05.06.2017 14:08

Unified Collateral Pool functionality testing

Dear MOEX clients.

We would like to inform you that new Unified Collateral Pool functionality (first phase) is available for testing on Equities, FX and Derivatives markets" test environments.

Planned date for production roll-on is August 2017.

More information about UCP functionality you can find at NCC web site - http://www.nkcbank.com/UserFiles/File/Unified%20collateral%20pool.pdf

Presentation with full description of technical changes for all markets is attached.

In addition to the Unified Collateral Pool project the following new projects are scheduled to be included into the same release:

- On the FX market: new trading mode that uses fixing as the settlement price.

- On the Equity market: SMA with pretrade control.

- On the Derivatives marker: Accurate fee translation is added to Brokers" logins, new versions for FAST and TWIME gates.

More details will be distributed later.

In the attached package please find more technical details on implementation of the Unified Collateral Pool project in the ASTS trading & clearing system of FX and Equity markets. Also attached are the specs of the new broker interfaces and their comparison to the latest production versions.

Please note that the attached specs of broker interfaces are not final and do not yet include updates related to these two projects.

Attention: since the FX market INETCUR_GATEWAY environment is being used for testing of the new version of the "separated" trading and clearing system ASTS+, a new test environment has been created for public testing of the Unified Collateral Pool project on the FX market. Connection parameters over the Internet are:

BROADCAST=91.208.232.101

SERVER=SPCUR_GATEWAY

SERVICE=28211/28212

The following ports should be open at your firewalls in order to be able to connect: 28211/tcp, 28212/udp

User database and their configuration on this environment correspond to the configuration of the INETCUR_GATEWAY environment as on 30 May 2017.

On the Equity market and  Derivatives market the Unified Collateral Pool support is implemented on the existing INET_GATEWAY/T-range environment.

If you would like to participate into UCP functionality testing, please send your request to help@moex.com.

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

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