Information about Moscow Exchange Equity & Bond Market
in Bloomberg and Thompson Reuters terminals
Bloomberg
Equities
Request structure: SECURITY CODE RX Equity QR
Example: MOEX RX Equity QR
- More details...
- Use the key F8 for word "Equity"
- There are three lines available in terminal (RX, RM, RN) for Equity class.
Request structure Trading mode Currency SECURITY CODE RX Equity QR
Example: MOEX RX Equity QRAggregated data on prices and volumes of the modes: - Main trading mode T+ (T+2)
- Trading mode "Odd lots"
- Trading mode "Block trading"
- Main trading mode T+ : D stocks
RUB SECURITY CODE RM Equity QR
Example: MOEX RM Equity QRAggregated data on prices and volumes of the modes: - Main trading mode T+ (T+2)
- Trading mode "Odd lots"
- Trading mode "Block trading"
- Main trading mode T+ : D stocks
- Negotiated trading mode (NTM)
- Trading mode negotiated deals: D stocks
RUB SECURITY CODE RN Equity QR
Example: MOEX RN Equity QRData on prices and volumes of the modes: - Negotiated trading mode (NTM)
- Trading mode negotiated deals: D stocks
RUB SECURITY CODE RP Equity QR
Example: MOEX RP Equity QRAggregated data on prices and volumes of the mode "REPO with stocks, DRs" ("Interdealer REPO")
Government bonds
Request structure: SECURITY CODE Govt QR
Example: RU000A0JS249 Govt QR
- More details...
- Use the key F2 for word "Govt"
Source Trading mode Currency MICX Aggregated data on prices and volumes of the modes: - Trading Period 'Auction'
- Main trading mode T+ (T+1)
- Main trading mode (T0)
- Block trading mode
- REPO
RUB MMGB Aggregated data on prices and volumes of the modes: - Main trading mode T+ (T+1)
- Main trading mode (T0)
RUB MNGB Negotiated trading mode (NTM) RUB
Corporate bonds
Request structure: SECURITY CODE Corp QR
Example: RU000A0JPMT8 Corp QR
- More details...
- Use the key F3 for word "Corp"
Source Trading mode Currency MICB Aggregated data on prices and volumes of the modes: - Trading Period 'Auction'
- Redeeming auction
- Main trading mode (T0)
- Main market: D bonds
- Trading mode "Block trading"
- Neg. deals: D bonds
- Trading Period 'Auction'
- Redeeming auction
- Block trading mode
- Main Trading Mode: T+ Bonds USD
- Main Market: bonds USD – USD currency
- Main market: bonds GBP
- Trading mode negotiated deals: bonds USD
- REPO
- Trading Mode 'REPO CB'
- Trading Mode 'REPO fix versus CB'
RUB MMCB Aggregated data on prices and volumes of the modes: - Main trading mode (T0)
- Main market: D bonds
- Main Trading Mode: T+ Bonds USD
- Main Market: bonds USD – USD currency
RUB MNCB Aggregated data on prices and volumes of the modes: - Negotiated trading mode (NTM)
- Neg. deals: D bonds
RUB
REPO
Request structure for equities: SECURITY CODE RP Equity QR (Example: MOEX RP Equity QR)
Request structure for bonds: SECURITY CODE Corp QR (Example: RU000A0JPMT8 Corp QR)
- More details...
- Use the key F8 for word "Equity"
- Use the key F3 for word "Corp"
Source Trading mode Currency SECURITY CODE RP Equity QR
Example: MOEX RP Equity QRAggregated data on prices and volumes of the mode "REPO with stocks, DRs" ("Interdealer REPO") RUB SECURITY CODE Corp QR
Example: RU000A0JPMT8 Corp QRData on prices and volumes of the modes: - REPO
- Trading Mode 'REPO CB'
- Trading Mode 'REPO fix versus CB'
RUB
Thomson Reuters
Equities
Request structure: 0#SECURITY CODE.MM
Example: 0#MOEX.MM
- More details...
- Instrument parameters are available on request SECURITY CODE.MM (Example: MOEX.MM).
- You can specify request with desired trading mode by entering the appropriate suffix (".ММ", ".MЕP", etc.).
Request structure Trading mode Currency 0#SECURITY CODE.MM
Example: 0#MOEX.MMMain trading mode T+ (T+2)
Main trading mode T+ : D stocksRUB 0#SECURITY CODE.MEP
Example: 0#MOEX.MEPNegotiated Deals with CCP RUB 0#SECURITY CODE.MMP
Example: 0#MOEX.MMPNegotiated Deals
Neg. deals: D stocksRUB 0#SECURITY CODE.MMK
Example: 0#MOEX.MMKTrading mode "Block trading" RUB 0#SECURITY CODE.MML
Example: 0#MOEX.MMLTrading mode "Odd lots" RUB For different securities types Thomson Reuters has a particular code:
- For equities, ETF: SECURITY CODE = SECURITY CODE on Moscow Exchange;
- For depositary receipts: SECURITY CODE = SECURITY CODE on Moscow Exchange+DR (Example: QIWIDR);
- For funds: SECURITY CODE = 6-digit Thompson Reuters RIC code. RIC can be found by entering the ISIN in the search line and selecting any trading mode.
Bonds
Request structure: \SECURITY CODE=MM
Example: \RU26217RMFS=MM
- More details...
- Instrument parameters are available on request \SECURITY CODE= (Example: \RU24018=).
- You can specify request with desired trading mode by entering the appropriate suffix ("=ММ", "=MMP", etc.).
Request structure Trading mode Currency \SECURITY CODE=MM
Example:
\RU000A0JWLY6=MM
\RU26217RMFS=MMFor OFZ - Main trading mode T+ (T+1)
Other bonds - Main trading mode (T0)
Main market: D bondsRUB \SECURITY CODE=MM
Example:
\RU000A0JWLY6=MM
\RU24018=MMTrading mode Auction RUB \SECURITY CODE=MMP
Example:
\RU000A0JWLY6=MMPNegotiated Deals
Neg. deals: D bondsRUB \SECURITY CODE=MEP
Example:
\RU000A0JWLY6=MEPNegotiated Deals with CCP RUB \SECURITY CODE=MMK
Example:
\RU26217RMFS=MMKTrading mode "Block trading" RUB For different securities types Thomson Reuters has a particular code:
- For OFZ: SECURITY CODE = RU+Registration number (Example: "RU24018RMFS")
- Bonds except OFZ: SECURITY CODE = SECURITY CODE on Moscow Exchange
REPO
Request structure for equities: 0#SECURITY CODE.MMS (Example: 0#MOEX.MMS)
Request structure for bonds: \SECURITY CODE=MMR (Example: \RU24018RMFS=MMR)
- More details...
- You can specify request with desired trading mode by entering the appropriate suffix (".ММS", ".MMN", etc. for equities; "=ММR", "=MMN", etc. for bonds).
Security class Chain Trading mode Currency Equities 0#SECURITY CODE.MMS
Example: 0#MOEX.MMSREPO with stocks, DRs RUB 0#SECURITY CODE.MMN
Example: 0#MOEX.MMNREPO with CCP Negdeal RUB 0#SECURITY CODE.MME
Example: 0#MOEX.MMEREPO with CCP Negdeal USD USD 0#SECURITY CODE.MSE
Example: 0#MOEX.MSEREPO with CCP Negdeal EUR EUR 0#SECURITY CODE.MMU
Example: 0#MOEX.MMUREPO with stocks (USD settle) USD Bonds \SECURITY CODE=MMR
Example: \RU24018RMFS=MMRREPO with bonds RUB \SECURITY CODE=MMN
Example: \RU24018RMFS=MMNREPO with CCP Negdeal RUB \SECURITY CODE=MME
Example: \RU24018RMFS=MMEREPO with CCP Negdeal USD USD \SECURITY CODE=MSE
Example: \RU24018RMFS=MSEREPO with CCP Negdeal EUR EUR \SECURITY CODE=MMU
Example: \RU24018RMFS=MMUREPO with bonds (USD settle) USD \SECURITY CODE=MMA
Example: \RU24018RMFS=MMAREPO (USD settle) USD For different securities types Thomson Reuters has a particular code:
- For OFZ: SECURITY CODE = RU+Registration number (Example: "RU24018RMFS")
- For equities, ETF, bonds (except OFZ): SECURITY CODE = SECURITY CODE on Moscow Exchange;
- For funds: SECURITY CODE = 6-digit Thompson Reuters RIC code. RIC can be found by entering the ISIN in the search line and selecting any trading mode;
- For depositary receipts: SECURITY CODE = SECURITY CODE on Moscow Exchange+DR (Example: QIWIDR).