Monthly Market Report - June 2012

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.

–ends –

For further information, please contact:

Jonny Blostone +44 (0)20 7797 1222

Anna Mascioni +39 027 2426 212

newsroom@londonstockexchange.com

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/

BORSA ITALIANA – LONDON STOCK EXCHANGE   ELECTRONIC ORDER BOOK TRADING

   
                 
   

June-12

 

June-11

                 
   

Trades

Value Traded

 

Trades

Value Traded

Totals

   

£m

€m

   

£m

€m

                 

UK   order book

 

14,778,308

87,762

108,914

 

14,598,910

103,437

116,555

Italian   order book

 

5,059,779

37,444

46,469

 

5,807,380

63,398

71,438

Derivatives

 

5,436,673

55,742

69,177

 

8,815,120

97,443

109,801

Retail   Bonds

 

456,572

17,278

21,442

 

325,911

13,984

15,758

MTS   Cash

 

31,999

146,875

182,274

 

44,726

219,367

247,188

MTS   Repo

 

65,346

4,673,829

5,800,286

 

64,527

5,032,584

5,670,851

Turquoise   Integrated

 

9,885,364

26,256

32,584

 

8,043,286

31,056

34,995

Turquoise   MidPoint

 

390,540

1,653

2,051

 

618,592

3,916

4,413

                 

Average Daily

               
                 

UK   order book

 

777,806

4,619

5,732

 

663,587

4,702

5,298

Italian   order book

 

240,942

1,783

2,213

 

263,972

2,882

3,247

Derivatives

 

258,889

2,654

3,294

 

400,687

4,429

4,991

Retail   Bonds

 

21,743

823

1,021

 

14,814

636

716

MTS   Cash

 

1,524

6,994

8,680

 

2,033

9,971

11,236

MTS   Repo

 

3,112

222,563

276,204

 

2,933

228,754

257,766

Turquoise   Integrated

 

470,732

1,250

1,552

 

365,604

1,412

1,591

Turquoise   MidPoint

 

18,597

79

98

 

28,118

178

201

                 
                 
   

2012 Year to date

 

2011 Year to Date

                 
   

Trades

Value Traded

 

Trades

Value Traded

Totals

   

£m

€m

   

£m

€m

                 

UK   order book

 

91,307,155

549,036

667,536

 

79,630,070

609,123

702,187

Italian   order book

 

34,865,521

259,853

315,741

 

37,436,046

396,308

456,872

Derivatives

 

41,011,880

289,411

352,499

 

46,777,138

435,697

501,227

Retail   Bonds

 

3,228,388

132,506

160,545

 

1,924,310

82,530

95,156

MTS   Cash

 

217,892

1,007,011

1,223,088

 

280,211

1,339,472

1,544,539

MTS   Repo

 

392,923

26,250,642

31,927,109

 

368,409

29,503,434

34,009,000

Turquoise   Integrated

 

61,141,005

172,152

209,293

 

39,617,148

158,375

182,280

Turquoise   MidPoint

 

2,660,660

11,000

13,356

 

4,060,515

26,290

30,321

                 

Average Daily

               
                 

UK   order book

 

736,348

4,428

5,383

 

647,399

4,952

5,709

Italian   order book

 

274,532

2,046

2,486

 

294,772

3,121

3,597

Derivatives

 

324,140

2,280

2,777

 

368,324

3,431

3,947

Retail   Bonds

 

25,421

1,043

1,264

 

15,152

650

749

MTS   Cash

 

1,716

7,929

9,631

 

2,206

10,547

12,162

MTS   Repo

 

3,094

206,698

251,395

 

2,901

232,311

267,787

Turquoise   Integrated

 

477,664

1,345

1,635

 

311,946

1,247

1,435

Turquoise   MidPoint

 

20,786

86

104

 

31,973

207

239

                 

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.