UK Trading Volumes

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IPD / IPF UK Trade Volume Report

Reported to June 2010 on the 30th July 2010

The information on this page shows the size of the UK commercial property derivatives market traded on IPD Indices since January 2005. The trade volumes are provided to IPD by the banks licensed to trade on IPD Indices. Click here for a list of licensee banks.

Please click here to download a presentation of Derivative Trade Volumes to December '09 ( PDF format).

Total Notional Trades Executed in Q2 2010	246
Outstanding Notional Value (£m) to June 10	6,848
Outstanding Number of Trades to June 10	928

	Q1 2005	Q2 2005	Q3 2005	Q4 2005	Q1 2006	Q2 2006	Q3 2006	Q4 2006	Q1 2007	Q2 2007	Q3 2007	Q4 2007	Q1 2008	Q2 2008	Q3 2008	Q4 2008	Q1 2009	Q2 2009	Q3 2009	Q4 2009	Q1 2010	Q2 2010	Cumulative totals executed to date
Total Outstanding Notional (£m)	485	806	927	1,100	1,963	2,466	4,124	6,686	6,769	7,266	7,916	9,032	9,069	10,140	10,364	11,182	7,795	8,225	8,703	9,598	6,874	6,848
Total Notional of Trades Executed each Quarter (£m)	225	321	121	183	853	513	1,658	864	2,927	970	1,660	1,662	3,441	1,628	1,028	979	554	601	670	907	483	246	22,751

Total Outstanding Number of Trades	14	42	56	80	139	189	279	415	428	473	543	703	750	991	1,054	1,185	1,038	1,155	1,205	1,317	965	928
Total Number of Trades Executed each Quarter	4	28	14	24	59	54	90	87	153	90	96	214	257	252	137	156	148	141	69	88	66	50	2,237

Average Outstanding Deal Size (£m)	35	19	17	14	14	13	15	16	16	15	15	13	12	10	10	9	8	7	7	7	7	7
Average Deal Size Executed each Quarter (£m)	56	11	9	8	15	10	18	10	19	11	17	8	13	6	8	6	4	4	10	10	7	5

Note that prior to Q4 2006 the Total Notional of Trades Executed each Quarter represents the total notional trades starting each quarter because trade execution dates have only been made available to IPD since the beginning of the Trade Volume Report in Q4 2006.

Note that the total value estimate is a sum of all market activity rather than the net matched notional position as it is not yet possible to cross-link inter-bank trades.

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The Indices and the market volume data are the exclusive property of IPD. IPD owns all of the intellectual property rights in the Indices and market volume data, including copyright and database right. IPD is the registered trade mark of IPD. All rights are reserved. No sale, distribution, transmission, copying or other form of making available any of IPD's data or Indices may be made without IPD's prior written consent. For derivative trades which use the Indices IPD has a standard licence agreement which is available upon request. IPD does not sponsor, endorse, sell or promote any derivative products or any other investment or security (“Derivative Product(s)”). IPD makes no warranty or representation whatsoever, whether express or implied, as to the results to be obtained from the use of any of its Indices or market volume data in connection with any Derivative Product. IPD shall not be liable (whether in negligence or otherwise) to any person for any error in any Index or market volume data and is not under any obligation to advise any person of any error therein.