July 2019- From LSEG to the Buyside
Highlights
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- 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
IDEM's most liquid options can be found on our website
Conferences & Events |
Lunch at the Exchange with LSEG Buyside Team |
Did you know that... |
On 2 July Borsa Italiana hosted the Sustainability Day:
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 |