Translartion. Region: Russians Fedetion –
Source: Moscow Exchange – Moscow Exchange –
By the decision of the NCO NCC (JSC), from 24.02.2025, the following parameters of the Price Update Auction are approved on the Foreign Exchange Market and the Precious Metals Market for all currency pairs for which Moscow Exchange PJSC provides for holding a price update auction:
| No. | Parameter | Description | Meaning |
|---|---|---|---|
| 1 | Austench | Auction allowed when the upper limit of the price corridor is shifted | Yes |
| 2 | Austimonl | Auction allowed when lower boundary of price corridor shifts | Yes |
| 3 | Nchanggeaust | Number of shifts of the upper boundary of the price corridor without starting an auction | 0 |
| 4 | Nchangaistl | Number of shifts of the lower boundary of the price corridor without starting an auction | 1 |
| 5 | UAUST | Waiting time at the upper boundary of the price corridor, preceding its shift when the auction parameter is set to “Yes” | 10 |
| 6 | their | Waiting time at the upper boundary of the price corridor, preceding its shift when the auction parameter is set to “No” | 10 |
| 7 | Waustl | Waiting time at the lower boundary of the price corridor, preceding its shift when the auction parameter is set to “Yes” | 10 |
| 8 | st | Waiting time at the lower boundary of the price corridor, preceding its shift when the auction parameter is set to “No” | 10 |
| 9 | OT_h | Waiting time at the upper boundary of the price corridor when the following conditions are met: – for this currency pair, the auctionH parameter = Yes; – the number of previously performed shifts of the lower boundary of the Price corridor of the instrument for buying or selling this currency pair is not less than nChangeAuctH; – Moscow Exchange does not provide for holding an auction to update prices in the event of a change in the boundary of the price corridor | 600 |
| 10 | OT_L | Waiting time at the lower boundary of the price corridor when the following conditions are met: – for this currency pair, the auctionL parameter = Yes; – the number of previously performed shifts of the lower boundary of the Price corridor of the instrument for buying or selling this currency pair is not less than nChangeAuctL; – Moscow Exchange does not provide for holding an auction to update prices in the event of a change in the boundary of the price corridor | 600 |
The list of the Currency Market instruments for which the Price Update Auction is being held is published in the text on Moscow Exchange website.
The current values of the Price Update Auction parameters are published on on the NCC website in the section “Static risk parameters”.
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