01 December 2011


Justin Schack

Managing Director

Alex Kemmsies


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

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November US Securities Volumes


Volumes flagged in November despite continued high volatility (VIX avg daily close>30). Equity ADV of 7.3bn shares is abnormally low with VIX this high. We note that equity fund flows have continued negative of late, and it’s possible that “natural” buyers and sellers are sitting out the market after the spasm of activity surrounding the US debt-ceiling debacle and intensification of the European debt crisis in August. High volatility also may...

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