Tow atitiriw a wɔbɔ wɔ nneɛma a wɔde yɛ nneɛma foforo ho gua so wɔ Moscow Exchange no so

Тарифы срочного рынка на Московской биржеВалюта

Derivatives aguadi mu kyɛfafo tua commission fee wɔ deals a wɔyɛ no ho. Saa commissions yi kɛse gu ahorow gyina tow a nea ɔde ne ho hyɛ mu no paw so. Yɛbɛka wɔn ho asɛm wɔ asɛm no mu, ne saa sika (commissions) a ɛsɛ sɛ wutua no nyinaa ho asɛm.

Tow atitiriw a wɔbɔ wɔ Moscow aguadidan no ho

Pon no kyerɛ mprempren sika a wɔbɔ wɔ Moscow Exchange no ho (wɔnnye VAT):

DinNneɛma a wɔboaboa ano a ɛfa nsakrae no ankasa hoNneɛma a Wɔboaboa Ano HKO NCC (Ɔman no Asoɛe a Ɛhwɛ Nneɛma So) .Total Commission
Towtua a Ɛto so 1
Ɔfã a wɔahyɛ da ayɛ (rubles) .— .— .— .
akyire0.00575% na ɛwɔ hɔ.0.00425% na ɛwɔ hɔ.0.01% na ɛwɔ hɔ.
Towtua a Wɔde Towtua No2
Ɔfã a wɔahyɛ da ayɛ (rubles) .14.38 mpem10.63 mpemmpem 25 na ɛwɔ hɔ
akyire0.0053475% na ɛwɔ hɔ.0.0039525% na ɛwɔ hɔ.0.0093% na ɛwɔ hɔ.
Towtua a Ɛto so 3
Ɔfã a wɔahyɛ da ayɛ (rubles) .143.75 mpem106.25 mpemmpem 250 na ɛwɔ hɔ
akyire0.0050025% na ɛwɔ hɔ.0.0036975% na ɛwɔ hɔ.0.0087% na ɛwɔ hɔ.
Towtua a Ɛto so 4
Ɔfã a wɔahyɛ da ayɛ (rubles) .258.75 mpem191.25 mpemmpem 450 na ɛwɔ hɔ
akyire0.0047725% na ɛwɔ hɔ.0.0035275% na ɛwɔ hɔ.0.0083% na ɛwɔ hɔ.
Towtua a Ɛto so 5
Ɔfã a wɔahyɛ da ayɛ (rubles) .460 mpemmpem 340 na ɛwɔ hɔmpem 800 na ɛwɔ hɔ
akyire0.0046% na ɛwɔ hɔ.0.0034% na ɛwɔ hɔ.0.0080% na ɛwɔ hɔ.

Daa (a ɛnsakra) fã – a wotua wɔ aguadi da a edi kan (bere a ɛwɔ da bi mu a nsakrae no yɛ aguadi) wɔ ɔsram biara mu, a sɛ ebia na akwammisa (ahyɛde) bi wɔ hɔ anaasɛ wɔawie/awie nnwuma anaasɛ ɛnte saa.
Akyi fã no tua fi sika a asɛm no da a asɛm no, commission biara yɛ anyɛ yiye koraa no 0.01 rubles.

Towtua mu nsakrae no gyina nea ɔde ne ho hyɛ mu no akwammisa a ɛne sɛ ɔbɛpaw nsakrae aguadi nhyehyɛe a ɛte saa no so. Ɛsɛ sɛ wɔde akwammisa no kɔma HKO NCC Sikakorabea no wɔ adwuma nnafua 5 mu ansa na kalenda bosome a edi hɔ no afi ase (tow a wɔapaw no bɛyɛ adwuma afi mu).

Ka a wɔbɔ wɔ gye a wogye tom sɛ wɔmfa wɔn ho nhyɛ aguadidan no mu no ho

Ntoboa dodow a wɔde bɛma, a egyina Participants kuw a broker no ka ho so no, wɔde akyerɛ wɔ pon no so:

Nnipa a Wɔde Wɔn Ho Hyehyɛ Aguadi Mu Ahorow AhorowNtoboa a wɔde ma wɔ ɔfã biara mu
“O” .5,000,000 na wɔde mae
“O” (aka foforo a wɔde tua ho ka) .250 000 na wɔde ma
“F1” anaa “F2”.3,000,000 na wɔde mae
“T1” anaa “T2”.1,000,000 na wɔde mae
“D1” anaa “D2.”1,000,000 na wɔde mae

Wogye sika foforo fi Participants of category “O” hɔ de kyerɛw wɔn din. Ɛnyɛ bere nyinaa na wɔbɔ ho ka. Gyinaesi a ɛfa nneɛma a wobetumi agyina so ayi afi saa sika yi ho a ɛwɔ hɔ no ho no, wɔde Derivatives Market Committee a ɛwɔ PJSC Moscow Exchange no nyansahyɛ so si.

Moscow NsesaeɛFa akuw ahorow no ho asɛm tiawa:

  • “O”. Wɔn a wɔde wɔn ho hyɛ asɛm no mu no wɔ tumi krataa ma brokerage/dealer dwumadi ahorow anaasɛ wɔyɛ adwuma wɔ agyapade a ɛsom bo sohwɛ ho. Saa kuw yi mufo wɔ hokwan sɛ wodi gua wɔ Stock, Commodity ne Money afã horow no mu. Wobetumi ayɛ nkitahodi afi:
    • ɔno ara ne din mu ne ɔno ara ne ka;
    • ankasa din ne nea ɔde retɔ no no ka;
    • wɔ afɛfoɔ a wɔregye wɔn a wɔde wɔn ho ahyɛ mu no ananmu na wɔabɔ wɔn ka, ne sɛ wɔbɛyɛ nnwuma a wɔde clearing broker bi kyerɛ (ɛgyina sɛ ebia wɔdi akwan a wɔfa so nya nneɛma no fã a ɛfa ho no so anaa).
  • “F1” ho asɛm. Ɛsɛ sɛ wɔn a wɔde wɔn ho bɛhyɛ mu no nya tumi krataa ma brokerage dwumadi anaa dwumadi ahorow a wɔde hwɛ agyapade a ɛsom bo so. Saa kuw yi mufo wɔ hokwan sɛ wodi gua wɔ Stock ɔfã no mu fi:
    • ankasa din ne wɔn a wɔkra nneɛma no ka;
    • wɔ afɛfoɔ ananmu na wɔtua wɔn ka – wɔn a wɔde wɔn ho hyɛ mu wɔ clearing mu, ne sɛ wɔbɛwie nnwuma a wɔde clearing broker akyerɛ.
  • “F2” ho asɛm. Ɛsɛ sɛ wɔn a wɔde wɔn ho bɛhyɛ mu no nya tumi krataa a ɛkyerɛ sɛ wɔbɛtɔn nneɛma. Wɔma saa Participants kuw yi kwan ma wodi gua wɔ Stock Section no mu mfa nyɛ nkitahodi:
    • wɔ n’ankasa ananmu ne n’ankasa sika so;
    • a ɛkyerɛ nea ɔyɛ clearing broker no.
  • “T1” na ɛyɛ. Ɛsɛ sɛ wɔn a wɔde wɔn ho bɛhyɛ mu no nya tumi krataa ma brokerage (wɔkan tumi krataa a wɔde bedi dwuma wɔ apam a ɛte saa no ho – sikasɛm mu agyapade a efi mu ba a agyapade a ɛwɔ ase no yɛ aguade) anaa dwumadi ahorow a wɔde hwɛ agyapade a ɛsom bo so. Wɔma saa Wɔn a Wɔde Wɔn Ho Hyehyɛ Mu yi kwan kɔ Nneɛma a Wɔde Di Dwuma Ɔfa no mu ma wɔyɛ nnwuma:
    • wɔ n’ankasa ananmu ne wɔn a wɔde wɔn ho to wɔn so no ka so;
    • wɔ wɔn a wɔde wɔn ho bɛhyɛ mu no ananmu ne wɔn a wɔde wɔn ho hyɛ mu no ho ka mu — clearing participants;
    • a ɛkyerɛ nea ɔyɛ clearing broker no.
  • “T2” na ɛyɛ. Ɛsɛ sɛ wɔn a wɔde wɔn ho to so no nya tumi krataa ma dealer dwumadi anaasɛ ɛsɛ sɛ wɔyɛ ahyehyɛde ahorow a anyɛ yiye koraa no, wɔn ankasa sika dodow yɛ ruble ɔpepem 5. Saa ɔfa yi wɔ kwan kɔ Commodity Ɔfã no mu ma nkitahodi:
    • wɔ n’ankasa ananmu ne n’ankasa sika so;
    • a ɛkyerɛ nea ɔyɛ clearing broker no.
  • “D1” ho asɛm. Ɛsɛ sɛ wɔn a wɔde wɔn ho bɛhyɛ mu no nya tumi krataa ma brokerage dwumadi anaa dwumadi ahorow a wɔde hwɛ agyapade a ɛsom bo so. Wɔma saa Wɔn a Wɔde Wɔn Ho Hyehyɛ Mu yi kwan ma wodi gua wɔ Sika Ɔfa no mu mfa nyɛ nkitahodi:
    • wɔ n’ankasa ananmu ne wɔn a wɔde wɔn ho to wɔn so no ka so;
    • wɔ wɔn a wɔde wɔn ho bɛhyɛ mu no ananmu ne wɔn a wɔde wɔn ho hyɛ mu no ho ka mu — clearing participants;
    • a ɛkyerɛ nea ɔyɛ clearing broker no.
  • “D 2 na ɛwɔ hɔ”. Ɛsɛ sɛ wɔn a wɔde wɔn ho bɛhyɛ mu no nya tumi krataa a ɛma wɔtɔn nneɛma anaasɛ wɔyɛ boseabɔ/amanaman ntam ahyehyɛde. Wɔma wɔn a wɔde wɔn ho hyɛ mu kuw yi kwan ma wodi gua wɔ Sika ɔfã no mu mfa nyɛ nkitahodi:
    • wɔ n’ankasa ananmu ne n’ankasa sika so;
    • a ɛkyerɛ nea ɔyɛ clearing broker no.

Sɛnea Fata ho Mmara no mu nsɛm kyerɛ no, wobetumi ama wɔn a wɔde wɔn ho bɛhyɛ mu no kwan ma wɔadi gua wɔ gua so fã biako anaa nea ɛboro saa mu prɛko pɛ, a ɔfã biako anaa abien ka ho wɔ ɔfã biako mu.

Wobetumi ahu mmara a ɛfa agyede ho
wɔ ha .

Nsesa ne clearing ho ka

Wogye saa sika abien yi nyinaa wɔ daakye ne margin apam ahorow ho, na wogye sika a wɔde sesa nneɛma nso wɔ scalping aguadi ahorow ho.

Ka a wɔbɔ wɔ daakye apam ahorow ho

Wɔbu sika dodoɔ a wɔde bɛsesa sika (akatua) a wɔde di dwuma wɔ ahyɛdeɛ a ɛnyɛ botaeɛ anaa botaeɛ a wɔde asi wɔn ani so ama daakye ho akontaa sɛdeɛ ɛdidi soɔ yi:
FutFee = Round (Round (abs(FutPrice) * Round(W(f)/R(f);5) ;2) * BaseFutFee a ɛwɔ hɔ;2) .

FutFee ≥ 0.01 a wɔde hyɛ mu.

Wɔde formula values ​​no decoding no akyerɛ wɔ table no mu:

DinDecryption a wɔde kyerɛkyerɛ mu
footfee a wɔde tua ho kaSɛnea commission a wɔde di gua daakye (wɔ rubles mu) no kɛse.
KurukuruwaDwumadi a wɔasisi mu a n’adwuma ne sɛ wɔde pɛpɛɛpɛyɛ a wɔde ama no bɛbɔ akontaahyɛde bi kurukuruwa.
absDwumadie a wɔde bu boɔ a ɛyɛ pɛpɛɛpɛ (nɔma yi nni nsɛnkyerɛnneɛ).
W(f) na .Bo a ɛsom bo a ɛba fam sen biara anammɔn, a wɔkyerɛ sɛnea daakye a ɛne no hyia (wɔ rubles mu).
R(f) na .Bo a ɛba fam koraa a wɔde tu kwan, a wɔkyerɛ sɛnea daakye a ɛne no hyia no te.
BaseFutFee a ɛwɔ hɔDaakye nneɛma a wɔde bɛkɔ no ho sika a wɔde sesa nneɛma a wɔde di dwuma ma Apam Kuw a ɛka ho no:
  • amannɔne sikasesɛw ho apam – 0.000885%;
  • mfɛntom – 0.003163%;
  • stock — 0.003795% na ɛwɔ hɔ;
  • index apam ahorow – 0.001265%;
  • aguade a wɔde di dwuma – 0.002530%.
Nan BoɔDaakye boɔ no boɔ, a wɔakyerɛ sɛdeɛ nkyekyɛmu 3.4.2-3.4.3 a ɛwɔ krataa yi mu kyerɛ  (wɔ susudua a wɔakyerɛ wɔ wɔn boɔ mu berɛ a wɔrekra).

Fee ma margin a egyina apam ahorow so

Margin yɛ nsonsonoe a ɛda bo ne ɛka ntam (a ɛne mfaso ho adwene no di nsɛ). Na margined options yɛ adwumayɛ a ɛfa options aguadi ho, a sika biara nni mu wɔ adetɔfo ne adetɔnfo nyinaa akontaabu mu, na mmom wɔde ahobammɔ dodow no nyinaa sie wɔ wɔn a wɔde wɔn ho hyɛɛ asɛm no mu no aguadi akontaabu mu.
AnoFa fomula a edidi so yi bu sika a wɔde bɛsesa sika a wɔde bɛma wɔ margined option apam ahorow a egyina ahyɛde ahorow a wɔmfa wɔn ani nsi so anaasɛ wɔde wɔn ani asi so so no ho akontaa:
OptFee = Round (min [(FutFee * K); Round(Premium * Round(W(o)/R(o)) ;5) ; 2) * BaseFutFee] ;2) Ɔkwan a wɔfa so yɛ no.

OptFee ≥ 0.01 a wɔde hyɛ mu.

Wɔde formula values ​​no decoding no akyerɛ wɔ table no mu:

DinDecryption a wɔde kyerɛkyerɛ mu
Opt Ka a WotuaCommission dodow (wɔ rubles mu) a wɔde yɛ apam.
KurukuruwaNkyekyɛm bi wɔ ɔfã ketewa a atwam no mu.
footfee a wɔde tua ho kaCommission sika (wɔ rubles mu) ma daakye aguadi.
NtetohɔBoɔ a ɛwɔ option premium no so (wɔ susudua a wɔakyerɛ wɔ ahyɛdeɛ a ɛfa option boɔ no ho).
W(o) .Bo a ɛba fam anammɔn no kɛse (wɔ rubles mu).
R(o) na .Minimum bo a wɔde tu kwan.
BaseFutFee a ɛwɔ hɔBotae a ɛwɔ base rate a wɔde wie option no yɛ 0.06325 (exchange). Mfaso a wɔabu ho akontaa a wɔde wie no yɛ 0.04675 (a wɔreyɛ no yiye).
Nkyekyɛm foforo: K=2.

Ka a wɔbɔ wɔ scalping aguadi ho

Scalping daakye aguadi yɛ aguadi a egyina ahyɛde ahorow a wɔmfa wɔn ani nsi so so. Wɔma wobue daakye gyinabea ahorow na wɔto mu wɔ aguadi bere biako mu. Nsɛm pii fa nnwinnade a wɔde yɛ saa nkitahodi ahorow yi ho wɔ pon no so:

DinNkyerɛase ahorowKa a wɔbɔ ho ka
Daakye a ɛbɛbaForward nnwuma a wɔyɛ no gyina ahyɛde ahorow a ɛnyɛ botae so, ɛma wobue na wɔto gyinabea ahorow wɔ daakye mu wɔ aguadi bere biako mu.0.5 wɔ sika a wɔde sesa nneɛma nyinaa mu wɔ scalping aguadi ho.
Nneɛma a wubetumi apawNkitahodi a wɔde kɔ anim a wogyina ahyɛde ahorow a ɛnyɛ nea wɔde asi wɔn ani so so yɛ, sɛ wɔde option no di dwuma wɔ aguadi bere biako mu (ɛmfa ho bo a ɛsom) a, ɛma wobue gyinabea ahorow a ɛne ne ho bɔ abira. Adetɔ a wɔpaw sɛ wobɛtɔ (Frɛ) ne adetɔn – a wobɛtɔn (Put) no betumi ama wɔabue gyinabea tenten wɔ daakye mu. Call Options a wobɛtɔn ne Put Options a wobɛtɔ no bɛma woanya daakye gyinabea tiawa. Nneɛma a wobetumi apaw ama scalping pairs:
  • adetɔ Frɛ – tɔn Frɛ;
  • a wobɛtɔ Call – a wobɛtɔ Put;
  • Puts a wɔbɛtɔ – Puts a wɔbɛtɔ;
  • adetɔ Fa – adetɔn Frɛ.

Wɔde nsusuwii ahorow a edidi so yi na ebu commission a wɔde bɛyɛ scalping aguadi ahorow a wɔde options di dwuma no nyinaa ho akontaa:

  • Ka = (OptFee (1) + OptFee (2)) * K → sɛ OptFee (1) = OptFee (2);
  • Fee = 2 * OptFee (1) * K + (OptFee (2) – OptFee (1)) → sɛ OptFee (1) < OptFee (2);
  • Fee = 2 * OptFee(2) * K + (OptFee(1) – OptFee(2)) → sɛ OptFee(1) > OptFee(2) a.

Wɔde nkyerɛkyerɛmu a ɛwɔ nsusuwii ahorow no mu no akyerɛ wɔ pon no so:

DinDecryption a wɔde kyerɛkyerɛ mu
SikatuaTotal exchange commission ma scalping oprehyɛn (wɔ rubles mu).
Opt Ka(1) .Nneɛma a wɔbɔ wɔ aguadi bere biako mu a wobetumi apaw a ɛbɛma wɔabue daakye, a wɔabu akontaa sɛnea ɔfã ketewa “Fee for margin-based contracts” kyerɛ no nyinaa.
Opt Ka(2) .Nneɛma a wɔde tua ho ka nyinaa ma nnwuma a wɔyɛ wɔ aguadi bere no mu …, a ɛde daakye a wɔbɛto mu, a wɔabu ho akontaa sɛnea ɔfã ketewa “Ka … a egyina margin so” kyerɛ no.
Ade a ɛyɛ 0.5 bere nyinaa.

Kalenda a Wɔtrɛw mu no ho ka

Calendar Spread – Adetɔ ne tɔn daakye a ɛsono maturities a egyina spread ahyɛde so bere koro mu.
SesaWɔkyerɛ sika dodow a wobetua wɔ aguadi bere biara mu ma clearing register no fã biara a egyina sika dodow a wotua fi daakye asɛm biara mu a egyina “Calendar Spread” ahyɛde ahorow a wɔmfa wɔn ani nsi so anaasɛ wɔde wɔn ani asi so so. Wɔyɛ akontabuo no sɛdeɛ nsusuiɛ a ɛdidi soɔ yi teɛ:
FeeCS = ΣFutFeeCS * (1 – K) Nkyerɛaseɛ a ɛfa nsusuiɛ no botaeɛ ho no wɔde akyerɛ wɔ pon no so:

Edin ahorowDecryption a wɔde kyerɛkyerɛ mu
FeeCS a wɔde maFee (wɔ rubles mu) a Calendar Spread a egyina no-target ahyɛde ahorow so wɔ aguadi bere biako mu.
Nneɛma a wɔatew so a etu mpɔn wɔ aguadi bere no mu, a ɛyɛ 0.2. Saa bere yi a efi ase fi aguadi da a edi kan no yɛ asram asia. Wɔ saa bere yi mu no, wubetumi agyina ahyɛde ahorow a wɔmfa nsi w’ani so so awie daakye. Wɔ bere no awiei no, wɔmfa sika a wɔatew so no nni dwuma (ɛha na ɛyɛ = 0).
ΣFutFeeCS na ɛwɔ hɔWɔbu sika a wɔbɔ wɔ daakye nkitahodi ho (wɔ rubles mu) a wogye wɔ Kalenda Spread ahyɛde ahorow a wɔmfa wɔn ani nsi so so no ho akontaa sɛnea edidi so yi: FutFeeCS = Round ((Round ((abs FutPrice(1)) + abs(FutPrice(2))) * Round (W( f)/R(f);5)) ;2) * BaseFutFee;2) baabi a:
  • FutPrice(1) — bo a ɛwɔ daakye bo a etwa to a wɔde betua ho ka (nea ɛbɛn da a ɛbɛba awiei). Ɔfa nsusuiɛ – a wɔakyerɛ wɔ daakye nhyehyeɛ no mu;
  • FutPrice(2) — daakye bo a wɔde tua ho ka no nyinaa bo a ɛsom… (na afei ɛte sɛ FutPrice(1)).

Wɔ gyinapɛn afoforo ho no, nkyerɛwee bi wɔ atifi hɔ.

Fomula a wɔde bu sika dodow a wotua ma Calendar Spreads wɔ daakye ho a egyina ahyɛde a wɔde ma “Calendar Spread” apam no wɔ aguadi da no mu no te sɛ nea edidi so yi:
FeeCS = ΣFutFeeCS Wɔde nkyerɛkyerɛmu a ɛfa botae ahorow a wɔde dii dwuma no ho ama dedaw wɔ atifi hɔ wɔ asɛm no mu .

Nneɛma afoforo a wotua

Ntoboa a edidi so yi nso wɔ hɔ:

  • Ntoboa a wɔde ma Guarantee Fund no. Ntoboa ketewaa bi a Clearing Members no mu biara betumi de ama wɔ saa sikakorabea yi mu ne ruble ɔpepem 10. PJSC Moscow Exchange krataa a ɛfa ntoboa a ɛte sɛɛ ho – download .
  • Clearing commission ne tow ahorow a wɔbɔ. Wobetumi ahu nsusuwii ne ntease ahorow no wɔ nkrataa yi mu:
    • Clearing mmara ma stock gua, deposits ne bosea gua – ha .
    • Clearing mmara ma aguade ho gua – ha.
  • Nneɛma a wɔde di gua ho ka. Nwoma a ɛfa “Additional fees …” ho no yɛ nea wɔde ama saa sika yi denam nsakraeɛ no so – hwɛ krataa no . Wɔbɔ ka wɔ nkitahodi ahorow ho:
    • a ɛnyɛ adwuma yiye (sɛ obi a ɔtɔn nneɛma anaa obi a ɔretɔ nneɛma no yɛ nnwuma pii, nanso bere koro no ara mu no ɔnyɛ nnwuma kakraa bi a);
    • erroneous Flood Control (sɛ dealer anaa client no de error code 9999 yɛ nnwuma a ɛtete saa pii a);
    • wɔadi mfomso, nanso ɛsono Nsuyiri Control (sɛ ɔdetɔnfo no anaa n’afɛfo no de mfomso koodu 31, 332, 333, 4103, 3, 14, 50, 0 yɛ nnwuma a ɛtete saa pii a).

Sɛnea ɛbɛyɛ a wubetumi adi gua wɔ Derivatives Market no so no, ɛsɛ sɛ wudi kan te ne nuances no nyinaa ase. Nea ɛka ho ne tow, commissions a wogye fi wɔn ho ne sika a wɔde ma wɔn a wɔde wɔn ho hyɛ saa aguadidan yi mu no.

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