28 October 2013

Co-Authors

Justin Schack

Managing Director

Alex Kemmsies

Associate

Andrew Upward

Associate

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

"The light in this place is so bad, Making me sick in the head, All the laughter is just making me sad, The stars have turned cherry red"

—Bob Dylan, 1997 (“Standing in the Doorway,” from the album “Time Out
of Mind”)

Dark-pool market share was flat m/m in September, as volatility ticked slightly higher. We estimate that dark pools executed...

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