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 +44 (0)20 7797 1222

Anna Mascioni +39 02 72426 212  

 

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.

 


This information is provided by RNS
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