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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 July a total of 29 million trades were carried out across the Group’s electronic equity order books with a combined value of £195.8 billion (€221.3 billion), up 16 per cent on July 2010 (£169.5 billion).
UK Equities Order Book
During the month, the average daily value traded on the UK order book was £4.4 billion (€5.0 billion), up two per cent year on year; the average daily number of trades was up six per cent to 611,941.
The LSE’s share of trading in the total UK order book for July was 62.2 per cent.
Italian Equities Order book
On the Italian order book, the average daily number of trades was 310,027, up 30 per cent on the same month last year, whilst the average daily value traded on the order book increased 21 per cent year on year to €3.3 billion (£2.9 billion).
Turquoise Cash Equities
The average daily value traded on the Turquoise integrated book in July was €2.1 billion (£1.8 billion) up 88 per cent on the same month last year. The average daily number of trades was up 78 per cent at 434,180.
On the dark mid-point book, Turquoise traded an average daily value of €193 million (£171 million), down 11 per cent on July 2010. There were an average daily total of 25,709 trades, a decrease of 22 per cent year on year.
Turquoise share of Pan European trading for July was 5.9 per cent.
Derivatives
On the Group’s derivatives platforms, the total number of contracts traded was 7.1 million, up 49 per cent compared with July 2010.
Exchange Traded Products
Total value traded in Exchange Traded Products across the Group’s order books in July was up 24 per cent year on year to £10.6 billion (€12 billion). The total number of trades was up nine per cent at 347,478.
Fixed income
The average daily value traded on the MTS Cash markets during the month was up one per cent year on year at €9.3 billion (£8.3 billion). On the MTS Repo market, the average term adjusted daily value is up 15 per cent year on year at €274.2 billion (£242.6 billion).
The average daily value traded on the Group’s retail bond markets was €805 million (£712 million), up six per cent on the same month last year. The average daily number of trades was up 72 per cent at 20,623.
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BORSA ITALIANA – LONDON STOCK EXCHANGE ELECTRONIC ORDER BOOK TRADING |
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July-11 |
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July-10 |
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Trades |
Value Traded |
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Trades |
Value Traded |
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Totals |
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£m |
€m |
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£m |
€m |
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UK order book |
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12,850,764 |
92,599 |
104,660 |
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12,708,545 |
95,197 |
113,919 |
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Italian order book |
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6,510,557 |
61,338 |
69,328 |
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5,266,225 |
50,245 |
60,126 |
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Derivatives |
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7,116,156 |
84,567 |
95,582 |
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4,792,286 |
57,265 |
68,526 |
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Retail Bonds |
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433,092 |
14,954 |
16,902 |
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263,441 |
13,991 |
16,743 |
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MTS Cash |
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40,209 |
173,504 |
196,103 |
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36,980 |
170,431 |
203,949 |
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MTS Repo |
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58,736 |
5,094,244 |
5,757,772 |
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54,650 |
4,395,286 |
5,259,678 |
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Turquoise Integrated |
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9,117,787 |
38,280 |
43,266 |
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5,369,914 |
20,128 |
24,086 |
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Turquoise MidPoint |
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539,893 |
3,594 |
4,062 |
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728,204 |
3,975 |
4,757 |
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Average Daily |
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UK order book |
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611,941 |
4,409 |
4,984 |
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577,661 |
4,327 |
5,178 |
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Italian order book |
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310,027 |
2,921 |
3,301 |
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239,374 |
2,284 |
2,733 |
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Derivatives |
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338,865 |
4,027 |
4,552 |
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217,831 |
2,603 |
3,115 |
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Retail Bonds |
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20,623 |
712 |
805 |
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11,975 |
636 |
761 |
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MTS Cash |
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1,915 |
8,262 |
9,338 |
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1,681 |
7,747 |
9,270 |
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MTS Repo |
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2,797 |
242,583 |
274,180 |
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2,484 |
199,786 |
239,076 |
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Turquoise Integrated |
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434,180 |
1,823 |
2,060 |
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244,087 |
915 |
1,095 |
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Turquoise MidPoint |
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25,709 |
171 |
193 |
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33,100 |
181 |
216 |
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January to July 2011 |
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January to July 2010 |
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Trades |
Value Traded |
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Trades |
Value Traded |
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Totals |
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£m |
€m |
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£m |
€m |
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UK order book |
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92,480,834 |
701,723 |
806,847 |
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89,840,195 |
750,627 |
868,547 |
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Italian order book |
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43,946,603 |
457,646 |
526,199 |
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41,578,101 |
455,439 |
527,623 |
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Derivatives |
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53,893,292 |
520,264 |
596,809 |
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50,336,391 |
494,271 |
572,647 |
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Retail Bonds |
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2,357,402 |
97,484 |
112,058 |
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2,219,522 |
120,135 |
138,797 |
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MTS Cash |
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320,420 |
1,512,975 |
1,740,642 |
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260,030 |
1,313,803 |
1,515,664 |
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MTS Repo |
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427,145 |
34,597,677 |
39,766,773 |
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340,505 |
29,655,148 |
34,325,229 |
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Turquoise Integrated |
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48,734,935 |
196,655 |
225,546 |
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32,016,749 |
137,055 |
158,834 |
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Turquoise MidPoint |
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4,600,408 |
29,884 |
34,382 |
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3,073,912 |
17,085 |
19,977 |
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Average Daily |
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UK order book |
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642,228 |
4,873 |
5,603 |
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615,344 |
5,141 |
5,949 |
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Italian order book |
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296,937 |
3,092 |
3,555 |
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280,933 |
3,077 |
3,565 |
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Derivatives |
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364,144 |
3,515 |
4,032 |
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340,111 |
3,340 |
3,869 |
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Retail Bonds |
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15,928 |
659 |
757 |
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14,997 |
812 |
938 |
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MTS Cash |
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2,165 |
10,223 |
11,761 |
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1,757 |
8,877 |
10,241 |
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MTS Repo |
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2,886 |
233,768 |
268,694 |
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2,301 |
200,373 |
231,927 |
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Turquoise Integrated |
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329,290 |
1,329 |
1,524 |
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216,329 |
926 |
1,073 |
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Turquoise MidPoint |
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31,084 |
202 |
232 |
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20,770 |
115 |
135 |
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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. |
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