VOLUME STATISTICS
Knight Capital Group, Inc. (January 19, 2012) (NYSE Euronext: KCG) today announced equities and foreign exchange volume statistics for the month of December 2011.
Equities
For the month of December 2011, the Dow Jones Industrial Average increased 1.4%, the S&P 500 increased 0.9% and Nasdaq Composite Index decreased 0.6%. During the same period, the CBOE Volatility Index (VIX) averaged 25.0.
Knight's equities volumes were as follows:
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Average daily U.S. equities dollar volume traded in December 2011 was $22.1 billion, down approximately 19.3% from $27.4 billion in November 2011 and down approximately 3.5% from $22.9 billion in December 2010. |
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Average daily U.S. equities trade volume in December 2011 was 3.5 million, down approximately 15.5% from 4.1 million in November 2011, and up approximately 8.2% from 3.2 million in December 2010. |
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Average daily U.S. equities share volume in December 2011 was 2.9 billion, up approximately 3.0% from 2.8 billion in November 2011, and down approximately 47.8% from 5.5 billion in December 2010. |
Knight Direct recorded average daily equities share volume in December 2011 of 203.7 million, down approximately 6.1% from 216.8 million in November 2011, and up approximately 30.4% from 156.2 million in December 2010.*
In equities, there were 21 trading days in December 2011, 20.5 days in November 2011 and 22 days in December 2010.
Foreign Exchange
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Hotspot FX recorded average daily notional dollar value traded in December 2011 of $38.4 billion, down approximately 31.1% from $55.7 billion in November 2011, and up approximately 6.9% from $35.9 billion in December 2010. |
In foreign exchange, there were 22 trading days in December 2011, 22 days in November 2011 and 23 days in December 2010.
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| Average daily U.S. equities dollar volume traded (in $ millions) |
22,102 |
27,375 |
22,902 |
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| Average daily U.S. equities trades (in thousands) |
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| Listed Trades |
2,522 |
2,976 |
2,192 |
| Nasdaq Trades |
931 |
1,126 |
980 |
| FINRA OTC BB and Other Trades |
46 |
39 |
64 |
| Total average daily trades |
3,499 |
4,141 |
3,235 |
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| Average daily U.S. equities shares (in millions) |
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| Listed Trades |
606 |
703 |
621 |
| Nasdaq Trades |
214 |
270 |
278 |
| FINRA OTC BB and Other Trades |
2,055 |
1,819 |
4,611 |
| Total average daily shares |
2,875 |
2,792 |
5,510 |
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| Knight Direct equities shares (in millions)* |
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| Average Daily Knight Direct equity shares |
203.7 |
216.8 |
156.2 |
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| Hotspot FX notional dollar value traded ($ in billions) |
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| Average Daily Hotspot FX notional dollar value traded |
38.4 |
55.7 |
35.9 |
Data contained in these monthly statistics is provided for historical background purposes only and should not be relied upon as current data for making investment decisions.
*Knight Direct average daily share volume includes U.S. and European shares traded by the execution management system and algorithmic trading strategies.