New instruments and swaps
Moscow Exchange launched the following changes to the FX Market starting from December 1, 2014:
- TOD and TOM instruments and O/N swaps will be launched for the new GBP/RUB pair. Partial advanced collateral will be required.
- TOD and TOM instruments and O/N swaps will be launched for the new HKD/RUB pair. Partial advanced collateral will be required.
- A TOM instrument and O/N swap will be launched for the BYR/RUB pair. Partial advanced collateral will be required for BYR trading.
- Trading hours for UAHRUB_TOD are to be extended to 15:00 MSK.
| No | Spot/swap trade | Settlement | Lot size for main mode, lot currency | Lot size for off-book trades, lot currency unit |
Price per lot | Price tick for main mode | Price tick for off-book mode |
|---|---|---|---|---|---|---|---|
| 1 | GBPRUB_TOD | T+0 | 1,000 | 1 | GBP 1 | 0.0005 | 0.0001 |
| 2 | GBPRUB_TOM | T+1 | 1,000 | 1 | GBP 1 | 0.0005 | 0.0001 |
| 3 | GBP_TODTOM | - | 100,000 | 1 | GBP 1 | 0.0001 | 0.0001 |
| 4 | BYRRUB_TOM | T+1 | 1, 000,000 | 10 000 | BYR 10,000 | 0.0001 | 0.0001 |
| 5 | BYR_TODTOM | - | 1, 000,000 | 10 000 | BYR 10,000 | 0.0001 | 0.0001 |
| 6 | HKDRUB_TOD | T+0 | 1,000 | 1 | HKD 1 | 0.0001 | 0.0001 |
| 7 | HKDRUB_TOM | T+1 | 1,000 | 1 | HKD 1 | 0.0001 | 0.0001 |
| 8 | HKD_TODTOM | - | 100,000 | 1 | HKD 1 | 0.000001 | 0.000001 |
All new instruments and swap trades are subject to current fees
Lists of Parameters and Specifications