July 2018- From LSEG to the Buyside
2020-02-03
Highlights
-
- Record monthly value traded in Turquoise Lit Auctions™
- Record single trade value in Turquoise Plato Block Discovery™
- €463mln value traded through Borsa Italiana ETFplus RFQ
- £598.9mln value traded through LSE Mid-Point Pegged Orders
Turquoise Lit Auctions™- Record €1.23bn traded through Turquoise Lit Auctions™ in June (up 33% on previous month)
- In May- June, 8% of value traded was above LIS
- 20 members now connected
To note:
- 18.2% of the trades were matched same member
- 1.5% of the trade were matched with same member both side in max 100ms
- 0.06% of the trades were matched with same member both side in max 100ms same order side
Turquoise Plato Block Discovery™
- €7.23bn value traded in June on Turquoise Plato Block Discovery™
- RECORD: €17.4 mn Max trade size in FRESENIUS on June 28
- In June, more than 85% of the monthly value traded was above LIS
Source: Turquoise Analysis, single counted- Trading is fairly consistent throughout the day but with a prominent overweighting in the early morning session.
- This complements Primary Exchanges where there is a relative peak ahead of closing auction at end of day.
Source: Turquoise Analysis, single counted
London Stock Exchange- LSE Market Share of UK Lit was 70.3%
- ADVT on London Stock Exchange Order Book was £6.28Bn
- %33 of ADVT was traded on Closing Auctions
London Stock Exchange Mid-Point Pegged Order- £598mln monthly traded through LSE Mid-Point Pegged Orders in June 2018
- Total value traded through in H1 2018 through LSE Mid-Point Pegged Orders was £3.2bn
- x 3.3 higher than total value traded in 2017 (£972.3m)
Borsa Italiana
- Borsa Italiana share of Italian lit markets in June 2018 was 75.6%
- ADVT on Borsa Italiana Order Books was €3.23bn
ETFs
London- 17 new ETFs were listed in June 2018, making a total of 188 new ETPs listings in 2018
Milan
- 12 new ETFs listed on June 2018, for a total of 842 ETFs listed on ETFplus market
- In May, ETFPlus was the second largest exchange for turnover with 526 € millions daily average in the month up 20.1% compared to May 2017.
- In June, Borsa Italiana RFQ executed total turnover of €463mn
- Average Trade Size was €7.35mln
Derivatives- 222,820 record number of Interetest rate derivatives contracts exchanged in June on CurveGlobal
Primary Markets
Conferences & Events |
LSEG Beijing Capital Markets Conference - 10th Anniversary |
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