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Deutsche Boerse: Number Of Transactions On Xetra Up 8 Percent In September - 16.2 Million Trades Executed On Xetra - Total Volume Of 116.2 Billion Euros Traded On All Stock Exchanges In Germany

Date 01/10/2010

In September, 103.8 billion euros were traded on Xetra and on the floor at Börse Frankfurt – a slight decrease of 3 percent year-on-year (September 2009: 107.4 billion euros). Of the 103.8 billion euros, 98.3 billion euros were traded on Xetra, a slight decrease of 2 percent year-on-year (September 2009: 100.4 billion euros). 5.5 billion euros were traded on the floor, a decrease by 22 percent (September 2009: 7 billion euros).

Turnover in German equities on Deutsche Börse’s cash markets amounted to 90.8 billion euros, while foreign equities turnover stood at 10.7 billion euros. Xetra and the floor at Börse Frankfurt accounted for 96 percent of the transaction volume in German equities on all stock exchanges in Germany. 88 percent of foreign equities traded on stock exchanges in Germany were traded on Xetra and on the floor in Frankfurt.

In September, 16.2 million transactions were executed on Xetra, an increase of 8 percent against the same period last year (September 2009: 15 million).

According to the Xetra liquidity measure (XLM), Deutsche Bank AG was the most liquid DAX blue chip in September with 5.14 basis points (bp) for an order volume of 100,000 euros. EADS was the most liquid MDAX stock with 17.86 bp. The most liquid ETF was DB X-TR.II-EONIA T.R. 1C with 0.35 bp. The most liquid foreign stock was Nokia Corp. with 10.5 bp. XLM measures liquidity in electronic securities trading on the basis of the implicit transaction costs. It is expressed in basis points (1 bp = 0.01 percent); a low XLM denotes high liquidity in a security.

Deutsche Bank AG was the DAX stock with the highest turnover on Xetra in September at 11.8 billion euros. Hochtief AG was the top MDAX stock at 744.5 million euros, while Balda AG led the SDAX stocks at 68.2 million euros and Aixtron AG headed the TecDAX at 557.6 million euros. At 1.4 billion euros, the iShares DAX was the exchange-traded fund with the highest turnover.

On all stock exchanges in Germany 116.2 billion euros were traded in September according to order book turnover statistics – a decrease of 5 percent compared year-on-year (September 2009: 121.7 billion euros). This total includes 109.2 billion euros in equities, warrants and exchange-traded funds, as well as 7 billion euros in fixed-income securities.

Xetra order book turnover September 2010 pdf 9 KB