The NASDAQ OMX Group, Inc.(sm) (Nasdaq:NDAQ) today announced consolidated market performance statistics for its U.S. and Nordic exchanges for the month of October 2008.
Business Highlights
- The NASDAQ Stock Market's (NASDAQ(r)) matched share of U.S. equity
volume in October 2008 was 30.5%, more than any other U.S. exchange
for the nineteenth consecutive month.
- NASDAQ's average daily matched volume in U.S. equities was a record 3.7 billion shares, a 104% increase from the same period one year ago.
- NASDAQ's total matched volume in U.S. equities in October was a record 85.5 billion shares.
- Average daily matched volume in New York Stock Exchange (NYSE)-
listed stocks increased 164% compared with the same period last
year to reach a record 1.6 billion shares.
- NASDAQ's matched market share in NYSE-listed securities was 23.1% in October 2008, up from 18.4% in October 2007.
- NASDAQ matched volume in NYSE-listed securities totaled a record 37.4 billion shares.
- During five of 23 trading days in October (October 3, 8, 14, 29 and 30), NASDAQ captured a greater share of trading in NYSE- listed stocks than the NYSE.
- NASDAQ set a single day matched share volume record in NYSE- listed securities. On October 10, 2.67 billion shares of NYSE- listed securities were traded on NASDAQ.
- The Nordic Exchange's average daily trade count during October 2008
was a record 303,881 trades.
- October 14 was the most active day ever on the Nordic Exchanges (as measured by trades), during which 423,167 trades took place.
- NASDAQ's average daily matched share volume of U.S. exchange traded
funds (ETF) was more than any other U.S. exchange, reaching a
record 1.0 billion shares.
- NASDAQ's matched volume in U.S. ETFs totaled a record 23.0 billion shares.
- The average daily matched volume of NASDAQ OMX exchanges in U.S. equity options increased 43% from October 2007.
- NASDAQ OMX exchanges' matched market share of U.S. equities options increased to 17.9% in October 2008 from 15.7% in October 2007.
Equities Trading
The average daily value traded on NASDAQ OMX exchanges totaled USD 118.6 billion (EUR 88.8 billion) in October 2008 as compared with USD 87.5 billion (EUR 61.5 billion) in October 2007, representing an increase of 35.7%. The average daily number of trades executed on NASDAQ OMX exchanges totaled 18.1 million in October 2008, an increase of 130.2% over the same month last year.
The NASDAQ Stock Market's average daily matched volume in all U.S. securities was a record 3.7 billion shares in October 2008, a 12% gain from the previous month and a 104% increase from October 2007. NASDAQ's total matched volume in U.S. equities in October was a record 85.5 billion shares, an increase from 69.9 billion the previous month. NASDAQ's matched share of U.S. equity volume in October 2008 was more than any other U.S. exchange for the nineteenth consecutive month at 30.5%, compared to 29.3% in September. The NASDAQ Stock Market's average daily matched trade count in U.S. equities was 17.8 million, an increase of 132% percent over October 2007.
NASDAQ's total matched volume in NYSE-listed securities in October 2008 was a record 37.4 billion shares. NASDAQ's average daily matched volume in NYSE-listed stocks was a record 1.62 billion shares in October, a 164% increase compared with the same period last year and a 3% gain from September 2008. NASDAQ's matched market share in NYSE-listed securities last month was 23.1%, an increase of 4.7% over the same period one year ago.
During five of 23 trading days in October (October 3, 8, 14, 29 and 30), NASDAQ captured a greater share of trading in NYSE-listed stocks than the NYSE. On October 10, NASDAQ set a single day matched share volume record of 2.7 billion shares in NYSE-listed securities.
Average daily matched volume in NASDAQ-listed securities was 1.2 billion shares, an 18% increase over the previous month and a 25% gain from October 2007.
In October, 21.4% of NASDAQ's matched volume resulted from non-displayed orders, adding 18.6 billion shares of dark liquidity to the NASDAQ book.
On all the Nordic and Baltic Markets, the average daily number of trades was 303.9 thousand in October 2008, a 29% gain from September 2008 and a 50% increase from October 2007. In October 2008, average daily value traded was USD 4.96 billion (EUR 3.7 billion).
Exchange Traded Fund (ETF) Trading
The NASDAQ Stock Market's average daily matched share volume of U.S. ETFs in October 2008 was a record 1.0 billion shares, more than any other U.S. exchange, representing a gain of 240% over the same period last year and a 27% increase from September 2008. NASDAQ's matched volume in U.S. ETFs reached a record 23.0 billion shares. NASDAQ's matched market share in U.S. ETFs last month was 38.5%, a 2.3% increase over the previous month.
Derivatives Trading
The average daily matched volume of NASDAQ OMX exchanges in U.S. equity options totaled 2.62 million contracts in October 2008, a 43% increase over October 2007. NASDAQ OMX exchanges' matched market share of U.S. equities options was 17.9%, compared with 15.7% in October 2007.
The average daily volume in all equity and fixed-income derivative products traded on the Nordic Exchanges totaled 376.5 thousand contracts in October 2008. The average daily trading volume in share products, index products and fixed income products changed -45%, 32%, and 38%, respectively, compared with October 2007.
An additional 176.1 thousand Nordic equity derivative contracts traded on the EDX derivatives exchange on an average daily basis during October 2008, a -10.7% percent change from 159.1 thousand contracts in October 2007.
Bond Trading
The average daily value traded in fixed income securities on NASDAQ OMX exchanges in the Nordic region in October 2008 totaled USD 115.3 million (EUR 86 million).
The NASDAQ OMX Group, Inc. Monthly Volume and Market Share Report is available at http://media.primezone.com/cache/6948/file/6267.pdf
To download NASDAQ OMX market share statistics, visit http://www.nasdaqtrader.com/content/marketstatistics/marketshare/useq.xls.
For information about these and other NASDAQ performance statistics, visit www.nasdaqtrader.com/marketshare.
For more detailed statistics on NASDAQ OMX exchanges in the Nordic region, including national figures, visit http://www.omxnordicexchange.com/newsandstatistics/statisticsanalysis/?languageId=1.
The NASDAQ OMX Group, Inc. is the world's largest exchange company. It delivers trading, exchange technology and public company services across six continents, with over 3,900 listed companies. NASDAQ OMX Group offers multiple capital raising solutions to companies around the globe, including its U.S. listings market; the OMX Nordic Exchange, including First North; and the U.S. 144A sector. The company offers trading across multiple asset classes including equities, derivatives, debt, commodities, structured products and ETFs. NASDAQ OMX Group technology supports the operations of over 70 exchanges, clearing organizations and central securities depositories in more than 50 countries. OMX Nordic Exchange is not a legal entity but describes the common offering from NASDAQ OMX Group exchanges in Helsinki, Copenhagen, Stockholm, Iceland, Tallinn, Riga, and Vilnius. For more information about NASDAQ OMX, visit http://www.nasdaqomx.com.
Matched Market Share
Data represent share volume of NASDAQ-listed, NYSE-listed or U.S. equity securities (including ETFs) that are executed on the NASDAQ book as a percentage of consolidated market volume. Data are single counted.
Reported Market Share
Data represent share volume reported to the consolidated tape using NASDAQ-operated systems, which includes total share volume of NASDAQ-listed, NYSE-listed, or U.S. equity securities, including ETFs, executed on the NASDAQ book plus internalized volume and other trade reporting to The FINRA/NASDAQ Trade Reporting Facility(tm), a facility of FINRA that is operated by NASDAQ, as a percentage of consolidated market volume. Shares routed to other market centers for execution are not included. Data are single counted. Trades reported to the FINRA/NASDAQ TRF do not reflect liquidity available on the NASDAQ book.
Handled Market Share
Data represent share volume reported to the consolidated tape using NASDAQ-operated systems, which includes total share volume of NASDAQ-listed, NYSE-listed, or U.S. equity securities including ETFs that are executed on the NASDAQ book plus internalized volume and other trade reporting to The FINRA/NASDAQ TRF as a percentage of total consolidated NASDAQ market volume plus shares routed to other market centers for execution. Data are single counted. Trades reported to the FINRA/NASDAQ TRF and shares routed to other market centers for execution do not reflect liquidity available on the NASDAQ book.
+Foreign Exchange rates represent an average of end-of-day rates for the months presented by Oanda.com.
