Instruments, trading modes and hours
Moscow Exchange offers trading in the following currencies on its FX and Precious Metals Market:
- USD, EUR, CNY, HKD, BYN, KZT, TRY, ZAR, AMD, UZS, KGS, TJS, AED, CHF, GLD, SLV with settlement in RUB;
- EUR, CNY, HKD, KZT, TRY, ZAR, AMD, KGS, TJS with settlement in USD.
| Currency pair |
Spot trades |
Swap trades and swap contracts |
Deliverable futures contracts |
|---|---|---|---|
| USD/RUB | TOD, TDB, TDS, TOM, TMB, TMS, WAP, SPT (T+2), FIX | O/N, TDS/TMS, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M, 9M, 1Y |
LTV (T+3 – 366 days in Negotiated Board) |
| EUR/RUB | TOD, TDB, TDS, TOM, TMB, TMS, SPT (T+2), FIX | O/N, TDS/TMS, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M, 9M, 1Y |
LTV (T+3 – 366 days in Negotiated Board) |
| EUR/USD | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| CNY/RUB | TOD, TDS, TOM, TMS, SPT (T+2), WAP, FIX | O/N, TDS/TMS TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M |
LTV (T+3 – 184 days in Negotiated Board) |
| USD/CNY | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| HKD/RUB | TOD, TDS, TOM, TMS | O/N, TDS/TMS | |
| USD/HKD** | TOD, TOM | O/N | |
| BYN/RUB | TOD, TDS, TOM, TMS | O/N, TDS/TMS | |
| KZT/RUB | TOD, TDS, TOM, TMS, SPT (T+2) | O/N, TDS/TMS, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M |
LTV (T+3 – 184 days in Negotiated Board) |
| USD/KZT | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| TRY/RUB | TOD, TDS, TOM, TMS | O/N, TDS/TMS | |
| USD/TRY | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| ZAR/RUB | TOD, TOM, TDS, TMS | O/N, TDS/TMS | |
| USD/ZAR | TOD, TOM | O/N | |
| AMD/RUB | TOD, TOM | O/N | |
| USD/AMD | TOD, TOM | O/N | |
| UZS/RUB | TOD, TOM | O/N | |
| KGS/RUB | TOD, TOM | O/N | |
| USD/KGS** | TOD, TOM | O/N | |
| TJS/RUB | TOD, TOM | O/N | |
| USD/TJS** | TOD, TOM | O/N | |
| AED/RUB* | TOM, SPT(T+2), TMS | TOM/SPT | |
| CHF/RUB* | TOM, SPT(T+2), TMS | TOM/SPT | |
| GLD/RUB | TOD, TOM, SPT (T+2) | O/N, TOM/SPT, 1W, 1M, 6M | LTV (T+3 – 184 days in Negotiated Board) |
| SLV/RUB | TOD, TOM, SPT (T+2) | O/N, TOM/SPT, 1W, 1M, 6M | LTV (T+3 – 184 days in Negotiated Board) |
*Actual currency settlements are temporarily unavailable
*Only at the Negotiation Board
Trading modes
| Market | Instruments | Trading modes | |
|---|---|---|---|
| System | Negotiated | ||
| Exchange | Spot deals, swap deals, standard swap contracts, standard deliverable futures | CETS | CNGD |
| Large spot deals | SDBP | ||
| Fixing deals | FIXS | FIXN | |
| Weighted-average deals | WAPS | WAPN | |
| Swap deals | Auction CBR AUCB |
||
| Over-the-counter | Links with foreign liquidity providers (partial execution) | OTCT | |
| Links with foreign liquidity providers (Fill or Kill execution) | OTCF | ||
| Swap deals with foreign liquidity providers, spot deals between Clearing Members | RFSM | ||
| Clearing of OTC deals with CC (pre-trade and post-trade) | CPCL | ||
| Transfers Instruments NCC Transfers Instruments |
TRAN | ||
| TRAD | |||
Matching of trading modes to specified instruments are described in Lot size file: