Publication of indicative risk rates
Dear MOEX clients,
Indicative risk rates are now available in test mode from the Information & Statistical Server (ISS) web service. This data may be used by MOEX trading members for the purpose of compliance with the new Central Bank’s directive 4928-U on margin trading.
Data links:
- Securities market - https://iss.moex.com/iss/rms-test/engines/stock/objects/irr
- FX market - https://iss.moex.com/iss/rms-test/engines/currency/objects/irr
- Derivatives market - https://iss.moex.com/iss/rms-test/engines/futures/objects/irr
Besides HTML format all the information can be retrieved in XML, CSV, JSON by appending a corresponding extension. For example::
https://iss.moex.com/iss/rms-test/engines/stock/objects/irr.xmlhttps://iss.moex.com/iss/rms-test/engines/stock/objects/irr.csvhttps://iss.moex.com/iss/rms-test/engines/stock/objects/irr.json
Metadata description:
https://iss.moex.com/iss/rms-test/engines/stock/objects/irr/columns?lang=en
ISS web server API manual for developers: https://www.moex.com/a2920
Note that currently only test data on indicative rates is published in ISS! After production implementation of indicative risk calculation that is scheduled for 1 July 2019, the /rms-test/ substring in URLs will be replaced with /rms/.