01 November 2011

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


October US Securities Volumes

Overview

Equity volume remained depressed in October despite continued high volatility. The VIX average daily close fell 10.13% but, at 32.83, remained significantly higher than the high-teens-to-mid-twenties range seen since mid-2009. We add a new chart this month showing ETFs as a percentage of total equity volume, compared with the VIX average daily close (see bottom of page 3), which reveals...

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