NYSE Euronext today announced trading volumes for its global derivatives and cash equities exchanges for December 20131. Global derivatives average daily volume ("ADV") of 5.9 million contracts, excluding Bclear in December 2013 decreased 7.6% compared to December 2012 and decreased 10.8% from November 2013. U.S. equity options volumes in December 2013 decreased 13.2% compared to December 2012 and decreased 9.9% sequentially. ADV in U.S. cash equities declined 8.7% year-over-year but increased 0.9% month-over-month. European cash equities ADV in December 2013 increased 13.6% compared to December 2012, but decreased 9.3% from November 2013 levels.
Highlights
- NYSE Euronext global derivatives ADV in December 2013 of 5.9 million contracts, excluding Bclear decreased 7.6% from December 2012 and decreased 10.8% from November 2013 levels.
- NYSE Euronext European derivatives products ADV in December 2013 of 2.4 million contracts, excluding Bclear, increased 1.5% compared to December 2012 but decreased 13.3% from November 2013 levels. Including Bclear, NYSE Liffe's trade administration and clearing service for OTC products, European derivatives ADV decreased 11.3% compared to December 2012, and decreased 3.9% from November 2013. Total MSCI World Index yearly volumes were up 31% to 337,000 lots, with open interest of over 110,000 lots, up 245% from December 2012.
- NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex Options) ADV of 3.4 million contracts in December 2013 decreased 13.2% compared to December 2012 levels and decreased 9.9% from November 2013 levels. NYSE Euronext's U.S. options exchanges accounted for 24.5% of total U.S. consolidated equity options trading in December 2013, down from 27.2% in December 2012, and down from 26.0% in November 2013.
- NYSE Liffe U.S. ADV of approximately 65,300 contracts decreased from 72,600 contracts in December 2012 but increased from 32,300 contracts in November 2013. 2013 ADV vs. 2012 ADV for MSCI futures is up 71%. OI for year end 2013 vs. year end 2012 is up 48%.
- NYSE Euronext European cash products ADV of 1.2 million transactions in December 2013 increased 13.6% compared to December 2012, but decreased 9.3% compared to November 2013.
- NYSE Euronext U.S. cash products (NYSE, NYSE Arca and NYSE MKT) handled ADV of 1.4 billion shares in December 2013 decreased 8.7% compared to December 2012 but increased 0.9% compared to November 2013. NYSE Euronext's Tape A matched market share in December 2013 was 31.0%, down from 31.9% in December 2012, but up from 29.5% in November 2013.
- The preliminary average net revenue per transaction type (as defined below) for each of the primary trading venues in the fourth quarter of 2013 is included below:
Trading Venue | Q4 2013 | Q3 2013 | Q4 2012 | |||||
European Derivatives (ex Bclear) 1 | $0.664 | $0.622 | $0.673 | |||||
U.S. Options 2 | $0.170 | $0.165 | $0.144 | |||||
U.S. Cash 3 | $0.049 | $0.049 | $0.040 | |||||
EU Cash 4 | $0.610 | $0.543 | $0.583 | |||||
1 | Average net revenue per contract, excluding Bclear. | |||
2 | Average net revenue per contract. | |||
3 | Average net revenue per 100 shares handled. | |||
4 | Average net revenue per transaction. | |||
Please click here for the Monthly Transaction Activity Data Table.
About IntercontinentalExchange Group, Inc.
IntercontinentalExchange (NYSE: ICE) is the leading network of regulated exchanges and clearing houses for financial and commodity markets. ICE delivers transparent, reliable and accessible data, technology and risk management services to markets around the world through its portfolio of exchanges, including the New York Stock Exchange, ICE Futures, Liffe and Euronext.
Trademarks of ICE and/or its affiliates include IntercontinentalExchange, ICE, ICE block design, NYSE Euronext, NYSE, New York Stock Exchange, LIFFE and Euronext. Information regarding additional trademarks and intellectual property rights of IntercontinentalExchange Group, Inc. and/or its affiliates is located at https://www.theice.com/terms.jhtml and http://www.nyx.com/terms-use.
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Safe Harbor Statement under the Private Securities Litigation Reform Act of 1995 - Statements in this press release regarding ICE's business that are not historical facts are "forward-looking statements" that involve risks and uncertainties. For a discussion of additional risks and uncertainties, which could cause actual results to differ from those contained in the forward-looking statements, see ICE's Securities and Exchange Commission (SEC) filings, including, but not limited to, the risk factors in ICE's Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 6, 2013.
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.
NYSE Euronext | ||||||||||||||||||||||
Monthly Volume Summary | ||||||||||||||||||||||
Average Daily Volume | Total Volume | Average Daily Volume | Total Volume | |||||||||||||||||||
(Unaudited; contracts in thousands) | Dec-13 | Dec-12 | % Chg | Dec-13 | Dec-12 | % Chg | YTD 2013 | % Chg vs. | YTD 2013 | % Chg vs. | ||||||||||||
Number of Trading Days - European Cash | 20 | 19 | 20 | 19 | 255 | 255 | ||||||||||||||||
Number of Trading Days - European Derivatives | 20 | 19 | 20 | 19 | 256 | 256 | ||||||||||||||||
Number of Trading Days - U.S. Markets | 21 | 20 | 21 | 20 | 252 | 252 | ||||||||||||||||
European Derivatives Products | 3,096 | 3,491 | -11.3% | 61,925 | 66,326 | -6.6% | 3,679 | -1.1% | 941,803 | -1.5% | ||||||||||||
of which Bclear | 673 | 1,103 | -38.9% | 13,463 | 20,949 | -35.7% | 639 | -40.6% | 163,639 | -40.8% | ||||||||||||
Total Fixed Income Products | 1,648 | 1,587 | 3.9% | 32,969 | 30,146 | 9.4% | 2,246 | 28.0% | 574,879 | 27.5% | ||||||||||||
Short Term Interest Rate Products | 1,537 | 1,468 | 4.7% | 30,732 | 27,897 | 10.2% | 2,075 | 29.5% | 531,308 | 29.0% | ||||||||||||
Medium and Long Term Interest Rate Products 1 | 112 | 118 | -5.5% | 2,237 | 2,249 | -0.5% | 170 | 11.9% | 43,571 | 11.5% | ||||||||||||
Total Equity Products 2 | 1,355 | 1,807 | -25.0% | 27,105 | 34,335 | -21.1% | 1,340 | -28.5% | 343,077 | -28.8% | ||||||||||||
Individual Equity Products | 841 | 1,296 | -35.1% | 16,813 | 24,626 | -31.7% | 855 | -38.8% | 218,937 | -39.1% | ||||||||||||
Futures | 493 | 907 | -45.7% | 9,850 | 17,241 | -42.9% | 470 | -51.0% | 120,240 | -51.2% | ||||||||||||
Options | 348 | 389 | -10.4% | 6,962 | 7,385 | -5.7% | 386 | -12.2% | 98,697 | -12.5% | ||||||||||||
Equity Index Products | 515 | 511 | 0.7% | 10,293 | 9,709 | 6.0% | 485 | 1.7% | 124,140 | 1.3% | ||||||||||||
of which Bclear | 673 | 1,103 | -39.0% | 13,462 | 20,949 | -35.7% | 638 | -40.7% | 163,328 | -40.9% | ||||||||||||
Individual Equity Products | 582 | 983 | -40.8% | 11,645 | 18,671 | -37.6% | 545 | -45.5% | 139,427 | -45.7% | ||||||||||||
Futures | 493 | 907 | -45.7% | 9,850 | 17,241 | -42.9% | 460 | -51.0% | 117,657 | -51.2% | ||||||||||||
Options | 90 | 75 | 19.2% | 1,794 | 1,430 | 25.4% | 85 | 37.5% | 21,771 | 37.0% | ||||||||||||
Equity Index Products | 91 | 120 | -24.2% | 1,817 | 2,278 | -20.2% | 93 | 21.7% | 23,901 | 21.2% | ||||||||||||
Commodity Products | 93 | 97 | -4.7% | 1,850 | 1,844 | 0.3% | 93 | 4.4% | 23,847 | 4.0% | ||||||||||||
U.S. Derivatives Products | ||||||||||||||||||||||
Equity Options 3 | ||||||||||||||||||||||
NYSE Euronext Options Contracts | 3,377 | 3,888 | -13.2% | 70,909 | 77,767 | -8.8% | 3,948 | 1.4% | 994,797 | 2.2% | ||||||||||||
Total Consolidated Options Contracts | 13,809 | 14,275 | -3.3% | 289,995 | 285,492 | 1.6% | 14,785 | 0.4% | 3,725,864 | 1.2% | ||||||||||||
NYSE Group Share of Total | 24.5% | 27.2% | 24.5% | 27.2% | 26.7% | 0.3% | 26.7% | 0.3% | ||||||||||||||
NYSE Liffe U.S. | ||||||||||||||||||||||
Futures and Futures Options Volume* | 65.3 | 72.6 | -10.1% | 1,372 | 1,452 | -5.6% | 52.5 | -27.8% | 13,502.6 | -28.1% | ||||||||||||
European Cash Products (trades in thousands) | 1,214 | 1,068 | 13.6% | 24,281 | 20,297 | 19.6% | 1,375 | -4.9% | 350,562 | -5.3% | ||||||||||||
Equities | 1,172 | 1,026 | 14.1% | 23,431 | 19,503 | 20.1% | 1,327 | -4.9% | 338,425 | -5.3% | ||||||||||||
Exchange-Traded Funds | 13 | 12 | 12.9% | 262 | 221 | 18.8% | 13 | 0.8% | 3,426 | 0.4% | ||||||||||||
Structured Products | 25 | 24 | 4.4% | 505 | 459 | 9.9% | 30 | -4.2% | 7,527 | -4.6% | ||||||||||||
Bonds | 4 | 6 | -30.6% | 83 | 114 | -27.0% | 5 | -12.0% | 1,183 | -12.3% | ||||||||||||
U.S. Cash Products (shares in millions) 5 | 1,397 | 1,531 | -8.7% | 29,345 | 30,623 | -4.2% | 1,499 | -11.0% | 377,833 | -10.3% | ||||||||||||
NYSE Listed (Tape A) Issues 4 | ||||||||||||||||||||||
Handled Volume 5 | 1,006 | 1,110 | -9.3% | 21,130 | 22,196 | -4.8% | 1,070 | -11.4% | 269,611 | -10.7% | ||||||||||||
Matched Volume 6 | 977 | 1,068 | -8.5% | 20,518 | 21,363 | -4.0% | 1,033 | -10.0% | 260,224 | -9.3% | ||||||||||||
Total NYSE Listed Consolidated Volume | 3,153 | 3,353 | -6.0% | 66,223 | 67,069 | -1.3% | 3,393 | -7.3% | 855,114 | -6.5% | ||||||||||||
Share of Total Consolidated Volume | ||||||||||||||||||||||
Handled Volume 5 | 31.9% | 33.1% | -1.2% | 31.9% | 33.1% | -1.2% | 31.5% | -1.5% | 31.5% | -1.5% | ||||||||||||
Matched Volume 6 | 31.0% | 31.9% | -0.9% | 31.0% | 31.9% | -0.9% | 30.4% | -0.9% | 30.4% | -0.9% | ||||||||||||
NYSE Arca, MKT and Regional (Tape B) Listed Issues | ||||||||||||||||||||||
Handled Volume 5 | 227 | 225 | 1.0% | 4,775 | 4,501 | 6.1% | 246 | -0.6% | 62,054 | 0.2% | ||||||||||||
Matched Volume 6 | 214 | 209 | 2.6% | 4,492 | 4,171 | 7.7% | 228 | 1.4% | 57,372 | 2.2% | ||||||||||||
Total NYSE Arca & MKT Listed Consolidated Volume | 967 | 970 | -0.3% | 20,303 | 19,403 | 4.6% | 1,064 | 0.8% | 268,158 | 1.6% | ||||||||||||
Share of Total Consolidated Volume | ||||||||||||||||||||||
Handled Volume 5 | 23.5% | 23.2% | 0.3% | 23.5% | 23.2% | 0.3% | 23.1% | -0.4% | 23.1% | -0.4% | ||||||||||||
Matched Volume 6 | 22.1% | 21.5% | 0.6% | 22.1% | 21.5% | 0.6% | 21.4% | 0.1% | 21.4% | 0.1% | ||||||||||||
Nasdaq Listed (Tape C) Issues | ||||||||||||||||||||||
Handled Volume 5 | 164 | 196 | -16.6% | 3,440 | 3,926 | -12.4% | 183 | -20.5% | 46,168 | -19.9% | ||||||||||||
Matched Volume 6 | 146 | 175 | -17.0% | 3,057 | 3,506 | -12.8% | 163 | -17.9% | 41,175 | -17.2% | ||||||||||||
Total Nasdaq Listed Consolidated Volume | 1,757 | 1,689 | 4.0% | 36,897 | 33,776 | 9.2% | 1,761 | 0.7% | 443,708 | 1.5% | ||||||||||||
Share of Total Consolidated Volume | ||||||||||||||||||||||
Handled Volume 5 | 9.3% | 11.6% | -2.3% | 9.3% | 11.6% | -2.3% | 10.4% | -2.8% | 10.4% | -2.8% | ||||||||||||
Matched Volume 6 | 8.3% | 10.4% | -2.1% | 8.3% | 10.4% | -2.1% | 9.3% | -2.1% | 9.3% | -2.1% | ||||||||||||
Exchange-Traded Products 5,7 | ||||||||||||||||||||||
Handled Volume 5 | 205 | 208 | -1.4% | 4,311 | 4,166 | 3.5% | 229 | -1.6% | 57,722 | -0.8% | ||||||||||||
Matched Volume 6 | 193 | 193 | 0.0% | 4,053 | 3,858 | 5.0% | 212 | 0.7% | 53,485 | 1.5% | ||||||||||||
Total ETF Consolidated Volume | 899 | 929 | -3.2% | 18,872 | 18,575 | 1.6% | 1,015 | -0.5% | 255,725 | 0.3% | ||||||||||||
Share of Total Consolidated Volume | ||||||||||||||||||||||
Handled Volume 5 | 22.8% | 22.4% | 0.4% | 22.8% | 22.4% | 0.4% | 22.6% | -0.2% | 22.6% | -0.2% | ||||||||||||
Matched Volume 6 | 21.5% | 20.8% | 0.7% | 21.5% | 20.8% | 0.7% | 20.9% | 0.2% | 20.9% | 0.2% | ||||||||||||
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. |
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