05.05.2012 16:33
Conditions of trading in the Block trading mode to be changed
The following additional conditions for trading in the Block trading mode of the Main Market of CJSC MICEX Stock Exchange have been determined by the Exchange in accordance with the Trading rules of CJSC MICEX Stock Exchange approved by the Board of Directors of CJSC MICEX Stock Exchange on December 22, 2011 and the Order No 531-r as of May 04, 2012. The new conditions will take effect on May 14, 2012.
- List of securities admitted to trading in the Block trading mode.
- During the trading day eight auctions are run in this trading mode:
- The following periods during which the average meaning of the best price to sell and best price to buy of the Main Trading Mode is calculated and fixed are determined in order to set price of the relevant auction of the Block trading mode:
| Auction's start time | Auction's completion time | |
|---|---|---|
| Auction 1 | 10:00 | 11:00 |
| Auction 2 | 11:00 | 12:00 |
| Auction 3 | 12:00 | 13:00 |
| Auction 4 | 13:00 | 14:00 |
| Auction 5 | 14:00 | 15:00 |
| Auction 6 | 15:00 | 16:00 |
| Auction 7 | 16:00 | 17:00 |
| Auction 8 | 17:00 | 18:00 |
| Start time | End time | |
|---|---|---|
| Auction 1 | 10:55 | 11:00 |
| Auction 2 | 11:55 | 12:00 |
| Auction 3 | 12:55 | 13:00 |
| Auction 4 | 13:55 | 14:00 |
| Auction 5 | 14:55 | 15:00 |
| Auction 6 | 15:55 | 16:00 |
| Auction 7 | 16:55 | 17:00 |
| Auction 8 | 17:55 | 18:00 |
Please also be advised that starting from May 14, 2012:
- during the trading sessions the trading member will be available to access information on proprietary block orders submitted to the trading system, as well as on
- The trading member will be able to access information on available demand and/or supply for each security of the Block trading mode with the following indicative data relative to a total volume of active orders:
- Indicator for buy orders with the following options:
no orders;
orders available with a total volume of up to 3xorder minimum volume;
orders available with a total volume of more than 3xorder minimum volume. - Indicator for sell orders with the following options:
no orders;
orders available with a total volume of up to 3xorder minimum volume;
orders available with a total volume of more than 3xorder minimum volume;
current price as of the moment when the window with prices is being opened;
minimum accepted price;
maximum accepted price;
auction's price.
For further information, please contact the Public Relations Department at (495) 363-3232.