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11.01.2016 13:53

OTC report update

Dear MOEX OTC users,

Please be informed that new OTC version 2.0 is available on test environment since 12 January 2016. Planned date for production roll-on is 29 February 2016.

What"s new in version 2.0:

1.    Changes in XML reporting via EDI:

·         SettlCurrency, QtyFrac, Block, Rate fields are now optional (non-mandatory).

·         Fractional values are allowed in Qty field (up to 10 figures after dot).

·         RUR_AMOUNT field ("Trade volume, rub") is added to acknowledgement Receipt.

·         Currency symbol "RUR" is changed to "RUB".

2.    Changes in Warning messages:

·         New messages are added:

e.     S80 Currency for obligations must be RST rate.

f.      W16 Currency rate for specified trade date is undefined.

g.     W17 Price %1% is out of range %2% percent, calculated based on close price %3%.

h.     W18 Issue code is not valid, bond has matured.

·         Message "W14 Calculated trade volume in rubles %1%" is deleted. Trade volume value is returned in acknowledge receipt from the exchange.

3.     Changes in OTC reporting via OTC monitor and web:

·         All currencies with official Central Bank rate are added into the currency list.

·         SettlCurrency, Rate, Block and QtyFrac fields are ignored.

·         Trade volume, rub field is added into trades table.

·         For trades executed in foreign currency, the settlement rate in Rubles is calculated based on Central Bank"s FX rate on the date of reporting.

·         Warnings for instrument prices out of price range (calculated from official close price) were added. The following ranges are set: 50% for equities, shares and depositary receipts, 30% for bonds.

·         Fractional values are allowed in Quantity field.

·         Price currency for bonds must be entered in percent value (RST value).

·         Restriction for reporting matured bond trades were added.

New version is fully backward compatible with the old one. For reports submitted through old version of the OTC monitor client (or with old XML specifications), SettlCurrency, Block, Rate fields will be ignored and calculated by the Exchange, QtyFrac field will be accepted.

Test environment specifics:

Due to test environment restrictions, currency and treasury prices directories will be updated on 15 December 2015, and later will be updated once a week.

Production directories will be updated on the daily basis after the day session close.

Specifications, documentation for developers and instruction for test OTC-web setup are available at our ftp site - ftp://ftp.moex.com/pub/support/OTC/beta/

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

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