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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 October a total of 21.3 million trades were carried out across the Group's electronic equity order books with a combined value of £161 billion (€184 billion), down 24 per cent on October 2009.
UK Equities Order Book
During the month, the average daily value traded on the UK order book was £4.4 billion (€5.0 billion), down 13 per cent year on year; the average daily number of trades reduced 10 per cent to 550,301.
The LSE'S share of trading in the total UK order book for October was 63.4 per cent.
Italian Equities Order book
On the Italian order book, the average daily number of trades was 233,031, down 25 per cent on the same month last year, whilst the average daily value traded on the order book decreased 27 per cent year on year to €2.7 billion (£2.4 billion).
Borsa Italiana's share of trading in the total Italian order book for October was 81.4 per cent
Turquoise Cash Equities
The average daily value traded on the Turquoise integrated book in October was €925 million (£811 million) down 27 per cent on the same month last year. The average daily number of trades was down 12 per cent at 206,901.
On the dark mid-point book, Turquoise traded an average daily value of €150 million (£132 million), up 213 per cent on October 2009. There were a total of 467,036 trades, an increase of 220 per cent year on year.
Turquoise share of lit trading in the total UK order book for October was 4.1 per cent. For dark trading its total share was 16.3 per cent.
Derivatives
On the Group's derivatives platforms, the total number of contracts traded was 5,486,187, down 47 per cent compared with October 2009.
Exchange Traded Products
Total value traded in Exchange Traded Products across the Group's order books in October was down five per cent year on year to £9.4 billion (€10.7 billion). The total number of trades was down 10 per cent reaching 341,996.
Fixed income
The average daily value traded on the MTS Cash markets during the month was up seven per cent year on year at €11.4 billion (£10.0 billion). On the MTS Repo market, the average term adjusted daily value traded increased by 44 per cent year on year to €256.6 billion (£224.8 billion).
The average daily value traded on the Group's retail bond markets was €860 million (£754 million), down one per cent on the same month last year. The average daily number of trades was up ten percent at 14,431.
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 21 trading days on the London Stock Exchange and Borsa Italiana, one less than October 2009.
The October 2010 value traded figures use a € per £ exchange rate of 1.14. The exchange rate used for October 2009 was 1.09.
BORSA ITALIANA - LONDON STOCK EXCHANGE ELECTRONIC ORDER BOOK TRADING |
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October 2010 |
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October 2009 |
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Totals |
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Trades |
Value Traded £m |
Value Traded €m |
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Trades |
Value Traded £m |
Value Traded €m |
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UK order book |
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11,556,319 |
91,572 |
104,489 |
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13,380,001 |
110,593 |
120,792 |
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Italian order book |
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4,893,645 |
49,496 |
56,478 |
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6,849,363 |
73,802 |
80,608 |
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International Equities |
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1,235,126 |
14,557 |
16,611 |
|
1,266,350 |
16,930 |
18,491 |
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ETFs & ETCs |
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341,996 |
9,395 |
10,721 |
|
381,581 |
9,866 |
10,776 |
|
Securitised Derivatives |
|
107,316 |
899 |
1,026 |
|
173,653 |
1,119 |
1,222 |
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Derivatives (EDX & IDEM) |
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5,486,187 |
53,190 |
60,693 |
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10,280,425 |
99,666 |
108,858 |
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Retail Bonds |
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303,054 |
15,830 |
18,062 |
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288,301 |
17,490 |
19,103 |
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MTS Cash |
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43,564 |
210,558 |
240,260 |
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38,374 |
216,478 |
236,441 |
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MTS Repo |
|
55,063 |
4,721,737 |
5,387,796 |
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46,622 |
3,584,275 |
3,914,819 |
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Turquoise Integrated |
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4,344,914 |
17,021 |
19,422 |
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5,191,873 |
25,564 |
27,921 |
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Turquoise MidPoint |
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467,036 |
2,762 |
3,152 |
|
145,763 |
965 |
1,054 |
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Average daily |
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UK order book |
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550,301 |
4,361 |
4,976 |
|
608,182 |
5,027 |
5,491 |
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Italian order book |
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233,031 |
2,357 |
2,689 |
|
311,335 |
3,355 |
3,664 |
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International Equities |
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58,816 |
693 |
791 |
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57,561 |
770 |
841 |
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ETFs & ETCs |
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16,286 |
447 |
511 |
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17,345 |
448 |
490 |
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Securitised Derivatives |
|
5,110 |
43 |
49 |
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7,893 |
51 |
56 |
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Derivatives (EDX & IDEM) |
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261,247 |
2,533 |
2,890 |
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467,292 |
4,530 |
4,948 |
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Retail Bonds |
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14,431 |
754 |
860 |
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13,105 |
795 |
868 |
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MTS Cash |
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2,074 |
10,027 |
11,441 |
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1,744 |
9,840 |
10,747 |
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MTS Repo |
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2,622 |
224,845 |
256,562 |
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2,119 |
162,922 |
177,946 |
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Turquoise Integrated |
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206,901 |
811 |
925 |
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235,994 |
1,162 |
1,269 |
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Turquoise MidPoint |
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22,240 |
132 |
150 |
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6,626 |
44 |
48 |
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January to October 2010 |
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January to October 2009 |
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Totals |
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Trades |
Value Traded £m |
Value Traded €m |
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Trades |
ValueTraded £m |
Value Traded €m |
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UK order book |
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123,909,340 |
1,017,658 |
1,183,936 |
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136,055,297 |
996,985 |
1,120,076 |
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Italian order book |
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56,156,162 |
607,710 |
707,504 |
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58,865,910 |
555,293 |
624,367 |
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International Equities |
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11,496,500 |
141,231 |
164,078 |
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10,037,800 |
105,810 |
119,001 |
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ETFs & ETCs |
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3,518,256 |
93,110 |
108,410 |
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2,608,478 |
71,911 |
80,784 |
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Securitised Derivatives |
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1,249,920 |
9,022 |
10,464 |
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1,651,706 |
7,582 |
8,514 |
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Derivatives (EDX & IDEM) |
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66,983,235 |
675,713 |
787,225 |
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89,593,923 |
819,315 |
920,091 |
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Retail Bonds |
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3,042,542 |
163,506 |
189,994 |
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3,070,258 |
176,227 |
197,879 |
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MTS Cash |
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385,014 |
1,888,857 |
2,193,570 |
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322,741 |
1,485,161 |
1,669,407 |
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MTS Repo |
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503,720 |
43,279,978 |
50,403,598 |
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449,821 |
26,831,304 |
30,147,608 |
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Turquoise Integrated |
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46,790,168 |
175,970 |
225,011 |
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38,682,549 |
179,093 |
229,907 |
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Turquoise MidPoint |
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4,911,685 |
24,295 |
31,796 |
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508,977 |
2,242 |
3,629 |
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Average daily |
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UK order book |
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590,044 |
4,846 |
5,638 |
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644,812 |
4,725 |
5,308 |
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Italian order book |
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263,644 |
2,853 |
3,322 |
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276,366 |
2,607 |
2,931 |
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International Equities |
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54,537 |
671 |
779 |
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47,425 |
501 |
563 |
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ETFs & ETCs |
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16,565 |
440 |
512 |
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12,274 |
339 |
381 |
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Securitised Derivatives |
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5,868 |
42 |
49 |
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7,755 |
36 |
40 |
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Derivatives (EDX & IDEM) |
|
314,475 |
3,172 |
3,696 |
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419,436 |
3,840 |
4,312 |
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Retail Bonds |
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14,284 |
768 |
892 |
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14,414 |
827 |
929 |
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MTS Cash |
|
1,808 |
8,868 |
10,298 |
|
1,515 |
6,973 |
7,838 |
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MTS Repo |
|
2,365 |
203,192 |
236,637 |
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2,112 |
125,969 |
141,538 |
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Turquoise Integrated |
|
219,672 |
826 |
1,056 |
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180,760 |
837 |
1,074 |
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Turquoise MidPoint |
|
23,060 |
114 |
149 |
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4,627 |
20 |
33 |
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Turquoise MidPoint year to date figures for 2009, are from June-October. 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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