The Trade | April 01, 2018
The UK saw a record number of block trades and value traded last week with Turquoise Plato and Liquidnet leading the way, according to the latest statistics from Fidessa.
Data for the week ending 23 March showed 2,193 block trades were executed across the major European block trading venues in the UK, compared to 1,865 trades the week prior.
Of those, a majority of 631 were executed at Turquoise Plato, closely followed by Liquidnet and ITG’s block trading platforms with 548 and 416 trade counts respectively.Read more >
Bloomberg Quint | March 15, 2018
(Bloomberg) — Equity bulls frustrated with this year’s longest stretch of declines can blame it on a regular market event happening today.
That’s when the quarterly expiration of futures and options on indexes and individual stocks, known as “quadruple witching,” takes place. Typically it coincides with the rebalancing of the S&P 500 Index, spurring volatility and active trading.Read more >
The Trade | March 08, 2018
The European Securities and Markets Authority (ESMA) has published data on the MiFID II dark pool double volume caps (DVCs) following a delay earlier this year, with hundreds of stocks affected by the restrictions.
ESMA has released data on equity and equity-like instruments that hit the trading threshold, meaning they cannot be traded in dark pool venues.Read more >
Institutional Investor | February 21, 2018
Transaction cost analysis continued spreading beyond stocks to other assets last year as asset managers and broker-dealers sought to comply with stricter transparency standards in Europe.
“2017 was the year for multi-asset TCA, driven by regulatory requirements,” said Kevin O’Connor, global head of analytics products at ITG, a global TCA provider. “Great strides were made for fixed income, foreign exchange, and derivatives.”Read more >
Risk.net | February 16, 2018
New European market rules have triggered a surge in trading volumes of exchange-traded funds on platforms, but ETF market-makers believe this sudden dominance will be short-lived.
Two dealers who spoke to Risk.net say venues allowing firms to request quotes from multiple dealers, known as request-for-quote platforms, have all witnessed a “dramatic” increase in volumes.Read more >