The Options Insider

December NYSE Euronext Options ADV Fell 1.2%, Down 11.6% Year-Over-Year

by | Jan 10, 2013 | Industry

On Thursday, NYSE Euronext (NYSE:NYX) announced December 2012 trading volumes for its global derivatives and cash equities exchanges. ?For the month, global derivatives average daily volume (?ADV?) was 7.5 million contracts, down slightly from the previous year and off 8.0% from November 2012 levels from seasonally slower trading activity.?

European derivatives fixed income ADV rose 17.4% from December 2011 levels with European and U.S. equities trading volumes declining year-over-year and month-over-month.

U.S. Derivatives Hightlights

  • NYSE Euronext U.S. equity options (NYSE Arca and NYSE Amex Options) December 2012 ADV was 3.9 million contracts, a 1.2% decline as compared to December 2011 and a 4.4% fall as compared to November 2012.
  • In the fourth quarter of 2012,?U.S. equity options ADV was 4.0 million contracts, 6.7% below prior year levels.??For 2012, U.S. equity options 3.9 million ADV contracts was 11.6% lower than prior year levels.?
  • Total U.S. consolidated equity options ADV increased 0.4% to 14.3 million contracts in December 2012 as compared to December 2011, but decreased 1.5% compared to November 2012.
  • In 2012’s fourth quarter, U.S. consolidated equity options ADV of 14.3 million contracts was 7.6% below prior year levels.??For 2012, U.S. consolidated equity options ADV of 14.7 million contracts was 12.2% lower from prior year levels.?
  • NYSE Euronext?s U.S. options exchanges accounted for 27.2% of the total U.S. consolidated equity options trading in December 2012, down from 27.7% in December 2011 and down slightly from its record 28.1% in November 2012.??????
  • NYSE Liffe U.S. ADV of approximately 72,600 contracts decreased from 89,600 contracts in December 2011, but increased from November 2012’s 51,500 contracts.?
  • In December 2012, the mini MSCI Index futures traded a record ADV of 41,570 contracts, an increase of 108% as compared to December 2011; open interest across the entire MSCI complex hit an all-time high on December 19, 2012 with 267,932 contracts.
  • In the fourth quarter of 2012, U.S. futures and futures options ADV of 55,200 contracts was 39.4% below prior year levels. For 2012, U.S. futures and futures options ADV of 72,700 contracts was 10.4% below prior year levels.