15.6 million trades across the Group's electronic order book in August

In August, 15.6 million trades were carried out across the Group's equity electronic order books, with a combined value of £128.6 billion (€156.2 billion), down four per cent on August 2009.

UK Order Book

UK order book includes UK and international equities, Exchange traded products and Securitised Derivatives traded in London. In August the average daily value traded was £4.0 billion (€4.9 billion), down two per cent year on year; the average daily number of trades reduced six per cent to 526, 631.

Italian Order book

Italian order book includes Italian and international equities, Exchange traded products and Securitised Derivatives traded in Italy. The average daily number of trades was 206,649, down 15 per cent on the same month last year, whilst the average daily value traded on the order book decreased 15 per cent year on year to €2.4 billion (£2.0billion).

Turquoise Cash Equities

The average daily value traded on the Turquoise integrated book in August was £813million (€987 million) down 25 per cent on the same month last year. The average daily number of trades was also down nine per cent at 220,384. On the dark mid-point book, Turquoise traded an average daily value of £162 million (€196 million) which is a 449 per cent increase on August 2009. There were a total of 644,899 trades, an increase of 544 per cent year on year.

Exchange Traded Products

Total value traded in Exchange Traded Products across the Group's order books in August continued to rise and was up 29 per cent year on year to £8.1 billion (€9.8 billion). The total number of trades was also up 25 per cent reaching 316,599 while the average daily value traded was up 22 per cent to £374 million (€455 million).

Derivatives

On the Group's derivatives platforms, the total number of contracts traded was 5,140,631, down 25 per cent compared with August 2009. The daily average number of contracts traded was also down 25 per cent to 233,665.

Fixed income

The average daily value traded on the MTS Cash markets during the month was up 24 per cent year on year at €8.6 billion (£7.1 billion). On the MTS Repo market, the average term adjusted daily value traded increased by 49 per cent year on year to €211.5 billion (£174.2 billion).

The average daily value traded on the Group's retail bond markets was €722 million (£595 million), down three per cent on the same month last year. The average daily number of trades was up six percent at 11,810.

-ends -

For further information, please contact:

Lauren Crawley-Moore +44 (0)20 7797 1222

Anna Mascioni +39 02 72426 212

Additional Information:

This release uses only electronic trading data; trades that are reported to the either London Stock Exchange or Borsa Italiana under their rules but executed away from their electronic order books are not included.

Figures for the UK and Italian order books include cash equity trades in domestic and international equities, Exchange traded products and Securitised Derivatives.

Share of trading figures are now available on the London Stock Exchange website and can be found here:

http://www.londonstockexchange.com/exchange/statistics/share-of-trading/lit-figures.html

In August the London Stock Exchange accounted for 62.9 per cent of lit trading on the UK order book.

There were 21 trading days on the London Stock Exchange, one more than August 2009. There were 22 on Borsa Italiana, also one more than August 2009.

The August 2010 value traded figures use a € per £ exchange rate of 1.21. The exchange rate used for August 2009 was 1.16.

 

BORSA ITALIANA – LONDON STOCK EXCHANGE ELECTRONIC ORDER BOOK   TRADING

   

August 2010

 

August 2009

   

Totals

   

Trades

Value Traded £m

Value

Traded €m

 

Trades

Value Traded £m

Value

Traded €m

UK order book

 

11,059,255

84,665

102,795

 

11,185,687

82,422

95,544

Italian order book

 

4,546,283

43,985

53,403

 

5,134,205

51,780

60,024

International Equities

 

1,002,294

10,454

12,693

 

852,398

9,142

10,598

ETFs & ETCs

 

316,599

8,081

9,811

 

252,434

6,284

7,285

Securitised Derivatives

 

103,420

674

818

 

131,166

690

800

Derivatives (EDX &   IDEM)

 

5,140,631

51,577

62,622

 

6,527,085

68,271

79,144

Retail Bonds

 

259,815

13,084

15,886

 

233,614

13,509

15,660

MTS Cash

 

35,556

155,673

189,008

 

30,843

125,458

145,432

MTS Repo

 

53,248

3,833,226

4,654,053

 

41,114

2,575,686

2,985,766

Turquoise Integrated

 

4,848,446

17,888

21,718

 

5,060,736

22,769

26,394

Turquoise MidPoint

 

644,899

3,555

4,362

 

100,216

618

716

   

Average daily

UK order book

 

526,631

4,032

4,895

 

559,284

4,121

4,777

Italian order book

 

206,649

1,999

2,427

 

244,486

2,466

2,858

International Equities

 

47,139

494

599

 

42,008

453

525

ETFs & ETCs

 

14,535

374

455

 

12,154

306

355

Securitised Derivatives

 

4,702

31

37

 

6,246

33

38

Derivatives (EDX &   IDEM)

 

233,665

2,344

2,846

 

310,814

3,251

3,769

Retail Bonds

 

11,810

595

722

 

11,124

643

746

MTS Cash

 

1,616

7,076

8,591

 

1,469

5,974

6,925

MTS Repo

 

2,420

174,238

211,548

 

1,958

122,652

142,179

Turquoise Integrated

 

220,384

813

987

 

240,987

1,084

1,257

Turquoise MidPoint

 

29,314

162

196

 

4,772

29

34

   

January to August 2010

 

January to August 2009

   

Totals

   

Trades

Value Traded £m

Value

Traded €m

 

Trades

Value Traded £m

Value

Traded €m

UK order book

 

100,899,450

835,292

971,341

 

110,059,174

784,380

884,838

Italian order book

 

46,124,384

499,424

581,026

 

46,010,258

400,345

452,722

International Equities

 

9,175,945

114,104

132,500

 

7,602,508

74,576

84,462

ETFs & ETCs

 

2,830,883

74,793

87,066

 

1,909,842

53,852

60,816

Securitised Derivatives

 

1,020,379

7,170

8,303

 

1,335,994

5,599

6,323

Derivatives (EDX &   IDEM)

 

55,477,022

545,848

635,268

 

68,730,598

612,256

690,749

Retail Bonds

 

2,455,044

132,227

153,537

 

2,510,163

142,840

160,941

MTS Cash

 

295,586

1,469,476

1,704,672

 

246,513

1,062,793

1,201,977

MTS Repo

 

393,753

33,488,375

38,979,282

 

358,094

19,605,194

22,147,028

Turquoise Integrated

 

36,865,195

154,942

180,552

 

28,448,457

155,795

175,847

Turquoise MidPoint

 

3,718,811

20,641

24,293

 

256,560

1,520

1,766

   

Average daily

UK order book

 

604,188

5,002

5,816

 

659,037

4,697

5,298

Italian order book

 

271,320

2,938

3,418

 

272,250

2,369

2,679

International Equities

 

54,669

681

791

 

45,346

446

505

ETFs & ETCs

 

16,710

443

516

 

11,334

320

362

Securitised Derivatives

 

6,003

42

49

 

7,905

33

37

Derivatives (EDX &   IDEM)

 

428,020

4,447

5,114

 

439,059

3,813

4,302

Retail Bonds

 

14,441

778

903

 

14,853

845

952

MTS Cash

 

1,739

8,644

10,027

 

1,459

6,289

7,112

MTS Repo

 

2,316

196,990

229,290

 

2,119

116,007

131,048

Turquoise Integrated

 

216,854

911

1,062

 

167,344

916

1,034

Turquoise MidPoint

 

21,875

121

143

 

3,887

23

27

 

Turquoise year to date   figures for 2009, are from June-August. Figures for the UK and Italian order   books include cash equity trades in domestic and international equities,   Exchange traded products and Securitised Derivatives. For Derivatives, the   values used are notional values while “trades” refer to contracts traded.   Value traded figures for MTS Repo are term-adjusted, and totals for MTS Cash   include BondVision.