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Monitoring

General Provisions   List of Traders’ Actions that can be Considered a Breach of Exchange Regulations   Limit System for Bid Parameters   Procedure for Terminating Securities Trading   Investigation of Non-Standard Trades by the Exchange   List of Securities Admitted to Trading with Limitation Values

The list of securities with limitation values, the excess of which (both increasing and decreasing) leads to the automatic cancellation of the bid by the MICEX SE CJSC Trading System, can be found on the old version of the site through the link List of Securities Admitted to Trading with Limitation Values..

Limitation Values File Structure

Field_Name Type Size Dec Note
1. TradeDate D Date of trading
2. SecurityID C 12 Security identifier
3. SecShortNM C 10 Security short name
4. RegNumber C 20 State registration number
5. SecType C 2 Security type (ps — privileged share, os — ordinary share, bn — bonds, is — investment shares)
6. BoardID C 4 Trading mode identifier
7. BoardName C 35 Trading mode name
8. Period C 1 Trading period (N — trade session; O — pre-trade period)
9. Function C 10 Link to the deviations’ calculation base (PRICE — deviations are calculated in terms of the settlement price; FACE VALUE — deviations are calculated in terms of the face value of the bond)
10. UpperLimit F Upper limit value of the bid’s price deviation, in %
11. LowerLimit F Lower limit value of the bid’s price deviation, in %
12. Price F Price as of the close of the previous trading day. It is used to specify the acceptable price fluctuation limits, the excess of which leads to the automatic cancellation of the bid by the MICEX SE CJSC Trading System (in rubles for shares and investment shares; in % for bonds). In the absence of a closing price, the price deviation limit is determined in relation to the settlement price established by the resolution of the Director General of the MICEX SE CJSC.