IOB Newsletter - March 2015
-
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.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