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Let There Be Light - US Edition

November 20, 2018

• Dark pools executed approximately 13.61% of US equity volume last month, down 32 bps from September’s 13.93%
• Dark-pool average daily volume rose 20.76% m/m, to 1.16 billion shares, as consolidated ADV increased by a greater margin of 23.58% m/m
• Block pools were a mixed bag in October, with some surpassing the increase in consolidated volume, while others lagged
• Hidden orders on lit markets executed 8.42% of US volume in October, up 13 bps m/m
• We dig into new details about the recent ITG settlement and discuss FINRA's new proposal to expand the OTC transparency regime to SDPs

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