World Stock Exchanges announce trading volumes for May 2015 

us-stocks

Moscow Exchange

Moscow Exchange announces trading volumes for May 2015. The Derivatives Market and FX Market posted the strongest growth, with volumes increasing 33% and 27% YoY, respectively. Secondary market turnover in bonds increased 12%.

Equity & Bond Market

Secondary market turnover in stocks, RDRs and investment fund units was RUB 641.6 bln. (May 2014: RUB 824.4bln). The average daily turnover was RUB 35.6 bln (May 2014: RUB 41.2 bln).

Secondary corporate, regional and sovereign bond turnover increased 12% YoY to RUB 610.6 bln (May 2014: RUB 544.5 bln). The average daily turnover was RUB 33.9 bln (May 2014: RUB 27.2 bln).

A total of 20 new bond issues with a combined value of RUB 248.2 bln were placed in May.

Derivatives Market

Derivatives Market volumes rose 33.1% YoY to RUB 4.4 trln (May 2014: RUB 3.3 trln), or 93.3 mln contracts (May 2014: 81.5 mln contracts), of which 90.3 mln contracts were futures and 3.0 mln contracts were options.

Open interest at the end of the month was RUB 449.2 bln (May 2014: RUB 520.1 bln).

FX Market

FX Market turnover grew 26.5% to RUB 21.2 trln (May 2014: RUB 16.7 trln), including spot trades of RUB 5.7 trln and swap trades of RUB 15.5 trln.

The FX Market’s average daily turnover was RUB 1,175.5 bln (USD 23.3 bln) compared to RUB 836.3 bln in May 2014.

Money Market

Money Market turnover (including repo with a basket of securities in NSD) totalled RUB 16.4 trln (May 2014: RUB 19.3 trln). The average daily turnover was RUB 913.5 bln (May 2014: RUB 966.4 bln).

The volume of repo transactions with the CCP was RUB 3.3 trln (May 2014: RUB 1.5 trln), with the average daily turnover increasing by 240% YoY to RUB 182.3 bln.

Precious Metals Market

Trading volumes on the Precious Metals Market increased 12.4x to RUB 7.1 bln. Turnover was RUB 7.0 bln (3.6 t) for gold and RUB 2.4 mln (88.9 kg) for silver. Fifty-five companies (forty-six banks and nine investment companies) traded on the market during May.

Source: Moscow Exchange (MOEX)

ASX Group Monthly Activity Report

The value of ASX-listed stocks, as measured by the All Ordinaries Index, remained flat in May 2015. This performance is in contrast to rises in other major markets, including Japan up 5.3%, the US up 1.0% and the UK up 0.3%. Singapore was down 2.7%, Hong Kong down 2.5% and Germany was down 0.4%.

Volatility measures for the Australian equity market remained below long-term averages during May:

  • Volatility (as measured by the average daily movement in the All Ordinaries Index) was 0.6% in May, down on the previous month (0.7%).
  • Expected future volatility (as measured by the S&P/ASX 200 VIX) rose in May to an average of 17.1 (compared to 14.8 in April). Listings and capital raisings
  • In May 2015, total capital raised was $19.6 billion, up 123% on the previous corresponding period (pcp).

Source: ASX

Euronext

Euronext, the leading exchange in the Eurozone, today announced trading volumes for May 2015.

  • The May 2015 average daily transaction value on the Euronext cash order book stood at €8,019 million (+30% compared with May 2014). The activity on ETFs remained particularly dynamic last month with an average daily transaction value at €549 million, up 91% compared to May 2014.
  • The average daily volume on equity index derivatives was up at 231,576 contracts (+11.4% compared with May 2014), and the average daily volume on individual equity derivatives was down at 213,911 contracts (-21% compared with May 2014). On 12 May we reached a yearly record high on CAC40 futures at 428,274 contracts; it was the seventh most active day since January 2014.
  • Activity on commodity derivatives was up 31.5% in May when compared to May 2014, with an average daily volume of 47,015 contracts traded. This brings year-to-date volume slightly above 51,000 contracts (+9% compared to 2014 YTD).
  • Euronext had two new listings in May 2015, of which one EnterNext SME, that together raised €110 million. In addition €0.5 billion was raised in corporate bonds and €3,540 million of follow-on equity.

Source: Euronext

Nasdaq 

Nasdaq (Nasdaq:NDAQ) today publishes monthly trade statistics for the Nordic1 and Baltic2 markets. Below follows a summary of the statistics for May 2015:

  • The share trading increased by 22.7% to a daily average of 3.251bn EUR, compared to 2.649bn EUR in May 2014. Compared to the previous month, April 2015, the daily average decreased by 16.7 %.
  • Derivatives trading increased by 29.8 % to a daily average of 493,804 contracts, compared with 380,509 contracts in May 2014.
  • ETF trading3 (Exchange Traded Funds) decreased by 12.4% to a daily average of 49.4m EUR compared to 56.4m EUR in May 2014.
  • Novo Nordisk was the most traded stock during the past month, followed by Nokia Oyj.
  • Deutsche Bank was the most active member during the past month, followed by Morgan Stanley.
  • Nasdaq Nordic’s share of order-book trading in our listed stocks decreased to 66.7%, compared to 68.0% previous month4.

The average order book depth on the best price level was larger at Nasdaq Nordic than the second most liquid trading venue, see detailed figures per exchange:

  • For OMXC20 companies 2.4 larger
  • For OMXH25 companies 2.1 larger
  • For OMXS30 companies 2.0 larger

Nasdaq Nordic’s average time at EBBO5 (European Best Bid and Offer) was:

  • For OMXC20 companies 94.2%
  • For OMXH25 companies 91.7%
  • For OMXS30 companies 94.7%

Source: Nasdaq 

TMX Group

TMX Group Limited today announced May 2015 trading statistics for its marketplaces – Toronto Stock Exchange, TSX Venture Exchange, TMX Select, Alpha, Montreal Exchange (MX) and NGX.

MX reached a new daily open interest record for Options on Three-Month Canadian Bankers’ Acceptance Futures (OBX) on May 21, 2015 of 225,892 contracts. MX also reached a new daily volume record for Options on Exchange-Traded Funds (ETFs) on May 20, 2015 of 460,306 contracts, as well as a new daily open interest record for Options on ETFs on May 27, 2015 of 1,147,630 contracts.

Source: TMX Group

ISE

  • ISE and ISE Gemini combined represent 17.8% of equity options market share, excluding dividend trades.
  • ISE and ISE Gemini reported a combined ADV of 2.4 million contracts.
  • Dividend trades made up 1.0% of industry volume in May 2015.

International Securities Exchange Holdings, Inc. (ISE Holdings) today reported a combined average daily volume (ADV) of 2.4 million contracts in May 2015 for its two exchanges, ISE and ISE Gemini. This represents 17.8% of U.S. equity options market share.

Business announcements for the month of May include:

  • On May 4, ISE ETF Ventures announced that it received the “Most Proactive Exchange for ETF Options/Derivatives” Award at the 11th Annual Global ETF Awards® for the fifth consecutive year.
  • On May 21, Eric Levine, Director and Head Trader of Barclays’ automated volatility trading group, and Tyler Sorba, Co-Head of Automated Equity Options Market Making (AMM) at Morgan Stanley, were appointed to the Boards of Directors of ISE’s two exchanges to represent ISE’s Competitive Market Makers (CMMs) and Primary Market Makers (PMMs), respectively. Additionally, eight non-industry directors, two exchange directors, and the Chief Executive Officer director were re-elected to the Boards.
  • Trading of multi-legged strategy orders on ISE through Implied Order functionality surpassed 36 million contracts since launch and accounted for 5.0% of all non-crossing, multi-legged contract volume executed on ISE during the month of May.

Source: International Securities Exchange  (ISE)

 

 

 

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