February 2019- From LSEG to the Buyside

Highlights

• • 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 Notice - Revision trading fee schedule

  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