4 November 2013

Co-Authors

Justin Schack

Managing Director

Alex Kemmsies

Associate

Rosenblatt Securities Inc.
New York +1 212 607 3100
Dublin +353 1 855 9125

Inquiries to
globalexchangeanalysis@rblt.com

TRADING TALK
October US Securities Volumes

Summary

Trading activity increased across all US securities in October as volatility rose 4.87% m/m. US equity ADV increased 2.45% m/m (3.09% y/y) to 6.28bn. Year-to-date ADV through October is 4.26% less than the same period last year, but down just 3.17% from full-year 2012. NASDAQ and BATS both captured 76bps more of equity market share in October. It’s possible BATS’ gain was a result of its October 1st pricing changes which increased some rebates...

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