• NYSE Euronext European derivatives products average daily volume (“ADV”) in January 2010 of 5.1 million contracts increased 32.4% compared to January 2009 and increased 26.2% from December 2009. Total European interest rate products ADV in January 2010 of 2.7 million contracts increased 37.8% compared to January 2009 and increased 50.5% from December 2009. Interest rate product ADV is at the highest level since March of 2008. Total equity products ADV of 2.3 million contracts in January 2010 increased 26.9% compared to January 2009 and increased 6.0% from December 2009.
• NYSE Group U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.2 million contracts in January 2010 increased 102.4% compared to January 2009 levels and increased 36.6% from December 2009. NYSE Group’s U.S. options exchanges accounted for 27.8% of the total consolidated equity options trading in January 2010, up from 17.4% in Janaury 2009 and 24.9% in December 2009, making NYSE Euronext the largest U.S. equity options exchange group in the industry in January 2010.
• NYSE Euronext European cash products ADV of 1.4 million transactions in January 2010 increased 4.1% compared to January 2009, and increased 27.3% from December 2009. European cash estimated market share in terms of value traded was relatively stable.
• NYSE Group (NYSE, NYSE Arca and NYSE Amex) U.S. cash products handled ADV of 2.7 billion shares in January 2010 decreased 23.7% compared to January 2009, but increased 16.5% compared to December 2009. NYSE Group matched share of all U.S. cash equity trading volume was 26.5% in January 2010. NYSE Group’s Tape A matched market share in January 2010 was 34.3%, down from 36.5% in December 2009.
• There were a total of 20 trading days in Europe and 19 trading days in the U.S. in January 2010, compared to 21 trading days in Europe and 20 trading days in the U.S. in January 2009.
Derivatives Trading
European Derivatives
• NYSE Euronext European derivatives products ADV in January 2010 was 5.1 million futures and options contracts, an increase of 32.4% from January 2009, and an increase of 26.2% from December 2009. The 5.1 million in futures and options contracts ADV in January 2010 consisted of 4.0 million contracts executed through our full-service LIFFE CONNECT trading platform and 1.1 million, or 20.9%, executed through Bclear, NYSE Liffe's trade administration and clearing service for OTC products. The 4.0 million contracts in ADV executed over LIFFE CONNECT was the highest level recorded since March of 2008.
• Total interest rate products ADV of 2.7 million contracts in January 2010 increased 37.8% from January 2009, and increased 50.5% from December 2009. Total interest rate product ADV is at the highest level since March 2008.
• Total equity products (including Bclear) ADV of 2.3 million contracts in January 2010 increased 26.9% compared to January 2009 and increased 6.0% compared to December 2009.
U.S. Derivatives
• NYSE Group U.S. equity options (NYSE Arca and NYSE Amex) ADV of 4.2 million contracts in January 2010 increased 102.4% compared to January 2009, and increased 36.6% compared to December 2009.
• Total U.S. consolidated options ADV increased 27.0% to 15.2 million contracts in January 2010 compared to January 2009 and increased 22.3% compared to December 2009.
• NYSE Group’s U.S. options exchanges accounted for 27.8% of the total consolidated equity options trading in January 2010, up from 17.4% in January 2009 and 24.9% in December 2009, making NYSE Euronext the largest U.S. equity options exchange group in January 2010.
• NYSE Euronext U.S. futures and futures options (NYSE Liffe U.S.) ADV in January 2010 was approximately 22,000 contracts compared to 20,000 contracts in December 2009.
Cash Trading
European Cash
• NYSE Euronext European cash products ADV of 1.4 million transactions in January 2010 increased 4.1%, compared to January 2009, and increased 27.3% compared to December 2009. European cash estimated market share in terms of value traded was relatively stable.
U.S. Cash
• NYSE Group U.S. cash products handled ADV in January 2010 decreased 23.7% to 2.7 billion shares compared to January 2009, but increased 16.5% from December 2009.
• NYSE Group’s Tape A matched market share in January 2010 was 34.3%, down from 36.5% in December 2009.
• Designated Market Maker participation in January 2010 was 8.8%, compared to 8.3% in December 2009. Supplemental Liquidity Provider participation in January 2010 was 11.1%, compared to 10.3% in December 2009. DMM and SLP participation pertain only to trading on NYSE.
Exchange Traded Products
• NYSE Group matched exchange-traded products ADV (included in volumes for Tape B and Tape C) of 347 million shares in January 2010 decreased 35.2% compared to January 2009, but increased 38.8% compared to December 2009.
