July 2019- From LSEG to the Buyside

2020-02-04
Monthly Volume Report

Highlights

      • New milestone for ETFplus: Over 1000 ETFs listed on the market
      • IDEM launched new trading programmes and derivatives products


    Shanghai-London Stock Connect

      • Shanghai-London Stock Connect went live on 17 June, with Huatai Securities (HTSC) becoming the first company to list GDRs in London on the Shanghai Segment of London Stock Exchange
      • Huatai Securities had an Average Daily Value Traded (ADVT) of $13.4m in June, becoming the second most traded Asian security on London Stock Exchange in June
      • Learn more about trading through Shanghai-London Stock Connect on our website

    Turquoise Plato™

      • €205.2bn value matched on Turquoise Plato Block Discovery™ since its 2014 launch to end June 2019, of which €201.1bn or 98% has been traded since Turquoise's collaboration with the Plato Partnership in September 2016
        • €347.5K average trade size for all trades in June
        • €0.7m average trade size for MiFID II ESMA Band 8 and 9 blue chips above Large In Scale (LIS)
        • €15.9m max trade size in June

    Turquoise Plato Block Discovery™ - Top 10 Trades (June 2019)


    Turquoise Plato Lit Auctions™ for all trade sizes

      • All time record: €10.6m Max Trade Size in June 2019

    London Stock Exchange

      • £100.5bn London Stock Exchange total order book value traded in June 2019
        • 36.1% was traded during Closing Auctions
        • ADVT on London Stock Exchange Order Book was £5.03bn in June 2019
      • £11.27m ADVT in Closing Price Crossing (CPX) Session
        • £40,266 Average Trade Size
      • £968.5m monthly value traded via London Stock Exchange mid-point pegged orders (including hidden LIS orders) in June 2019

    FTSE100 Daily Turnover and Index Values

    London Stock Exchange International Order Book (IOB)

      • IOB record: $6,966m monthly traded value in June 2019, driven by strong liquidity in Russian instruments and the go-live of Shanghai-London Stock Connect
        • $348m monthly ADVT
        • 18.4% of turnover was executed during auctions

    Borsa Italiana

      • ADVT on Borsa Italiana Order Books was €2.54bn in June 2019

    Borsa Italiana MTA - Most Traded Stocks (June 2019)


    ETPs - London Stock Exchange

      • £8.7bn (315k trades) monthly order book value traded for ETPs in June 2019
      • £49bn (1,850k trades) YTD order book value traded for ETPs in 2019.

    ETPs Borsa Italiana

      • ETFplus reached the milestone of having over 1000 ETFs listed
        • 1321 instruments (1004 ETFs and 317 ETCs/ETNs) available on ETFplus at the end of June 2019
      • ETFplus AUM reached €76.2bn, and €9.0bn monthly turnover in June 2019
      • ATFund AUM reached €382.5m in June 2019

    Borsa Italiana ETFplus - Most Traded ETPs (June 2019)


    RFQ on Borsa Italiana ETFplus

      • €1.0bn monthly value traded via Borsa Italiana ETFplus RFQ in June 2019
        • €3.0m average trade size (monthly)
        • €53.9m max trade size (monthly)
      • €5.95bn value traded with Borsa Italiana RFQ functionality in 2019 YTD

    Borsa Italiana ETFplus RFQ - Monthly Turnover and Number of Trades


    IDEM - Italian Derivatives Market

      • From 3 June 2019, three new Trading Programmes will be launched in addition to the existing Proprietary Trading Programme on FTSE MIB index futures and mini-futures.
        • Further details on the IDEM Nominated Client Programme can be found here
      • New stock option contracts and stock futures contracts listed on IDEM in June 2019

    IDEM's most liquid options can be found on our website

Conferences & Events

Lunch at the Exchange with LSEG Buyside Team
23 July – London

CSTA Conference
15-18 August – Whistler, Canada BC

Italian Equity Week
3-4-5 September – Milan, Borsa Italiana

ITF – International Trader Forum
4-5-6 September – Madrid

Did you know that...

On 2 July Borsa Italiana hosted the Sustainability Day:

    • More than 30 companies attended, accounting for about 50% of Borsa Italiana's market cap

More than 330 meetings with 80 national and international investors were organized during the day, highlighting the growing interest in ESG themes amongst the investor community