Calculation of metrics for floaters

In addition to the announcement about the planned changes in the Securities and FX markets system on December 8, 2025, we would like to remind you that a new parameter, Z-spread, will be added to all bonds except structured ones, with its values calculated daily by the trading system based on several key parameters.

The following changes are being introduced to the bridge broker interface:

1. In the EXT ORDERBOOK table, new fields are added:
   • ZSPREAD - Z-spread on the quote price;
   • CALLOPTIONZSPREAD - Z-spread to call-option date.
2. In the NEGDEALS, ONENEGDEAL, ORDERS, and ONEORDER tables, a new field ZSPREAD (Z-spread of the bid price) is added.
3. In the TRADES and ALL_TRADES tables, a new field ZSPREAD (Z-spread calculated by the transaction price) is added.
4. In the SECURITIES table, new fields are added:
   • ZSPREADATPREVWAPRICE - Z-spread, based on the last day WA price;
   • BONDTYPE – Bond type;
   • BONDSUBTYPE – Bond subtype;
   • ZSPREAD - Z-spread at the price of the last trade;
   • ZSPREADATWAPRICE - Z-spread, based on the WA price;
   • CALLOPTIONZSPREAD - Z-spread at WAPrice to call-option date.
5. A new table BONDTYPE is added:

6. A new table BONDSUBTYPE is added:

Description of the new version, as well as comparison with the previous version is published on the MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test.
A test build of the MOEX Trade SE terminal version 3.25.70 is available on the MOEX FTP server: https://ftp.moex.com/pub/Terminals/ASTS/Equities/Test/.

The functionality is available for testing on the T1 test environment (INET_GATEWAY).

The full list of planned changes has been updated and is accesible via the link: https://www.moex.com/media/version-2025-7.pdf.