The next release of the securities market ASTS and FX market Rebus trading and clearing systems is scheduled for 3 December 2018.
What's new:
FX market
- New JPYRUB_TOM currency pair. Instrument specs will be published at the MOEX web site soon.
- Trading start for the earlier announced currency pairs USD/CHF, USD/KZT, USD/TRY, USD/CNY.
- New fields are added to the TRADES table of the existing ASTS Bridge clearing system interface IFCBroker31R: BROKERREF, EXTREF, TRADEDATE, TRADETIME, MICROSECONDS. They will display the same data as in the trading system.
- New OTCT board for OTC trading with liquidity providers with the National Clearing Center being the central counterparty. Supported instruments: EURUSD_SPT and GBPUSD_SPT with the following specs:
Base currency - EUR, GBP
Quote currency - USD
Settlement date - T+2
Min tick size - 0.00001
Lot size - 1 EUR, 1 GBP
Minimum order volume (for a clearing member/taker) - 100 000
Maximum order volume - 10 000 000
- MICEX Trade Currency trader terminal update.
Securities market
- On dark pool auctions collateral will be reserved at the moment of order entry (currently this is done before order matching).
- Negotiated deals without CCP can be cancelled. Technology is the same as currently available for cancellation of the first parts of REPO trades, i.e. both counterparties should execute the CANCEL_TRADE transaction.
- MICEX Trade SE trader terminal update.
The new OTCT board and the updated IFCBroker31R interface are already available on test environment. Other changes will be available for testing starting from 7 November 2018.
Contacts for clients
+7 (495) 363-3232
+7 (495) 232-3363
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