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Larger Size Market Maker Performance


The London Stock Exchange Larger Size Market Maker scheme main features are:


Click here for details of around 850 FTSE Small Cap, Fledgling and AIM securities that currently have at least 1 Larger Size Market Maker.

  • to qualify in a specific security a Market Maker must provide the higher of 4 EMS (1.5 EMS for quote driven securities) or £2,500 to help ensure that there is a meaningful level of liquidity in each security at all times. The bid and offer must be within 80% of the ruling spread (10% for quote driven stocks) and these conditions must be met for at least 75% of the month;
  • in each security that the Market Maker qualifies in, it will receive 50% of its counterparty's order book Exchange Charge on its CP order executions. 
  • where a firm is providing qualifying off book commitment it will receive 50% of the Exchange Charge that arises on its off book executions regardless of which side paid.
  • a member firm must apply to be a Larger Size Market Maker at least 5 business days prior to the start of the month and must meet the enhanced obligations in at least 50% of its registered securities in an individual trading segment;
  • there are no Rules or trading system changes.


Benefits to brokers

 

  • Larger size means greater liquidity in traditionally less-liquid segments
  • Tighter spreads will reduce the overall cost of trading, for brokers and for clients
  • Since the introduction of the Scheme we have seen:
    • an increase in total trade value (both on and of book) of 13% where there is at least 1 qualifying LSMM against a decrease of 10% where there is no qualifying LSMM; and
    • an increase in order book trade value of 19% where there is at least 1 qualifying LSMM against an increase of only 3% where there is no qualifying LSMM


Benefits to Market Makers who opt in

 

  • Increase order flow
  • Market Makers who opt in to join the scheme become entitled to use the designation “London Stock Exchange Larger Size Market Maker” bringing with it key differentiating and advertising opportunities
  • By agreeing to increase order sizes at tighter spreads Larger Size Market Makers will receive 50% of its counterparty's order book Exchange Charge on its CP orders. Along with 50% of Exchange charge on qualifying off book executions.

 

Click here to view the Larger Size Market Makers and their details.


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