well for the supposed largest provider of liquidity on cme liffe and eurex these figures do not paint a pretty picture. so much for the creation of liquidity by the algo companies. http://www.rsj.com/en/
<img src="http://www.rsj.cz/images/volumeq22010.jpg"> <img src="http://www.rsj.com/images/objemy_lots.png"> or maybe they just wiped out their opponents and are twidling their fingers
I think they are the biggest on LIFFE by a mile,to the tune of 40% - 50% of the market,therefore everytime you trade it is likely with them - level playing field and all that.... They claim to be some of the biggest on CME & EUREX although I bet there are a few that dwarf them. IMO LIFFE put all their eggs in RSJ's basket,being the total dickheads that they are and hopefully will now pay the price in terms of diminishing volumes and lack of interest in general. Whoever at LIFFE thought that entering orders of 20k+ in a 500 up market was OK should've been sacked years ago. As for liquidity creation that's a fucking insult,if anyone else offered euribor/short sterling i'd definitely throw some money at it just to watch LIFFE make a complete fuck up of their business as they did 12 years ago with bunds.