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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 June 2012 a total of 30.1 million trades were carried out across the Group’s electronic equity order books, an increase of four per cent on June 2011. They had a combined value of £153.1 billion (€190.0 billion), down 24 per cent on June 2011 (£201.8 billion).
UK Equities Order Book
During the month, the average daily value traded on the UK order book was £4.6 billion (€5.7 billion), down two per cent year on year; the average daily number of trades increased 17 per cent to 777,806.
The LSE’s share of trading in the total UK order book for June 2012 was 64.0 per cent.
Italian Equities Order book
On the Italian order book, the average daily number of trades was 240,942, down nine per cent on the same month last year, while the average daily value traded on the order book decreased 32 per cent year-on-year to €2.2 billion (£1.8 billion).
Turquoise Cash Equities
The average daily value traded on the Turquoise integrated book in June was €1.6 billion (£1.3 billion), down two per cent on the same month last year. The average daily number of trades was up 29 per cent at 470,732.
On the dark mid-point book, Turquoise traded an average daily value of €98 million (£79 million), down 51 per cent year-on-year. The average daily number of trades was 18,597 down 34 per cent on June 2011.
Turquoise’s share of pan-European trading for June 2012 was 5.0 per cent.
Derivatives
On the Group’s derivatives platforms, the total number of contracts traded was 5.4 million, down 38 per cent compared with June 2011.
Exchange Traded Products
Total value traded in Exchange Traded Products across the Group’s order books in June was down 24 per cent year-on-year to £7.8 billion (€9.7 billion). The total number of trades was down 7 per cent at 303,980.
Fixed income
The average daily value traded on the MTS Cash markets during the month was down 23 per cent year-on-year at €8.7 billion (£7.0 billion). On the MTS Repo market, the average term adjusted daily value traded increased by 7 per cent year-on-year to €276.2 billion (£222.6 billion).
The average daily value traded on the Group’s retail bond markets was €1.0 billion (£823 million), up 43 per cent on the same month last year. The average daily number of trades was up 47 per cent at 21,743.
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 in June 2012, 21 on Borsa Italiana and 21 on Turquoise. In June 2011 there were 22 trading days on the London Stock Exchange, 22 on Borsa Italiana and 22 on Turquoise.
The June 2012 value traded figures use a € per £ exchange rate of 1.24. The exchange rate used for June 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 to 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 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 1,900 people.
Further information on London Stock Exchange Group can be found at http://www.londonstockexchangegroup.com/
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BORSA ITALIANA – LONDON STOCK EXCHANGE ELECTRONIC ORDER BOOK TRADING |
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June-12 |
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June-11 |
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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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14,778,308 |
87,762 |
108,914 |
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14,598,910 |
103,437 |
116,555 |
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Italian order book |
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5,059,779 |
37,444 |
46,469 |
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5,807,380 |
63,398 |
71,438 |
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Derivatives |
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5,436,673 |
55,742 |
69,177 |
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8,815,120 |
97,443 |
109,801 |
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Retail Bonds |
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456,572 |
17,278 |
21,442 |
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325,911 |
13,984 |
15,758 |
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MTS Cash |
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31,999 |
146,875 |
182,274 |
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44,726 |
219,367 |
247,188 |
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MTS Repo |
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65,346 |
4,673,829 |
5,800,286 |
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64,527 |
5,032,584 |
5,670,851 |
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Turquoise Integrated |
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9,885,364 |
26,256 |
32,584 |
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8,043,286 |
31,056 |
34,995 |
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Turquoise MidPoint |
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390,540 |
1,653 |
2,051 |
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618,592 |
3,916 |
4,413 |
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Average Daily |
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UK order book |
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777,806 |
4,619 |
5,732 |
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663,587 |
4,702 |
5,298 |
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Italian order book |
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240,942 |
1,783 |
2,213 |
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263,972 |
2,882 |
3,247 |
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Derivatives |
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258,889 |
2,654 |
3,294 |
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400,687 |
4,429 |
4,991 |
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Retail Bonds |
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21,743 |
823 |
1,021 |
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14,814 |
636 |
716 |
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MTS Cash |
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1,524 |
6,994 |
8,680 |
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2,033 |
9,971 |
11,236 |
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MTS Repo |
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3,112 |
222,563 |
276,204 |
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2,933 |
228,754 |
257,766 |
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Turquoise Integrated |
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470,732 |
1,250 |
1,552 |
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365,604 |
1,412 |
1,591 |
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Turquoise MidPoint |
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18,597 |
79 |
98 |
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28,118 |
178 |
201 |
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2012 Year to date |
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2011 Year to Date |
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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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91,307,155 |
549,036 |
667,536 |
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79,630,070 |
609,123 |
702,187 |
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Italian order book |
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34,865,521 |
259,853 |
315,741 |
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37,436,046 |
396,308 |
456,872 |
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Derivatives |
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41,011,880 |
289,411 |
352,499 |
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46,777,138 |
435,697 |
501,227 |
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Retail Bonds |
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3,228,388 |
132,506 |
160,545 |
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1,924,310 |
82,530 |
95,156 |
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MTS Cash |
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217,892 |
1,007,011 |
1,223,088 |
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280,211 |
1,339,472 |
1,544,539 |
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MTS Repo |
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392,923 |
26,250,642 |
31,927,109 |
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368,409 |
29,503,434 |
34,009,000 |
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Turquoise Integrated |
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61,141,005 |
172,152 |
209,293 |
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39,617,148 |
158,375 |
182,280 |
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Turquoise MidPoint |
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2,660,660 |
11,000 |
13,356 |
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4,060,515 |
26,290 |
30,321 |
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Average Daily |
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UK order book |
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736,348 |
4,428 |
5,383 |
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647,399 |
4,952 |
5,709 |
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Italian order book |
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274,532 |
2,046 |
2,486 |
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294,772 |
3,121 |
3,597 |
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Derivatives |
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324,140 |
2,280 |
2,777 |
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368,324 |
3,431 |
3,947 |
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Retail Bonds |
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25,421 |
1,043 |
1,264 |
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15,152 |
650 |
749 |
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MTS Cash |
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1,716 |
7,929 |
9,631 |
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2,206 |
10,547 |
12,162 |
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MTS Repo |
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3,094 |
206,698 |
251,395 |
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2,901 |
232,311 |
267,787 |
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Turquoise Integrated |
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477,664 |
1,345 |
1,635 |
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311,946 |
1,247 |
1,435 |
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Turquoise MidPoint |
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20,786 |
86 |
104 |
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31,973 |
207 |
239 |
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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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