FTSE MIB ( FFI 1.56 )

report for week ending 27 Aug 2010

Fidessa Fragmentation Index

Market Share by Venue

Venue Trades Turnover
€ 000's
Share
Milan 736,182 10,385,242 79.25%
Chi-X 229,484 1,648,877 12.58%
BATS 116,133 806,335 6.15%
Turquoise 34,847 214,602 1.64%
NYSE Arca 7,725 43,387 0.33%
Xetra 753 6,236 0.05%
Amsterdam 18 28
Paris 6 8

% Market Share

Market Share by Venue


Weekly Turnover (€bn)


Top Fragmented Stocks

Stock Description FFI PRIMARY BATS Chi-X NYSE Arca Turquoise Xetra
ENEL.MI ENEL 1.87 70.38% 14.92% 12.51% 0.30% 1.62% 0.14%
PLT.MI PARMALAT 1.83 71.17% 7.40% 17.91% 0.47% 3.04% 0.01%
MS.MI MEDIASET S.P.A 1.82 70.52% 4.82% 22.10% 0.28% 2.26%
SRG.MI SNAM RETE GAS 1.81 71.76% 6.40% 18.08% 0.53% 3.23%
LUX.MI LUXOTTICA GROUP 1.77 71.86% 4.63% 21.09% 0.45% 1.98%
UBI.MI UBI BANCA 1.77 72.19% 3.36% 20.58% 0.82% 3.06%
PRY.MI PRYSMIAN 1.72 74.32% 5.59% 15.69% 0.42% 3.99%
TIT.MI TELECOM ITALIA 1.72 74.41% 6.58% 15.50% 0.54% 2.95% 0.01%
TRN.MI TERNA 1.69 74.77% 6.44% 16.24% 0.39% 2.15%
ATL.MI ATLANTIA 1.67 75.27% 5.03% 17.19% 0.22% 2.26%

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