July 2019- From LSEG to the Buyside

Highlights

• • Shanghai-London Stock Connect welcomed Huatai Securities as first issuer
  • €200bn traded on Turquoise Plato Block Discovery™ since launch in 2014
  • 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™

  • €17.1bn Turquoise Plato™ monthly value traded in June 2019, of which 44% was executed via Turquoise Plato Block Discovery™
  • €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

  • 2019 YTD record: €860.6m monthly value traded in Turquoise Plato Lit Auctions™ in June 2019
  • All time record: €10.6m Max Trade Size in June 2019

  London Stock Exchange

  • London Stock Exchange Market Share of UK Lit trading activity was 75.0% (monthly)
  • £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

  • Borsa Italiana share of Italian lit markets in June 2019 was 80.0%
  • 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
  • Trading parameters for the new stock option contracts
  • Trading parameters for the new stock futures contracts

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