30 November 2012

Co-Authors

Justin Schack

Managing Director

Alex Kemmsies

Associate

Rosenblatt Securities Inc.
New York +1 212 607 3100
Dublin +353 1 855 9125

Inquiries to
globalexchangeanalysis@rblt.com

LET THERE BE LIGHT
Rosenblatt’s Monthly Dark Liquidity Tracker

“I got a tortured mind and my blade is sharp, a bad combination in the dark”

—Dan Auerbach, 2010 (“Sinister Kid” from the Black Keys album
“Brothers”)

Dark pools claimed a greater share of a shrinking US equity volume pie in October. The 19 non-displayed venues we track executed...

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