One thing to note was the growth in dark pool trading in September, particularly in the form of the reported anonymised Broker Crossing Systems activity which represented 13.5% of all order book activity in comparison with 9.8% in August and 8.1% in September 2012. The activity was most prominent during the Index rebalancing between the 24th & 26th September. This continued growth of BCS data is ironic in the context that this type of trading would not be permitted under the current MiFID II proposals being finalised between the European Council, MEPs and European Commission.
Monthly Market Share Reports
Trading is increasingly fragmented. Find out by how much and which venues in our summarised monthly reports.
Highlights
- MTF operated Dark Pools
- Equity Market Share Reporter
- Markit BCS Daily reporting
Intended for
- Financial Analyst
- Traders & Brokers
Description
The charts below show the traded value of all MTF operated Dark Pools and six of the leading broker crossing services equities recorded over the last 13 months. For the most recent month the break down for main venues is provided. The data for the MTFs has been sourced from our Equity Market Share Reporter whilst the Broker Crossing System data, has been sourced from Markit BCS
Selecting the All Europe tab will display the activity across all trade types in Europe over the same time frame.
The Asia Pacific tab provides access to a spreadsheet showing the activity for all Asia Pacific markets as well as specific data for the Japanese market.
Features
MTF operated Dark Pools
Europe Dark Pools
- DARK POOL & BROKER CROSSING ACTIVITY FOR ALL EUROPEAN EQUITIES (SEPTEMBER 2012 TO SEPTEMBER 2013)
- DARK POOL & BROKER CROSSING ACTIVITY BY VENUE (SEPTEMBER 2013)
Trading volumes for the independent Dark Pools are broken out where these are reported through OTC trade publication services such as Markit BOAT through reference to specific flags on these feeds or from specific trade flags on the feeds from the MTFs that provide their data.
US & Canada
By Index:
By region and country:
All Europe
- ALL EUROPEAN EQUITIES MARKET ACTIVITY BY TRADE TYPE (SEPTEMBER 2012 TO SEPTEMBER 2013)
- MAIN TRADING VENUES FOR ALL EUROPEAN EQUITIES (SEPTEMBER 2013)
The market share information has been sourced from Thomson Reuters Equity Market Share Reporter which uses data from individual trades reported by all European Exchanges, MTFs, and OTC trade reporting venues.
Monthly summarised data on an index basis
Monthly summarised data on a per market basis
Asia Pacific
These spreadsheets provide monthly data for All Asian equities and Japanese equities broken out by markets and for the Nikkei 225 index constituents.
By Index:
By region and country:
