Trading Instruments
Trading on unified trading session (MICEX UTS) is effected for Russian roubles in US dollars, Euro, Ukrainian hryvnas, Kazakh tenges and Byelorussian roubles.
Trading is effected in the following instruments:
1. In US dollars |
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|
| Instrument Name | Minimal Lot in lot currency units | Lot currency unit quote | Trading time frames |
| USD/RUB_UTS_TOD |
1 000 USD |
1 |
10:00 - 14:00* |
| USD/RUB_UTS_TOM |
1 000 USD |
1 |
10:00 - 17:00 |
* Hereinafter GMT+3
The following swap deals in US dollars may be concluded:
| Instrument Name | Minimal Lot in lot currency units | Trading time frames |
| SWAP_USD/RUB_UTS__TOD_TOM |
100 000 USD |
10:00 - 13:30 |
2. In Euro |
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|
| Instrument Name | Minimal Lot in lot currency units | Lot currency unit quote | Trading time frames |
| EUR/RUB_UTS_TOD |
1 000 EUR |
1 |
10:00 √ 11:30 |
| EUR/RUB_UTS_TOM |
1 000 EUR |
1 |
10:00 √ 17:00 |
The following swap deals in Euro may be concluded:
| Instrument Name | Minimal Lot in lot currency units | Trading time frames |
| SWAP_EUR/RUB_UTS_TOD_TOM |
100 000 EUR |
10:00 √ 11:30 |
3. In Ukrainian hryvnas |
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|
| Instrument Name | Minimal Lot in lot currency units | Lot currency unit quote | Trading time frames |
| UAH/RUB_UTS_TOM |
1 000 UAH |
1 |
10:30 - 16:30 |
4. In Byelorussian roubles |
 |
|
| Instrument Name | Minimal Lot in lot currency units | Lot currency unit quote | Trading time frames |
| BYR/RUB_ UTS_TOM |
1 000 000 BYR |
100 |
10:30 - 16:30 |
5. In Kazakh tenges |
 |
|
| Instrument Name | Minimal Lot in lot currency units | Lot currency unit quote | Trading time frames |
| KZT/RUB_ UTS_TOM |
10 000 KZT |
100 |
10:30 - 16:30 |
For USD/RUB_UTS_TOD and USD/RUB_UTS_TOM instruments a maximum deviation of a rate to be indicated by the trading participant in his order established in amount of 1,3% from the value of average weighted rate at the previous trading close.
For EUR/RUB_UTS_TOD and EUR/RUB_UTS_TOM instruments a maximum deviation of a rate to be indicated by the trading participant in his order established in amount of 2% from the value of average weighted rate at the previous trading close at which the average weighted rate was determined. In some cases the Administrator's managing body according to the Bank of Russia' written instructions might establish another deviation rate to be indicated by trading participant in his order.
For UAH/RUB_UTS_TOM, BYR/RUB_UTS_TOM и KZT/RUB_UTS_TOM instruments a maximum deviation of a rate to be indicated by the trading participant in his order established in amount of 15% from the value of average weighted rate at the previous trading close at which the average weighted rate was determined.
For operations in USD/RUB_UTS_TOD instrument UTS trading participants remit 1.8% of the funds out of planed operation volume in advance.
For operations in USD/RUB_UTS_TOM instrument UTS trading participants remit 2.7% of the funds out of planed operation volume in advance.
For operations in EUR/RUB_UTS_TOD instrument UTS trading participants remit 4% of the funds out of planed operation volume in advance.
For operations in EUR/RUB_UTS_TOM instrument UTS trading participants remit 6% of the funds out of planed operation volume in advance.
For operations in Ukrainian hryvnas, Byelorussian roubles and Kazakh tenges for Russian roubles Section▓s members provide money funds in currency and amount, which they plan to offer on UTS.
In the course of trading on UTS the participants may conclude off-system deals (SWITCH deals) indicating each other as counter parties of a deal. These deals are concluded within a net-operation limits and/or deposited funds based on two counter orders equal in volumes and rates.
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