IOB Newsletter - March 2015

 
 
 

Receive monthly market updates and statistics

  • IOB highlights of the month

  • LSEG CIS & CEE conference, Thursday 26 March 2015
  • Quarterly Review of IOB securities
  • Derivatives: SOLA 7  enhancements and Rulebook consultation

Cash Equity Market

Average order book daily turnover on the  IOB in February was $589m

As a result of the March 2015 quarterly review, 7 IOB instruments will change their tick tables effective from 23 March.

  • From FESE1 to FESE 2: MGNT and ROSN exhibited ADT <$30m and TWS > 10 bps
  • From FESE 2 to FESE 3: MFON, NLMK, SSA, GAZ and HYDR  exhibited ADT <$5m and TWS > 30 bps

  
 

TIDM

NAME

Average daily   order book turnover

Average   time-weighted spread

Current FESE table

New FESE Table

LKOD

LUKOIL ADR

$91.3m

13.79

1

1

OGZD

OAO GAZ.ADS 1

$85.5m

10.43

1

1

SBER

SBERBANK

$77.5m

13.06

1

1

MNOD

MMC NORILSK ADR

$40.1m

17.02

1

1

MGNT

PJSC MAG. S

$29.7m

22.62

1

2

ROSN

ROSNEFT

$25.8m

21.05

1

2

NVTK

NOVATEK REGS

$17.7m

27.95

2

2

SMSN

SAMSUNG EL.GDR

$15.8m

11.10

2

2

ATAD

OAO TATNEFT

$11.3m

33.68

2

2

VTBR

JSC VTB BK. S

$9.8m

36.28

2

2

SGGD

SURGUTNEFT.ADR

$7.9m

34.91

2

2

URKA

JSC URAL. S

$6.9m

29.76

2

2

EDCL

EURASIA S

$6.3m

170.75

3

3

MAIL

MAIL.RUGRP S

$5.0m

45.89

2

2

SVST

PJSC SEV. REGS

$4.8m

25.96

2

2

MFON

MEGAFON S

$4.7m

50.36

2

3

RIGD

RELIANCE GDR

$3.4m

44.33

3

3

NLMK

NOVOLIP REGS

$3.2m

41.82

2

3

SSA

SISTEMA

$2.8m

51.00

2

3

SMSD

SAMSUNG EL.GDS

$2.5m

21.98

2

2

FIVE

X5 RETAIL

$2.2m

141.49

3

3

SBID

STATE BK.IN.GDR

$2.0m

63.67

3

3

CBKD

COM.INT.BK.REGS

$1.7m

97.91

3

3

LTOD

LARSEN&TBRO.GDS

$1.5m

55.94

3

3

KMG

JSC KAZMUN S

$1.3m

126.07

3

3

AXB

AXIS BANK REGS

$1.3m

67.90

3

3

PHOR

PHOSAGRO S

$1.2m

94.24

3

3

LNTA

LENTA S

$0.9m

159.82

3

3

GLTD

GLOBAL TEL. S

$0.8m

288.26

3

3

GAZ

GAZPROM NEFT

$0.7m

144.43

2

3

MHID

MAHINDRA GDR

$0.7m

102.75

3

3

HYUD

HYUNDAI MTR.GDR

$0.7m

80.95

3

3

GLTR

GLOBALTRANS S

$0.7m

255.06

3

3

TMKS

OAO TMK (REGS)

$0.7m

152.84

3

3

KCEL

KCELL REGS

$0.7m

188.04

3

3

HYDR

JSC RUS

$0.5m

104.69

2

3

 

 

Derivatives Market 

  • In connection with the planned London Stock Exchange Derivatives Market trading system upgrade to SOLA version 7  announced in November, the Exchange is proposing to introduce some rule amendments and will be conducting a market consultation. Click here for more details >
  • Updated London Stock Exchange Derivatives Market Trading Services Description, effective from 30 March 2015. Read more >

LSEG CIS & CEE Conference Thursday 26 March 2015

This Event will discuss:

  • Russia, CIS and CEE macroeconomic overview
  • CEE companies - financing European Growth
  • Outlook for IPOs in the CIS
  • Current trading flows
  • Trading Turkish instruments

Review agenda of the event: www.lseg.com/cis-cee-conference