Attached files
file | filename |
---|---|
8-K/A - FORM 8-K/A - NYSE Euronext | dp37483_8ka.htm |
Exhibit 99.2
NYSE Euronext
Monthly Volume Summary
Average Daily Volume
|
Total Volume
|
Average Daily Volume
|
Total Volume
|
|||||||||||||||||||||||||||||||||||||
(Unaudited; contracts in thousands)
|
Mar-13
|
Mar-12
|
% Chg
|
Mar-13
|
Mar-12
|
% Chg
|
YTD 2013
|
% Chg vs. YTD 2012
|
YTD 2013
|
% Chg vs. YTD 2012
|
||||||||||||||||||||||||||||||
Number of Trading Days - European Cash
|
20 | 22 | 20 | 22 | 62 | 62 | ||||||||||||||||||||||||||||||||||
Number of Trading Days - European Derivatives
|
20 | 22 | 20 | 22 | 62 | 62 | ||||||||||||||||||||||||||||||||||
Number of Trading Days - U.S. Markets
|
20 | 22 | 20 | 22 | 60 | 60 | ||||||||||||||||||||||||||||||||||
European Derivatives Products
|
4,260 | 3,913 | 8.9 | % | 85,207 | 86,080 | -1.0 | % | 4,515 | 35.5 | % | 279,936 | 29.2 | % | ||||||||||||||||||||||||||
of which Bclear
|
864 | 1,115 | -22.5 | % | 17,287 | 24,535 | -29.5 | % | 883 | 31.3 | % | 54,749 | 25.2 | % | ||||||||||||||||||||||||||
Total Fixed Income Products
|
2,456 | 1,876 | 30.9 | % | 49,115 | 41,272 | 19.0 | % | 2,749 | 54.9 | % | 170,433 | 47.8 | % | ||||||||||||||||||||||||||
Short Term Interest Rate Products
|
2,305 | 1,735 | 32.8 | % | 46,095 | 38,170 | 20.8 | % | 2,560 | 57.8 | % | 158,710 | 50.5 | % | ||||||||||||||||||||||||||
Medium and Long Term Interest Rate Products 1
|
151 | 141 | 7.1 | % | 3,020 | 3,102 | -2.6 | % | 189 | 24.3 | % | 11,723 | 18.5 | % | ||||||||||||||||||||||||||
Total Equity Products 2
|
1,715 | 1,955 | -12.2 | % | 34,304 | 43,002 | -20.2 | % | 1,674 | 13.4 | % | 103,802 | 8.2 | % | ||||||||||||||||||||||||||
Individual Equity Products
|
1,090 | 1,393 | -21.7 | % | 21,807 | 30,655 | -28.9 | % | 1,132 | 11.1 | % | 70,179 | 5.9 | % | ||||||||||||||||||||||||||
Futures
|
600 | 902 | -33.5 | % | 11,995 | 19,840 | -39.5 | % | 660 | 29.4 | % | 40,948 | 23.4 | % | ||||||||||||||||||||||||||
Options
|
491 | 492 | -0.2 | % | 9,812 | 10,814 | -9.3 | % | 471 | -7.3 | % | 29,231 | -11.6 | % | ||||||||||||||||||||||||||
Equity Index Products
|
625 | 561 | 11.3 | % | 12,497 | 12,347 | 1.2 | % | 542 | 18.6 | % | 33,623 | 13.1 | % | ||||||||||||||||||||||||||
of which Bclear
|
864 | 1,115 | -22.6 | % | 17,271 | 24,535 | -29.6 | % | 881 | 31.0 | % | 54,639 | 24.9 | % | ||||||||||||||||||||||||||
Individual Equity Products
|
726 | 1,007 | -27.9 | % | 14,516 | 22,144 | -34.4 | % | 758 | 26.4 | % | 47,008 | 20.5 | % | ||||||||||||||||||||||||||
Futures
|
600 | 902 | -33.5 | % | 11,994 | 19,837 | -39.5 | % | 649 | 29.3 | % | 40,267 | 23.3 | % | ||||||||||||||||||||||||||
Options
|
126 | 105 | 20.2 | % | 2,522 | 2,307 | 9.3 | % | 109 | 11.5 | % | 6,742 | 6.4 | % | ||||||||||||||||||||||||||
Equity Index Products
|
138 | 109 | 26.8 | % | 2,756 | 2,391 | 15.2 | % | 123 | 69.1 | % | 7,630 | 61.3 | % | ||||||||||||||||||||||||||
Commodity Products
|
89 | 82 | 8.9 | % | 1,788 | 1,806 | -1.0 | % | 92 | 12.9 | % | 5,701 | 7.7 | % | ||||||||||||||||||||||||||
U.S. Derivatives Products
|
||||||||||||||||||||||||||||||||||||||||
Equity Options 3
|
||||||||||||||||||||||||||||||||||||||||
NYSE Euronext Options Contracts
|
3,750 | 4,105 | -8.6 | % | 75,007 | 90,300 | -16.9 | % | 4,231 | 2.5 | % | 253,843 | -0.8 | % | ||||||||||||||||||||||||||
Total Consolidated Options Contracts
|
13,952 | 15,811 | -11.8 | % | 279,047 | 347,851 | -19.8 | % | 14,981 | -5.7 | % | 898,885 | -8.7 | % | ||||||||||||||||||||||||||
NYSE Group Share of Total
|
26.9 | % | 26.0 | % | 26.9 | % | 26.0 | % | 28.2 | % | 2.2 | % | 28.2 | % | 2.2 | % | ||||||||||||||||||||||||
NYSE Liffe U.S.
|
||||||||||||||||||||||||||||||||||||||||
Futures and Futures Options Volume*
|
78.1 | 104.9 | -25.6 | % | 1,561 | 2,308 | -32.4 | % | 58.7 | -39.0 | % | 3,641.1 | -40.9 | % | ||||||||||||||||||||||||||
European Cash Products (trades in thousands)
|
1,391 | 1,625 | -14.4 | % | 27,820 | 35,743 | -22.2 | % | 1,378 | -13.0 | % | 85,419 | -17.0 | % | ||||||||||||||||||||||||||
Equities
|
1,340 | 1,571 | -14.7 | % | 26,808 | 34,565 | -22.4 | % | 1,326 | -13.3 | % | 82,199 | -17.3 | % | ||||||||||||||||||||||||||
Exchange-Traded Funds
|
14 | 14 | -6.4 | % | 270 | 318 | -14.9 | % | 14 | -5.6 | % | 848 | -9.9 | % | ||||||||||||||||||||||||||
Structured Products
|
32 | 34 | -6.2 | % | 641 | 752 | -14.8 | % | 33 | -5.3 | % | 2,019 | -9.7 | % | ||||||||||||||||||||||||||
Bonds
|
5 | 5 | 1.4 | % | 101 | 109 | -7.9 | % | 6 | 19.1 | % | 353 | 13.6 | % | ||||||||||||||||||||||||||
U.S. Cash Products (shares in millions) 5
|
1,520 | 1,763 | -13.8 | % | 30,407 | 38,793 | -21.6 | % | 1,545 | -13.3 | % | 92,721 | -16.1 | % | ||||||||||||||||||||||||||
NYSE Listed (Tape A) Issues 4
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
1,116 | 1,273 | -12.4 | % | 22,319 | 28,015 | -20.3 | % | 1,120 | -12.1 | % | 67,207 | -15.0 | % | ||||||||||||||||||||||||||
Matched Volume 6
|
1,077 | 1,204 | -10.6 | % | 21,531 | 26,482 | -18.7 | % | 1,077 | -10.4 | % | 64,603 | -13.3 | % | ||||||||||||||||||||||||||
Total NYSE Listed Consolidated Volume
|
3,467 | 3,841 | -9.8 | % | 69,330 | 84,503 | -18.0 | % | 3,585 | -8.8 | % | 215,111 | -11.8 | % | ||||||||||||||||||||||||||
Share of Total Consolidated Volume
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
32.2 | % | 33.2 | % | -1.0 | % | 32.2 | % | 33.2 | % | -1.0 | % | 31.2 | % | -1.2 | % | 31.2 | % | -1.2 | % | ||||||||||||||||||||
Matched Volume 6
|
31.1 | % | 31.3 | % | -0.2 | % | 31.1 | % | 31.3 | % | -0.2 | % | 30.0 | % | -0.5 | % | 30.0 | % | -0.5 | % | ||||||||||||||||||||
NYSE Arca, MKT and Regional (Tape B) Listed Issues
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
226 | 266 | -14.9 | % | 4,522 | 5,846 | -22.7 | % | 224 | -15.4 | % | 13,466 | -18.1 | % | ||||||||||||||||||||||||||
Matched Volume 6
|
209 | 237 | -11.6 | % | 4,185 | 5,210 | -19.7 | % | 207 | -12.4 | % | 12,435 | -15.2 | % | ||||||||||||||||||||||||||
Total NYSE Arca & MKT Listed Consolidated Volume
|
1,001 | 1,128 | -11.3 | % | 20,020 | 24,818 | -19.3 | % | 994 | -11.4 | % | 59,667 | -14.3 | % | ||||||||||||||||||||||||||
Share of Total Consolidated Volume
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
22.6 | % | 23.6 | % | -1.0 | % | 22.6 | % | 23.6 | % | -1.0 | % | 22.6 | % | -1.0 | % | 22.6 | % | -1.0 | % | ||||||||||||||||||||
Matched Volume 6
|
20.9 | % | 21.0 | % | -0.1 | % | 20.9 | % | 21.0 | % | -0.1 | % | 20.8 | % | -0.2 | % | 20.8 | % | -0.2 | % | ||||||||||||||||||||
Nasdaq Listed (Tape C) Issues
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
178 | 224 | -20.5 | % | 3,566 | 4,932 | -27.7 | % | 201 | -17.5 | % | 12,048 | -20.2 | % | ||||||||||||||||||||||||||
Matched Volume 6
|
160 | 189 | -15.3 | % | 3,204 | 4,162 | -23.0 | % | 179 | -13.0 | % | 10,758 | -15.8 | % | ||||||||||||||||||||||||||
Total Nasdaq Listed Consolidated Volume
|
1,700 | 1,680 | 1.2 | % | 34,005 | 36,951 | -8.0 | % | 1,822 | 1.5 | % | 109,316 | -1.8 | % | ||||||||||||||||||||||||||
Share of Total Consolidated Volume
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
10.5 | % | 13.3 | % | -2.8 | % | 10.5 | % | 13.3 | % | -2.8 | % | 11.0 | % | -2.5 | % | 11.0 | % | -2.5 | % | ||||||||||||||||||||
Matched Volume 6
|
9.4 | % | 11.3 | % | -1.9 | % | 9.4 | % | 11.3 | % | -1.9 | % | 9.8 | % | -1.7 | % | 9.8 | % | -1.7 | % | ||||||||||||||||||||
Exchange-Traded Products 5,7
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
210 | 250 | -16.1 | % | 4,192 | 5,499 | -23.8 | % | 212 | -14.6 | % | 12,733 | -17.4 | % | ||||||||||||||||||||||||||
Matched Volume 6
|
194 | 222 | -12.8 | % | 3,879 | 4,890 | -20.7 | % | 196 | -11.4 | % | 11,761 | -14.3 | % | ||||||||||||||||||||||||||
Total ETF Consolidated Volume
|
955 | 1,092 | -12.5 | % | 19,108 | 24,034 | -20.5 | % | 959 | -11.5 | % | 57,554 | -14.4 | % | ||||||||||||||||||||||||||
Share of Total Consolidated Volume
|
||||||||||||||||||||||||||||||||||||||||
Handled Volume 5
|
21.9 | % | 22.9 | % | -1.0 | % | 21.9 | % | 22.9 | % | -1.0 | % | 22.1 | % | -0.8 | % | 22.1 | % | -0.8 | % | ||||||||||||||||||||
Matched Volume 6
|
20.3 | % | 20.3 | % | 0.0 | % | 20.3 | % | 20.3 | % | 0.0 | % | 20.4 | % | 0.0 | % | 20.4 | % | 0.0 | % |
1
|
Data includes currency products.
|
2
|
Includes all trading activities for Bclear, NYSE Liffe's clearing service for wholesale derivatives.
|
3
|
Includes trading in U.S. equity options contracts, not equity-index options.
|
4
|
Includes all volume executed in NYSE Group crossing sessions.
|
5
|
Represents the total number of shares of equity securities and ETFs internally matched on the NYSE Group's exchanges or routed to and executed at an external market center. NYSE Arca routing includes odd-lots.
|
6
|
Represents the total number of shares of equity securities and ETFs executed on the NYSE Group's exchanges.
|
7
|
Data included in previously identified categories.
|
*
|
ADVs calculated with the appropriate number of NYSE Liffe U.S. trading days.
|
Source: NYSE Euronext, Options Clearing Corporation and Consolidated Tape as reported for equity securities.
|
|
All trading activity is single-counted, except European cash trading which is double counted to include both buys and sells.
|