Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Thomson Reuters Equity Market Share Reports Updated To Include February Data

Date 10/03/2011

Monthly Market Share Reports

Trading is fragmenting between exchanges and competing venues. But by how much and which venues? Find out in the Thomson Reuters summarised monthly reports.

Monthly Data at a Glance

The charts below show the traded value of all MTF operated Dark Pools and six of the leading broker crossing services equities (in Euro € millions) recorded over the last 13 months. For the most recent month the break down for the main venues is provided. The data for the MTFs has been sourced from the Thomson Reuters Equity Market Share Reporter whilst the Broker Crossing System data, available since June 2010 has been sourced from Markit BCS Daily reporting (http://www.markit.com/).

Selecting the All Europe tab will display the activity across all trade types in Europe over the same time frame. More detailed information by country or main index can be downloaded at the bottom of the page.

Selecting 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. Data for other individual Asian markets will be added as fragmentation and demand for this data grows.

Dark Pool & Broker Crossing Activity for all European Equities (February 2010 to February 2011)

Graph: MTF Operated Dark Pool Activity for all European Equities

Download full report 95KB

Dark Pool & Broker Crossing Activity by Venue (February 2011)

Graph: MTF Operated Dark Pools Activity by Venue

Download full report 99KB

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.

Monthly summarised data on a per market and index basis

  by index by region & country
2011   Jan -Feb  1.2MB  Jan - Feb  1.2MB
2010   Jan - Dec  1.9MB  Jan - Dec  2.5MB
2009 Jan - Dec   1.6MB Jan - Dec   2.2MB  
2008   Jan - Dec   1.5MB   Jan - Dec   1.8MB  

 

These spreadsheets provide more detailed monthly data for European equities broken out by markets and index constituents. Download the Thomson Reuters guide as to how it compile these reports  14k.

All European Equities Market Activity by Trade Type (February 2010 to February 2011)

Graph: All European Equities Market Activity by Trade Type (February 2010 to February 2011)

Download full report 94KB

Main Trading Venues for all European Equities (February 2011)

Graph: Main Trading Venues For All European Equities (February 2011)

Download full report  100KB 

The market share information has been sourced from Thomson Reuters Market Share Reporter  which uses data from individual trades reported by all European Exchanges, MTFs, and OTC trade reporting venues.

Monthly summarised data on a per market and index basis

  by index by region & country
2011   Jan -Feb  1.2MB  Jan - Feb  1.2MB
2010   Jan - Dec  1.9MB  Jan - Dec  2.5MB
2009 Jan - Dec   1.6MB Jan - Dec   2.2MB  
2008   Jan - Dec   1.5MB   Jan - Dec   1.8MB  

 

These spreadsheets provide more detailed monthly data for European equities broken out by markets and index constituents. Download the Thomson Reuters guide as to how it compile these reports 14k.

  by index by region & country
2011   Jan - Feb  555KB Jan - Feb   584KB 
2010   Jan - Dec  558KB Jan - Dec   612KB 

 

These spreadsheets provide monthly data for All Asian equities and Japanese equities broken out by markets and for the Nikkei 225 index constituents. Download the Thomson Reuters guide as to how it compile these reports  14k.

 

  All Shares S&P 500 Index
2011   Jan - Feb  578KB Jan - Feb   574KB 
2010   Jan - Dec  645KB Jan - Dec   626KB 
2009 Jan - Dec   640KB Jan - Dec  582KB