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  2. INTERACTIVE
August 23, 2010 01:00 AM

Tradewatch: 2nd quarter 2010

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    Tradewatch
    Investment Technology Group’s Peer Universe features a transaction database of nearly 11.6 million trades ($1.5 trillion) compiled solely from aggregated trade data from ITG’s Transaction Cost Peer Universe. The data are sourced directly from buy-side institutions and may include some soft dollar, CSA and other payments over and above execution-only commissions. The information presented is based on the “placement” time stamp recorded in client order management systems and encompasses four quarters of global equity trading data for the period ended June 30. Positive change in trade costs denote an increase in cost, and positive change in trade flows denotes an increase in flows. Trading costs and trade flows are calculated for theoretical portfolios using MSCI indexes as the basis for constructing these portfolios. Certain index data here are the property of MSCI. Without prior written permission of MSCI, this information and any other MSCI intellectual property may only be used for your internal use, may not be reproduced or redisseminated in any form and may not be used to create any financial instruments or products or any indexes. This information is provided on an “as is” basis, and the user of this information assumes the entire risk of any use made of this information.

    Trading costs: Developed markets
    Regional indexesYOY % change1Q 2010 trading cost (bps)
    MSCI World-27.7%-30
    MSCI North America-24.7%-31
    MSCI EAFE-32.7%-28
    MSCI Europe-32.8%-24
    MSCI EMU-47.8%-20
    MSCI Pacific-30.3%-38
    MSCI Far East-30.7%-40
     
    Country indexes
    MSCI IE (Ireland)275.9%-48
    MSCI GR (Greece)49.5%-138
    MSCI DK (Denmark)21.5%-41
    MSCI NO (Norway)18.9%-60
    MSCI PT (Portugal)18.2%-77
    MSCI HK (Hong Kong)-59.7%-35
    MSCI AT (Austria)-61.9%-37
    MSCI BE (Belgium)-63.7%-24
    MSCI IT (Italy)-65.4%-19
    MSCI ES (Spain)-80.0%-8
    Sectors
    Financials-6.1%-32
    Resources-22.6%-29
    Basic materials-22.8%-36
    Industrials-32.6%-33
    Consumer cyclical-32.7%-36
    Consumer non-cyclical-32.8%-27
    Telecommunication services-34.3%-22
    Information technology-34.8%-26
    Health-39.5%-24
    Utilities-52.0%-19

    Emerging markets
    Regional indexesYOY % change1Q 2010 trading cost (bps)
    MSCI EM Latin America22.5%-82
    MSCI Eastern Europe1.4%-106
    MSCI EM Europe-5.9%-87
    MSCI EMFE-17.1%-61
    MSCI Europe & Middle East-20.7%-87
    MSCI Emerging Market-30.5%-66
    MSCI BRIC-39.1%-62
    MSCI EM Asia-40.1%-59
    Country indexes
    MSCI IL (Israel)378.3%-137
    MSCI BR (Brazil)72.3%-86
    MSCI HU (Hungary)50.5%-166
    MSCI ZA (South Africa)13.9%-94
    MSCI ID (Indonesia)-6.7%-92
    MSCI TR (Turkey)-38.3%-70
    MSCI MX (Mexico)-46.2%-68
    MSCI MY (Malaysia)-46.3%-55
    MSCI PL (Poland)-63.1%-45
    MSCI IN (India)-82.0%-49
    Sectors
    Health29.6%-153
    Consumer non-cyclical5.8%-95
    Information technology3.8%-59
    Resources-6.6%-73
    Industrials-14.2%-79
    Telecommunication services-34.1%-52
    Consumer cyclical-35.3%-83
    Basic materials-45.5%-60
    Financials-46.3%-59
    Utilities-55.0%-42

    Trade flows: Developed markets
    Regional indexesYOY % change
    MSCI Europe1.3%
    MSCI North America1.2%
    MSCI World0.4%
    MSCI EMU0.3%
    MSCI EAFE-0.9%
    MSCI Far East-6.1%
    MSCI Pacific-7.0%
     
    Country indexes
    MSCI SE (Sweden)38.1%
    MSCI IE (Ireland)30.6%
    MSCI BE (Belgium)15.9%
    MSCI NL (Netherlands)15.9%
    MSCI AT (Austria)6.9%
    MSCI AU (Australia)-10.9%
    MSCI FI (Finland)-14.1%
    MSCI NO (Norway)-23.7%
    MSCI DK (Denmark)-25.5%
    MSCI GR (Greece)-59.4%
    Sectors
    Utilities17.7%
    Consumer cyclical5.5%
    Information technology3.5%
    Consumer non-cyclical3.4%
    Resources1.9%
    Industrials-2.0%
    Financials-2.9%
    Telecommunication services-3.3%
    Basic materials-5.2%
    Health-9.1%

    Emerging markets
    Regional indexesYOY % change
    MSCI BRIC5.7%
    MSCI EM Asia2.8%
    MSCI EMFE1.3%
    MSCI Emerging Market-1.7%
    MSCI EM Latin America -6.3%
    MSCI Eastern Europe -12.9%
    MSCI EM Europe -19.9%
    MSCI Europe & Middle East-19.9%
    Country indexes
    MSCI PL (Poland)26.1%
    MSCI IN (India)18.1%
    MSCI ID (Indonesia)17.2%
    MSCI MY (Malaysia)17.0%
    MSCI CN (China)11.3%
    MSCI MX (Mexico)-11.2%
    MSCI ZA (South Africa)-22.8%
    MSCI TR (Turkey)-23.0%
    MSCI HU (Hungary)-39.2%
    MSCI IL (Israel)-60.4%
    Sectors
    Telecommunication services23.7%
    Utilities21.5%
    Consumer non-cyclical11.1%
    Industrials9.9%
    Financials5.0%
    Consumer cyclical-4.5%
    Information technology-9.2%
    Resources-11.0%
    Basic materials-11.9%
    Health-24.2%
    The information contained herein is provided for informational purposes only. ITG does not represent that such information is accurate or complete. These materials do not provide any form of advice (investment, tax or legal). ITG and Investment Technology Group are registered trademarks or service marks of Investment Technology Group, Inc. and its subsidiaries. All other trademarks mentioned herein are the property of their respective owners. &Copy;2010 Investment Technology Group, Inc. All rights reserved. Not to be reproduced or retransmitted without permission. Compliance # 81110-30992

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