NYX Nyse Euronext

Global Derivatives ADV Down Year-over-Year and Month-over-Month, excluding Bclear

European Cash Equities ADV Up Year-over-Year but Down Sequentially

U.S. Cash ADV Down Year-over-Year but Up Sequentially

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.

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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 2012

YTD 2013

% Chg vs. YTD 2012

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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