September 2013 Trading Volumes Announced

Sep 2013 Trading Vols

- Global Derivatives ADV Down Year-over-Year but Up Sequentially -
- European and U.S. Cash Equities ADV Down Year-over-Year but Up Sequentially -

October 9, 2013 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for September 2013*. Global derivatives average daily volume (“ADV”) of 6.5 million contracts, excluding Bclear in September 2013 decreased 7.5% compared to September 2012, but increased 12.7% from August 2013.

U.S. equity options volumes in September 2013 decreased 11.7% compared to September 2012, but increased 8.8% sequentially.  ADV in U.S. cash equities declined 9.3% year-over-year, but increased 13.1% month-over-month. European cash equities ADV in September 2013 decreased 5.8% compared to September 2012, but increased 4.8% from August 2013 levels. 

Highlights 

  • NYSE Euronext global derivatives ADV in September 2013 of 6.5 million contracts, excluding Bclear, decreased 7.5% from September 2012, but increased 12.7% from August 2013 levels.  
  • NYSE Euronext European derivatives products ADV in September 2013 of 2.8 million contracts, excluding Bclear, decreased 1.4% compared to September 2012, but increased 16.4% from August 2013 levels.  Including Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives ADV decreased 8.4% compared to September 2012, but increased 11.4% from August 2013. 
  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex Options) ADV of 3.6 million contracts in September 2013 decreased 11.7% compared to September 2012 levels, but increased 8.8% from August 2013 levels.  NYSE Euronext’s U.S. options exchanges accounted for 25.5% of total U.S. consolidated equity options trading in September 2013, down from 26.0% in September 2012, but up from 25.3% in August 2013. 
  • NYSE Liffe U.S. ADV of approximately 73,700 contracts decreased from 83,700 contracts in September 2012, but increased from 31,400 contracts in August 2013.
  • NYSE Euronext European cash products ADV of 1.3 million transactions in September 2013 decreased 5.8% compared to September 2012 but, increased 4.8% compared to August 2013.  
  • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE MKT) handled ADV of 1.5 billion shares in September 2013 decreased 9.3% compared to September 2012, but increased 13.1% compared to August 2013.  NYSE Euronext’s Tape A matched market share in September 2013 was 31.3%, up from 31.1% in September 2012 and up from 30.7% in August 2013. 

The preliminary average net revenue per transaction type (as defined below) for each of the primary trading venues in the third quarter of 2013 is included below:

Trading Venue 3Q12 2Q13 Preliminary 3Q13
European Derivatives (ex. Bclear)* $0.657 $0.610 $0.63
U.S. Derivatives** $0.144 $0.156 $0.16
European Cash*** $0.537 $0.562 $0.54
U.S. Cash**** $0.040 $0.047 $0.048
* Average net revenue per contract, excluding Bclear
** Average net revenue per contract, excluding NYSE Liffe US trading volume
*** Average net revenue per transaction
**** Average net revenue per 100 shares handled

 

Other Metrics

  • The average EUR/USD exchange rate for the third quarter of 2013 of $1.33 represented an increase of 1.5% from the second quarter of 2013 and an increase of 5.8% compared to the third quarter of 2012. The average GBP/USD exchange rate for the third quarter of 2013 of $1.55 represented a decrease of 1.0% from the second quarter of 2013 and a decrease of 1.9% compared to the third quarter of 2012.
 

* 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.