ABC arbitrage : Half-yearly (HY2 2020) report on liquidity contract
January 12, 2021 at 09:00 am EST
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ABC ARBITRAGE
Public limited company with a capital of € 928 817,07 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 2021
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 2020:
18,108 shares
€ 321,693.73
Number of executions on buy side on semester: 117
Number of executions on sell side on semester: 140
Traded volume on buy side on semester: 38,830 shares for € 278,403.87
Traded volume on sell side on semester: 46,015 shares for € 335,302.51
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As a reminder :
the following resources appeared on the last half year statement on 30 June 2020 on the liquidity account:
25,293 shares
€ 264,795.09
Number of executions on buy side on semester: 302
Number of executions on sell side on semester: 237
Traded volume on buy side on semester: 123,471 shares for € 780,442.93
Traded volume on sell side on semester: 120,852 shares for € 773,959.58
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 12 January 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 12 January 2021 13:59:03 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).