Canada report for week ending 11th May 2012

  • = Fragulate
  • = Tradalyze

Fidessa Fragmentation Index

Weekly FFI

IndexFFI(Prev)%Chg
S&P/TSX 60
2.12
2.24-5.33
S&P/TSX Composite
2.06
2.17-5.31

Top fragmented stocks

TWLWWksStockDescriptionFFI
1(20)5
ZDV.TO
 BMO CDN DIVID ETF TRUST UNIT
3.48
24
LUN.TO
 LUNDIN MINING CORP COM NPV
3.46
3(63)1
TRR.TV
 TRELAWNEY MINING A COM NPV
3.41
4(49)2
TCM.TO
 THOMPSON CREEK MET COM NPV
3.30
51
DFE.TO
 DAY4 ENERGY INC COM NPV
3.24
6(54)2
CLF.TO
 ISHARES 1-5 YR GOV UNITS
3.20
7(10)20
GSC.TO
 GOLDEN STAR RES COM NPV
3.11
81
VEE.TO
 VANGUARD MSCI EMER TRUST UNITS
3.10
914
UUU.TO
 URANIUM ONE INC COM NPV
3.10
10(4)3
PNP.TO
 PINETREE CAPITAL L COM NPV
3.09
11(24)7
ZRE.TO
 BMO EQUAL WEIGHT R TRUST UNIT
3.09
121
HTD.TO
 HORIZONS BETAPRO U 30 YR BOND BEAR PLUS ETF CL
3.08
137
DGU.TO
 DEUTSCHE BK AG LDN PWRSHS DB GOLD DBLE LONG ET
3.06
141
SEA.TO
 SEABRIDGE GOLD INC COM NPV
3.06
15(60)10
PDL.TO
 NTH AMER PALLADIUM COM NPV
3.04
162
NDN.TO
 NORDION INC COM NPV
3.03
175
QEI.TV
 QUETZAL ENERGY LTD COM NPV
3.03
182
XGB.TO
 ISHARES DEX ALL GO UNIT
3.00
193
XST.TO
 ISHARES CANADA S&P/TSX CAPPED CONSUMER
2.99
20(22)3
CBO.TO
 ISHARES 1-5YR CORP UNITS
2.99

Lit venue turnover *

VenueValue(CAD)VolumeTradesShare
TSX25,147,738,9952,457,954,1484,148,34468.69%
Alpha Exchange7,350,010,088638,637,8371,393,03917.85%
Chi-X Canada4,452,739,487327,787,6001,383,2989.16%
Pure Trading711,774,79661,521,225127,6241.72%
TMX Select607,310,62356,097,900157,9191.57%
Omega ATS241,861,83236,407,60088,6291.02%

Dark venue turnover *

VenueValue(CAD)VolumeTradesShare
TriAct MATCH Now1,207,874,03893,953,900253,89494.17%
Liquidnet Canada131,273,0225,768,100825.78%
ICX1,017,71248,000750.05%

*Ranked by volume.

Global perspective – weekly FFI

Canada Global Perspective - weekly FFI

Domestic vs international

Canada Domestic vs International

Average trade size by venue (lit trading only) – this includes auction data, S&P/TSX 60

Canada Average Trade Size

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