ITG » Reports

Spread and Volatility – April 2012

ITG — Mon, 14 May 2012 21:10:57 +0000

ITG’s Jackie King presents data and discusses the decreased spread and volatility for Russell 2000, FTSE, MSCI World and Emerging Markets, and SP500 constituents.

ITG’s Global Cost Review: 2011 Q4

ITG — Tue, 24 Apr 2012 19:40:14 +0000

Trading Costs and Trade Flows March 2012 Commentary

ITG — Sat, 14 Apr 2012 15:37:40 +0000

Jacqueline King assesses trading costs and trade flows for March 2012. Highlights include and exodus of trade flows in the developed markets, net outflows in resources and basic materials, and static trading costs from February.

Spread and Volatility – March 2012

ITG — Fri, 13 Apr 2012 15:06:14 +0000

ITG’s Jackie King presents data and discusses the decreased spread and volatility for Russell 2000, FTSE, MSCI World and Emerging Markets, and SP500 constituents.

Global Trading Costs & Trade Flows: March 2012

ITG — Thu, 12 Apr 2012 15:38:54 +0000

Beginning December 2011, we saw consistent net trade ouflow in the developed markets, including the US and Europe. However, the net outflow expressed in dollar value and as a percentage of total trade flow decreased over the 4-month period. In March 2012, the net trade outflow for the MSCI World, MSCI North America, MSCI EAFE and MSCI Europe was $2.59B, $814M, $1.77B, and $2.26B, respectively. The MSCI Pacific ($364M) and MSCI Far East ($177M) indices experienced net trade inflow.

Global Trading Costs & Trade Flows: January 2012

ITG — Fri, 20 Jan 2012 18:10:43 +0000

ITG’s Global Cost Review: 2011 Q3

ITG — Tue, 10 Jan 2012 18:09:28 +0000

Global Trading Costs & Trade Flows: December 2011

ITG — Tue, 20 Dec 2011 22:13:02 +0000

Our November 2011 report indicates that most MSCI Developed Markets indices experienced net outflows during the month. The Pacific and Far East regions saw net inflows as well as the financial and health sectors.

Global Trading Costs & Trade Flows: November 2011

ITG — Tue, 29 Nov 2011 22:00:15 +0000

Our November 2011 report indicates that most MSCI Developed Markets indices experienced net outflows during the month. The only sector to see a net inflow was Consumer Non-Cycilical and Utilities.

Global Trading Costs & Trade Flows: October 2011

ITG — Mon, 14 Nov 2011 21:23:22 +0000

Our October 2011 report indicates that most MSCI Developed Markets indices experienced net outflows during the month. The only sector to see a net inflow was financials. Conversely, MSCI Emerging Markets indices were largely dominated by net inflows and high...
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