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Market price (1)

Category — CIS Bond Market
The procedure for calculating the market price of securities and investment units allowed for trading via trading organizers approved by Ruling No. 03–52/ps of the Federal Commission for the Securities Market dd 24 December 2003 (not applicable since 18 February 2011)

The end-of-day market price (1) calculation is carried out in the following way:
  • the market price (1) is defined based on results of the trading day;
  • transactions carried out in main trading modes and the Odd Lot trading mode are included in the calculation;
  • in case there are 10 or more transactions with the security during the trading day the market price 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 market price is calculated as a weighted average price of 10 latest transactions with one security concluded during the last 90 trading days;
  • if there were fewer that 10 transactions over the last 90 trading days (including no transactions) the market price is not calculated;
  • if the market price is not calculated by the end of a trading day, then the last market price set within the last 90 trading days is considered the market price;
  • when calculating the market price the total amount of transactions with the security must not be below RUB 300,000.
Therefore, the market price (1) IS NOT CALCULATED in the following cases:
  • 10 or more transactions are carried out within a trading day totalling less than RUB 300,000;
  • fewer than 10 transactions were within the last 90 trading days or the total amount of the last 10 transactions is below RUB 300,000.
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