21.03.2019 11:53

Next release of FX and securities markets systems

Dear FX and securities markets clients,
The next release of securities market ASTS and FX market Rebus trading and clearing systems is scheduled for 22 April 2019.
What's new:

Securities and money market
1. Technical preparation to start the project of market participants separation to trading members and clearing members. Details will be published during the project implementation.
2. Functions to define individual risk parameters for 2nd and 3rd levels of bank accounts and trading/clearing accounts. On securities market these functions will be used when the membership separation project is implemented. Implementation details: ftp://ftp.moex.com/pub/ClientsAPI/ASTS/docs/Individual_Risk_Parameters_English.pdf
3. Changes in interdealer REPO boards structure:
- RPUA board (REPO with stocks (USD settle)) and RPUO board (REPO with bonds (USD settle)) will be closed. All instruments will move to the existing RPEU board (REPO (USD settle)).
- RPMA board (REPO with Shares) will be closed. All instruments will move to the existing RPMO board and its name will be changed to 'REPO-M'.
- Internal securities (shares and bonds) will be added to the RPEO board (REPO (EUR settle)).
4. New technical boards for bond OTC market:
OCPR - settlement of OTC trades in NCC, in RUB
OCPU - settlement of OTC trades in NCC, in USD
OCPE - settlement of OTC trades in NCC, in EUR
5. Technical readiness for the standardised derivatives OTC market to join the unified collateral pool technology. The following position tags will be added:
BYOT Profile transferred to OTC - BYN
CHOT Profile transferred to OTC - CHF
CYOT Profile transferred to OTC - CNY
EUOT Profile transferred to OTC - EUR
GBOT Profile transferred to OTC - GBP
GLOT Profile transferred to OTC - GLD
HKOT Profile transferred to OTC - HKD
JPOT Profile transferred to OTC - JPY
KZOT Profile transferred to OTC - KZT
MCOT Margin call for OTC - RUB
MCUL Margin call for FX+derivatives+OTC
RUOT Profile transferred to OTC - RUB
SLOT Profile transferred to OTC - SLV
TROT Profile transferred to OTC - TRY
UAOT Profile transferred to OTC - UAH
USOT Profile transferred to OTC - USD
6. MOEX Trade SE terminal update
7. New ASTS Bridge interface IFCBroker33. Specs are available at ftp://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test_release_2019Q2/

FX market
1. Additional data available to clients who use the trading/clearing member separation model. See changes in the new broker interface. The TRDACCFIRMID field has been added to the ORDER transaction to allow members enter settling trades for their 2nd and 3rd level accounts. This option will be enabled in production later this year.
2. Functions to define individual risk parameters for 2nd and 3rd levels of bank accounts and trading/clearing accounts. The existing SET_RM_PRICERANGE_FIRM transaction will be supported till the following release. Implementation details: ftp://ftp.moex.com/pub/ClientsAPI/ASTS/docs/Individual_Risk_Parameters_English.pdf
3. New instruments - JPYRUB_TOM and JPYRUB_TODTOM.
4. New experimental order book with USDRUB_TDB instrument, see https://www.moex.com/n22860
5. New service for connection to OTC market over the FIX protocol, see https://www.moex.com/n22902. Note that since this is a new service, certification procedure must be passed in order to access this service in productions.
6. MOEX Trade Currency terminal update.
7. New ASTS Bridge interface IFCBroker33/IFCBroker33R. Specs are available at ftp://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Currency/test_release_2019Q2/

All changes are available on INET_GATEWAY and INETCUR_GATEWAY test environments.

 

Contacts for media
+7 (495) 363-3232
+7 (495) 232-3363
Public Relations Department
Contacts for clients
+7 (495) 363-3232
+7 (495) 232-3363
Feedback form
IT news