FTSE 250 ( FFI 2.08 )

report for week ending 27 Aug 2010

Fidessa Fragmentation Index

Market Share by Venue

Venue Trades Turnover
€ 000's
Share
London 623,942 2,563,540 66.16%
Chi-X 318,514 746,960 19.28%
Turquoise 141,412 330,535 8.53%
BATS 112,924 212,334 5.48%
NYSE Arca 8,543 21,589 0.56%

% Market Share

Market Share by Venue


Weekly Turnover (€bn)


Top Fragmented Stocks

Stock Description FFI PRIMARY BATS Chi-X NYSE Arca Turquoise
STHR.L STHREE ORD 1P 3.52 41.05% 17.84% 21.12% 0.12% 19.87%
CLDN.L CALEDONIA INV. ORD 5P 3.32 44.40% 15.82% 18.91% 20.87%
VCT.L VICTREX ORD 1P 3.14 41.01% 7.84% 33.82% 0.11% 17.21%
CHTR.L CHARTER INTL ORD 2P 2.99 49.42% 11.22% 24.90% 2.35% 12.11%
SPT.L SPIRENT ORD 3 1/3P 2.91 50.74% 8.40% 18.93% 1.06% 20.87%
BYG.L BIG YELLOW GRP ORD 10P 2.85 49.86% 4.60% 23.09% 0.78% 21.67%
BWY.L BELLWAY ORD 12.5P 2.73 51.89% 6.77% 26.99% 0.27% 14.08%
WEIR.L WEIR GRP. ORD 12.5P 2.68 53.88% 7.34% 25.43% 1.97% 11.37%
GKN.L GKN ORD 10P 2.63 54.13% 8.38% 26.25% 0.45% 10.80%
ADN.L ABDN.ASSET.MAN. ORD 10P 2.60 55.68% 8.24% 22.30% 0.37% 13.41%
BAB.L BABCOCK INTL ORD 60P 2.56 56.03% 9.46% 24.07% 0.74% 9.70%
DLAR.L DE LA RUE ORD 44 152/175P 2.53 55.34% 6.61% 27.28% 0.75% 10.02%
SPX.L SPIRAX-SARCO ORD 25P 2.52 57.59% 7.28% 19.11% 1.00% 15.02%
AVV.L AVEVA GRP ORD 3 1/3P 2.52 57.13% 7.69% 21.05% 0.07% 14.06%
CLLN.L CARILLION ORD 50P 2.50 56.66% 6.17% 24.84% 0.60% 11.73%
DMGT.L DAILY MAIL'A' 'A'ORD(NON.V)12.5P 2.49 56.77% 4.72% 24.43% 0.65% 13.44%
LSE.L LON.STK.EXCH ORD SHS 6 79/86P 2.49 56.26% 7.14% 27.00% 1.04% 8.56%
AGS.L AEGIS GRP. ORD 5P 2.48 56.88% 6.84% 25.52% 0.60% 10.16%
PFL.L PREMIER FARNELL ORD 5P 2.46 57.80% 4.88% 21.19% 0.31% 15.82%
BEZ.L BEAZLEY ORD 5P 2.44 59.17% 8.59% 16.30% 0.07% 15.87%
POG.L PETROPAVLOVSK ORD 1P 2.43 59.06% 9.88% 21.66% 1.17% 8.23%
CKSN.L COOKSON GRP. ORD 100p 2.42 56.99% 5.84% 27.70% 0.44% 9.03%
QQ..L QINETIQ ORD 1P 2.41 59.37% 7.61% 21.41% 1.01% 10.61%
RTO.L RENTOKIL INITL. ORD 1P 2.41 57.72% 8.23% 26.52% 1.04% 6.50%
ROR.L ROTORK ORD 5P 2.37 60.56% 7.54% 18.84% 1.43% 11.63%
IPF.L INTER. PERS. ORD 10P 2.37 59.40% 4.23% 20.99% 0.25% 15.13%
SMWH.L WH SMITH ORD 22 6/67P 2.37 57.06% 2.08% 28.42% 0.05% 12.40%
HSV.L HOMESERVE ORD 2.5P 2.36 60.40% 6.80% 19.22% 0.49% 13.08%
GPOR.L GR.PORTLAND ORD 12 1/2P 2.36 58.54% 4.45% 26.21% 0.45% 10.35%
ULE.L ULTRA ELEC. ORD 5P 2.36 59.74% 5.07% 22.06% 0.67% 12.46%
GOG.L GO-AHEAD GROUP ORD 10P 2.34 61.08% 8.42% 18.31% 0.20% 11.99%
SHB.L SHAFTESBURY ORD 25P 2.33 60.37% 3.69% 21.84% 1.66% 12.44%
HSX.L HISCOX ORD 5P 2.33 58.82% 3.48% 26.95% 0.70% 10.05%
LOG.L LOGICA ORD 10P 2.32 60.76% 7.43% 21.68% 0.63% 9.49%
TLPR.L TULLETT PREBON ORD 25P 2.32 60.72% 6.33% 21.74% 0.41% 10.80%
SMDS.L SMITH(DS) ORD 10P 2.31 61.13% 5.42% 19.10% 0.31% 14.05%
GFRM.L GALIFORM ORD 10P 2.31 62.18% 12.91% 13.20% 0.29% 11.42%
HLCL.L HELICAL BAR ORD 1P 2.31 61.46% 7.36% 18.64% 0.03% 12.51%
PFD.L PREM FOODS ORD 1P 2.31 60.12% 5.05% 24.54% 0.59% 9.71%
LAM.L LAMPRELL ORD 5P 2.31 61.74% 8.44% 14.62% 0.20% 15.00%
BBA.L BBA AVIATION ORD 29 16/21P 2.30 61.55% 6.57% 18.39% 0.46% 13.02%
GRG.L GREGGS ORD 2P 2.27 60.96% 4.45% 23.14% 0.19% 11.26%
CPR.L CARPETRIGHT ORD 1P 2.27 62.58% 8.74% 13.39% 15.29%
INF.L INFORMA ORD 0.1P 2.27 61.10% 5.64% 23.80% 0.52% 8.94%
WMH.L WILLIAM HILL ORD 10P 2.26 61.61% 8.34% 22.46% 0.43% 7.15%
CGL.L CATLIN GRP COMS SHS $0.01 2.26 61.44% 4.46% 22.44% 0.45% 11.21%
WSM.L WELLSTREAM ORD 1P 2.25 62.41% 4.94% 17.92% 0.25% 14.48%
BVS.L BOVIS HOMES ORD 50P 2.24 61.42% 2.90% 23.01% 0.24% 12.44%
GNK.L GREENE KING ORD 12.5P 2.24 61.51% 2.88% 22.94% 0.46% 12.22%
DLN.L DERWENT LONDON ORD 5P 2.23 62.49% 5.27% 21.24% 0.68% 10.32%

Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.