NYSE Euronext U.S. cash products handled average daily volume (“ADV ”) increased 31.4% to 4.1 billion shares.
* Total NYSE-listed (Tape A) consolidated ADV increased 59.1% to 6.3 billion shares. Year-to-date, Tape A consolidated ADV is 30.2% above the prior year period.
* NYSE-listed matched volume (Tape A) increased 26.8% to 2.6 billion shares.
* Tape A matched market share was 42.1%, compared to 42.3% in January 2009 and up from a low of 41.9% in August 2008.
* Designated Market Maker (DMM ) participation in February 2009 was 9.8%, up from 8.9% in January 2009 and up from 3.6% in September 2008 before the implementation of the new market model in October 2008.
* Total NYSE Arca and NYSE Amex-listed consolidated ADV (Tape B) increased 141.4% to 2.4 billion shares. Year-to-date, total Tape B consolidated ADV is 94.9% above the prior year period.
* NYSE’s matched volume of Tape B increased 106.0% to 615 million shares.
* Total Nasdaq-listed (Tape C) consolidated ADV decreased 1.8% to 2.3 billion shares. Year-to-date, total Tape C consolidated ADV is 13.8% below the prior year.
* NYSE’s matched volume of Tape C decreased 3.9% to 360 million shares.
* Tape C matched market share decreased to 15.6%, compared to 15.8% in January 2009 and 16.0% in February 2008.
* NYSE Euronext matched exchange-traded funds volume (included in the trading volume numbers above) increased 97.3% to 626 million shares.
NYSE Euronext matched European cash products ADV in February 2009 decreased 0.7% to 1.3 million transactions2, compared to January 2009 and was below the 1.5 million transactions recorded in February 2008.
NYSE Euronext European derivatives products ADV was 3.4 million futures and options contracts, a decrease of 22.2% from February 2008, primarily driven by a decline in interest rate trading volume. Year-to-date ADV of 3.6 million contracts was below the prior year period, but in line with ADV of 3.7 million contracts recorded in the fourth quarter of 2008.
* Total interest rate products ADV decreased 29.3% to 1.8 million contracts from 2.6 million contracts in February 2008.
* Total equity products (including Bclear) ADV decreased 11.0% to 1.5 million contracts. Bclear, NYSE Liffe's trade administration and clearing service, processed 507 thousand contracts per day, a decrease of 19.0%. Year-to-date, Bclear has processed 646 thousand contracts per day, a 27.6% increase over the prior year period. The decrease in February 2009 was driven by a 29% decline in individual equity products, specifically single stock options and futures, partially offset by a 44.8% increase in equity index products.
NYSE Euronext U.S. equity options ADV increased 36.9% to 2.2 million contracts. Total U.S. consolidated options ADV increased 11.8% to 12.6 million contracts. NYSE Euronext’s U.S. options exchanges (NYSE Arca and NYSE Amex) accounted for 17.3% of the total consolidated equity options trading in February, in-line with 17.4% in January 2009 and up from 14.1% in February 2008.