NYSE Euronext Announces Trading Volumes for January 2012

Global Derivatives ADV Down 17% Year-over-Year
European Cash ADV Down 15%; U.S. Cash ADV Down 24%

February 8, 2012– NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for January 2012[1].  Trading volumes declined year-over-year across most venues, but generally rebounded from seasonally slower December 2011.  Global derivatives average daily volume (“ADV”) of 7.5 million contracts in January 2012 decreased 17.3% versus the prior year, with European Derivatives declining 31.3% and U.S. equity options decreasing 4.1%.  European cash trading ADV decreased 14.6% and U.S. cash trading ADV decreased 23.5% from January 2011 levels.

Cash Trading

European Cash

  • NYSE Euronext European cash products ADV of 1.5 million transactions in January 2012 decreased 14.6% compared to January 2011, but increased 12.9% compared to December 2011. 

U.S. Cash

  • NYSE Euronext U.S. cash products handled ADV in January 2012 decreased 23.5% to 1.8 billion shares compared to January 2011, but increased 1.1% from December 2011.   
  • NYSE Euronext’s Tape A matched market share in January 2012 was 30.3%, down from 33.9% in January 2011 and down from 33.4% in December 2011.  TRF market share in Tape A securities, a measure of off-exchange trading, increased to 34.1% of consolidated U.S. cash equity trading in Tape A securities in January 2012, the highest level since January 2010, and up from 31.1% in December 2011 and 33.1% in January 2011. 

Exchange Traded Funds

  • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 228 million shares in January 2012 decreased 15.6% compared to January 2011 and decreased 8.1% compared to December 2011.      

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[1]  All NYSE Euronext derivatives transactions count buy and sell orders together as a single transaction.  NYSE Euronext European equities transactions count each buy and sell order as separate transactions, NYSE Euronext U.S. equities transactions count buy and sell orders together as a single transaction.