All NYSE Euronext global trading venues experienced double-digit year-over-year trading volume growth in May 2009, including a 40.4 per cent increase in US cash trading and a 14.6 per cPARA_BREAK_SENTINEL_9f8e7d6c All NYSE Euronext global trading venues experienced double-digit year-over-year trading volume growth in May 2009, including a 40.4 per cent increase in US cash trading and a 14.6 per cent increase in European cash trading. NYSE Group matched share of all US equity trading volume in May 2009 was 30.1 per cent, compared to market share of 20.7 per cent for its next largest competitor. NYSE Euronext European cash products ADV of 1.5 million transactions in May 2009 increased 14.6 per cent compared to May 2008, but decreased 6.8 per cent from April 2009. European cash ADV year-to-date of 1.4 million transactions was only 6.0 per cent below the same period last year. NYSE Euronext European derivatives products ADV in May 2009 was a record 5.6 million contracts, up 28.4 per cent from May 2008 and up 24.6 per cent from April 2009 levels, driven by record Bclear OTC volumes. Total interest rate products ADV was 2.2 million contracts, up 8.2 per cent compared to May 2008 and at their highest levels since October 2008. NYSE Euronext US equity options ADV of 2.5 million contracts in May 2009 represented an increase of 73.4 per cent compared to May 2008 levels. The increase in ADV was driven mostly by the addition of the former Amex options business and stronger options market volumes.
NYSE, NYSE Arca and NYSE Amex US cash products handled average daily volume in May 2009 increased 40.4 per cent compared to May 2008 and included strong growth in NYSE-listed (Tape A) and NYSE Arca/Amex-listed (Tape B) trading volumes.
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