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07.11.2016 16:22

A new approach to the long codes of options on Derivatives Market

On November 14, 2016 Moscow Exchange in accordance with the recommendations of the Technological Committee (dated 9 September 2016) and the Derivatives Market Committee (from September 20, 2016) will adopt a new approach to the formation of long option codes. Under this methodology new options will be added in the system without a space, for example, RTS-6.17M150617PA95000 instead of RTS-6.17M150617PA 95000. Old methodology (with spaces) will remain for existing options till their expiration.

Please, check in advance that these spaces are not used by your software to detect automatically the strike. Options with a new approach to the formation of long codes are already available for testing (RTS-6.17 and ALRS-3.17).

For further information, please contact the Public Relations Department at (495) 363-3232.

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