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Let There Be Light - US Edition

Let There Be Light - US Edition
  • Dark pools executed approximately 13.89% of US equity volume last month, down 15 bps from January’s 14.04%, as the VIX climbed 11.36% m/m, to 25.81
  • Block-focused pools were among the biggest month-over-month market-share losers, amid rising volatility
  • Exchange hidden order types executed 8.28% of US volume in February, down 35 bps from January
  • Citigroup closes its small CitiBLOC ATS and launches a new mainstream dark pool, Citi-ONE, three years after shutting its predecessor, Citi Cross
  • FINRA slaps Deutsche Bank for prioritizing its own ATS when routing customer orders — are more settlements with other firms next?

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