February 2019- From LSEG to the Buyside
Highlights
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- Turquoise Plato Block Discovery™ sets daily and weekly records of €653m and €2.6bn value traded, respectively
- Borsa Italiana ETFplus RFQ continues growth, setting new records
- MTS reports record volumes on its MTS Repo markets
- ELITE launches ELITE Scotland
Turquoise Plato™ recognised by independent Rosenblatt Securities:- Thanks to our global buyside and sellside customers, Turquoise Plato™ was ranked #1 midpoint dark pool with record values traded including electronic block trades on a single order book
Rosenblatt - Average Daily Turnover (December 2018) by Venue
Turquoise Lit™- In November 2018 Turquoise, responding to costumers' request and particularly to the Buy-side, simplified its Tariff Schedule removing rebates, halving its fees
Turquoise Plato™
- €18.9bn Turquoise Plato™ monthly value traded in January 2019
- New record: €2.6bn Turquoise Plato Block Discovery™ weekly value traded (Jan 28th - Feb 1st), +5% vs previous record in February 2018
- New record: €653m Turquoise Plato Block Discovery™ daily value traded, +13% vs previous record in January
- €8.26bn monthly value traded on Turquoise Plato Block Discovery™
- €341,729 average trade size for all trades
Turquoise Plato Block Discovery™ - Top 10 Trades (monthly)
Turquoise Plato Lit Auctions™- Over £8.6bn total value traded via Turquoise Plato Lit Auctions™ in 2018
- €588m monthly value traded in Turquoise Plato Lit Auctions™
- Only 0.03% of total activity occurred with the same counterparty on both sides, both orders received within 100ms and order sizes were the same
London Stock Exchange
- London Stock Exchange Market Share of UK Lit trading activity was 69.8% (monthly)
- £100.6bn London Stock Exchange total order book value traded in January 2019
- 31% was traded during Closing Auctions in January 2019
- ADVT on London Stock Exchange Order Book was £4.57bn (monthly)
- £9.4m Average Daily Value Traded in Closing Price Crossing (CPX) Session
- £30,400 Average Trade Size
- Max Trade Size: £3.9m (859% of LIS) in HSBA on 4 January 2019
FTSE 100 Daily Turnover and Index Values
London Stock Exchange Mid-Point Pegged Orders- Over £6.1bn total value traded via London Stock Exchange Mid-Point Pegged Orders in 2018
- £385.4m monthly value traded via London Stock Exchange mid-point pegged orders in January 2019
- £17.5m average daily value traded in January 2019
- Max Trade Size: £2.7m (464% of LIS) in PRU on 18 January 2019
International Order Book (IOB)
- 2018 yearly highlights: 5 new GDR listings, $97bn total on-book turnover (+7.5% YoY)
- Double-digit yearly growth in traded value in GDRs from South Korea, Netherlands, India and Taiwan
Borsa Italiana
- Borsa Italiana share of Italian lit markets in January 2019 was 79.4%
- ADVT on Borsa Italiana Order Books was €2.04bn in January 2019
Borsa Italiana MTA - Most Traded Stocks (monthly)
ETPs - London Stock Exchange- £8.5bn Order book value traded for ETPs in January 2019, with 323,000 trades
ETPs Borsa Italiana
- From 4 March 2019, the Opening Auction will be introduced on ETFplus
- Further details can be found here
- ETFplus AUM reached €70.55bn (+6.68% vs January 2018)
- €10.0bn ETFplus monthly turnover in January 2019
Borsa Italiana ETFplus - Most Traded ETPs (monthly)
RFQ on Borsa Italiana ETFplus- €725m monthly value traded via Borsa Italiana ETFplus RFQ functionality
- €3.23m average trade size
- €45.99m max trade size
- Monthly record: 228 trades with RFQ functionality, up from previous record of 100 trades in December 2018
Borsa Italiana ETFplus RFQ - Monthly Turnover and Number of Trades
MTS- MTS sets record trading across the MTS Repo interdealer platform and the dealer-to-client RFQ segment of BondVision called Global Collateral Management (GCM)
- Record: €220bn average daily term-adjusted volume in January 2019
- Record: daily volume close to €750bn on 21 January
- New List Trading functionality live on MTS BondVision, allowing to trade up to 50 bonds simultaneously with a single click
Primary Markets
- London Stock Exchange: 2 IPOs in January 2019, raising £2.0m
- Dev Clever Holdings on Main Market (21 January 2019)
- Starcrest Education The Belt & Road on Main Market (31 Jan 2019)
- Borsa Italiana: admission of Covivio on MTA (2 January 2019)
Merger of Beni Stabili into Covivio,with delisting of Beni Stabili from MTA
| Conferences & Events |
LSEG Institutional Investors Roadshow - Ireland |
| Did you know that... |
....To celebrate the launch of ELITE Scotland: |