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US Securities Volumes

September 5, 2018

Some highlights:
• The VIX average daily close dipped 4.57% m/m (+4.77% y/y) to 12.55.
• Equities ADV increased 1.10% m/m (+3.81% y/y), to 6.14 billion; year-to-date ADV is up 4.80% y/y.
• The percentage of equities volume done in block size fell 100 bps m/m, to 9.70%.
• Off-exchange market share gained 64 bps m/m; NYSE market share fell 78 bps.
• NYSE National had its best month since re-launching in May, more than doubling its market share to 77 bps, in large part because of ETP trading.
• ETP ADV fell 1.04% m/m (+4.47% y/y) to 1.12bn, comprising 18.28% of equity ADV (-39 bps m/m).
• Equity-options ADV rose 5.22% m/m (+16.63% y/y), to 16.7mn; year-to-date ADV is up 21.86% y/y.
• PHLX lost 113 bps of equity-options market share m/m; NYSE Arca gained 44 bps.
• Index-options ADV increased 12.28% m/m (-18.34% y/y), to 1.83 mn.

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