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Liquidnet Stats | July 2010
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CURRENT MONTH
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YEAR-TO-DATE
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JULY '10
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JULY '09
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Change
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JULY '10
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JULY '09
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Change
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TOTAL U.S. TRADING VOLUME
(shares in thousands)1
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901,843
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1,264,919
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(29)%
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7,773,424
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8,935,031
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(13)%
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TOTAL U.S. TRADING DAYS
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21
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22
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(1) days
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145
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146
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(1) days
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AVERAGE DAILY U.S. TRADING VOLUMES
(shares in thousands)
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42,945
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57,496
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(25)%
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53,610
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61,199
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(12)%
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AVERAGE DAILY U.S. NATURAL LIQUIDITY
(shares in thousands)
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1,549,576
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1,789,505
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(13)%
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1,802,556
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1,981,121
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(9)%
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AVERAGE U.S. EXECUTION SIZE
(in shares)2
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46,974
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49,670
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(5)%
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46,960
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51,027
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(8)%
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TOTAL INTERNATIONAL PRINCIPAL TRADED
($USD in thousands)
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$6,531,508
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$8,153,012
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(20)%
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$54,286,133
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$49,039,080
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11%
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TOTAL FOREIGN EXCHANGE ADJUSTED INTERNATIONAL PRINCIPAL TRADED
($USD in thousands)3
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$7,021,872
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$8,153,012
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(14)%
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$52,771,840
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$49,039,080
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8%
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ROLLING TOTALS
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Global Natural Liquidity:
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9.5 billion shares per day on average
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Million+ Share Prints:
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5
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SUPERNATURAL
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H2O Liquidity:
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7.9 billion shares per day on average
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Total Fill Rate:
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47% - (Including LN only shares executed/shares ordered)
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| Internal Crossing Rate:
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37% - (X-LN only shares executed internally/shares executed)
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Average Supernatural Order Size:
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40,162
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Members:
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607 (as of 06/30/10)
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Member AUM:
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Approx. $13 trillion, or an average of $26 billion per Member
(as of 06/30/10)
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SLPs:
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27 (as of 06/30/10)
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Markets:
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36
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1Consists of shares of U.S. equity securities executed in our negotiation and Liquidnet H2O® ATSs and third-party execution venues.
2For manually negotiated trades via our negotiation product.
3Amounts adjusted to reflect foreign exchange rates for the same period from 2009.
Historical numbers may be subject to revision.
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Liquidnet's monthly order execution report
SEC Rule 606 Quarterly reports
Liquidnet fully supports the Investment Protection Principles made effective July 1, 2002, by the states of North Carolina and New York and has adopted these principles as they apply to Liquidnet's business.
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