Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Thomson Reuters Monthly Market Share Reports Updated To Include January 2014 Data

Date 25/02/2014

Monthly Market Share Reports

Trading is increasingly fragmented. Find out by how much and which venues in our summarised monthly reports.

The decline in market share of the Broker Crossing System activity reported through Markit since November 2013 reflects the withdrawal of Morgan Stanley & Citigroup from reporting their BCS activity through Markit. It is not clear whether they will start reporting this activity through another provider such as BATS/Chi-X in future. As a consequence Thomson Reuters may decide to withdraw this element of the reports.

Highlights

  • MTF operated Dark Pools
  • Equity Market Share Reporter
  • Markit BCS Daily reporting

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 the Thomson Reuters Equity Market Share Reporter whilst the Broker Crossing System data, has been sourced from Markit BCS Daily reporting.

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.

MTF operated Dark Pools

Europe Dark Pools

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

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 index basis

Monthly summarised data on a per market basis

Asia Pacific

The 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:

Download

The Thomson Reuters guide as to how it compiles these reports