Systems update on 25th September 2023

Dear clients,

We remind you that the next release of trading and clearing systems of Securities, FX and Derivatives is scheduled for 25^th of September 2023.

Click the following links for more details:

The next release of securities and FX market system
ASTS bridge interface update to Broker47&BrokerRisk47 version
Changes in structure of reports on risk parameters on the securities and FX markets
Updates for REPO with open date trades
Transaction payments on REPO trades with Bank of Russia
Changes to derivatives market
We draw your attention to the main changes in the release:
Client Registration service update

To ensure regulatory compliance with the new edition of Bank of Russia Regulation No. 437-P 'On Conducting Organized Trading', updates are planned for of Client Registration service.

Information on trade member’s clients and the second level clients who are not ultimate beneficiaries (sub-brokers) mist be provided during client registration. Broker’s license might be specified on any level of client which is a legal entity.

Updated service version at https://apim.moex.com/
Updated version implements storage and processing of information on the entire entity chain involved in providing technical access to trading for end client. The set of operations with client registration record and the existing list of client types are remain the same though.
There are no changes planned in ASTS bridge broker interface’s objects. In the CLIENTCODES table:

• FIRMID field contains trade member’s identifier
• DETAILS filed contains information on the first level client
• SUBDETAILS field contains information on trade member’s end client of the second level

There are new field in the RptClients report on registered clients. The field will contain Information on the whole entity chain providing technical access to trading for end client.

Spectra Terminal of Derivatives market with versions 7.6 and below are not supported with the Trading System version 7.15
On Saturday, 23^st of September 2023 the final testing will be held on production environment of Securities, FX and Derivatives markets.

Testing schedule :

FX market:

12:45 – Trading system availability for connection

13:00 – Opening auction start (corresponds to 6:50)
13:20 – Morning session for all instruments (corresponds 07:00)
13:50 – End of morning session (corresponds to 10:00)
15:00-15:15 – Opening auction for CNY
17:25-17:30 – End of TOD (corresponds to 18:00)
18:30 – Additional session (corresponds to 20:00)
19:10 – End of testing with participants.

Securities market:

13:30 – Trading system availability for connection

13:40-13:50 – Opening auction
13:50 – Main session trading start
15:50 – First clearing session (corresponds to 16:00)
17:25-17:30 – Closing auction
17:39 – End of the main session
17:40 – Evening session start
18:30 – Additional session
19:10 – End of testing with participants.
Derivatives market:

12:30 – Trading system availability for connection

12:50 – Start of order entry for opening auction

13:05 – First day main session start

14:15 – Intraday clearing

14:45 – First day evening clearing session start

15:01 – Evening trading session start

15:14 - End of additional evening session

15:15 - Start of order entry for opening auction

15:24 - End of order entry, opening auction

15:25 – Second day morning session start

15:30 – Second day main session start

16:30 – Second day intraday clearing

17:45 – Second day evening clearing session. End of testing with participants.

To participate in the final testing, please send a request to help@moex.com till 21^st of September 2023, 17:00 MSK in which please specify:

1. Contact person, responsible for testing

2. For Derivatives market:

• Broker
• Login and clearing register used for testing

For all Plaza2 gates and trading terminal logins participating in testing the passwords will be reset to 12345. Please set this password in the client_router.ini file for testing period.

3. For Securities and FX market:

• User IDs
• Firm IDs, if you plan to connect the whole firm for testing
• IP addresses used for testing (if it is different from current production settings).

If you don’t want to participate in testing we recommend you to disconnect your systems from production environments of all markets for that weekend (23-24 September) in order to avoid receiving test market data.