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Let There Be Light - European Edition

August 22, 2018

Some highlights from this issue:

  • Dark MTF market share grew 122 bps in July (-123 bps y/y) to 3.63% of pan-European turnover
  • Dark MTFs executed just over €2.73 billion per day, up 5.7% m/m (-49.47% y/y)
  • Systematic internalizer activity was €16.81 billion in June, or 22.37% of consolidated turnover, up 331 bps m/m. However, SI data is still overstated due to post-trade reporting issues
  • Block trading helps lift dark volumes to their highest level since the introduction of the MiFID II volume caps
  • Tower Research Capital Europe becomes the third ELP SI to start reporting monthly volumes to us
  • SIX Swiss Exchange and Liquidnet plan to end their block-trading partnership

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