NYSE Euronext has reported an average daily volume of 8.2 million contracts for global derivatives in November 2010, up 12.6 per cent versus the prior year and 9.9 per cent from October 2010 levels.
The increase in global derivatives ADV versus prior year levels was driven primarily by a 28.5 per cent increase in US equity options ADV.
Open interest for the European derivatives businesses at the end of November 2010 was 82.8 million contracts, a decrease of 9.8 per cent compared to November 2009, but an increase of 0.9 per cent from October 2010 levels.
NYSE Euronext European derivatives products ADV in November 2010 of 4.4 million contracts increased 1.6 per cent compared to November 2009 and increased 23.3 per cent from October 2010 levels.
Year-to-date, European derivatives products ADV of 4.9 million contracts was 18.0 per cent above prior year levels. The 4.9 million in futures and options contracts ADV year-to-date consisted of 3.5 million contracts executed through the Liffe Connect trading platform and 1.4 million contracts, or 27.9 per cent, executed through Bclear.
NYSE Euronext US equity options ADV of 3.9 million contracts in November 2010 increased 28.5 per cent compared to November 2009, but decreased 2.1 per cent compared to October 2010. Year-to-date, US equity options ADV of 3.7 million contracts was 42.3 per cent above prior year levels.
NYSE Euronext US matched exchange-traded products ADV of 315 million shares in November 2010 increased 1.3 per cent compared to November 2009 and increased 4.3 per cent compared to October 2010. Year-to-date, NYSE Euronext US matched exchange-traded products ADV of 344 million shares was 25.0 per cent below prior year levels.
