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Jared Dillian
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The Liquidity Problem

Maudlin Economics Jared Dillian examines stock market liquidity.

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Trading Volumes for December 2015

NYSE Numbers for December 2015



Intercontinental Exchange reported December exchange traded volume:

ICE’s December 2015 futures and options average daily volume (ADV) increased 17% compared to December 2014.

Commodity ADV increased 8% led by Brent, gasoil, other oil, natural gas and sugar ADV up 9%, 44%, 4%, 1% and 25%, respectively, year to year.

Financials ADV increased 30% year to year primarily due to higher volatility in the European short-term interest rate markets.

NYSE’s cash equities ADV increased 2%, while NYSE’s equity options ADV decreased 15% in December 2015 compared to the prior December. NYSE’s cash equities market share was 24.3% and NYSE’s options market share was 19.5% for December 2015.

For the fourth quarter, ICE’s futures and options ADV increased 8% and NYSE’s cash equities ADV increased 1%, while NYSE’s equity options ADV declined 17% over the prior fourth quarter.


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