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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets

Terms of Data

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    Changes in the Course of Trades

    MOEX monitors best quotes as they approach the price bands. In case the best buy/sell quote moves to less than 10% to the price band and stays there for 5 min running, upper/lower bands can be shifted. These changes lead to the decrease the single limit.

    The price band is shifted by Δ:

    Δ = (PcH0 - PcL0)*Shift

    (PcH0 - PcL0) - the band set in the morning of the trading day;

    Shift - band shift ratio.

    Price band and risk bands (Level 1, 2 and 3) shift simultaneously.

    Upper band goes up. Lower band goes down.

    Below one can find a sample band upshift. A similar scheme is used for downshifts.

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