NYSE Euronext has reported global derivatives ADV in December 2011 of 7.5 million contracts, an increase of 11.8% compared to December 2010, but down 10.1% from November 2011 levels.
NYSE Euronext European derivatives products ADV in December 2011 tootled 3.4 million contract, an increase increased 4.2% compared to December 2010, but down 13.4% from November 2011 levels. Excluding Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives products ADV decreased 8.3% compared to December 2010 and decreased 29.5% from November 2011.
NYSE Euronext US equity options (NYSE Arca and NYSE Amex) ADV totalled 3.9 million contracts in December 2011, an increase of 17.1% compared to December 2010 levels, but down 7.3% from November 2011. NYSE Euronext’s US options exchanges accounted for 27.7% of total US consolidated equity options trading in December 2011, up from 23.1% in December 2010, but down from a record 28.1% in November 2011.
NYSE Liffe US ADV of approximately 89,600 contracts increased from 13,000 contracts in December 2010 and increased from 88,500 contracts in November 2011.
NYSE Liffe US reached one million lots in total Exchange Open Interest in December 2011, less than one year after introducing its suite of interest rate futures contracts, underscoring the liquidity across asset classes and continued high levels of customer participation. Open interest market share in Eurodollar futures represented 10% of open interest traded on our nearest competitor.
NYSE Euronext European cash products ADV of 1.3 million transactions in December 2011 increased 9.0% compared to December 2010, but decreased 19.9% from November 2011 levels.
NYSE Euronext US cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 1.8 billion shares in December 2011 decreased 10.6% compared to December 2010 and decreased 14.9% compared to November 2011. NYSE Euronext’s Tape A matched market share in December 2011 was 33.4%, down from 35.0% in December 2010 and down from 34.1% in November 2011.
There were a total of 21 trading days in Europe and the US in December 2011 compared to 23 trading days in Europe and 22 trading days in the US in December 2010.