSE Euronext US equity options ADV of 3.9 million contracts in October 2010 increased 23.8 per cent compared to October 2009 levels and increased 13.5 per cent from September 2010. NYSE Euronext’s US options exchanges accounted for 25.9 per cent of the total consolidated equity options trading in October 2010, up from 22.8 per cent in October 2009, but below the 26.1 per cent recorded in September 2010.
NYSE Euronext European cash products ADV of 1.4 million transactions in October 2010 decreased 8.8 per cent compared to October 2009, but increased 3.0 per cent from September 2010.
NYSE Euronext US cash products handled ADV of 2.4 billion shares in October 2010 decreased 19.1 per cent compared to October 2009, but increased 3.8 per cent compared to September 2010.
