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NYSE Euronext sees global derivatives ADV up 8% year-on-year

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NYSE Euronext’s global derivatives average daily volume (ADV) of 8.8 million contracts in June 2011 represents an increase of 8.0% versus the prior year driven by a 19.7% increase in US options ADV and a 14.3% increase in European fixed income derivatives which offset a 14.4% decrease in European equity products ADV. 

Cash equities ADV declined across all venues in June 2011, with European cash ADV decreasing 2.8% and US cash trading ADV decreasing 28.7% from June 2010 levels.
 
NYSE Euronext European derivatives products ADV in June 2011 of 4.6 million contracts decreased 2.1% compared to June 2010 and decreased 28.1% from May 2011 levels.  Excluding Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives products ADV increased 4.8% compared to June 2010 and decreased 2.0% from May 2011. 

Total European fixed income products ADV in June 2011 of 2.2 million contracts increased 14.3% compared to June 2010, but decreased 6.7% from May 2011.  Total equity products ADV of 2.4 million contracts in June 2011 decreased 14.4% compared to June 2010 and decreased 41.3% from May 2011.  Total commodities products ADV of 93,000 contracts in June 2011 increased 50.6% compared to June 2010 and increased 14.6% from May 2011.

NYSE Euronext US equity options (NYSE Arca and NYSE Amex) ADV of 4.1 million contracts in June 2011 increased 19.7% compared to June 2010 levels and increased 2.2% from May 2011.  NYSE Euronext’s US options exchanges accounted for 26.4% of total US consolidated equity options trading in June 2011, down slightly from 26.5% in June 2010, but up from 25.1% recorded in May 2011. 

NYSE Liffe US ADV of approximately 97,500 contracts represented an increase of 504.6% compared to June 2010 and an increase of 4.1% compared to May 2011.  NYSE Liffe is now the sole listing in the US for MSCI index-based futures after completing the successful migration of most of the open interest from another exchange.  Total exchange open interest is now over 650,000 contracts.

NYSE Euronext European cash products ADV of 1.5 million transactions in June 2011 decreased 2.8% compared to June 2010 and decreased 3.9% from May 2011 levels. 

NYSE Euronext US cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.2 billion shares in June 2011 decreased 28.7% compared to June 2010, but increased 3.3% compared to May 2011.  NYSE Euronext’s Tape A matched market share in June 2011 was 36.6%, down from 38.8% in June 2010, but up from 35.5% in May 2011.

There were a total of 22 trading days in Europe and the US in June 2011 compared to 22 trading days in Europe and the US in June 2010.

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