Chart 1: Quarterly Transaction Costs in Developed Asia
Chart 2: Quarterly Transaction Costs in Emerging Asia
Transaction costs are based on ITG’s 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. Developed Asia includes AU, JP and HK while Emerging Asia includes PH, TW, TH, ID, and CN. Large cap stocks are defined with an average market capitalization > 5 billion while small cap stocks are defined with an average market capitalization < 1billion.
Refer to ITG Peer Analytics for information on available ITG Peer Group Database based analytics.