Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 99,699.70 -382.02

BATS Global Markets August Highlights: Reports Record U.S. Options Market Share Of 5.3% - U.S. And European Equities Market Share Remains Strong - 20.5% U.S. Equities Market Share - 22.1% European Equities Market Share

Date 09/09/2014

BATS Global Markets (BATS) today reported August highlights including a new U.S. Options market share record of 5.3%, up from 4.1% in July.

Other August news includes:

  • U.S. equities market share of 20.5% vs. 9.6% a year ago, and 20.3% in July.
  • BATS Chi-X Europe equities market share of 22.1%. During August, €251.8bn was reported to BATS’ European trade reporting facility, BXTR, a record market share of 59.0%.
  • On August 7, BATS Exchange welcomed two new ProShares ETFs to its U.S. market.
  • The European Securities and Markets Authority (ESMA) announced the composition of the Consultative Working Group for the Secondary Markets Standing Committee, with Mark Hemsley, CEO of BATS Chi-X Europe, serving for a second term.
  • In the U.S., BATS remains on schedule with the Direct Edge integration. Information regarding the integration is available at bats.com/edgeintegration and BATS will also share updates via its Twitter feed @BATSGlobal.
  • To raise awareness for the ALS Association, Joe Ratterman, CEO of BATS Global Markets completed the Ice Bucket Challenge, nominating peers at Intercontinental Exchange, NASDAQ and ISE.

August 2014 Volume and Market Share Summary

U.S. Equities (BATS Exchanges – BZX, BYX, EDGA, EDGX)

August 2014

Overall Industry – Average Daily Consolidated Volume

5.24 billion shares

BATS Exchanges – Matched Market Share

20.5%

BATS Exchanges – Average Daily Matched Volume

1.07 billion shares

U.S. Equity Options (BATS Options)

 

BATS Options – Matched Market Share

5.3%

BATS Options – Average Daily Matched Volume

793,542 contracts

European Equities (BATS Chi-X Europe)

 

Pan-European Consolidated Volume1 – Average Daily Notional Value

€33.4 billion

BATS Chi-X Europe – Overall European Market Share

22.1%

BATS Chi-X Europe – Total Notional Value Traded

€155.2 billion

BATS Chi-X Europe – Average Daily Notional Value

€7.4 billion

European Trade Reporting (BXTR)

 

BXTR – Total Notional Value Reported

€251.8 billion

BXTR – Overal European Market Share

59.0%

BXTR – Average Daily Notional Value Reported

€11.7 billion

1Based on BATS Chi-X Europe market coverage, available at www.batstrading.co.uk 

Additional details regarding BATS’ volume and market share data by market – U.S. equities, U.S. equity options, and European equities – is outlined below.

U.S. Equities – BATS Exchanges Volume and Market Share Statistics

Market Quality Statistics

  • During August, the BZX Exchange ranked 1st or 2nd in quality of trading in 70% of the stocks in the S&P 500® Index, as measured by effective spread, according to the BATS market quality statistics.
  • Combined, the BZX Exchange and EDGX Exchange had the lowest effective spread in 17 of the top 25 exchange-traded products.

BATS Exchanges (BZX, BYX, EDGA, EDGX) – Market Volume Summary, Volume, and Statistics

 

August 2014

August 20132 

BATS Exchanges percentage of overall U.S. equities market share

20.5%

9.7%

Average daily volume (ADV) traded on BATS Exchanges

1.07 billion

531.0 million

Total industry volume

5.24 billion

5.47 million

Total notional value traded on BATS Exchanges

$916.0 billion

$436.5 billion

Average daily notional value traded on BATS Exchanges

$43.6 billion

$19.8 billion

BATS overall market share – Tape A securities

18.4%

8.3%

BATS overall market share – Tape B securities

25.0%

13.6%

BATS overall market share – Tape C securities

21.7%

9.8%

BATS overall market share in ETF trading3

25.4%

13.1%

BATS 1000 Index monthly performance and close

+3.9%

22,459.18

+0.1%

18,395.28

2BATS BZX and BYX Exchange data only

3Based on ArcaVision.com data

To track U.S. equities market share for all major trading exchanges and off-exchange trading, please view the

BATS U.S. Equities Market Volume Summary.

U.S. Equity Options – BATS Options Volume and Market Share Statistics 

  • The five most actively-traded options classes on BATS Options during August were the Standard & Poor’s Depositary Receipt ETF Trust (SPY), Apple Inc. (APPL), iShares Russell 2000 Index ETF (IWM), iPath S&P 500 VIX ST Futures ETN (VXX), and Facebook Inc. (FB).

BATS Options Market Share and Volume

 

August 2014

August 2013

 

Contracts

Market share

Contracts

Market Share

Average daily matched volume

793,542

5.3%

592,767

4.1%

 

To track U.S. options market share for all major trading exchanges, please view the BATS U.S. Options Market Volume Summary.

European Equities – BATS Chi-X Europe Volume and Market Share Statistics

To track European market share for all major trading exchanges and other venues, please view the

BATS Pan-European Market Volume Summary.

BATS Chi-X Europe Market Share by Market 2 

 

August 2014

August 2013

 

(In millions, except percentages) 

BATS Chi-X Europe overall market share

22.1% 

24.1% 

BATS Chi-X Europe Average daily notional value

€ 7,392.5 

€ 6,983.0 

     Displayed average daily notional value

€ 6,691.6

€ 6,424.2

     Non-displayed3 average daily notional value

€ 700.9

€ 558.8

 

 

 

London market overall

23.8%

27.6%

     FTSE 100 securities

25.8%

30.8%

     FTSE 250 securities

21.4%

21.4%

Nordic market overall

23.1%

28.2%

     Helsinki OMXH25 securities

25.4%

30.4%

     Stockholm OMXS30 securities

25.4%

31.6%

     Copenhagen OMXC20 securities

21.3%

25.4%

     Oslo OBX securities

20.9%

25.0%

Frankfurt market overall

26.3%

26.4%

     DAX 30 securities

28.6%

28.5%

     MDAX securities

25.2%

22.2%

     SDAX securities

9.7%

8.7%

Zurich market overall

19.3%

25.7%

     SMI securities

21.1%

28.0%

     SMIM securities

20.1%

19.2%

Paris market overall

23.3%

23.1%

     CAC 40 securities

23.6%

24.4%

     CAC Next20 securities

24.6%

20.1%

Brussels market overall

23.7%

22.5%

     BEL 20 securities

23.6%

23.7%

Amsterdam market overall

20.6%

21.0%

     AEX securities

21.1%

21.4%

     AMX securities

19.8%

18.0%

Vienna market overall

18.2%

16.9%

     ATX securities

18.9%

17.2%

Milan market overall

15.2%

12.8%

     FTSE MIB securities

16.1%

13.6%

Madrid market overall

14.9%

15.0%

     IBEX 35 securities

15.3%

15.6%

Lisbon market overall

10.5%

11.2%

     PSI-20 securities

10.7%

11.2%

Dublin market overall

8.9%

6.7%

     ISEQ 20 securities

8.9%

6.7%

Key Indices   

 

 

     EUROSTOXX 50 securities

23.0%

23.8%

     FTSE RIOB

8.6%

8.0%

2Represent consolidated figures for BXE and CXE lit and dark books, unless otherwise noted.

3BXE and CXE non-displayed order books.