17 August 2012

Co-Authors

Justin Schack

Managing Director

Alex Kemmsies

Associate

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

“You were right about the stars,eEach one is a setting sun”

—Jeff Tweedy, 2001 ("Jesus, Etc.,” from the Wilco album “Yankee Hotel Foxtrot”)

Dark pools in the US gained market share last month as volatility fell. The 19 non-displayed venues we track executed...