The next release of securities and FX market systems

The next release of securities, money and FX market systems is planned on 05 June 2023. The following key changes are included. In case of any changes, MOEX will provide an update.

Discrete auction for shares and depositary receipts not included into IMOEX index
The current mechanism of discrete auction launch will be disseminated to price change events for share or depositary receipt from the list of securities off the MOEX Russia Index calculation (if the current price of a security deviates by more than 20% from the previous trading day's closing price). The total time for each discrete auction series is 30 minutes; each series consists of three discrete auctions of up to 10 minutes each.

FIX service for negotiated deals on Equity & Bond market
A new service to access boards for negotiated deals on equity & bond market over the FIX protocol will be introduced in production on the release date.

Bond duration values broadcasting with ASTS bridge
SECURITIES.DURATION field in ASTS bridge broker's interface will contain value of bond duration for all trading modes for which WA price value is specified and which bond issues were added to.

Extension of securities list to broadcast values of price move limit boundaries
Values of price move limit boundaries will be broadcasted for REPO with CCP and negotiated trades items of SECURITIES table in PMLUPPERLIMIT, PMLLOWERLIMIT fields in the current version of ASTS Bridge broker's interface on the securities market.
Values of price move limit boundaries will be broadcasted for CNGD items of SECURITIES table in PMLUPPERLIMIT, PMLLOWERLIMIT fields in the current version of ASTS Bridge broker's interface on the FX market.

Mentioned changes are available for testing on T1 securities market INET_GATEWAY test environment.

New clearing report on the securities market in Two-way trades with CCP mode
There will be new clearing report EQM59 "Additional report on over-the-counter trades on the instrument" provided monthly on Application from clearing members who act as liquidity providers on the OCTR trading board.