NYSE Euronext has reported significantly increased trading volumes year-on-year across all venues, but mostly down sequentially from unseasonally strong levels in August 2011, which were driven by heightened market volatility in the US and Europe.
NYSE Euronext global derivatives ADV in September 2011 of 9.5 million contracts increased 23.2% compared to September 2010, but decreased 8.4% from elevated August 2011 levels.
NYSE Euronext European derivatives products ADV in September 2011 of 4.8 million contracts increased 13.5% compared to September 2010 and increased 7.0% from August 2011 levels. Excluding Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives products ADV increased 8.5% compared to September 2010 and decreased 8.5% from August 2011.
NYSE Euronext US equity options (NYSE Arca and NYSE Amex) ADV of 4.6 million contracts in September 2011 increased 32.1% compared to September 2010 levels, but decreased 20.2% from August 2011. NYSE Euronext’s US options exchanges accounted for 26.8% of total US consolidated equity options trading in September 2011, up from 26.1% in September 2010 and up from 26.4% recorded in August 2011.
NYSE Liffe US ADV of approximately 113,400 contracts increased from 10,800 contracts in September 2010, but decreased from 137,100 contracts in August 2011.
NYSE Euronext European cash products ADV of 1.9 million transactions in September 2011 increased 34.6% compared to September 2010, but decreased 13.5% from August 2011 levels.
NYSE Euronext US cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.6 billion shares in September 2011 increased 12.3% compared to September 2010, but decreased 19.8% compared to August 2011. NYSE Euronext’s Tape A matched market share in September 2011 was 36.3%, down from 38.4% in September 2010, but up slightly from 36.2% in August 2011.
There were a total of 22 trading days in Europe and 21 trading days in the US in September 2011 compared to 22 trading days in Europe and 21 trading days in the US in September 2010.
