Chart 1: Spread and Volatility in Latin America
Chart 2: Weighted Average Implementation Shortfall Costs from ITG’s Peer Universe
Transaction costs 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. Volatility and spread numbers were calculated using the Constituents of the IShares MSCI Latin America 40 ETF. Emerging Asia was defined as any trades in Afghanistan, Bangaldesh, Bhutan, Brunei, Cambodia, China, Christmas Is, East Timor, Fiji, French Pacific, Guam, Heard/MacdonId, India, Indonesia, Kazakhstan, Kiribati, Laos, Macau, Malaysia, Maldives, Marshall Island, Mongolia, Myanmanr, Nauru Island, Nepal, Norfolk Island, North Korea, Pakistan, Palau, Papua N. Guinea. Phillippines, Pitcairn Is, Samoa, Samoa (West), Solomon Island, South Korea, Sri Lanka, Taiwan, Thailand, Tokelau, Tonga, Tuvalu, Vanuatu, Vietnam.
Refer to ITG Peer Analytics for information on available ITG Peer Group Database based analytics.