Additional limits for parameters of orders in the trading system of CJSC MICEX Stock Exchange to be changed for the period from May 7 through May 8, 2012
Please be advised that for the period of 7-8 May, 2012 the following additional limits for parameters of orders submitted in the CJSC MICEX Stock Exchange Trading system have been set. In case of exceeding the values of these limits orders will be automatically cancelled by the Trading system.
Limits for price deviation for stocks (mutual funds units, Russian Depository Receipts representing shares) of one issuer, similar type and state registration number:
- ±20% for the following trading modes of the Main Market sector: Main trading mode, “Qualified investors – Main trading mode", Odd lots, Block trade.
Price deviation is calculated relative to Settlement price. The Settlement price is equated with the closing price of the previous trading day. The closing price is calculated in accordance with the procedure set forth in the regulatory enactments of the federal executive authority governing the stock market (hereinafter the Closing price).
Limits for price deviation for stocks of one issuer and similar type:
- ±19% for the Classica sector.
This limit is to be applied to securities from the Appendix.
Price deviation is calculated relative to Settlement price. The Settlement price is equated with the closing price of the previous trading day.
Limits for price deviation for bonds of one issuer, similar type and state registration number:
- ±10% for the following trading modes of the Main Market sector: Main trading mode, "Bonds D – Main trading mode".
- ±10% for the following trading modes of the Main Market sector: Negotiated trades mode, "Qualified investors – Negotiated trades mode”, "Bonds D – Negotiated trades mode”.
Price deviation is calculated relative to the Closing price as of May 5, 2012.
Price deviation is calculated relative to the Closing price as of May 5, 2012.
The limits have been changed in order to prevent price manipulation and reduce risks associated with the stock market in accordance with the Trading Rules of CJSC MICEX Stock Exchange approved by the Board of Directors of the Exchange on December 22, 2011 and an order No525-R of the General Director of CJSC MICEX Stock Exchange as of May 03, 2012.
Appendix
List of securities with the limit for price
deviation of ±19% effective for the period from May 7 through May 8, 2012
| No | Issuer | Type | Ticker |
|---|---|---|---|
| 1. | JSC "AEROFLOT" | ORDINARY SHARE | AFLT |
| 2. | AK "ALROSA" (OAO) | ORDINARY SHARE | ALRS |
| 3. | Severstal | ORDINARY SHARE | CHMF |
| 4. | OAO "E.ON Rossiya" | ORDINARY SHARE | EONR |
| 5. | "FGC UES", JSC | ORDINARY SHARE | FEES |
| 6. | Gazprom | ORDINARY SHARE | GAZP |
| 7. | Cherkizovo Group | ORDINARY SHARE | GCHE |
| 8. | "OJSC "MMC "NORILSK NICKEL" | ORDINARY SHARE | GMKN |
| 9. | JSC "RusHydro" | ORDINARY SHARE | HYDR |
| 10. | JSC "INTER RAO UES" | ORDINARY SHARE | IRAO |
| 11. | Irkutskenergo | ORDINARY SHARE | IRGZ |
| 12. | KAMAZ | ORDINARY SHARE | KMAZ |
| 13. | ОАО "LUKOIL" | ORDINARY SHARE | LKOH |
| 14. | OJSC LSR Group | ORDINARY SHARE | LSRG |
| 15. | OJSC "MMK" | ORDINARY SHARE | MAGN |
| 16. | OJSC "Magnit" | ORDINARY SHARE | MGNT |
| 17. | IDGC of Centre, JSC | ORDINARY SHARE | MRKC |
| 18. | JSC "IDGC Holding" | ORDINARY SHARE | MRKH |
| 19. | JSC "IDGC Holding" | PREFERRED SHARE | MRKHP |
| 20. | IDGC of Center and Volga Region, JSC | ORDINARY SHARE | MRKP |
| 21. | IDGC of of Urals, JSC | ORDINARY SHARE | MRKU |
| 22. | IDGC of Volga, JSC | ORDINARY SHARE | MRKV |
| 23. | IDGC of North-West | ORDINARY SHARE | MRKZ |
| 24. | AO MOSENERGO | ORDINARY SHARE | MSNG |
| 25. | MOESK | ORDINARY SHARE | MSRS |
| 26. | Mechel ОАО | ORDINARY SHARE | MTLR |
| 27. | Mechel ОАО | PREFERRED SHARE | MTLRP |
| 28. | МТS OJSC | ORDINARY SHARE | MTSS |
| 29. | "Nizhnekamskneftekhim" INC | ORDINARY SHARE | NKNC |
| 30. | "Nizhnekamskneftekhim" INC | PREFERRED SHARE | NKNCP |
| 31. | NLMK | ORDINARY SHARE | NLMK |
| 32. | "NOMOS-BANK" (Open Joint-Stock Company) | ORDINARY SHARE | NMOS |
| 33. | JSC "NOVATEK" | ORDINARY SHARE | NVTK |
| 34. | JSC "OGK-1" | ORDINARY SHARE | OGKA |
| 35. | JSC "OGK-2" | ORDINARY SHARE | OGKB |
| 36. | OJSC Enel OGK-5 | ORDINARY SHARE | OGKE |
| 37. | "PIK Group" | ORDINARY SHARE | PIKK |
| 38. | Raspadskaya OJSC | ORDINARY SHARE | RASP |
| 39. | Rosneft | ORDINARY SHARE | ROSN |
| 40. | Rostelecom | ORDINARY SHARE | RTKM |
| 41. | Rostelecom | PREFERRED SHARE | RTKMP |
| 42. | Sberbank | ORDINARY SHARE | SBER |
| 43. | Sberbank | PREFERRED SHARE | SBERP |
| 44. | OJSC "Seligdar" | ORDINARY SHARE | SELG |
| 45. | Gazprom Neft | ORDINARY SHARE | SIBN |
| 46. | Surgutneftegas | ORDINARY SHARE | SNGS |
| 47. | Surgutneftegas | PREFERRED SHARE | SNGSP |
| 48. | TATNEFT | ORDINARY SHARE | TATN |
| 49. | TATNEFT | PREFERRED SHARE | TATNP |
| 50. | TGC-1 | ORDINARY SHARE | TGKA |
| 51. | JSC "Quadra - Power Generation" | ORDINARY SHARE | TGKD |
| 52. | TMK | ORDINARY SHARE | TRMK |
| 53. | Transneft | PREFERRED SHARE | TRNFP |
| 54. | Uralkali | ORDINARY SHARE | URKA |
| 55. | UTair Aviation | ORDINARY SHARE | UTAR |
| 56. | JSC VTB Bank | ORDINARY SHARE | VTBR |
| 57. | Volzhskaya TGK | ORDINARY SHARE | VTGK |
| 58. | V.Bank | ORDINARY SHARE | VZRZ |
For further information, please contact the Public Relations Department at (495) 363-3232.