001/06032015 /
Every three months London Stock Exchange reviews the securities on its markets.
The purpose of this Service Announcement is to provide details and timings of the March 2015 Quarterly Review changes. The main changes are:
- Implementation of FTSE Group’sindices review;
- Implementation of trading service selection review;
- Revision of applicable tick table;
- Revision of EMS (market maker obligation) of securities; and
- Revision of MiFID Database parameters including ADT, liquidity flag, publication delay and hidden regime changes.
STAGE / EFFECTIVE DATE / AMENDMENT / APPENDIX WORKBOOK
1 / Start of Trading Monday 16 March 2015 / 4securities move to SETS to facilitate trading ahead of the changes to the FTSE indices
4SETS securities change sector
5 SETS securities move to SETSqx as part of trading service selection criteria review / A
2 / Start of Trading Monday 23 March 2015 / 21securities move Segment / Sector as a result of theimplementation of the index changes
RB.BT.A (SET1) move to FESE table 1
MGNTROSN(IOBE) move to FESE table 2
MFON, NLMK, SSA, GAZ & HYDR (IOBE) move to FESE table 3 / A
STAGE / EFFECTIVE DATE / AMENDMENT / APPENDIX WORKBOOK
3 / Start of Trading Friday 27 March 2015 / 883 EMS changes for all trading services / C
4 / Start of Trading Wednesday 1 April 2015 / 33 securities move Sector as a result of MiFID database liquidity changes effective April 2015.
SETS, SETSqx, European Quoting Service and Trade Reporting only Segments updated for MiFID database changes, including revised ADTs and hidden order sizes.
Revised off-book trade publication delay regime and Hidden Order Large in Scale take effect. / A
B
Revised Millennium Exchange Business Parameters issued 1 April 2015
The amendments summarised above and detailed in the relevant workbook of the attached appendix shall be conducted after 18:30 on the business day prior to the effective date.
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Relates to
Exchange(s)
—London Stock Exchange
Environment(s)
—Millennium Exchange Production Environment
Type
—Technical Update
Product(s)
—Millennium Exchange
Additional Information
If you have any queries about this announcement please e-mail:
If you have any technical queries about this announcement please contact your Technical Account Manager on - 020 7797 3939 or .
Millennium Exchange Business Parameters Document can be found at:
An archive of previously issued service announcements is available in the technical library section of London Stock Exchange's Internet site
Customers are reminded that London Stock Exchange may broadcast test data from its Production environment at the weekends which should be discarded and not processed.
Customers are reminded that London Stock Exchange may extend or re-enter the Post Close session for instruments or segments in order to perform necessary end of day activities.
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