19 AMERICA

NYSE Euronext Announces Trading Volumes for March 2011 and Other Metrics

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– NYSE Liffe U.S. Executes 480,000 Eurodollar and U.S. Treasury Futures Contracts Since March 21.
– Global Derivatives Averaged 9.2 Million Contracts per Day in March, Up 12% vs. Prior Year.
– U.S Equity Options Volumes Up 23%; European Derivatives Up 3%.
– European Cash Trading Volumes Up 44%, U.S. Cash Down 2%……

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          April 6, 2011 – NYSE Euronext (NYX) today announced trading volumes for its global derivatives and cash equities exchanges for March 2011[1].   Global derivatives average daily volume (“ADV”) of 9.2 million contracts traded per day in March 2011 increased 11.9% versus the prior year.  The increase in global derivatives ADV versus prior year levels was driven by a 22.8% increase in U.S. equity options ADV and a 3.2% increase in European Derivatives ADV.  Cash equities ADV in March 2011 was mixed, with European cash ADV increasing 44.0% and U.S. cash trading volumes decreasing 2.1% from March 2010 levels.

          Highlights 

          • NYSE Euronext global derivatives ADV in March 2011 of 9.2 million contracts increased 11.9% compared to March 2010 and increased 2.5% from February 2011 levels. 
          • NYSE Euronext European derivatives products ADV in March 2011 of 4.8 million contracts increased 3.2% compared to March 2010 and increased 8.0% from February 2011 levels.   Excluding Bclear, NYSE Liffe’s trade administration and clearing service for OTC products, European derivatives products ADV increased 3.9% compared to March 2010, but decreased 0.9% from February 2011.  Total European fixed income products ADV in March 2011 of 2.7 million contracts increased 1.6% compared to March 2010, but decreased 5.0% from February 2011.  Total equity products ADV of 2.0 million contracts in March 2011 increased 2.9% compared to March 2010 and increased 31.6% from February 2011.  Total commodities products ADV of 101,000 contracts in March 2011 increased 95.5% compared to March 2010 and increased 16.6% from February 2011.
          • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.4 million contracts in March 2011 increased 22.8% compared to March 2010 levels, but decreased 3.4% from February 2011.   NYSE Euronext’s U.S. options exchanges accounted for 26.0% of total U.S. consolidated equity options trading in March 2011, up from 25.3% in March 2010 and up from 25.9% recorded in February 2011. 
          • NYSE Liffe U.S., the U.S. futures exchange of NYSE Euronext, launched Eurodollar and U.S. Treasury futures on March 21 and March 28, respectively, and approximately 480,000 contracts were executed during the first nine trading days in March.   A wide range of clients are now trading over the platform and open interest continues to grow.  The pipeline of new trading clients is strong, with several new clients expected to begin trading in the coming weeks.
          • NYSE Euronext European cash products ADV of 1.9 million transactions in March 2011 increased 44.0% compared to March 2010 and increased 5.1% from February 2011 levels. 
          • NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE Amex) handled ADV of 2.3 billion shares in March 2011 decreased 2.1% compared to March 2010, but increased 2.7% compared to February 2011.  NYSE Euronext’s Tape A matched market share in March 2011 was 35.1%, up from 33.6% in March 2010 and up from 34.5% in February 2011.
          • There were a total of 23 trading days in Europe and the U.S. in both March 2011 and March 2010.
          • The preliminary average net revenue per transaction type (as defined below) for each of the primary trading venues in the first quarter of 2011 is included below:

           

          4Q10 Actual

          1Q11 Preliminary

          European Derivatives (ex. Bclear)1

          $0.67

          $0.68

          U.S. Equity Options2

          $0.17

          $0.16

          European Cash3

          $0.71

          $0.65

          U.S. Cash4 

          $0.033

          $0.036

          1 Average net revenue per contract, excluding Bclear.

           

           

          2 Average net revenue per contract.

           

           

          3 Average net revenue per transaction.

           

           

          4 Average net revenue per 100 shares handled.

           

           

           

          Derivatives Trading
          European Derivatives  

           

          • NYSE Euronext European derivatives products ADV in March 2011 was 4.8 million futures and options contracts, an increase of 3.2% from March 2010 and an increase of 8.0% from February 2011.  The 4.8 million in futures and options contracts ADV in March 2011 consisted of 3.9 million contracts executed through our full-service LIFFE CONNECT trading platform and 0.9 million contracts, or 18.0%, executed through Bclear, NYSE Liffe’s trade administration and clearing service for OTC products.  Excluding Bclear, European derivatives products ADV increased 3.9% compared to March 2010 and decreased 0.9% from February 2011.
          • In the first quarter of 2011, European derivatives products ADV of 4.6 million contracts was 4.5% below prior year levels.   The 4.6 million in futures and options contracts ADV in the first quarter of 2011 consisted of 3.9 million contracts executed through LIFFE CONNECT trading platform and 0.8 million contracts, or 16.6%, executed through Bclear.
          • The anticipated average net rate per contract for European derivatives, excluding Bclear, is expected to be approximately $0.68 per contract in the first quarter of 2011. 
          • Total fixed income products ADV of 2.7 million contracts in March 2011 increased 1.6% from March 2010, but decreased 5.0% from February 2011.   In the first quarter of 2011, total fixed income products ADV of 2.7 million contracts was 0.4% below prior year levels.
          • Total equity products (including Bclear) ADV of 2.0 million contracts in March 2011 increased 2.9% compared to March 2010 and increased 31.6% from February 2011.   The 2.0 million contracts in equity products ADV consisted of 1.3 million contracts in individual equity products ADV and 0.7 million contracts in equity index products ADV.  The 1.3 million contracts in individual equity products ADV consisted of 0.7 million in futures contracts, which represented an 8.0% increase compared to March 2010 and 0.6 million in options contracts, which represented a 9.7% decrease compared to March 2010.  The average net rate per contract for individual equity futures contracts is significantly lower than other products traded on NYSE Liffe.  In the first quarter of 2011, total equity products ADV of 1.8 million contracts was 11.6% below prior year levels.
          • Total commodities products ADV of 101,000 contracts in March 2011 increased 95.5% compared to March 2010 and increased 16.6% compared to February 2011.   In the first quarter of 2011, total commodities product ADV of 88,000 contracts was 69.2% above prior year levels.

          U.S.  Derivatives

           

          • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.4 million contracts in March 2011 increased 22.8% compared to March 2010, but decreased 3.4% compared to February 2011.  In the first quarter of 2011, U.S. equity options ADV of 4.4 million contracts was 18.8% above prior year levels. 
          • The anticipated average net rate per contract for U.S. equity options is expected to be approximately $0.16 per contract in the first quarter of 2011. 
          • Total U.S. consolidated equity options ADV increased 19.3% to 16.8 million contracts in March 2011 compared to March 2010, but decreased 3.9% compared to February 2011.   In the first quarter of 2011, U.S. consolidated equity options ADV of 17.3 million contracts was 23.8% above prior year levels. 
          • NYSE Euronext’s U.S. options exchanges accounted for 26.0% of the total U.S. consolidated equity options trading in March 2011, up from 25.3% in March 2010 and up from 25.9% in February 2011. 
          • NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in March 2011 was approximately 35,600 contracts, compared to 18,200 contracts in March 2010. 
          • NYSE Liffe U.S. launched Eurodollar and U.S. Treasury futures on March 21 and March 28, respectively, and approximately 480,000 contracts were executed during the first nine trading days in March.   A wide range of clients are now trading over the platform and open interest continues to grow.  The pipeline of new trading clients is strong, with several new clients expected to begin trading in the coming weeks.
          • In the first quarter of 2010, U.S. futures and futures options ADV of 21,700 contracts was 4.6% above prior year levels.

          Cash Trading
          European Cash

           

          • NYSE Euronext European cash products ADV of 1.9 million transactions in March 2011 increased 44.0% compared to March 2010 and increased 5.1% compared to February 2011. 
          • In the first quarter of 2011, European cash products ADV of 1.8 million transactions was 31.7% above prior year levels.
          • The anticipated average net revenue per transaction for European cash is expected to be approximately $0.65 per transaction in the first quarter of 2011. 

          U.S. Cash

           

          • NYSE Euronext U.S. cash products handled ADV in March 2011 decreased 2.1% to 2.3 billion shares compared to March 2010, but increased 2.7% from February 2011. 
          • In the first quarter of 2011, U.S. cash products handled ADV was 2.3 billion shares, down 9.1% from prior year levels. 
          • The anticipated average net revenue per 100 shares handled for U.S. cash is expected to be approximately $0.036 per 100 shares handled in the first quarter of 2011.
          • NYSE Euronext’s Tape A matched market share in March 2011 was 35.1%, up from 33.6% in March 2010 and up from 34.5% in February 2011.

          Exchange Traded Funds

           

          • NYSE Euronext U.S. matched exchange-traded funds ADV (included in volumes for Tape B and Tape C) of 315 million shares in March 2011 increased 15.5% compared to March 2010 and increased 21.7% compared to February 2011. 
          • In the first quarter of 2011, NYSE Euronext U.S. matched exchange-traded funds ADV of 283 million shares was 12.7% below prior year levels.   

          Other Metrics

           

          • The average EUR/USD exchange rate for the first quarter of 2011 of $1.37 represented an increase of 0.7% from the fourth quarter of 2010 and a decrease of 1.1% compared to the first quarter of 2010.  
          • The average GBP/USD exchange rate for the first quarter of 2011 of $1.60 represented an increase of 1.3% from the fourth quarter of 2010 and an increase of 2.7% compared to the first quarter of 2010.

            [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.

          Source: ETFWorld – NYSE Euronext

          WMCR
          Wilshire Micro-Cap ETF (based on the Wilshire US Micro-Cap Index)

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