NYSE Euronext’s trading volumes in December 2009 were mixed, with European derivatives volumes increasing 40.8 per cent and US options trading volumes increasing 92.2 per cent versus the previous year.
US and European cash equities trading volumes, however, declined 30.5 per cent and 9.1 per cent respectively from prior year levels.
NYSE Euronext European derivatives products average daily volume in December 2009 of 4.0 million contracts increased 40.8 per cent compared to December 2008, but decreased 6.8 per cent from November 2009.
Total European interest rate products ADV in December 2009 of 1.8 million contracts increased 51.8 per cent compared to December 2008, but decreased 21.5 per cent from November 2009.
Total equity products ADV of 2.1 million contracts in December 2009 increased 33.1 per cent compared to December 2008, and increased 10.6 per cent from November 2009.
NYSE Group US equity options ADV of 3.1 million contracts in December 2009 increased 92.2 per cent compared to December 2008 levels and increased 3.0 per cent from November 2009.
NYSE Group’s US options exchanges accounted for 24.9 per cent of the total consolidated equity options trading in December 2009, up from 17.4 per cent in December 2008 and 24.7 per cent in November 2009. December 2009 represented the fourth consecutive monthly increase in market share across NYSE Group US equity options exchanges.
NYSE Euronext European cash products ADV of 1.1 million transactions in December 2009 decreased 9.1 per cent compared to December 2008, and decreased 17.7 per cent from November 2009.
NYSE Group US cash products handled ADV of 2.3 billion shares in December 2009 decreased 30.5 per cent compared to December 2008 and decreased 5.7 per cent compared to November 2009.
NYSE Group matched share of all U.S. equity trading volume was 28.2 per cent in December 2009 and compared to matched market share of 22.0 per cent for its next largest competitor. NYSE Group’s Tape A matched market share in December 2009 was 36.5 per cent, down slightly from November 2009 levels.
Exploiting the volatility premium through systematic strategies
With over $2bn in AUM just two years after launch, Empureon is leveraging volatility premiums, portfolio hedging and portable alpha to…
More
Alternative Views Ahmet Peker and Daniel Lucke
In Alternative Views Hedgeweek®,goes behind closed doors with those in the know to get the latest on hedge funds. Today, we speak to Ahmet…
More
Removing human bias from an concentrated market
Mast Investments outline how systematic investment processes seek to reduce behavioural biases while identifying opportunities created by…
More