Market Metrics and Trends

A Look at Monthly Volatility and Equity and Options Volumes

Market Theme

• We analyze revenue performance of some of the sub-components within the Financials sector of the S&P 500, noting that some of the existing index groupings do not necessarily present a full picture of industry trends.

Market Metrics

• Volatility Index (VIX): Monthly average 16.0%; +0.5 pp M/M, -0.7 pp Y/Y
• S&P 500 (Price Index): Monthly average 6,929.12; +1.1% M/M, +15.9% Y/Y
• S&P 500 Sector Total Return Performance:
  • Best = Energy +14.4% M/M
  • Worst = Financials -2.5% M/M
• Equity Average Daily Volume (ADV): Monthly average 19.4 billion shares; +22.4% M/M, +25.9% Y/Y
• Options ADV: Monthly average 66.3 million contracts; +16.4% M/M, +18.5% Y/Y

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