FX Market innovations in December 2018
From 3 December 2018, new currency pairs will be launched on the FX Market.
US Dollar currency pairs
Parameters of the new instruments: lot/tick size, trading hours for TOD and TOD/TOM. The close of trading for TOM is 23:50 MSK.
| TOD, TOM, SPT | TOD/TOM, TOM/SPT | Trading hours TOD | Trading hours TOD/TOM | Cut-off time | |
|---|---|---|---|---|---|
| USD/CHF | USD 1,000 CHF 0.00001 | USD 100,000 CHF 0.000001 | 10:45 | 11:00 | 13:00 |
| USD/CNY | USD 1,000 CNY 0.01 | USD 100,000 CNY 0.0001 | 10:45 | 11:00 | 13:00 |
| USD/KZT | USD 1,000 KZT 0.01 | USD 100,000 KZT 0.0001 | 10:45 | 11:00 | 13:00 |
| USD/TRY | USD 1,000 TRY 0.01 | USD 100,000 TRY 0.0001 | 10:45 | 11:00 | 14:00 |
Beginning of Japanese yen trading
Parameters of the new instrument: lot/tick size and trading hours for TOD
| TOD | Trading hours TOD | Cut-off time | |
|---|---|---|---|
| JPY/RUB | JPY 100,000 RUB 0.0001 for JPY 100 | 18:00 | T+1** |
New currency pairs and FX instruments
New FX instruments and currency pairs have been launched on the MOEX FX Market from 17th September 2018.
US Dollar currency pairs
New instruments parameters: lot/tick size, trading hours for TOD and TOD/TOM. TOM, SPT and TOM/SPT trading are run until 23:50 MSK:
| TOD, TOM, SPT | TOD/TOM, TOM/SPT |
Trading hours TOD |
Trading hours TOD/TOM |
Cut-off time | |
|---|---|---|---|---|---|
| GBP/USD | GBP 1,000 USD 0.00001 |
GBP 100,000 USD 0.000001 |
15:00 | 15:15 | 17:00 |
| EUR/USD* | EUR 1,000 USD 0.00001 |
EUR 100,000 USD 0.000001 |
15:00 | 15:15 | 17:00 (CEST) 18:00 (CET) |
* New instruments EUR/USD – SPT and the TOM/SPT swap.
KZT/RUB instruments
New instruments parameters: lot/tick size, trading hours for TOD and TOD/TOM. TOM, SPT, TOM/SPT and swap contracts trading are run until 23:50 MSK:
| TOD, TOM, SPT, LTV |
TOD/TOM, TOM/SPT, TOM/1W, TOM/2W, TOM/1M, TOM/2M, TOM/3M, TOM/6M |
Trading hours TOD |
Trading hours TOD/TOM |
Cut-off time | |
|---|---|---|---|---|---|
| KZT/RUB | KZT 10,000 RUB 0.0025 for KZT 100 |
KZT 1,000,000 RUB 0.0001 for KZT 100 |
10:45 | 11:00 | 13:00 |
TRY/RUB instruments
New instruments parameters: lot/tick size, trading hours for TOD and TOD/TOM. TOM trading is run until 23:50 MSK:
| TOD, TOM | TOD/TOM | Trading hours TOD | Trading hours TOD/TOM | Cut-off time | |
|---|---|---|---|---|---|
| TRY/RUB | TRY 1,000 RUB 0.0001 |
TRY 100,000 RUB 0.000001 |
10:45 | 11:00 | 14:00 |
New clearing fees 2018
New clearing fees 2018
New NCC clearing fees (total rate change – 10% from current) for swap deals, deliverable futures and swap contracts for Unified Pool Settlement Accounts.
| Fee schedule | Monthly flat rate, ₽ |
Trades | Clearing | ITS | Rate |
|---|---|---|---|---|---|
| SWP_0 | - | 0.0002125 | 0.0002625 | 0.000075 | 0.000550 |
| SWP_300 | 300 000 | 0.0001275 | 0.0001575 | 0.000045 | 0.000330 |
| SWP_600 | 600 000 | 0.0000850 | 0.0001050 | 0.000030 | 0.000220 |
| SWP_1000 | 1 000 000 | 0.0000680 | 0.0000840 | 0.000024 | 0.000176 |
| SWP_1500 | 1 500 000 | 0.0000595 | 0.0000735 | 0.000021 | 0.000154 |
| SWP_3500 | 3 500 000 | 0.0000425 | 0.0000525 | 0.000015 | 0.000110 |
For non-Unified Pool Settlement Accounts fees doesn't change.
| Fee schedule | Monthly flat rate, ₽ |
Trades | Clearing | ITS | Rate |
|---|---|---|---|---|---|
| SWP_0 | - | 0.0002125 | 0.0002125 | 0.000075 | 0.00050 |
| SWP_300 | 300 000 | 0.0001275 | 0.0001275 | 0.000045 | 0.00030 |
| SWP_600 | 600 000 | 0.0000850 | 0.0000850 | 0.000030 | 0.00020 |
| SWP_1000 | 1 000 000 | 0.0000680 | 0.0000680 | 0.000024 | 0.00016 |
| SWP_1500 | 1 500 000 | 0.0000595 | 0.0000595 | 0.000021 | 0.00014 |
| SWP_3500 | 3 500 000 | 0.0000425 | 0.0000425 | 0.000015 | 0.00010 |
New instrument: Turkish Lira/Russian Rouble currency pair
Launch date: 29 January 2018.
Instrument: TRYRUB_TOD (same day settlement trades)
- Lot size: 1,000 for the main board (CETS), 1 for negotiated trade board (CNGD)
- Tick size (both boards): 0,0001
- Price accuracy (both boards): to four decimal places
Trading hours: 10:00-10:45 MSK for the main board; 10:00-11:00 MSK (different settlement codes) and 10:00-23:50 MSK (one settlement code) for negotiated trade board.
Time schedule for clearing and settlement of trades: see Supplement 6 to the Common part of the Clearing Rules, Part I.
To trade TRY, full cash pre-funding is required.
Banking instructions on CCP NCC’s account for collateral deposits and settlement of trades will be published later on the CCP NCC’s website.
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