29.01.2020 18:06

Tick size change for REPO with CCP

Dear Money market clients,

The following changes in tick sizes for REPO with CCP and Deposits with CCP trading modes are now available on T1 (INET_GATEWAY) test environment:

For all instruments and settlement currencies in anonymous REPO with CCP trading modes (including REPO with general collateral certificates) the tick size has been set to 0.01%.

For negotiated modes - 0.001% except for securities having 2-digit decimals - for those the tick size remains 0.01%. Rate precision (decimals) remains the same.

We plan to implement these changes on production environment on 17 February 2020.


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