Chart 1: Spread and Volatility metrics for the S&P 500
Chart 2: IS Peer Cost Distributions by Quarter in the US
Transaction cost distributions are based on ITG Peer Group Database, which contains order-level information from approximately 180 buy-side institutions. Implementation shortfall costs are measured relative to the release to the desk and are expressed in basis points. The above chart show the cost distribution from the 10th to 90th percentiles.Q3 2015 ITG Peer Group Database statistics is based on preliminary data as of 11/10/2015.
Refer to ITG Peer Analytics for information on available ITG Peer Group Database based analytics.
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