ITG http://www.itg.com Decoding Signal from Noise Mon, 02 Jul 2012 13:13:12 +0000 en hourly 1 Russell Projections as of 5/11/12 http://www.itg.com/2012/05/15/russell-projections-as-of-51112/?utm_source=rss&utm_medium=rss&utm_campaign=russell-projections-as-of-51112 http://www.itg.com/2012/05/15/russell-projections-as-of-51112/#comments Tue, 15 May 2012 19:52:44 +0000 ITG http://www.itg.com/?p=7257 Updated Russell Reconstitution Report

Projected Name Movement By Sector as of 05/11/12

SectorAdd to Russell 1000Add to Russell 2000Russell 1000 to Russell 2000Russell 2000 to Russell 1000Remaining in Russell 1000Remaining in Russell 2000Leaving Russell 1000Leaving Russell 2000
Total518029409491,7972117
Consumer Discretionary1227415325318
Consumer Staples4251673
Energy12237311012
Financials54516178401110
Health Care311694249132
Industrials218613426416
Information Technology22910413730921
Materials52165813
Telecommunication Services315261
Utilities249371

 
If you would like to see the Russell 1000, 2000 and 3000 projections for adds/migrations and deletes please email Charles Behette at Charles.Behette@itg.com.

]]> http://www.itg.com/2012/05/15/russell-projections-as-of-51112/feed/ 0 Spread and Volatility – April 2012 http://www.itg.com/2012/05/14/spread-and-volatility-%e2%80%93-april-2012/?utm_source=rss&utm_medium=rss&utm_campaign=spread-and-volatility-%25e2%2580%2593-april-2012 http://www.itg.com/2012/05/14/spread-and-volatility-%e2%80%93-april-2012/#comments Mon, 14 May 2012 21:10:57 +0000 ITG http://www.itg.com/?p=7232 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.

]]> http://www.itg.com/2012/05/14/spread-and-volatility-%e2%80%93-april-2012/feed/ 0 Russell Projections as of 04/27/12 http://www.itg.com/2012/05/01/russell-projections-as-of-042712/?utm_source=rss&utm_medium=rss&utm_campaign=russell-projections-as-of-042712 http://www.itg.com/2012/05/01/russell-projections-as-of-042712/#comments Tue, 01 May 2012 21:04:45 +0000 ITG http://www.itg.com/?p=7176 Updated Russell Reconstitution Report

Projected Name Movement By Sector as of 04/27/12

SectorAdd to Russell 1000Add to Russell 2000Russell 1000 to Russell 2000Russell 2000 to Russell 1000Remaining in Russell 1000Remaining in Russell 2000Leaving Russell 1000Leaving Russell 2000
Total316625379521,8172103
Consumer Discretionary1207315325615
Consumer Staples32151663
Energy11157310911
Financials50511178407110
Health Care26595252130
Industrials20613427011
Information Technology2278513931417
Materials42165813
Telecommunication Services315261
Utilities249362

 

]]> http://www.itg.com/2012/05/01/russell-projections-as-of-042712/feed/ 0 Policing the Dark: Likely Impacts of New Canadian Regulation http://www.itg.com/2012/04/25/policing-the-dark-likely-impacts-of-new-canadian-regulation/?utm_source=rss&utm_medium=rss&utm_campaign=policing-the-dark-likely-impacts-of-new-canadian-regulation http://www.itg.com/2012/04/25/policing-the-dark-likely-impacts-of-new-canadian-regulation/#comments Wed, 25 Apr 2012 16:09:13 +0000 ITG http://www.itg.com/?p=7243 On Friday April 13th 2012, the CSA and IIROC published their final dark pool regulations (“Provisions Respecting Dark Liquidity”) along with an AntiAvoidance Provision (released for comment).  ITG’s Canadian market structure experts weigh in.

]]> http://www.itg.com/2012/04/25/policing-the-dark-likely-impacts-of-new-canadian-regulation/feed/ 0 Russell Projections as of 04/13/12 http://www.itg.com/2012/04/24/russell-projections-as-of-041312/?utm_source=rss&utm_medium=rss&utm_campaign=russell-projections-as-of-041312 http://www.itg.com/2012/04/24/russell-projections-as-of-041312/#comments Tue, 24 Apr 2012 20:59:27 +0000 ITG http://www.itg.com/?p=7108 Every year, the Russell Reconstitution provides the investment community with surprises, opportunities and risks. ITG’s index expert, Charles Behette, breaks down his analysis for the 2012 rebalance.

Projected Name Movement By Sector as of 04/13/12

SectorAdd to Russell 1000Add to Russell 2000Russell 1000 to Russell 2000Russell 2000 to Russell 1000Remaining in Russell 1000Remaining in Russell 2000Leaving Russell 1000Leaving Russell 2000
Total315928289491,8332100
Consumer Discretionary1217315325813
Consumer Staples42151663
Energy933711139
Financials4749179410110
Health Care282293260127
Industrials1171513326913
Information Technology1257514031319
Materials4265823
Telecommunication Services315252
Utilities149371

 

]]> http://www.itg.com/2012/04/24/russell-projections-as-of-041312/feed/ 0 ITG’s Global Cost Review: 2011 Q4 http://www.itg.com/2012/04/24/itg%e2%80%99s-global-cost-review-2011-q4/?utm_source=rss&utm_medium=rss&utm_campaign=itg%25e2%2580%2599s-global-cost-review-2011-q4 http://www.itg.com/2012/04/24/itg%e2%80%99s-global-cost-review-2011-q4/#comments Tue, 24 Apr 2012 19:40:14 +0000 ITG http://www.itg.com/?p=7255 http://www.itg.com/2012/04/24/itg%e2%80%99s-global-cost-review-2011-q4/feed/ 0 European Financial Transaction Tax: Danish Position http://www.itg.com/2012/04/24/european-financial-transaction-tax-danish-position/?utm_source=rss&utm_medium=rss&utm_campaign=european-financial-transaction-tax-danish-position http://www.itg.com/2012/04/24/european-financial-transaction-tax-danish-position/#comments Tue, 24 Apr 2012 16:17:29 +0000 ITG http://www.itg.com/?p=7246 Learn more]]> ITG’s experts have reviewed the Danish draft position on the European Financial Transaction Tax (the FTT). Importantly, the Danes currently hold the European Union presidency and the leaked document will serve as a basis for discussions that will set the agenda for the full European finance ministers meeting in May/June.

]]> http://www.itg.com/2012/04/24/european-financial-transaction-tax-danish-position/feed/ 0 2012 Russell Reconstitution Highlights and Observations http://www.itg.com/2012/04/20/2012-russell-reconstitution-highlights-and-observations/?utm_source=rss&utm_medium=rss&utm_campaign=2012-russell-reconstitution-highlights-and-observations http://www.itg.com/2012/04/20/2012-russell-reconstitution-highlights-and-observations/#comments Fri, 20 Apr 2012 14:23:33 +0000 ITG http://www.itg.com/?p=7143 ITG’s index expert, Charles Behette, breaks down his analysis for the 2012 rebalance in this edition of The Blotter. Of note this year will be increased speculative activity as well as heightened turnover in the Financial Sector.

]]> http://www.itg.com/2012/04/20/2012-russell-reconstitution-highlights-and-observations/feed/ 0 Coming Changes to the Canadian Market on Close Facility http://www.itg.com/2012/04/18/coming-changes-to-the-canadian-market-on-close-facility/?utm_source=rss&utm_medium=rss&utm_campaign=coming-changes-to-the-canadian-market-on-close-facility http://www.itg.com/2012/04/18/coming-changes-to-the-canadian-market-on-close-facility/#comments Wed, 18 Apr 2012 15:47:23 +0000 ITG http://www.itg.com/?p=7238 Learn more]]> In recent weeks the Toronto Stock Exchange has been actively consulting both buy and sell side participants around a variety of potential changes to the Market on Close (MOC) Facility.  Our experts think there are several ways in which the MOC can be altered that will be good for the marketplace as a whole, and will outline our proposed changes and the logic behind them in this paper.

]]> http://www.itg.com/2012/04/18/coming-changes-to-the-canadian-market-on-close-facility/feed/ 0 Trading Costs and Trade Flows March 2012 Commentary http://www.itg.com/2012/04/14/trading-costs-and-trade-flows-march-2012-commentary/?utm_source=rss&utm_medium=rss&utm_campaign=trading-costs-and-trade-flows-march-2012-commentary http://www.itg.com/2012/04/14/trading-costs-and-trade-flows-march-2012-commentary/#comments Sat, 14 Apr 2012 15:37:40 +0000 ITG http://www.itg.com/?p=7068 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.

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