19 December 2012

Co-Authors

Justin Schack

Managing Director

Alex Kemmsies

Associate

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

“I'll follow you into the park, through the jungle, through the dark”

—Alex Ebert, 2009 (“Home,” from the Edward Sharpe & the Magnetic
Zeros album “Up From Below”)

Dark-pool market share fell in November as volatility climbed. The 19 non-displayed venues we track executed...

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