Next release of FX and Securities markets systems
Dear MOEX clients,
The next release of the FX and Securities markets trading and clearing systems is scheduled for 28 September 2020. The following changes are included.
Securities market
Orderbook restriction of aggressive market orders: Technical readiness
As a technical readiness we will implement a restriction on aggressive market orders with bonds and stocks. These restrictions will be applied during both main and additional trading sessions.
The maximum possible volume of a market order is executed by best bid/ask price(s) in orderbook as long as an execution price differs from best bid/ask price by less than a percentage defined by the Exchange. In case of partial execution, the remainder of the aggressive order will be cancelled.
There will be an additional announcement on when this feature will be activated on production.
NDM with CCP with bonds: trading start
The following trading boards with D bonds will go live with the release:
* PTDB - NDM with CCP: bonds
* PTED - Neg. deals with CCP: Bonds EUR
* PTUD - Neg. deals with CCP: Bonds USD
ASTS Bridge broker interface changes
There will be a new version of Securities market interface IFCBroker37. This version contains the following changes as requested by our trading members.
- SECURITIES.QINVESTOR field: a new flag for qualified investors who are legal entities will be added as the third possible value
- "Coupon start Date" field will be added to the SECURITIES table
- "Last price to official Last day closing price" field will be added to the SECURITIES table
Since all changes in this interface are fully compatible with the currently production version of broker interface, the update is not necessary.
Specifications of the new interface will be published on the week starting 31 August. The new interface will be available in production at a later date following the trading system release.
FX market
RFS information per firm
When using ASTS bridge to connect to the RFS system, firm managers will get access to auctions and quotes of firm traders: to read the AUCTIONS and QUOTES tables and to execute the AUCTION_CANCEL and QUOTES_WD transactions.
The following fields will be added to the AUCTIONS table:
- Owner status
- Winner status
- Public status
- Matched quote Number
You may find the IFCRFS1 specification on FTP server ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Currency/test
Extension of the Public market data from OTC boards
Starting from 28 September 2020 public market data from the following boards:
* OTCT - OTC liquidity provider
* OTCF - OTC full amount
will be extended with information on volumes, number of trades and number of trading members.
SMA pre-trade checks
Similar to the Securities market it will be possible to assign SMA Administrator permissions to a user ID. That option will be included into the user ID application form.
The list of Trading Participant IDs with set permissions will be sent as the new CUX83 report (Report on MOEX FX market trading member's identifiers), that is similar to the SEM83 report on Securities market.
You may find the specification on MOEX website.
Reschedule of TOD trade time
It is planned to reschedule clearing session from 11:00 to 12:00 for TOD and TODTOM securities of CNY/RUB, CHF/RUB, TRY/RUB, BYN/RUB, KZT/RUB currency pairs.
MOEX Trade terminals update
MOEX Trade SE and MOEX Trade Currency terminals will be updated. Users will be prompted to autoupdate when connecting to the trading system.
Packages for manual installation will be published at ftp://ftp.moex.com/pub/Terminals/ASTS/) on 25 September 2020.