We shape market thinking.  Our experts monitor the latest industry developments, engage current debates, and offer ongoing analysis so we’re prepared to offer up-to-the-minute guidance.  Based on our well regarded understanding of worldwide financial markets, we are able to take an active role in the conversations that inform market regulations and are positioned to advocate for our clients’ interests.

Russell Projections as of 5/11/12

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.

Spread and Volatility – April 2012

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.

Russell Projections as of 04/27/12

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

 

Policing the Dark: Likely Impacts of New Canadian Regulation

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.

Russell Projections as of 04/13/12

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

 

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