24 September 2012

Co-Authors

Justin Schack

Managing Director

Alex Kemmsies

Associated

Rosenblatt Securities Inc.
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LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker

“After midnight, we gonna let it all hang out”

—JJ Cale, 1966 ("After Midnight,” performed here by the Jerry Garcia Band in 1980”)

Dark-pool market share edged higher last month as volatility fell. The 19 non-displayed venues we track executed...

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