3 December 2013

Co-Authors

Justin Schack

Associate

Alex Kemmsies

Associate

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

Inquiries to
globalexchangeanalysis@rblt.com

TRADING TALK
November US Securities Volumes

Securities trading activity fell sharply as volatility hit a nearly seven-year low in November. The VIX average daily close dropped 16.12% m/m (22.62% y/y), to 12.92, the lowest level since February 2007. US equity ADV fell 6.21% m/m (4.59% y/y), to 5.89bn. Year-to-date ADV through November is 4.26% less than the same period last year, and down 3.65% from full-year 2012.

If you wish to see the full article please log in here

more newsletters »