The next release of the securities and FX market systems

The next release of securities, money and FX market systems is planned on 5 December 2022. The following key changes are included. In case of any changes, MOEX will provide an update. Mentioned updates are available for testing on the securities market INET_GATEWAY environment and FX market INETCUR_GATEWAY environment.

New trading boards for the securities market

The list of trading boards codes will be extended.

• Applies to the bond market:
  OCBY - OTC Bonds with CCP (CNY)
• Applies to the stock market, trading boards will be introduced as technical readiness:
  FQBY, FTSY, FSSY, FQDY, FTDY, FSDY, TQPY, PSPY, PTPY
• It is planned to launch the following trading boards:
  • TQTY - T+: Inv. funds CNY
  • PTTY - NDM with CCP: Inv. funds CNY
  • PSTY - Neg. deals: Inv. funds CNY

Changes in structure of clearing reports on the securities market

• The RECORDS node of the CCX94 report XSD will be supplemented with the SUM_new attribute (Estimated value of stress collateral, expressed in rubles).
• EQM20 report on will be supplemented with the TrdAcColStress Y/N attribute (Priority Trading and Clearing account for stress collateral) in RECORDS node.

You may find specifications of Securities market clearing reports at the MOEX website.

Minimum price step value for spot instruments TRY/RUB changes on the FX market

Starting from 5 December 2022 minimum price step value will be increased from 0,0001 RUB to 0,001 RUB for TRYRUB_TOD, TRYRUB_TOM instruments on the CETS board. 

Number of decimals (DECIMALS parameter) remain the same: 0,0001 RUB.

On other boards, including CNGD and CPCL, minimum price step remains the same: 0,0001 RUB.

For SWAP instruments TRYRUB on all boards minimum price step and number of decimals remain the same: 6 decimals.

Aggressive limit orders control on the FX market: technical readiness

Mechanism of aggressive orders control used to be applied for market orders is planned to be introduced for limit orders as technical readiness.
Maximum shift from best price is planned to set as 1%. Limit order is matched until price of concluded buy (sell) trades will be equal or less (equal or more) than specified shift value from best ask (bid) value. Depends on order's remainder processing mode, unmatched part may be withdrawn (Immediately or cancel, Withdraw) or put into queue as a new order. Limit order control is planned to be applied during the full trading day from 7:00 to 23:50, only for SPOT instruments for every currency pair traded at CETS or SDBP board, except instruments of precious metals market.

End of life of old versions of ASTS Bridge interfaces

Please be reminded that it is planned to end support of IFCBroker and IFCInfo interfaces of version 37 and older by FX and securities market systems starting from the release date. It will not be possible to use these interface versions in production starting from the release date. Number of the actual version of ASTS Bridge interfaces is 44.

MOEX Trade terminals update

On 5 December it is planned to update MOEX Trade SE and MOEX Trade Currency terminals. Users will be prompted to autoupdate while connecting to the trading and clearing system. Packages for manual installation will be available at FTP server (TradeSE Trade Currency) starting from 2 December.

REPO, deposit, and credit trades with floating rates

Mechanism for REPO with CCP or Deposits with CCP trades, credits or Inter-Dealer REPO using benchmark-linked floating rates will be introduced as technical readiness. You may find the document contains technical details about implementation at the FTP server. The production launch date will be announced later.