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US Securities Volumes

Canadian Trading Monthly

June 19, 2020

• The 179 equities listed in both Canada and the US had average daily volume across both countries of 743.4 million shares in May, down 3.94% m/m.

• Of this total, 391.6 mn (+2.75% m/m) traded in the US and 351.8 mn (-10.44% m/m) in Canada, for a US-CAD split of 52.7%-47.3%, from 49.2%-50.8% in April.

• The US OTC market traded 3.07% of the total value in single-listed Canadian securities, up 69 bps m/m.

• Market-wide Canadian ADV (including single-listed names) fell 2.11% m/m (+43.91% y/y), to 1.39 billion shares.

• Dark-pool market share fell 44 bps m/m (-446 bps y/y) in May, to 4.32%.

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