Planned changes in the securities and FX markets system

Please be informed about the next release of the securities and FX market trading and clearing system that take affect at production environment starting from December 9, 2024. The following key changes are included.

SECURITIES MARKET

• ASTS Bridge broker interface update
• Yield calculation at call option date at the weighted-average price
• Enhancement to the Accrued Interest Calculation Procedure for bonds with floating coupons and extension of REPO terms with CCP for such bonds
• Suspension of bond placements between record date and coupon date
• Automatic filling of the "Partner" field for Placement and Buyback modes
• Expanded collateral list

FX MARKET

• ASTS Bridge broker interface update
• Reduction of lot size for instruments in the CPCL mode

The described changes are available for testing in the T1 test environment (INET_GATEWAY, INETCUR_GATEWAY).
The full list of changes is given in the attached file. The list of changes can be modified, in this case MOEX will provide an update.