FTSE 100 ( FFI 2.48 )

report for week ending 27 Aug 2010

Fidessa Fragmentation Index

Market Share by Venue

Venue Trades Turnover
€ 000's
Share
London 1,623,676 16,927,669 56.29%
Chi-X 1,344,463 8,113,220 26.98%
BATS 553,014 2,810,236 9.35%
Turquoise 373,722 2,050,736 6.82%
NYSE Arca 31,342 168,135 0.56%

% Market Share

Market Share by Venue


Weekly Turnover (€bn)


Top Fragmented Stocks

Stock Description FFI PRIMARY BATS Chi-X NYSE Arca Turquoise
ANTO.L ANTOFAGASTA ORD 5P 3.07 46.50% 13.76% 28.18% 1.17% 10.40%
RDSB.L RDS 'B' 'B' ORD EUR0.07 2.97 47.06% 11.11% 30.05% 0.55% 11.23%
RDSA.L RDS 'A' 'A' ORD EUR0.07 2.96 47.24% 11.39% 29.66% 11.71%
RR..L ROLLS-ROYCE ORD 20P 2.91 48.61% 12.94% 28.50% 0.20% 9.75%
ULVR.L UNILEVER ORD 3 1/9P 2.90 48.81% 14.69% 28.09% 0.49% 7.91%
SMIN.L SMITHS GROUP ORD 37.5P 2.89 48.59% 13.38% 29.16% 0.84% 8.04%
EXPN.L EXPERIAN ORD USD0.10 2.87 49.30% 13.60% 28.43% 1.29% 7.38%
ITRK.L INTERTEK GROUP ORD 1P 2.86 50.89% 13.47% 25.37% 1.73% 8.54%
BATS.L BR.AMER.TOB. ORD 25P 2.83 48.88% 11.04% 30.89% 0.97% 8.22%
BG..L BG GRP. ORD 10P 2.82 51.01% 13.33% 26.64% 1.45% 7.57%
NG..L NATIONAL GRID ORD 11 17/43P 2.82 50.19% 14.19% 27.98% 0.71% 6.92%
DGE.L DIAGEO ORD 28 101/108P 2.81 50.78% 13.07% 27.44% 1.14% 7.57%
CPI.L CAPITA GROUP ORD 2.066666P 2.81 47.58% 9.59% 33.43% 0.37% 9.02%
IMT.L IMP.TOBACCO GRP ORD 10P 2.79 50.85% 12.71% 27.73% 0.55% 8.16%
PSON.L PEARSON ORD 25P 2.78 51.33% 13.52% 27.02% 0.93% 7.19%
SHP.L SHIRE ORD 5P 2.78 50.04% 12.24% 29.78% 0.74% 7.21%
WPP.L WPP ORD 10P 2.78 52.05% 15.02% 24.57% 0.82% 7.54%
LGEN.L LEGAL&GEN. ORD 2 1/2P 2.77 47.41% 9.09% 34.67% 0.34% 8.49%
PRU.L PRUDENTIAL ORD 5P 2.74 51.91% 12.26% 27.16% 0.74% 7.94%
CPG.L COMPASS GROUP ORD 10P 2.73 52.68% 11.88% 25.87% 1.18% 8.38%

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