12.11.2013 13:51

Planned release of the Derivatives Market trading platform

Moscow Exchange would like to inform you about planned release of the Derivatives Market trading system scheduled for 16 November 2013. If you would like to participate in system testing on 16 November, please email your request to before 13:00 MSK 14 November 2013. Your testing request should contain the following details:

  • Contact name.
  • Broker (Derivatives market member).
  • Login and clearing register used for testing.
  • IP address.
  • If dedicated FORTS access server is used, please provide its IP address.
  • Email address for reporting if necessary.

Clients not having submitted testing request on time will not be allowed to participate in system testing.

Changes in the upcoming release:

Updated transaction fees

  • Ineffective transaction fees
  • Erroneous transaction fees

Options update

  • Strike grid fragmentation
  • Weekly options
  • New fees for options

Segregated accounts.
In the event of clearing firm bankruptcy, all conscientious clients' positions can be transferred to another MOEX clearer.
Limitations for US residents.
In order to comply with CFTC requirements, Derivatives market can prohibit trading for certain instruments and clearing registers.
Market making obligations for calendar spreads.
New volatility index (VIX2).
Discrete index calculation.
Options prices are used rather than IV.
30-day volatility.
FX price fixing for EUR/RUB, EUR/USD and CNY/RUB cross rates.
Online EUR/RUB cross rate for variation margin calculation for German stock futures.

New version of the client software will be available later.

Service desk line is available at  or by the phone +7(495) 733-9507

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

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