* NYSE-listed matched volume (Tape A) increased 21% to 2.2 billion shares.
* Tape A matched market share was 43.4%, compared to 42.7% in October. The increase in share was driven in part by the introduction of the NYSE’s new market model in November which established a new category of liquidity provider, the Supplemental Liquidity Provider and replaced Specialists with Designated Market Makers.
* NYSE Arca- and Alternext US-listed matched volume (Tape B) increased 148% to 519 million shares.
* Nasdaq-listed matched volume (Tape C) increased 4% to 292 million shares.
* Exchange-traded funds matched volume (included in the trading volume numbers above) increased 112% to 491 million shares.
European cash products ADV was stable with 1.2 million transactions
* European cash trading activity qualifying for Pack Epsilon pricing represented 36% of total transactions executed.
Derivatives Trading
European derivatives products ADV decreased 19% to 2.9 million futures and options contracts.
* Total interest rate products ADV decreased 27% to 1.2 million contracts.
Total equity products (including Bclear) ADV decreased 12% to 1.6 million contracts. Bclear, Liffe's trade administration and clearing service, processed 709 thousand contracts per day, a decrease of 21%.
U.S. equity options ADV decreased 10% to 1.6 million contracts.
Year-to-Date Trading Volumes
U.S. cash products ADV increased 23% to 3.5 billion shares and European cash products ADV increased 23% to 1.6 million transactions.
European derivatives products ADV increased 10% to 4.1 million futures and options contracts. Total interest rate and equity products (including Bclear) ADV increased 7% and 15%, respectively. Bclear, Liffe's trade administration and clearing service, processed 746 thousand contracts per day, an increase of 55%. In 2008, over 1 billion contracts were traded on Liffe for the first time.
U.S. equity options ADV increased 36% to 1.8 million contracts.