Glossary

Acknowledged exchange quotation

Since 1 January 2016 the indicator "Acknowledged exchange quotation" for each security allowed for trading equals to the closing price of this security.

Before 1 January 2016 the indicator "Acknowledged exchange quotation" was determined by Regulation of the procedure and deadlines for calculating net asset value of joint-stock investment funds assets, investment units and joint-stock investment fund assets per one share, approved by Ruling No. 05-21/pz-n of the FFMS dd 15 June 2005

The acknowledged exchange quotation is calculated in the following way:
  • The acknowledged exchange quotation (hereinafter the Indicator) is defined abased on results of the trading day;
  • transactions carried out in main trading modes and the Odd Lot trading mode are included in calculation;
  • in case of 10 or more transactions with the security during the trading day the Indicator is calculated as a weighted average price of transactions concluded during the trading day;
  • in case of fewer than 10 transactions with the security during the trading day (including no transactions) the Indicator is calculated as a weighted average price of transactions concluded during the last two trading days if there were no fewer than 10 transactions;
  • in case of fewer than 10 transactions with the security during the last two trading days (including no transactions) the Indicator is calculated as a weighted average price of transactions concluded during the last three trading days if there were no fewer than 10 transactions;
  • in case of fewer than 10 transactions with the security during the last three trading days (including no transactions) the Indicator is calculated as a weighted average price of transactions concluded during the last five trading days if there were no fewer than 10 transactions;
  • in case of fewer than 10 transactions with the security during the last five trading days (including no transactions) the Indicator is calculated as a weighted average price of transactions concluded during the last 10 trading days if there were no fewer than 10 transactions;
  • when calculating the Indicator the total amount of transactions with the security must not be below RUB 500,000.
Therefore, the acknowledged exchange quotation IS NOT CALCULATED in the following cases:
  • 10 or more transactions were concluded during the defined period (1, 2, 3, 5 or 10 trading days) totalling less than RUB 500,000;
  • there were fewer than 10 transactions during the last 10 trading days.
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