Of Open Joint Stock Company

Total Page:16

File Type:pdf, Size:1020Kb

Of Open Joint Stock Company

APPROVED by decision of the Executive Board of Open Joint Stock Company Moscow Exchange MICEX-RTS (Minutes No__ as of ______2014)

List of parameters of spot and swap deals: FX and Precious Metals Markets

1. Spot deals

Lot Lot currency Settlement date No Spot deal code currency Quote currency name Lot Price tick name (T+n)* code USD 1,000; RUB 0.0005; 1 USDRUB_TOD USD US dollar Russian rouble USD 1 for off-book RUB 0.0001 for off- . Т+0 deals. book deals. USD 1,000; RUB 0.0005; 2 USDRUB_TOM USD US dollar Russian rouble USD 1 for off-book RUB 0.0001 for off- . Т+1 deals. book deals. USD 1,000; RUB 0.0005; 3 USDRUB_SPT USD US dollar Russian rouble USD 1 for off-book RUB 0.0001 for off- . Т+2 deals. book deals. EUR 1,000; RUB 0.0005; 4 EURRUB_TOD EUR Euro Russian rouble EUR 1 for off-book RUB 0.0001 for off- . Т+0 deals. book deals. EUR 1,000; RUB 0.0005; 5 EURRUB_TOM EUR Euro Russian rouble EUR 1 for off-book RUB 0.0001 for off- . Т+1 deals. book deals. EUR 1,000; RUB 0.0005; 6 EURRUB_SPT EUR Euro Russian rouble EUR 1 for off-book RUB 0.0001 for off- . Т+2 deals. book deals. EUR 1,000; 7 EURUSD_TOD EUR Euro US Dollar EUR 1 for off-book . USD 0.00005. Т+0 deals. EUR 1,000; 8 EURUSD_TOM EUR Euro US Dollar EUR 1 for off-book . USD 0.00005. Т+1 deals.

1 GBP 1,000; RUB 0.0005; 9 GBPRUB_TOD GBP Pound Sterling Russian rouble GBP 1 for off-book RUB 0.0001 for off . Т+0 deals. book deals. 1 GBP 1,000; RUB 0.0005; 0 GBPRUB_TOM GBP Pound Sterling Russian rouble GBP 1 for off-book RUB 0.0001 for off Т+1 . deals. book deals. 1 CNY 1,000; 1 CNYRUB_TOD CNY Chinese yuan Russian rouble CNY 1 for off-book RUB 0.0001 Т+0 . deals. 1 CNY 1,000; 2 CNYRUB_TOM CNY Chinese yuan Russian rouble CNY 1 for off-book RUB 0.0001 Т+1 . deals. 1 CNY 1,000; 3 CNYRUB_SPT CNY Chinese yuan Russian rouble CNY 1 for off-book RUB 0.0001 Т+2 . deals. 1 HKD 1,000, 4 HKDRUB_TOD HKD Hong Kong Dollar Russian rouble HKD 1 for off-book RUB 0.0001 Т+0 . deals. 1 HKD 1,000, 5 HKDRUB_TOM HKD Hong Kong Dollar Russian rouble HKD 1 for off-book RUB 0.0001 Т+1 . deals. 1 RUB 0.0001 (for 6 UAHRUB_TOD UAH Ukrainian hryvnia Russian rouble UAH 1,000 Т+0 . UAH 10) 1 BYR 1,000,000; RUB 0.0001 (for 7 BYRRUB_TOD BYR Belarusian rouble Russian rouble BYR 10,000 for off- Т+0 . book deals. BYR 10,000) 1 BYR 1,000,000; RUB 0.0001 (for 8 BYRRUB_TOM BYR Belarusian rouble Russian rouble BYR 10,000 for off- Т+1 . book deals. BYR 10,000) 1 RUB 0.0001 (for 9 KZTRUB_TOD KZT Kazakh tenge Russian rouble KZT 10,000 Т+0 . KZT 100) 2 0 GLDRUB_TOD** GLD Gold Russian rouble 1.0 g of gold RUB 0.01 Т+0 . 2 10.0 g of gold; 1.0 g 1 GLDRUB_TOM GLD Gold Russian rouble of gold for off-book RUB 0.01 Т+1 . deals. 2 GLDRUB_SPT** GLD Gold Russian rouble 1.0 g of gold RUB 0.01 Т+2 2

2 2 3 SLVRUB_TOD** SLV Silver Russian rouble 1.0 g of silver RUB 0.01 Т+0 . 2 100.0 g of silver, 1.0 4 SLVRUB_TOM SLV Silver Russian rouble g of silver for off RUB 0.01 Т+1 . book deals 2 5 SLVRUB_SPT** SLV Silver Russian rouble 1.0 g of silver RUB 0.01 Т+2 .

* T+n is the date (n) calendar days after trade date (T). If the settlement date of a T+0 spot deal falls on a non-settlement day for the relevant currencies, the T+0 instrument does not trade on that day. If the settlement date of a T+1 or T+2 spot deal comes on a non-settlement day for the relevant currencies, the trade is to be settled on the next settlement day.

** Only off-book deals and deals constituting parts of swap deals are available. The average weighted rate for all instruments is calculated to four decimal places. Off-book deals and deals constituting parts of deals in dual currency basket instruments with RUB settlement are not included in the calculation. 2. Swap deals

Settlement date Quote Lot for the first and Swap curre Base rate Final rate No currency Lot currency name Lot Price tick second parts of deal code ncy accuracy accuracy code the deal name (T+n/t+d)* RUB 0.0001; Russia USD 100,000, including for USD_TO RUB RUB 0.0001; 1. USD US Dollar n auctions; DTOM 0.000001 RUB 0.0001 RUB 0.000001 T+0/t+1 rouble USD 1 for off book deals. for for auctions. auctions. Russia USD_TO RUB 2. USD US Dollar n USD 100,000 DSPT** 0.000001 RUB 0.0001 RUB 0.000001 T+0/t+2 rouble 3. USD_TO USD US Dollar Russia USD 100,000, including for RUB RUB 0.0001 RUB 0.0001; T+1/t+1 MSPT n auctions; 0.0001; RUB 0.000001 rouble USD 1 for off book deals. RUB for auctions. 3 0.000001 for auctions. RUB 0.0001; Russia EUR 100,000, including for EUR_TO RUB RUB 0.0001; 4. EUR Euro n auctions; DTOM 0.000001 RUB 0.0001 RUB 0.000001 T+0/t+1 rouble EUR 1 for off book deals. for for auctions. auctions. Russia EUR_TO RUB 5. USD US Dollar n EUR 100,000 DSPT** 0.000001 RUB 0.0001 RUB 0.000001 T+0/t+2 rouble RUB 0.0001; Russia EUR 100,000, including for EUR_TO RUB RUB 0.0001; 6. EUR Euro n auctions; MSPT 0.000001 RUB 0.0001 RUB 0.000001 T+1/t+1 rouble EUR 1 for off book deals. for for auctions. auctions/ EURUSD US EUR 100,000; USD 7. EUR Euro TDTM Dollar EUR 1 for off book deals. 0.000001 USD 0.0001 USD 0.000001 T+0/t+1 Russia GBP_TO GBP 100,000; RUB 8. GBP Pound Sterling n RUB 0.0001 DTOM GBP 1 for off book deals. 0.0001 RUB 0.0001 T+0/t+1 rouble Russia CNY_TO CNY 100,000; RUB 9. CNY Chinese yuan n RUB 0.000001 DTOM CNY 1 for off book deals. 0.000001 RUB 0.0001 T+0/t+1 rouble Russia CNY_TO CNY 100,000; 10. CNY Chinese yuan n RUB MSPT CNY 1 for off book deals. RUB 0.0001 RUB 0.000001 T+1/t+1 rouble 0.000001 Russia HKD_T HKD 100,000; RUB 11. HKD Hong Kong Dollar n RUB 0.000001 ODTOM HKD 1 for off book deals. 0.000001 RUB 0.0001 T+0/t+1 rouble Russia RUB BYR_TO BYR 1,000,000, BYR; 10,000 for 12. BYR Belarusian rouble n 0.0001 RUB 0.0001 RUB 0.0001 DTOM off book deals. T+0/t+1 rouble (for BYR (for BYR 10,000) (for BYR 10,000) 10,000) Russia GLD_TO 1,000.0 g of gold; 1.0 g of gold RUB 13. GLD Gold n DTOM for off book deals. 0.0001 RUB 0.0001 RUB 0.0001 T+0/t+1 rouble 14. GLD_TO GLD Gold Russia 1,000.0 g of gold; 1.0 g of gold RUB RUB 0.0001 RUB 0.0001 T+1/t+1 MSPT n for off book deals. 0.0001

4 rouble Russia SLV_TO 50,000.0 g of silver; 1.0 g of RUB 15. SLV Silver n DTOM silver for off book deals. 0.0001 RUB 0.0001 RUB 0.0001 T+0/t+1 rouble Russia SLV_TO 50,000.0 g of silver; 1.0 g of RUB 16. SLV Silver n MSPT silver for off book deals. 0.0001 RUB 0.0001 RUB 0.0001 T+1/t+1 rouble

* T+n is the date (n) calendar days after trade date (T) If the settlement date of a T+0 deal falls on a non-settlement day for the relevant currencies, T+0/t+1 swaps do not trade on that day. If the settlement date of a T+1 deal which is the first part of a swap deal falls on a non-settlement day for pertinent currencies, the deal is settled on the next settlement day.

t+d is the date (d) calendar days after the settlement date of the first part of a swap deal (settlement date of the second part of the deal).

If the settlement date of a T+1 spot deal which is the second part of a swap deal falls on a non-settlement day for the relevant currencies, the deal is to be settled on the next settlement day.

** only trading in Auction with the Bank of Russia Mode is available.

5

Recommended publications