NYSE Euronext’s global derivatives average daily volume increased 17.5 per cent to 7.1 million contracts traded per day in July 2010.
The strong increase in derivatives ADV versus prior year levels was driven by an 11.1 per cent increase in European derivatives ADV and a 26.8 per cent increase in US equity options ADV in July 2010.
Cash equities ADV in July 2010 was mixed, with European cash trading volumes increasing 19.5 per cent, but US cash trading volumes decreasing 7.2 per cent compared to prior year levels.
NYSE Euronext global derivatives ADV in July 2010 of 7.1 million contracts increased 17.5 per cent compared to June 2009, but decreased 13.6 per cent from June 2010 levels.
NYSE Euronext European derivatives products ADV in July 2010 of 4.0 million contracts increased 11.1 per cent compared to July 2009, but decreased 16.4 per cent from June 2010 levels. Total European fixed income products ADV in July 2010 of 2.0 million contracts increased 25.2 per cent compared to July 2009 and increased 4.8 per cent from June 2010. Total equity products ADV of 1.9 million contracts in July 2010 decreased 2.3 per cent compared to July 2009 and decreased 32.0 per cent from June 2010.
NYSE Euronext US equity options (NYSE Arca and NYSE Amex) ADV of 3.1 million contracts in July 2010 increased 26.8 per cent compared to July 2009 levels, but decreased 9.7 per cent from June 2010. NYSE Euronext’s US options exchanges accounted for 25.3 per cent of the total consolidated equity options trading in July 2010, up from 18.8 per cent in July 2009, but down from 26.5 per cent recorded in June 2010.
NYSE Euronext US matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 337 million shares in July 2010 decreased 5.2 per cent compared to July 2009 and decreased 11.8 per cent compared to June 2010. Year-to-date, NYSE Euronext US matched exchange-traded products ADV of 367 million shares was 31.3 per cent below prior year levels.