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 June a total of 29.1 million trades were carried out across the Group's electronic equity order books with a combined value of £201.8 billion (€227.4 billion), down three per cent on June 2010 (£207.1 billion).
UK Equities Order Book
During the month, the average daily value traded on the UK order book was £4.7 billion (€5.3 billion), down seven per cent year on year; the average daily number of trades was up four per cent to 663,587.
The LSE's share of trading in the total UK order book for June was 65.3 per cent.
Italian Equities Order book
On the Italian order book, the average daily number of trades was 263,972, down six per cent on the same month last year, whilst the average daily value traded on the order book decreased 17 per cent year on year to €3.2 billion (£2.9 billion).
Turquoise Cash Equities
The average daily value traded on the Turquoise integrated book in June was €1.6 billion (£1.4 billion) up 38 per cent on the same month last year. The average daily number of trades was up 53 per cent at 365,604.
On the dark mid-point book, Turquoise traded an average daily value of €201 million (£178 million), up one per cent on June 2010. There were an average daily total of 28,118 trades, a decrease of 14 per cent year on year.
Turquoise share of Pan European trading for June was 5.0 per cent.
Derivatives
On the Group's derivatives platforms, the total number of contracts traded was 8.8 million down eight per cent compared with June 2010.
Exchange Traded Products
Total value traded in Exchange Traded Products across the Group's order books in June was up eight per cent year on year to £10.3 billion (€11.6 billion). The total number of trades was down nine per cent at 327,906.
Fixed income
The average daily value traded on the MTS Cash markets during the month was up 17 per cent year on year at €11.2 billion (£10.0 billion). On the MTS Repo market, the average term adjusted daily value is stable year on year at €257.8 billion (£228.8 billion).
The average daily value traded on the Group's retail bond markets was €716 million (£636 million), down 23 per cent on the same month last year. The average daily number of trades was down five percent at 14,814.
|
BORSA ITALIANA - LONDON STOCK EXCHANGE ELECTRONIC ORDER BOOK TRADING |
|||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
June-11 |
|
June-10 |
|||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Trades |
Value Traded |
|
Trades |
Value Traded |
|||
|
Totals |
|
|
£m |
€m |
|
|
£m |
€m |
|
|
|
|
|
|
|
|
|
|
|
|
|
UK order book |
|
14,598,910 |
103,437 |
116,555 |
|
14,097,415 |
111,524 |
134,739 |
|
|
Italian order book |
|
5,807,380 |
63,398 |
71,438 |
|
6,158,333 |
70,964 |
85,735 |
|
|
Derivatives |
|
8,815,120 |
97,443 |
109,801 |
|
9,588,491 |
83,089 |
100,385 |
|
|
Retail Bonds |
|
325,911 |
13,984 |
15,758 |
|
343,681 |
16,866 |
20,377 |
|
|
MTS Cash |
|
44,726 |
219,367 |
247,188 |
|
36,983 |
175,190 |
211,658 |
|
|
MTS Repo |
|
64,527 |
5,032,584 |
5,670,851 |
|
53,418 |
4,677,215 |
5,650,811 |
|
|
Turquoise Integrated |
|
8,043,286 |
31,056 |
34,995 |
|
5,256,113 |
21,047 |
25,428 |
|
|
Turquoise MidPoint |
|
618,592 |
3,916 |
4,413 |
|
719,558 |
3,610 |
4,362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Daily |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
UK order book |
|
663,587 |
4,702 |
5,298 |
|
640,792 |
5,069 |
6,124 |
|
|
Italian order book |
|
263,972 |
2,882 |
3,247 |
|
279,924 |
3,226 |
3,897 |
|
|
Derivatives |
|
393,313 |
4,421 |
4,982 |
|
435,841 |
3,777 |
4,563 |
|
|
Retail Bonds |
|
14,814 |
636 |
716 |
|
15,622 |
767 |
926 |
|
|
MTS Cash |
|
2,033 |
9,971 |
11,236 |
|
1,681 |
7,963 |
9,621 |
|
|
MTS Repo |
|
2,933 |
228,754 |
257,766 |
|
2,428 |
212,601 |
256,855 |
|
|
Turquoise Integrated |
|
365,604 |
1,412 |
1,591 |
|
238,914 |
957 |
1,156 |
|
|
Turquoise MidPoint |
|
28,118 |
178 |
201 |
|
32,707 |
164 |
198 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
January to June 2011 |
|
January to June 2010 |
|||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Trades |
Value Traded |
|
Trades |
Value Traded |
|||
|
Totals |
|
|
£m |
€m |
|
|
£m |
€m |
|
|
|
|
|
|
|
|
|
|
|
|
|
UK order book |
|
79,630,070 |
609,123 |
702,187 |
|
77,131,650 |
655,430 |
754,628 |
|
|
Italian order book |
|
37,436,046 |
396,308 |
456,872 |
|
36,311,876 |
405,195 |
467,497 |
|
|
Derivatives |
|
46,777,136 |
435,697 |
501,227 |
|
45,544,105 |
437,006 |
504,120 |
|
|
Retail Bonds |
|
1,924,310 |
82,530 |
95,156 |
|
1,956,081 |
106,144 |
122,054 |
|
|
MTS Cash |
|
280,211 |
1,339,472 |
1,544,539 |
|
223,050 |
1,143,372 |
1,311,715 |
|
|
MTS Repo |
|
368,409 |
29,503,434 |
34,009,000 |
|
285,855 |
25,259,863 |
29,065,551 |
|
|
Turquoise Integrated |
|
39,620,148 |
158,375 |
182,280 |
|
26,646,835 |
116,927 |
134,749 |
|
|
Turquoise MidPoint |
|
4,060,515 |
26,290 |
30,321 |
|
2,345,708 |
13,110 |
15,220 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average Daily |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
UK order book |
|
647,399 |
4,952 |
5,709 |
|
622,029 |
5,286 |
6,086 |
|
|
Italian order book |
|
294,772 |
3,121 |
3,597 |
|
288,189 |
3,216 |
3,710 |
|
|
Derivatives |
|
1,098,812 |
4,469 |
5,145 |
|
1,111,180 |
4,492 |
5,179 |
|
|
Retail Bonds |
|
15,152 |
650 |
749 |
|
15,524 |
842 |
969 |
|
|
MTS Cash |
|
2,206 |
10,547 |
12,162 |
|
1,770 |
9,074 |
10,410 |
|
|
MTS Repo |
|
2,901 |
232,311 |
267,787 |
|
2,269 |
200,475 |
230,679 |
|
|
Turquoise Integrated |
|
1,876,584 |
7,507 |
8,643 |
|
1,269,239 |
5,575 |
6,424 |
|
|
Turquoise MidPoint |
|
193,376 |
1,255 |
1,448 |
|
110,515 |
620 |
720 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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. |
|||||||||
