Changes in lot sizes and price tick values
Please be advised that from December 10, 2012 new price tick values will be in effect for the FX Market instruments (except for off book transactions):
| Instrument | Current price tick value | New price tick value |
|---|---|---|
| USDRUB_TOD | 0.0001 | 0.0005 |
| USDRUB_TOM | 0.0001 | 0.0005 |
| EURRUB_TOD | 0.0001 | 0.0005 |
| EURRUB_TOM | 0.0001 | 0.0005 |
The Lot sizes for OFF BOOK transactions for the following instruments and swap transactions will be changed from January 08, 2013. This will allow a more flexible rollover for off book transactions
| Instrument | Current Lot size, in currency unit |
New Lot size, in currency unit |
|---|---|---|
| USDRUB_TOD | 1 000 | 1 |
| USDRUB_TOM | 1 000 | 1 |
| USD_TODTOM | 1 000 | 1 |
| USD_TOMLTV | 1 000 | 1 |
| USD_TOMSPT | 1 000 | 1 |
| USD_TOM1W | 1 000 | 1 |
| USD_TOM2W | 1 000 | 1 |
| USD_TOM1M | 1 000 | 1 |
| USD_TOM2M | 1 000 | 1 |
| USD_TOM3M | 1 000 | 1 |
| USD_TOM6M | 1 000 | 1 |
| USD_TOM9M | 1 000 | 1 |
| USD_TOM1Y | 1 000 | 1 |
| EURRUB_TOD | 1 000 | 1 |
| EURRUB_TOM | 1 000 | 1 |
| EUR_TODTOM | 1 000 | 1 |
| EURUSD_TOD | 1 000 | 1 |
| EURUSD_TOM | 1 000 | 1 |
| EURUSDTDTM | 1 000 | 1 |
NB: The Lot size for instruments and swap transactions other than off book transactions REMAIN UNCHANGED
It is planned to set new Lot sizes for the following swap transactions at the UTS additional sessions of the second type:
| Instrument | Current Lot size, in currency unit |
New Lot size, in currency unit |
|---|---|---|
| USD_TODTOM | 1 000 | 1 |
| EUR_TODTOM | 1 000 | 1 |
From October 19, 2012 trading members have been allowed to test the new price tick value in the testing system of the FX Market either through the trading network or through the Internet. The new tick value for USDRUB_TOD, USDRUB_TOM, EURRUB_TOD, EURRUB_TOM instruments is RUB0.0005 (versus the former RUB0.0001).
Any software can be used for testing, e.g. the Exchange's trading terminals, gateways, broker workstations.
Please contact the IT HelpDesk at help@moex.com to get access to the testing system.