Traders trading

NYSE Euronext sees mixed trading volumes in April

Tue, 08/05/2012 - 13:41

Trading volumes for NYSE Euronext’s global derivatives and cash equities exchanges were mixed both year-over-year and month-over-month across most venues in April, but reflected some strengthening relative to weak first quarter 2012 levels. 

NYSE Euronext global derivatives ADV in April 2012 of 8.2 million contracts decreased 6.9% compared to April 2011, but increased 1.4% from March 2012 levels and were up 9.0% from first quarter 2012 levels. 

NYSE Euronext European derivatives products ADV in April 2012 of 4.3 million contracts decreased 9.6% compared to April 2011, but increased 9.1% from March 2012 and were up 28.2% from first quarter 2012 levels.  Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 2.8% compared to April 2011, were in-line with March 2012 and increased 5.3% from first quarter 2012 levels. 

NYSE Euronext US equity options ADV of 3.9 million contracts in April 2012 decreased 3.3% compared to April 2011 levels, decreased 4.9% from March 2012 and decreased 5.5% from first quarter 2012 levels.  NYSE Euronext’s US options exchanges accounted for 26.4% of total US consolidated equity options trading in April 2012, up from 25.7% in April 2011 and up from 26.0% in March 2012.  NYSE Euronext was the #1 US equity options exchange operator in April 2012 and NYSE Amex Options recorded record monthly market share of 15.8%. 

NYSE Liffe US ADV of approximately 61,500 contracts decreased from 91,700 contracts in April 2011 and decreased from 104,900 contracts in March 2012.

NYSE Euronext European cash products ADV of 1.9 million transactions in April 2012 increased 22.8% compared to April 2011 and increased 14.8% from March 2012 levels.  European cash products ADV in April 2012 was 17.8% above first quarter 2012 levels.   

NYSE Euronext US cash products handled ADV of 1.7 billion shares in April 2012 decreased 13.3% compared to April 2011 and decreased 2.5% compared to March 2012.  US cash products handled ADV in April 2012 was 3.6% below first quarter 2012 levels.  NYSE Euronext’s Tape A matched market share in April 2012 was 31.3%, down from 33.3% in April 2011, in-line with March 2012 and above the 30.6% recorded in the first quarter of 2012. 

NYSE Euronext European derivatives products ADV in April 2012 of 4.3 million contracts decreased 9.6% compared to April 2011, but increased 9.1% from March 2012 levels and was up 28.2% from first quarter 2012 levels. 

The 4.3 million in European derivatives futures and options contracts ADV in April 2012 consisted of 2.8 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.5 million contracts, or 34.4%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products.  Excluding Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives products ADV decreased 2.8% compared to April 2011, were in-line with March 2012 and increased 5.3% from first quarter 2012 levels.

Year-to-date, European derivatives products ADV of 3.5 million contracts was 23.8% below prior year levels.  The 3.5 million in futures and options contracts ADV year-to-date consisted of 2.7 million contracts executed through LIFFE CONNECT trading platform and 0.8 million contracts, or 24.1%, executed through Bclear.

Total fixed income products ADV of 1.8 million contracts in April 2012 decreased 7.1% from April 2011, decreased 4.5% from March 2012, but were 1.0% above first quarter 2012 levels.  Year-to-date, total fixed income products ADV of 1.8 million contracts was 29.5% below prior year levels. 

Total equity products (including Bclear) ADV of 2.4 million contracts in April 2012 decreased 11.7% compared to April 2011, but increased 22.6% from March 2012.  The 2.4 million contracts in equity products ADV consisted of 1.8 million contracts in individual equity products ADV and 0.6 million contracts in equity index products ADV.  The 2.4 million contracts in individual equity products ADV consisted of 1.3 million in futures contracts, which represented a 24.6% decrease compared to April 2011 and 0.5 million in options contracts, which represented a 4.8% increase compared to April 2011.  The average net rate per contract for individual equity futures contracts is significantly lower than other European derivatives products.  Year-to-date, total equity products ADV of 1.7 million contracts was 17.6% below prior year levels. 

Total commodities products ADV of approximately 81,000 contracts in April 2012 increased 4.7% compared to April 2011 and decreased 1.2% compared to March 2012.  Year-to-date, total commodities product ADV of 81,000 contracts was 4.9% below prior year levels.   

NYSE Euronext US equity options ADV of 3.9 million contracts in April 2012 decreased 3.3% compared to April 2011, decreased 4.9% compared to March 2012 and were 5.5% below first quarter 2012 levels.  Year-to-date, US equity options ADV of 4.1 million contracts was 5.7% below prior year levels.   

Total US consolidated equity options ADV decreased 5.9% to 14.8 million contracts in April 2012 compared to April 2011 and decreased 6.6% compared to March 2012.  Year-to-date, US consolidated equity options ADV of 15.6 million contracts was 7.7% below prior year levels.   

NYSE Euronext’s US options exchanges accounted for 26.4% of the total US consolidated equity options trading in April 2012, up from 25.7% in April 2011 and up from 26.0% in March 2012.  NYSE Euronext was the #1 US equity options exchange operator in April 2012 and NYSE Amex Options recorded record monthly market share of 15.8%.

NYSE Liffe US ADV of approximately 61,500 contracts decreased from 91,700 contracts in April 2011 and decreased from 104,900 contracts in March 2012.  Year-to-date, US futures and futures options ADV of 87,700 contracts was 131.7% above prior year levels.
 
NYSE Euronext European cash products ADV of 1.9 million transactions in April 2012 increased 22.8% compared to April 2011, increased 14.8% compared to March 2012 and was 17.8% above first quarter 2012 levels. 

Year-to-date, European cash products ADV of 1.6 million transactions was 5.2% below prior year levels.
US Cash

NYSE Euronext US cash products handled ADV in April 2012 decreased 13.3% to 1.7 billion shares compared to April 2011, decreased 2.5% from March 2012 and was 3.6% below first quarter 2012 levels.
Year-to-date, US cash products handled ADV was 1.8 billion shares, down 20.7% from prior year levels.    
NYSE Euronext’s Tape A matched market share in April 2012 was 31.3%, down from 33.3% in April 2011, in-line with March 2012 and above the 30.6% recorded in the first quarter of 2012.

NYSE Euronext US matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 216 million shares in April 2012 decreased 10.6% compared to April 2011, decreased 2.7% compared to March 2012 and decreased 2.3% compared to the first quarter of 2012. 

Year-to-date, NYSE Euronext US matched exchange-traded funds ADV of 220 million shares was 19.4% below prior year levels.     


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