MOEX FX FIXINGS

Being the leading provider of trading, clearing, settlement, depositary, and information services in Russia and Eastern Europe MOEX is developing, calculating and distributing a vast variety of indicators for the Russian financial market.

The MOEX Fixings meet the requirements of domestic regulations (CBR) as well as principles of IOSCO for Financial Benchmarks regarding governance, quality of the methodology and accountability mechanisms implemented in.

Moscow Exchange started publishing MOEX USD/RUB FX FIXING on 27 May 2013. Calculation based on actual market quotes and trades in MOEX Trading system, it is significantly more transparent, resistant to market manipulation, and convenient for protecting against the underlying asset risk associated with derivatives than previous indicators. The MOEX Fixings family includes MOEX USD/RUB FX FIXING as well as fixings for EUR/RUB, EUR/USD, CNY/RUB, representing the most liquid segments of the Russian FX market and as such offering the useful reference for all market participants.

The MOEX Currency Fixings are leading benchmarks for the number of currency pairs mainly thanks to the high liquidity, transparency and historic foundation.

The MOEX USD/RUB FX FIXING has been used to calculate settlement prices of the exchange's USD futures since December 2013.

Last values
Fixing name Tiker simbol Value Date Bloomber ID Thomson Reuters RIC
MOEX USD / RUB FX FIXING USDFIXME 65.6876 20.11.2018 USDRUB MCDF Curncy USDFIXME=RTS
MOEX EUR / RUB FX FIXING EURFIXME 75.085 20.11.2018 EURRUB MCDF Curncy EURFIXME=RTS
MOEX EUR / USD FX FIXING EURUSDFIXME 1.143139 20.11.2018 EURUSD MCDF Curncy EURUSDFIXME=RTS
MOEX CNY / RUB FX FIXING CNYFIXME 9.469209 20.11.2018 CNYRUB MCDF Curncy CNYFIXME=RTS

 

MOEX FX MARKET and FIXING (pdf, 360 kb)

Moscow Exchange FX Market (pdf, 1 Mb)

MOEX USD/RUB FX Fixing (RUB05) non-calculating dates in 2018 are
dates when MOEX FX market (USD/TOM) is closed dues to public
holidays and non-working transferred days
:
January 1-2, 2018 New Year
January 2, 2018 holiday
February 23, 2018 Defender of the Fatherland Day
March 8, 2018 International Women's Day
May 1, 2018 Spring and Labor Day
May 9, 2018 Victory Day
June 12, 2018 Russia Day
December 31, 2018 holiday

 

Working transferred days in 2018
when MOEX USD/RUB FX Fixing (RUB05) are calculated:
April 28, 2018
June 9, 2018
December 29, 2018

 

For further information or if you have any questions concerning fixings please contact MOEX Index Management Department index@moex.com.

Dear visitors,

if interested in news concerning fixings calculation and translation, please send your contacts and company name to index@moex.com.