Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Thomson Reuters Monthly Market Share Data Updated To Reflect December 2010 Sata

Date 13/01/2011

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 (December 2009 to December 2010)

Graph: MTF Operated Dark Pool Activity for all European Equities

Download full report 94k

Dark Pool & Broker Crossing Activity by Venue (December 2010)

Graph: MTF Operated Dark Pools Activity by Venue

Download full report 98k

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
2010   Jan - Dec  1.9 MB Jan - Dec  2.5 MB
2009 Jan - Dec   1.6 MBJan - Dec   2.2 MB  
2008   Jan - Dec   1.5 MB   Jan - Dec   1.8 MB  

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 compiles these reports  14kB.

All European Equities Market Activity by Trade Type (December 2009 to December 2010)

Graph: All European Equities Market Activity by Trade Type (September 2009 to September 2010)

Download full report 94 KB

Main Trading Venues for all European Equities (December 2010)

Graph: Main Trading Venues For All European Equities (September 2010)

Download full report  99 KB 

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
2010   Jan - Dec  1.9 MB Jan - Dec  2.5 MB
2009 Jan - Dec   1.6 MBJan - Dec   2.2 MB  
2008   Jan - Dec   1.5 MB   Jan - Dec   1.8 MB  

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 compiles these reports 14kB.

by index by region & country
2010   Jan - Dec  558 KB Jan - Dec   612 KB 

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 compiles these reports  14kB.

Thomson Reuters will shortly also be adding reports for the U.S.A. and Canada.