Monthly Market Report - June

RNS Number : 9649O

London Stock Exchange Group PLC

07 July 2010

 



7 July 2010

ETR - 33

19.8 MILLION ELECTRONIC EQUITY TRADES IN JUNE

In June, 19.8 million equity trades were carried out across the London Stock Exchange Group's electronic order books, with a combined value of £172.1 billion (€208.0 billion). On the Italian equity order book, increased trading activity led to nine per cent year on year growth in the average daily number of trades, while the average daily value traded was up 42 per cent.  In London, the total value traded on SETS - covering all equity based order book trading on the Exchange - increased 3 per cent year on year, reaching £110.0 billion (€132.9 billion).  

A number of the Group's other markets recorded good performances in June. For example, on the MTS cash market the total value traded reached €211.7 billion (£175.2 billion), a 23 per cent increase on June 2009.

UK Cash Equities

During June, the average daily value traded on the UK equity order book was £4.3 billion (€5.2 billion), a decrease of one per cent year on year, while the average daily number of trades was down three per cent at 593,569.

Italian Cash Equities

The average daily number of trades in Italian equities was 246,665 in June, a nine per cent increase on the same month last year. The average daily value traded during the month was up 42 per cent at €3.4 billion (£2.8 billion).

International Cash Equities

The total value traded in international equities increased 32 per cent on June 2009 to £15.5 billion (€18.8 billion), while the total number of trades was 1,274,363, an 11 per cent year on year increase.

ETFs and ETCs

Trading in ETFs and ETCs continued to grow, with the average daily number of trades up 45 per cent year on year, reaching 16,420, while the average daily value traded was up 35 per cent to £436 million (€527 million).

Derivatives

A total of 9,588,491 contracts were traded across the Group's derivatives platforms in June 2010, up 24 per cent on last year. The average daily notional value traded was up two per cent at £3.8 billion (€4.6 billion), while the average daily number of contracts traded rose by 16 per cent to 444,031.

Fixed income

The average daily value traded on the MTS Cash markets during the month was up 23 per cent year on year at €9.6 billion (£8.0 billion). On the MTS Repo market, the average term adjusted daily value traded increased by 93 per cent year on year to €256.9 billion (£212.6 billion).

The average daily value traded on the Group's retail bond markets was €921 million (£762 million), up 16 per cent on the same month last year. The average daily number of trades was up 21 percent at 15,493.

-ends -

For further information, please contact:

Alastair Fairbrother [phone]

Anna Mascioni [phone]  

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.

There were 22 trading days on the London Stock Exchange and on Borsa Italiana in June 2010, the same as last year.

During June, the average daily number of trades on SETS - covering all equity based order book trading on the London Stock Exchange - was 639,764 down two per cent on June 2009.  The average daily value traded was £5 billion, a three per cent year on year increase.

The June 2010 value traded figures use a € per £ exchange rate of 1.21.  The exchange rate used for June 2009 was 1.17.

BORSA ITALIANA - LONDON STOCK EXCHANGE  ELECTRONIC ORDER BOOK TRADING
		June 2010				June 2009
		Totals
		Trades	Value Traded £m	Value Traded €m		Trades	Value Traded £m	Value Traded €m
UK equities		13,058,527	94,427	114,083		13,509,132	95,475	111,445
Italian equities		5,426,632	62,172	75,113		4,967,120	45,301	52,879
International equities		1,274,363	15,524	18,755		1,150,049	11,765	13,733
ETFs & ETCs		361,244	9,591	11,587		248,788	7,099	8,287
Securitised Derivatives		134,982	774	936		167,347	657	767
Derivatives (EDX & IDEM)		9,588,491	83,089	100,385		7,722,179	84,955	99,166
Retail Bonds		340,840	16,765	20,255		282,809	14,965	17,468
MTS Cash		36,983	175,190	211,658		33,828	147,536	172,214
MTS Repo		53,418	4,677,215	5,650,811		47,062	2,511,302	2,931,367
		Average daily
UK equities		593,569	4,292	5,186		614,051	4,340	5,066
Italian equities		246,665	2,826	3,414		225,778	2,059	2,404
International equities		57,926	706	853		52,275	535	624
ETFs & ETCs		16,420	436	527		11,309	323	377
Securitised Derivatives		6,136	35	43		7,607	30	35
Derivatives (EDX & IDEM)		444,031	3,787	4,575		384,223	3,729	4,313
Retail Bonds		15,493	762	921		12,855	680	794
MTS Cash		1,681	7,963	9,621		1,538	6,706	7,828
MTS Repo		2,428	212,601	256,855		2,139	114,150	133,244
		January to June 2010				January to June 2009
		Totals
		Trades	Value Traded £m	Value Traded €m		Trades	Value Traded £m	Value Traded €m
UK equities		71,704,798	557,561	641,918		82,566,428	547,145	612,012
Italian equities		31,652,771	347,390	401,008		31,793,184	266,636	299,030
International equities		7,085,325	91,800	105,627		5,744,445	54,653	61,341
ETFs & ETCs		2,195,873	58,117	66,970		1,405,239	41,047	45,957
Securitised Derivatives		804,760	5,757	6,601		1,071,977	4,160	4,653
Derivatives (EDX & IDEM)		45,544,105	437,006	504,120		53,760,366	476,563	533,258
Retail Bonds		1,935,505	105,302	121,088		1,968,211	111,899	125,034
MTS Cash		223,050	1,143,372	1,311,715		180,086	785,709	880,424
MTS Repo		285,855	25,259,863	29,065,551		272,693	14,481,082	16,201,140
		Average daily
UK equities		578,264	4,496	5,177		665,858	4,412	4,936
Italian equities		251,212	2,757	3,183		254,345	2,133	2,392
International equities		56,874	738	849		46,200	440	494
ETFs & ETCs		17,481	464	535		11,264	330	369
Securitised Derivatives		6,387	46	52		8,576	33	37
Derivatives (EDX & IDEM)		361,461	3,468	4,001		434,034	3,837	4,294
Retail Bonds		15,361	836	961		15,746	895	1,000
MTS Cash		1,770	9,074	10,410		1,441	6,286	7,043
MTS Repo		2,269	200,475	230,679		2,182	115,849	129,609
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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