Maybe not if they were using F# on mono. Their PR would have to work very hard to put this in a way that doesn't say "LSE is using our language on a foreign platform using a completely alternative implementation, which has nothing to do with us apart some ECMA specs - and they're still successful without MS involvement. Yes, we just confirmed that you can trust your highly critical .NET environment to the alternative versions of runtime."
True enough. If the statement turns out to be not entirely correct, that would be news.
I suspect that if there is any F# code, it's in a 3rd party system that talks to the stock exchange. There are lots of those due to the nature of an exchange, though they should all talk over the standard FIX protocol.
OK, I wouldn't expect an official press release like this from Microsoft head office.
But the team in Microsoft Research are (a) keen to promote their language (people like Don and Brian often help early adopters personally) and (b) supportive of Mono (they've always released a .zip file for Mono at the same time as their Windows installers).
using a immature language (f#) over unproved software stack for an international multi billion dollar low latency transactions when there are dozens of proven highly stable functional alternatives that run well on a linux platform? I can hardly believe it