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Monthly market report – April 2011

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 21.9 million trades were carried out across the Group’s electronic equity order books with a combined value of £161.1 billion (€182.4 billion), down 13 per cent on April 2010 (£184.4 billion). The fall in both aggregate and daily volumes may be explained by an unusual holiday pattern in the UK in April 2011…


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      UK Equities Order Book

      During the month, the average daily value traded on the UK order book was £4.4 billion (€5 billion), down 10 per cent year on year; the average daily number of trades increased six per cent to 585,111.

      The LSE’S share of trading in the lit UK order book for April was 63.5 per cent.

      Italian Equities Order book

      On the Italian order book, the average daily number of trades was 271,738, down two per cent on the same month last year, whilst the average daily value traded on the order book decreased 13 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 April was €1.2 billion (£1 billion) up 16 per cent on the same month last year. The average daily number of trades was up 38 per cent at 267,754.

      On the dark mid-point book, Turquoise traded an average daily value of €227 million (£200 million), up 77 per cent on April 2010. There were a total of 29,578 trades, an increase of over 45 per cent year on year.

      Turquoise’s total share of European order book trading for March was 4.4 per cent.

      Derivatives

      On the Group’s derivatives platforms, the total number of contracts traded was 8,066,635, up 19 per cent compared with April 2010.

      Exchange Traded Products

      Total value traded in Exchange Traded Products across the Group’s order books in April was down three per cent year on year to £9.3 billion (€10.5 billion). The total number of trades was down 14 per cent reaching 321,845.

      Fixed income

      The average daily value traded on the MTS Cash markets during the month was up 13 per cent year on year at €12.2 billion (£10.8 billion). On the MTS Repo market, the average term adjusted daily value traded increased by two per cent year on year to €259.68 billion (£229.2 billion).

      The average daily value traded on the Group’s retail bond markets was €707 million (£625 million), down 27 per cent on the same month last year. The average daily number of trades was down nine percent at 13,904.

      BORSA ITALIANA – LONDON STOCK EXCHANGE  ELECTRONIC ORDER BOOK TRADING

       

       

      April 2011

       

      April 2010

       

       

      Totals

      Trades

      Value Traded £m

      Value

      Traded €m

       

      Trades

      Value Traded £m

      Value

      Traded €m

      UK order book

       

      10,531,995

      79,523

      90,068

      10,995,891

      97,969

      112,021

      Italian order book

       

      5,163,028

      54,795

      62,062

      5,546,224

      65,890

      75,341

      International Equities

       

      1,648,533

      18,226

      20,643

      1,094,753

      14,617

      16,714

      ETFs & Other ETPs

       

      321,845

      9,324

      10,560

      373,103

      9,608

      10,986

      Securitised Derivatives

       

      93,746

      801

      907

      126,662

      1,051

      1,202

      Derivatives (EDX & IDEM)

       

      8,066,635

      50,959

      57,717

       

      6,774,947

      63,408

      72,503

      Retail Bonds

       

      264,180

      11,866

      13,439

       

      306,312

      16,946

      19,377

      MTS Cash

       

      41,503

      204,722

      231,871

       

      37,134

      189,727

      216,941

      MTS Repo

       

      55,734

      4,356,307

      4,934,015

       

      45,565

      4,440,514

      5,077,455

      Turquoise Integrated

       

      5,622,835

      22,542

      25,531

       

      3,891,182

      18,312

      20,939

      Turquoise MidPoint

       

      621,131

      4,206

      4,764

       

      408,523

      2,238

      2,559

       

      Average daily

      UK order book

       

      585,111

      4,418

      5,004

       

      549,795

      4,898

      5,601

      Italian order book

       

      271,738

      2,884

      3,266

       

      277,311

      3,294

      3,767

      International Equities

       

      90,816

      1,007

      1,141

      54,738

      731

      836

      ETFs & Other ETPs

       

      17,163

      503

      569

      18,655

      480

      549

      Securitised Derivatives

       

      4,935

      42

      48

      6,333

      53

      60

      Derivatives (EDX & IDEM)

       

      400,316

      2,644

      2,995

       

      338,747

      3,170

      3,625

      Retail Bonds

       

      13,904

      625

      707

       

      15,316

      847

      969

      MTS Cash

       

      2,184

      10,775

      12,204

       

      1,857

      9,486

      10,847

      MTS Repo

       

      2,933

      229,279

      259,685

       

      2,278

      222,026

      253,873

      Turquoise Integrated

       

      267,754

      1,073

      1,216

       

      194,559

      916

      1,047

      Turquoise MidPoint

       

      29,578

      200

      227

       

      20,426

      112

      128

       

       

      January to April 2011

       

      January to April 2010

       

       

      Totals

       

      Trades

      Value Traded £m

      Value

      Traded €m

       

      Trades

      Value Traded £m

      Value

      Traded €m

      UK order book

       

      51,146,220

      398,456

      463,483

       

      47,291,810

      410,677

      464,456

      Italian order book

       

      25,871,344

      260,982

      303,500

       

      22,193,599

      234,379

      265,268

      International Equities

       

      7,342,995

      83,362

      96,918

      4,384,761

      58,544

      66,185

      ETFs & Other ETPs

       

      1,675,302

      43,796

      50,916

      1,365,092

      35,338

      39,996

      Securitised Derivatives

       

      495,447

      4,005

      4,664

      502,748

      4,104

      4,640

      Derivatives (EDX & IDEM)

       

      27,819,791

      265,008

      307,991

       

      24,526,994

      252,594

      285,525

      Retail Bonds

       

      1,280,811

      54,318

      63,192

       

      1,241,116

      69,377

      78,460

      MTS Cash

       

      192,792

      906,862

      1,054,444

       

      154,584

      816,408

      922,989

      MTS Repo

       

      240,059

      19,780,840

      22,995,705

       

      185,249

      16,625,205

      18,797,731

      Turquoise Integrated

       

      24,776,875

      100,268

      116,471

       

      16,263,855

      72,455

      81,991

      Turquoise MidPoint

       

      2,790,043

      18,231

      21,188

       

      1,077,371

      6,384

      7,223

       

      Average daily

      UK order book

       

      631,435

      4,919

      5,722

       

      569,781

      4,948

      5,596

      Italian order book

       

      311,703

      3,144

      3,657

       

      267,393

      2,824

      3,196

      International Equities

       

      90,246

      1,026

      1,193

      52,828

      705

      797

      ETFs & Other ETPs

       

      20,298

      533

      620

      16,447

      426

      482

      Securitised Derivatives

       

      5,970

      48

      56

      6,057

      49

      56

      Derivatives (EDX & IDEM)

       

      335,178

      3,193

      3,711

       

      295,506

      3,043

      3,440

      Retail Bonds

       

      15,432

      654

      761

       

      14,953

      836

      945

      MTS Cash

       

      2,323

      10,926

      12,704

       

      1,862

      9,836

      11,120

      MTS Repo

       

      2,892

      238,323

      277,057

       

      2,232

      200,304

      226,479

      Turquoise Integrated

       

      905,951

      3,679

      4,308

       

      591,629

      2,588

      2,920

      Turquoise MidPoint

       

      102,936

      668

      782

       

      31,249

      196

      220

      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.

      space

      Source: ETFWorld – London Stock Exchange

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