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National Settlement Depository (NSD) is the central securities depository of the Russian Federation
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Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
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21.02.2022 18:09

The next release of securities and FX market systems

UPDATED

The next release of securities, money and FX market systems is planned on 25 April 2022. The following key changes are included.

Decommission of ASTS Bridge interfaces, ASTS Bridge and MICEX Trade software
Please be reminded that starting from the 18 April we will close connection to the production environment with outdated ASTS Bridge versions and ban using of trader terminals named MICEX Trade. It will also not be possible to use outdated IFCBroker, IFCBrokerRisk and IFCInfo interfaces in production.

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 https://ftp.moex.com/pub/Terminals/ASTS/ on 22 April 2022.
 

There will be an additional announcement about date of described functionality launch on T1 (INET) test environment.


SECURITIES MARKET

"Two-way trades with CCP" OTC board
To execute trades between counterparties found by voice broker and not to be disclosed, we will add new boards with CCP in trading and clearing system:

  • OCBR - OTC Bonds with CCP
  • OCBU - OTC Bonds with CCP (USD)

Lot size = 1
Settle code: Yn: n= 0,1,2

It is foreseen to enter pair offers having parameters similar to negdeals with "MatchRef" field. OFZ, corporate bonds and Eurobonds (listed and non-listed) will be added to the new board. Risk parameters are specified by National Clearing Centre. Obligations and claims on negdeals with CCP are accounted on NCC's clearing pool.
Only clearing members who admitted as Trading members are able to conclude OTC trades on OCBR and OCBU boards. It is possible to enter offers from clearing member's own account or on behalf of clients who are qualified investors.

OTC "orderbook" with non-listed bonds
New boards to execute negdeals with CCP with non-listed bonds will be added to the system:

  • OCTU - OTC Bonds Т+ (USD)
  • OCTR – OTC Bonds T+

Lot size = 1. OCTU Settlement code: Y2, OCTR Settlement code: Y1.

Lot size = 1. Settlement code: Y2.

OCTU offer parameters are similar to parameters of order on Main T+ boards. Risk parameters are specified by National Clearing Centre. Obligations and claims on negdeals with CCP are accounted on NCC's clearing pool.
Only clearing members who admitted as Trading members are able to conclude OTC trades on OCTU board. It is possible to enter offers from clearing member's own account or on behalf of clients who are qualified investors.

Marketdata and reports with data per new boards
OTC trades prices from new boards will not affect weighted-average and market price and are not included into SEM21 and SEM21A reports on market data. Information about OTC trades and orders will be included into EQM2T offers register and EQM3T OTC trades register.
Offers / OTC trades register EQM2T/EQM3T will now be provided after main trading session at 19:00 and after evening session at 23:50.

Change of discount band for REPO with CCP negdeals
Money market clients will be able to enter orders with discount up to 95% on REPO with CCP boards PSRP, PSRD, PSRE, PSRY.
Warning for nonstandard discount value will be displayed in MOEX Trade SE terminal.

Trading members simultaneous admission to securities and deposit market: technical readiness
Mechanism for trading members simultaneous admission to securities market and deposits with CCP will be implemented in trading and clearing system. Information about deposit contracts will be included to EQM13 report.
Detailed information about changes in clearing reports will be provided with an additional announce.

Checking holdings on securities for 2,3 level Trading and Clearing Accounts
Clearing managers will be able to unset restriction on negative holdings securities accounted on 2,3 level TCA.

ASTS Bridge Broker interfaces update
New version of ASTS Bridge broker trading and clearing interfaces will be introduced. In the 43 version price fields and price-related fields will have FLOAT (17) type, like in 40 and 42 versions.

Planned changes in tables and list of transactions:
New field in TRADES, USTRADES, CLEARING_TRADES table: DEPOSITINTENT (Deposit trade type) may be filled with the following possible values:
I - "Intention"
D - "Deposit"
R - "Reserve"
O - "Refund close"
C - "Deposit close"

There is new transaction in BrokerRisk interface:
SET_TRDACC_CHECK_HOLDINGS to set and unset check holdings for a trading account
Table BrokerRisk.TRDACC is supplemented with new CHECK_HOLDINGS field (flag for check holdings set on trading account).

You may find IFCBroker43/IFCBrokerRisk43 specifications on our FTP server https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test/

COMPLEXPRODUCT broadcast termination by FAST UDP multicast
Please be reminded that COMPLEXPRODUCT field will contain no value on production environment.
It is not planned to update FIX services.

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18.04.2022