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FTSE Mondo Visione Exchanges Index:

Chi-X Europe Issues Q2 2008 Trading Statistics

Date 02/07/2008

Chi-X® Europe Limited, the first live, pan-European equity Multilateral Trading Facility (MTF), today published its trading statistics for the second quarter of 2008.

Chi-X Europe offers trading, clearing and settlement services for component stocks of the AEX 25 (Dutch), CAC 40 (French), DAX 30 (German), FTSE 100 and 250 (British), OMX Copenhagen 20 (Danish), OMX Helsinki 25 (Finnish), OMX Stockholm 30 (Swedish), Oslo OBX 25 (Norwegian) and SMI 20 (Swiss) indices.

Chi-X® Europe Trading Statistics - Q2 2008                                
Overview (vs. Previous Quarter)
Number of Trades
12,581,838 (+90%)
 
Share Volume
13,958,378,202 (+112%)
Turnover
EURO;132,502,825,463 (+78%)
Price Improvement
Month
Percentage of Trades Executed Inside the Primary Market Spread
Average Price Improvement (basis points)
June 2008
36%
2.37
May 2008
34%
2.00
April 2008
37%
1.95
March 2008
45%
2.76
February 2008
47%
2.67
January 2008
53%
2.93
December 2007
49%
2.38
November 2007
49%
2.28
October 2007
51%
1.99
September 2007
46%
1.85
August 2007
49%
1.97
July 2007
57%
2.17
June 2007
69%
2.67
May 2007
54%
1.50
 
Note: Price improvement is defined as the difference between the Chi-X Europe execution price and the best quoted price on the primary exchange at that time.
 
 
 
 
Trading Highlights
Stock
Market Share
Market Ratio
Date
AEX 25 (Dutch)
Aegon
22.43%
28.92%
22-May-08
Koninkliijke Dsm
21.83%
27.93%
6-May-08
Unilever
20.87%
26.37%
23-Jun-08
Elsevier
20.87%
26.37%
23-May-08
Royal Dutch Shell A
19.49%
24.21%
28-Apr-08
CAC 40 (French)
Veolia Environment
25.27%
33.82%
27-Jun-08
AXA
22.70%
29.37%
25-Apr-08
Danone
22.32%
28.73%
18-Jun-08
Dexia
20.77%
26.21%
5-May-08
Credit Agricole
20.53%
25.83%
23-Apr-08
DAX 30 (German)
Hypo Real Estate
28.88%
40.61%
16-Jun-08
TUI
22.40%
28.87%
9-Jun-08
Commerzbank
22.30%
28.70%
24-Apr-08
Adidas
21.72%
27.75%
3-Jun-08
Deutsche Post
20.42%
25.66%
3-Jun-08
FTSE 100 (British)
Royal & Sun Alliance Ins Group
42.98%
75.38%
1-May-08
Prudential
37.90%
61.03%
22-Apr-08
Thomas Cook Group
34.45%
52.56%
12-Jun-08
BT Group
34.24%
52.07%
23-Apr-08
Intercontinental Hotels Group
32.07%
47.21%
29-May-08
Schroders
31.53%
46.05%
10-Jun-08
Old Mutual
31.32%
45.60%
8-Apr-08
Unilever
31.30%
45.56%
9-Jun-08
Whitbread
31.28%
45.52%
27-Jun-08
Legal & General Group
30.44%
43.76%
6-May-08
FTSE 250 (British)
Amlin
38.81%
63.43%
23-May-08
Mitchells & Butler
34.25%
52.09%
17-Jun-08
IMI
33.40%
50.15%
4-Jun-08
Investec
31.04%
45.01%
12-May-08
Daily Mail Trust A
30.53%
43.95%
17-Jun-08
Drax Group
30.40%
43.68%
2-Jun-08
Michael Page
30.25%
43.37%
28-May-08
Logica
30.16%
43.18%
9-Jun-08
Northumbrian Waters
28.94%
40.73%
11-Jun-08
Burberry Group
28.93%
40.71%
26-Jun-08
OMX Helsinki 25 (Finnish)
Amer Sports OYJ
12.95%
14.87%
16-Jun-08
Kone OYJ
10.20%
11.35%
27-Jun-08
Sanoma-WSOY OYJ
6.79%
7.29%
26-Jun-08
Fortum OYJ
5.98%
6.37%
26-Jun-08
Pohjola Bank PLC
5.94%
6.32%
16-Jun-08
OMX Stockholm 30 (Swedish)
Swedish Match
16.57%
19.86%
3-Jun-08
Assa Abloy AB
11.32%
12.77%
13-Jun-08
Tele2
9.10%
10.01%
26-Jun-08
Eniro
7.43%
8.02%
23-May-08
Electrolux
7.33%
7.91%
17-Jun-08
SMI 20 (Swiss)
Swatch Group
7.70%
8.34%
23-May-08
Clariant
6.88%
7.39%
21-Apr-08
CS Group
6.84%
7.34%
24-Jun-08
Baloise
6.03%
6.42%
23-May-08
Swisscom
5.63%
5.97%
23-Jun-08
ETFs (5 iShares)
iShares AEX
63.26%
Price Setter
17-Jun-08
DAX DE
35.59%
55.26%
16-Jun-08
DJ Euro Stoxx 50
31.43%
45.84%
17-Jun-08
iShares FTSE 100
7.25%
7.82%
12-Jun-08
DJ Euro Stoxx DE
5.70%
6.04%
17-Jun-08
Overall
AEX 25
 
11.49%
17-Jun-08
CAC 40
9.64%
26-Jun-08
DAX 30
10.36%
9-Jun-08
FTSE 100
17.76%
25-Jun-08
FTSE 250
15.48%
25-Jun-08
OMX Helsinki 25
3.62%
27-Jun-08
OMX Stockholm 30
3.93%
3-Jun-08
SMI 20
2.41%
17-Jun-08
ETFs (5 iShares)
25.72%
17-Jun-08

Note: Market ratio is defined as the percentage of Chi-X Europe volume as a proportion of primary exchange volume. For comparison, market share is defined as the percentage of combined Chi-X Europe and primary exchange volume executed on Chi-X Europe.