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FIF Capacity Statistics For June 2011

TWELVE NEW RECORD PEAKS: NASDAQ ITTO, BONO and TotalView ITCH, SIAC CTS, OPRA and CQS, Deutsche Börse CEF Ultra + Eurex, CEF Core Eurex and CEF Ultra + Xetra, BATS BYX PITCH, Options MCASTPITCH AGG and Direct Edge EDGA.

This month’s bulletin from the Financial Information Forum (FIF) finds that BATS BYX PITCH was up, for the second consecutive month, a record 44% to 124,637 mps over the 1 second interval.

SIAC CTS was up a record 30%, for the second straight month, to 78,240 mps over the 1 second interval

SIAC OPRA rose to a record high of 3,678,861 mps over the 1 second interval mps. This corresponds to a 29% increase.

BATS OPTIONS MCASTPITCH AGG was up a record 21% to 339,447 mps over the 1 second interval

DIRECT EDGE EDGA jumped a record 15% to 88,653 mps over the 1 second interval

DEUTSCHE Börse CEF ULTRA+Xetra was up for a second straight month by 14% to 13,021 mps over the 1 second interval

NASDAQ ITTO was up for the third consecutive month by 13% to 444,394 mps over the 1 second core interval

DEUTSCHE Börse CEF CORE EUREX was up by 11% to 53,844 mps over the 1 second interval

SIAC CQS was up for the fourth consecutive month by a record 9% to 453,226 mps over the 1 second interval

NASDAQ BONO was up by a record 6% to 325,099 mps over the 1 second interval

DEUTSCHE Börse CEF ULTRA+EUREX was up by 4% to 33,828 mps over the 1 second interval

NASDAQ TOTALVIEW - ITCH was up by 2% to 573,948 mps over the 1 second interval

The next meeting of the FIF MD Capacity WG is scheduled for July 21st @ 10:00 AM ET.

The FIF provides key data points for market data rates. Percentage increases based on a comparison between May and Jun 1 second peaks (unless specified). Monthly data for OPRA, CTA, UTP, BATS U.S. and Europe, Direct Edge, NASDAQ Proprietary, Euronext, NYSE ArcaBook Equities and Options, CME Group, Toronto and Deutsche Börse feeds are available for FIF members at http://www.fif.com/md_capacity

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