ABC arbitrage : Half-yearly (HY2 2019) report on liquidity contract
January 15, 2020 at 12:58 pm EST
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ABC ARBITRAGE
Public limited company
Registered office: 18 rue du Quatre-Septembre - 75002 PARIS 400 343 182 R.C.S. on the Paris Trade and Companies Register
Paris, January 1st 2020
Half-year liquidity contract statement for ABC ARBITRAGE
Under the liquidity contract entered into between ABC ARBITRAGE and Kepler Cheuvreux, the following resources appeared on the liquidity account on December 31st 2019:
22,674 shares
€ 271,278.44
Number of executions on buy side on semester : 116
Number of executions on sell side on semester: 225
Traded volume on buy side on semester: 67,923 shares for € 442,416.60
Traded volume on sell side on semester: 86,764 shares for € 568,396.38
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As a reminder :
the following resources appeared on the last half year statement on june 30 2019 on the liquidity account :
41,515 shares
€ 145,298.66
Number of executions on buy side on semester : 131
Number of executions on sell side on semester: 230
Traded volume on buy side on semester: 77,630 shares for € 491,545.16
Traded volume on sell side on semester: 83,641 shares for € 532,205.76
the following resources appeared on the liquidity account when the activity started :
28,440 shares
€ 49,007.93
The liquidity agreement complies with AMF Decision n° 2018-01 dated 2nd July 2018, introducing liquidity agreements on equity securities as permitted market practice.
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ABC Arbitrage SA published this content on 15 January 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 15 January 2020 17:57:02 UTC
ABC arbitrage specializes in the design of arbitration strategies on most European and American financial markets.
The group conducts operations in view of profiting from price differentials between convergent fixed-term financial instruments. Positions taken are almost entirely limited to stocks and stock derivatives (especially stock warrants, guaranteed value certificates and convertible securities).