Interactive Brokers Group Reports Brokerage Metrics for December 2015, includes Reg.-NMS Execution Statistics 

Interactive Brokers Group, Inc. an automated global electronic broker and market maker, today reported its Electronic Brokerage monthly performance metrics for December.

Highlights for the month included:

• 628 thousand Daily Average Revenue Trades (DARTs), 6% higher than prior year and 2% lower than prior month.
• Ending client equity of $67.4 billion, 19% higher than prior year and flat to prior month.
• Ending client margin loan balances of $17.0 billion, 1% higher than prior year and 3% higher than prior month.
• Ending client credit balances of $36.7 billion, 17% higher than prior year and 1% lower than prior month.
• 331 thousand client accounts, 18% higher than prior year and 1% higher than prior month.
• 436 annualized average cleared DARTs per client account.
• Average commission per cleared client order of $3.88 including exchange, clearing and regulatory fees. Key products:

Futures include options on futures. We estimate exchange, clearing and regulatory fees to be 56% of the futures commissions.

In the interest of transparency, we quantify our clients’ all-in cost of trade execution below.

• In December, clients’ total cost of executing and clearing U.S. Reg.-NMS stocks through IB was 1.3 basis points of trade money1, as measured against a daily VWAP2benchmark (0.8 basis point for the rolling twelve months).

 

 

The above illustrates that the rolling twelve months’ average all-in cost of a client U.S. Reg.-NMS stock trade was 0.8 basis point.

Note 1: Trade money is the total amount of money clients spent or received, including all commissions and fees.
Note 2: Consistent with the clients’ trading activity, the computed VWAP benchmark includes extended trading hours.

Source: Interactive Brokers

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