NYSE Euronext set an all-time record of 13.3 million global derivatives contracts traded per day in May 2010. 

European derivatives average daily volume increased 51.5 per cent, driven by a 56.6 per cent increase in fixed income derivatives product ADV and a 48.8 per cent increase in equity derivatives products. 

US options ADV increased 90.3 per cent and market share increased to 26.0 per cent. 

Cash equities ADV was also strong in May 2010, with European cash trading volumes increasing 37.3 per cent compared to prior year levels. 

US cash trading volumes of 3.8 billion shares in May 2010 were in line with prior year levels, but up 33.5 per cent compared to April 2010 and Tape A matched market share increased to 37.8 per cent, the highest level since June 2009.
 
On 7 May 2010, NYSE Liffe set a new exchange record for derivative contracts traded of 16.1 million contracts in a single day, well above the previous record of 14.9 million contracts recorded on 6 May 2010.