30 May 2013

Co-Authors

Justin Schack

Manging Director todd koppel

Alex Kemmsies

Associate

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

"Blind man running through the light of the night, With an answer in his hand, Come on down to the river of sight, And you can really understand."

—Neil Young, 1970 (“Don’t Let it Bring You Down,” from the album “After
the Gold Rush”)

Dark-pool market share was flat m/m in April, after declining in March. We estimate that dark pools executed...

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