FIF Market Dynamics Reports
FIF monitors changes to U.S. equity and options markets as a result of structural, technological and regulatory changes. Collection of U.S. statistical data began in March 2007 when automated execution centers including NYSE Hybrid came into effect as a result of Regulation NMS. The FIF Market Dynamics Report covers average trade size based on NYSE and NASDAQ volume statistics, OTC market share of NMS securities and self-help declarations based on NASDAQ system messages (duration and number of instances). In January 2010, FIF started collecting OCC volume statistics and in July 2010, FIF started monitoring NASDAQ and NYSE Stock Circuit Breakers. Market Share statistics are shown on the FIF Market Share webpage.
Executive Summaries
January 2012 Market Share and Market Dynamics Executive Summary Posted [2012-02-11]
December 2011 Market Share and Market Dynamics Executive Summary Posted [2012-01-11]
November 2011 Market Share and Market Dynamics Executive Summary Posted [2011-12-09]
Current Documents
January 2012 Market Dynamics Statistics Posted [2012-02-11]
FIF Market Dynamics report for January 2012 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for January 2012 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
December 2011 Market Dynamics Statistics Posted [2012-01-09]
FIF Market Dynamics report for December 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for December 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
November 2011 Market Dynamics Statistics Posted [2011-12-09]
FIF Market Dynamics report for November 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for November 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
Archive Documents
October 2011 Market Dynamics Statistics Posted [2011-11-07]
FIF Market Dynamics report for October 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for October 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
September 2011 Market Dynamics Statistics Posted [2011-10-10]
FIF Market Dynamics report for September 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for September 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
August 2011 Market Dynamics Statistics Posted [2011-09-12]
FIF Market Dynamics report for August 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for August 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
July 2011 Market Dynamics Statistics Posted [2011-08-11]
FIF Market Dynamics report for July 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis (analysis till August 9 included). A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for July 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis (analysis till August 9 included). A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
June 2011 Market Dynamics Statistics Posted [2011-07-08]
FIF Market Dynamics report for June 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for June 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
June 2011 Market Dynamics Statistics Posted [2011-07-08]
FIF Market Dynamics report for June 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for June 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
May 2011 Market Dynamics Statistics Posted [2011-06-13]
FIF Market Dynamics report for May 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for May 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
April 2011 Market Dynamics Statistics Posted [2011-05-12]
FIF Market Dynamics report for April 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for April 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
March 2011 Market Dynamics Statistics Posted [2011-04-12]
FIF Market Dynamics report for March 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for March 2011 including U.S. Equities and Options Markets, Self Help, Stock Circuit Breaker and Short Sale analysis. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
February 2011 Market Dynamics Statistics Posted [2011-03-10]
FIF Market Dynamics report for February 2011 including U.S. Equities and Options Markets and Stock Circuit Breaker. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for February 2011 including U.S. Equities and Options Markets and Stock Circuit Breaker. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
January 2011 Market Dynamics Statistics Posted [2011-02-09]
FIF Market Dynamics report for January 2011 including U.S. Equities and Options Markets and Stock Circuit Breaker. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for January 2011 including U.S. Equities and Options Markets and Stock Circuit Breaker. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
December 2010 Market Dynamics Statistics Posted [2011-01-10]
FIF Market Dynamics report for December 2010 including U.S. Equities and Options Markets and Stock Circuit Breaker. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
FIF Market Dynamics report for December 2010 including U.S. Equities and Options Markets and Stock Circuit Breaker. A PowerPoint version of the report can be obtained by emailing fifinfo@fif.com
fifinfo@fif.com. 212 422 8568
© 2012 FIF. 5 Hanover Square New York, NY. 10004
© 2012 FIF. 5 Hanover Square New York, NY. 10004