Canada report for week ending 14th Jun 2013
- = Fragulate
- = Tradalyze
Fidessa Fragmentation Index
Weekly FFI
| Index | FFI | (Prev) | %Chg |
|---|---|---|---|
| S&P/TSX 60 | 2.11 ![]() | 2.18 | -3.08 |
| S&P/TSX Composite | 2.04 ![]() | 2.12 | -3.53 |
Top fragmented stocks
| TW | LW | Wks | Stock | Description | FFI | |
|---|---|---|---|---|---|---|
| 1 | (50) | ![]() | 11 | XSU.CCN | ISHARES RUSSELL 20 UNIT | 4.89 ![]() |
| 3 | (5) | ![]() | 26 | CLF.CCN | ISHARES 1-5 YR GOV UNITS | 4.17 ![]() |
| 5 | (1) | ![]() | 18 | CBO.CCN | ISHARES 1-5YR CORP UNITS | 4.16 ![]() |
| 7 | (40) | ![]() | 11 | HIX.CCN | HORIZONS BETAPRO E S&P/TSX 60 INVERSE CL A | 4.09 ![]() |
| 9 | (9) | ![]() | 6 | HPR.CCN | HORIZONS ACTIVE PF UNIT CLASS E | 4.08 ![]() |
| 11 | (3) | ![]() | 34 | CPD.CCN | ISHARES S&P/TSX CD COMMON UNIT | 4.07 ![]() |
| 13 | (90) | ![]() | 2 | ZWU.CCN | BMO COVERED CALL U TRUST UNIT | 4.03 ![]() |
| 15 | (13) | ![]() | 10 | PDN.CCN | PALADIN ENERGY LTD NPV | 3.94 ![]() |
| 17 | ![]() | 9 | ZCS.CCN | BMO SHORT CORPORAT UNIT | 3.84 ![]() | |
| 19 | (26) | ![]() | 4 | ZWB.CCN | BMO COVERED CALL C UNITS | 3.84 ![]() |
Lit venue turnover *
Dark venue turnover *
| Venue | Value(CAD) | Volume | Trades | Share | ||
|---|---|---|---|---|---|---|
| TriAct MATCH Now | 1,152,219,603 | 57,376,900 | 205,473 | 96.42% | ||
| Liquidnet Canada | 43,379,282 | 1,838,700 | 41 | 3.09% | ||
| ICX | 1,305,792 | 292,200 | 217 | 0.49% | ||






