31 May 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

"Pleased to meet you, hope you guess my name, but what's puzzling you, is the nature of my game."

—Mick Jagger & Keith Richards, 1968 ("Sympathy for the Devil,” from The Rolling Stones album “Beggar’s Banquet”)

April dark-pool market share barely budged from March, as volatility reversed course and headed higher. The 19 non-displayed venues we track executed...