Instruments, trading modes and hours
Moscow Exchange offers trading in the following currencies on its FX and Precious Metals Market:
- USD, EUR, GBP, CHF, HKD, CNY, JPY, TRY, BYN, KZT, GLD, SLV with settlement in RUB;
- EUR, GBP, CHF, CNY, TRY, KZT with settlement in USD.
| Currency pair |
Spot trades |
Swap trades and swap contracts |
Deliverable futures contracts |
|---|---|---|---|
| USD/RUB | TOD, TDB, TOM, TMB, WAP, SPT (T+2), FIX | O/N, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M, 9M, 1Y |
MMYY (03 – March, 06 – June, 09 – September, 12 – December of the year), LTV (T+3 – 366 days for OTC trades) |
| EUR/RUB | TOD, TDB, TOM, TMB, SPT (T+2), FIX | O/N, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M, 9M, 1Y |
MMYY (03 – March, 06 – June, 09 – September, 12 – December of the year), LTV (T+3 – 366 days for OTC trades) |
| EUR/USD | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| CNY/RUB | TOD,TOM, SPT (T+2) | O/N, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M |
MMYY (03 – March, 06 – June, 09 – September, 12 – December of the year), LTV (T+3 – 184 days for OTC trades) |
| USD/CNY | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| HKD/RUB | TOD, TOM | O/N | |
| GBP/RUB | TOD,TOM | O/N | |
| GBP/USD | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| CHF/RUB | TOD,TOM | O/N | |
| USD/CHF | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| BYN/RUB | TOD, TOM | O/N | |
| TRY/RUB | TOD, TOM | O/N | |
| USD/TRY | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| KZT/RUB | TOD, TOM, SPT (T+2) | O/N, TOM/SPT, 1W,2W, 1M, 2M, 3M, 6M |
LTV (T+3 – 184 days for OTC trades) |
| USD/KZT | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| JPY/RUB | TOD, TOM | O/N | |
| USD/JPY | TOD, TOM, SPT (T+2) | O/N, TOM/SPT | |
| GLD/RUB | TOD, TOM, SPT (T+2) | O/N, TOM/SPT, 1W, 1M, 6M | LTV (T+3 – 184 days for OTC trades) |
| SLV/RUB | TOD, TOM, SPT (T+2) | O/N, TOM/SPT, 1W, 1M, 6M | LTV (T+3 – 184 days for OTC trades) |
Trading modes
| Instruments | Trading modes | |
|---|---|---|
| System | Negotiated | |
| Spot deals, swap deals, standard swap contracts, standard deliverable futures | CETS | CNGD |
| Fixed swap contracts, fixed deliverable futures | SDBP | |
| Big spot deals on foreign currency | FUTS | FUTN |
| Fixing deals | FIXS | FIXN |
| Weighted-average deals | WAPS | WAPN |
| Swap deals | Auction CBR AUCB |
|
| Transfers Instruments | TRAN | |
| NCC Transfers Instruments | TRAD | |
Matching of trading modes to specified instruments are described in Lot size file: