29 September 2011

Co-Authors

Justin Schack

Managing Director

Joe Gawronski

President and COO

Rosenblatt Securities Inc.
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LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker - European Edition

European dark pools gained market share in August, despite a pronounced spike in volatility. The 17 pools in our universe executed 3.14% of consolidated pan-European value traded last month, up from 3.05% in July. Aggregate turnover for the pools we track was €2.54 billion per day, up 14.65% from July. Consolidated value traded grew by 11.25%, to €80.66 billion per day.