SPECTRA UAT update to v.5.6

Dear MOEX derivatives market users,

We would like to inform you that starting from 5 June 2017 test environment will be updated to v.5.6. Planned date for production roll-on is August 2017.

What"s new in version 5.6:

1.     New Unified Collateral Pool functionality (first phase) is supported.

More detailed information about UCP project you can find on our web site –  http://www.nkcbank.com/UserFiles/File/Unified%20collateral%20pool.pdf

Information about technical changes and testing schedule on Equities, FX and Derivatives market will be sent out later.

2.     Changes in SPECTRA terminal to support Unified Collateral Pool functionality:

·         Request for fund transfer/asset profile transfer

·         Assets withdrawal for settlement account included into UCP is prohibited

3.     Accurate fee translation is added to Brokers" logins. Adjusted_fee_sell and Adjusted_fee_buy fields in adjusted_fee table in FORTS_FEE_REPL replication stream will be visible for Brokers" logins.

4.     Changes in dictionary for multileg instruments. Each instrument in multileg will have its own sequence number in dictionary.

5.     User interface (CGate) changes:

·         New field prohibit coeff (d16.2) is added in fut_margin_type table in FORTS_FUTINFO_REPL replication stream

·         New field prohibit_type (i4) is added in fut_margin_type table in FORTS_FUTINFO_REPL replication stream (0 – all operations are allowed, 1 - opening new positions are prohibited , 2 – all operations are prohibited)

·         New flag UCP_type (i1) is added in fut_margin_type table in FORTS_FUTINFO_REPL replication stream (0 – Settlement account is not included in the Unified Collateral Pool, 1 – Settlement account is included in the Unified Collateral Pool)

·         Not used fields exch_pay, exch_pay_scalped, clear_pay, clear_pay_scalped, exch_pay_spot, exch_pay_spot_repo, sell_fee, buy_fee in fut_vcb table in FORTS_FUTINFO_REPL replication stream will be filled with ="0" value, client_code field will be filled with "*******" value. In the next release those fields will be deleted from fut_vcb table.

·         Not used fields exch_pay, exch_pay_scalped, clear_pay, clear_pay_scalped, is_spec, spec_spread, sell_fee, buy_fee in opt_vcb table in FORTS_OPTINFO_REPL replication stream will be filled with ="0" value, client_code field will be filled with "*******" value. In the next release those fields will be deleted from opt_vcb table.

·         New field SECCODE (c12) is added in fut_vcb table in FORTS_FUTINFO_REPL replication stream (Base asset"s code on Equities market)

·         New flag is_foreign (i1) is added in fut_vcb table in FORTS_FUTINFO_REPL replication stream (Specify if base asset is a foreing security)

·         New field leg_order_no (u1) is added in multileg_dict table in FORTS_FUTINFO_REPL replication stream

·         In all tables for all replication streams new fields xamount/xamount_rest/xpos (i8) will be added in addition to amount/amount_rest/pos (i4) fields.

Full list of new fields is attached to the announcement.

6.     CGate API documentation was updated with new paragraph "Data schemes usage policy"

7.     New FAST gate v 1.4

·         Update for Moex Board. Information about security deletion will be added.

·         New field opt_sess_contents.base_isin_id (underlying contract code) will be added in SecurityDefinition channel for options.

·         New restrictions for TCP Recovery service connections will be added.

·         Aggregated book channels with 5 and 20 depth will be ceased for accelerated FAST gate for Derivatives market.

8.     New TWIME gate v 3.0.0

·         GTD orders will be supported.

New distributives and documentation will be available at our ftp site: https://ftp.moex.com/pub/FORTS/test/

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