Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

London Stock Exchange Group Monthly Market Report - April 2012

Date 04/05/2012

London Stock Exchange Group (LSE.L) sits at the heart of the world's financial community, offering international business unrivalled access to Europe's capital markets. In April a total of 31.1 million trades were carried out across the Group's electronic equity order books, an increase of 42 per cent on April 2011. They had a combined value of £154.3 billion (€187.7 billion), down 4 per cent on April 2011 (£161.1 billion).

UK Equities Order Book
During the month, the average daily value traded on the UK order book was £4.5 billion (€5.5 billion), up 3 per cent year on year; the average daily number of trades increased 35 per cent to 788,162.

The LSE's share of trading in the total UK order book for April was 64.1 per cent.

Italian Equities Order book
On the Italian order book, the average daily number of trades was 289,975, up 7 per cent on the same month last year, while the average daily value traded on the order book decreased 26 per cent year on year to €2.4 billion (£2.0 billion).

Turquoise Cash Equities
The average daily value traded on the Turquoise integrated book in April was €1.8 billion (£1.5 billion) up 38 per cent on the same month last year. The average daily number of trades was up 82 per cent at 539,495.

On the dark mid-point book, Turquoise traded an average daily value of €93 million (£76 million), down 6 per cent on March 2012. The average daily number of trades was 21,129, up 6 per cent on March 2012.

Turquoise's share of pan-European trading for April was 5.2 per cent.

Derivatives
On the Group's derivatives platforms, the total number of contracts traded was 6.1 million, down 24 per cent compared with April 2011.

Exchange Traded Products
Total value traded in Exchange Traded Products across the Group's order books in April was down 19 per cent year on year to £7.5 billion (€9.2 billion). The total number of trades was down 6 per cent at 303,683.

Fixed income
The average daily value traded on the MTS Cash markets during the month was down 24 per cent year on year at €9.3 billion (£7.7 billion). On the MTS Repo market, the average term adjusted daily value traded decreased by 12 per cent year on year to €228.8 billion (£188.1 billion).

The average daily value traded on the Group's retail bond markets was €1.0 billion (£857 million), up 47 per cent on the same month last year. The average daily number of trades was up 56 per cent at 21,691.

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FOR FURTHER INFORMATION, PLEASE CONTACT:

Jonny Blostone +44 (0)20 7797 1222 begin_of_the_skype_highlighting +44 (0)20 7797 1222 end_of_the_skype_highlighting
Anna Mascioni +39 027 2426 212 begin_of_the_skype_highlighting +39 027 2426 212 end_of_the_skype_highlighting
newsroom@londonstockexchange.com


Additional Information:

This release uses only electronic trading data; trades that are reported to the either London Stock Exchange or Borsa Italiana under their rules but executed away from their electronic order books are not included.

Figures for the UK and Italian order books include cash equity trades in domestic and international equities, Exchange traded products and Securitised Derivatives.

There were 19 trading days on the London Stock Exchange and Borsa Italiana. In April 2011 there were 18 trading days on the London Stock Exchange and 19 on Borsa Italiana.

The April 2012 value traded figures use a € per £ exchange rate of 1.22. The exchange rate used for April 2011 was 1.13.

About London Stock Exchange Group:

London Stock Exchange Group (LSE.L) sits at the heart of the world's financial community. The Group operates a broad range of international equity, bond and derivatives markets, including London Stock Exchange; Borsa Italiana; MTS, Europe's leading fixed income market; and Turquoise, offering UK and Russian derivatives trading, pan-European and US lit and dark equity trading. Through its markets, the Group offers international business unrivalled access to Europe's capital markets.

The Group is a leading developer of high performance trading platforms and capital markets software and also offers its customers around the world access and an extensive range of real-time and reference data products and market-leading post-trade services. The Group is also home to a world leading index provider FTSE, which creates and manages of over 200,000 equity, bond and alternative asset class indices.

Headquartered in London, United Kingdom with significant operations in Italy and Sri Lanka, the Group employs around 1,850 people.

Further information on London Stock Exchange Group can be found at http://www.londonstockexchangegroup.com/

 


BORSA ITALIANA - LONDON STOCK EXCHANGE ELECTRONIC ORDER BOOK TRADING

 

 

April 2012

 

April 2011

 

 

Totals

 

 

Trades

Value Traded £m

Value

Traded €m

 

Trades

Value Traded £m

Value

Traded €m

UK order book

 

14,975,074

86,058

104,690

 

10,531,995

79,523

90,068

Italian order book

 

5,509,531

37,890

46,101

 

5,163,028

54,795

62,062

Derivatives (EDX & IDEM)

 

6,117,571

47,514

57,812

 

8,066,635

50,959

57,717

Retail Bonds

 

412,121

16,280

19,808

 

264,180

11,866

13,439

MTS Cash

 

32,081

145,362

176,864

 

41,503

204,722

231,871

MTS Repo

 

60,449

3,573,065

4,347,407

 

55,734

4,356,307

4,934,015

Turquoise Integrated

 

10,250,396

28,875

35,133

 

5,622,835

22,542

25,531

Turquoise MidPoint

 

401,457

1,450

1,765

 

621,131

4,206

4,764

 

 

Average daily

UK order book

 

788,162

4,529

5,510

 

585,111

4,418

5,004

Italian order book

 

289,975

1,994

2,426

 

271,738

2,884

3,266

Derivatives (EDX & IDEM)

 

321,977

2,501

3,043

 

424,560

2,682

3,038

Retail Bonds

 

21,691

857

1,043

 

13,904

625

707

MTS Cash

 

1,688

7,651

9,309

 

2,184

10,775

12,204

MTS Repo

 

3,182

188,056

228,811

 

2,933

229,279

259,685

Turquoise Integrated

 

539,495

1,520

1,849

 

295,939

1,186

1,344

Turquoise MidPoint

 

21,129

76

93

 

32,691

221

251

 

 

January to April 2012

 

January to April 2011

 

 

Totals

 

 

Trades

Value Traded £m

Value

Traded €m

 

Trades

Value Traded £m

Value

Traded €m

UK order book

 

59,816,202

367,216

441,592

 

51,146,220

398,456

463,483

Italian order book

 

24,113,162

177,332

213,186

 

25,871,344

260,982

303,500

Derivatives (EDX & IDEM)

 

27,266,542

180,536

217,212

 

27,819,793

265,008

307,991

Retail Bonds

 

2,322,411

99,024

118,940

 

1,280,811

54,318

63,192

MTS Cash

 

150,808

695,364

835,798

 

192,792

906,862

1,054,444

MTS Repo

 

259,436

17,083,084

20,535,576

 

240,059

19,780,840

22,995,705

Turquoise Integrated

 

40,053,607

116,505

140,139

 

24,773,875

100,268

116,471

Turquoise MidPoint

 

1,766,024

7,682

9,233

 

2,790,043

18,231

21,188

 

 

Average daily

UK order book

 

720,677

4,424

5,320

 

631,435

4,919

5,722

Italian order book

 

287,061

2,111

2,538

 

311,703

3,144

3,657

Derivatives (EDX & IDEM)

 

326,791

2,152

2,589

 

335,178

3,193

3,711

Retail Bonds

 

27,648

1,179

1,416

 

15,432

654

761

MTS Cash

 

1,795

8,278

9,950

 

2,323

10,926

12,704

MTS Repo

 

3,089

203,370

244,471

 

2,892

238,323

277,057

Turquoise Integrated

 

476,829

1,387

1,668

 

298,480

1,208

1,403

Turquoise MidPoint

 

21,024

91

110

 

33,615

220

255

Figures for the UK and Italian order books include cash equity trades in domestic and international equities, Exchange traded products and Securitised Derivatives. For Derivatives, the values used are notional values while "trades" refer to contracts traded. Value traded figures for MTS Repo are term-adjusted, and totals for MTS Cash include BondVision.