Spectra T1 test environment upgrade v 6.9

Dear Derivatives market test environment users,

T1 derivatives market test environment upgrade to SPECTRA trading and clearing system version 6.9.

List of key changes:

1. The functionality of margining and execution of obligations of the Clearing Members implemented – non-residents for payment of tax on the derivatives market, accounted on Settlement Accounts that are not the Settlement Accounts of the Unified Collateral Pool.
2. Postponement of the calculation of the indicative rate from 18:30 to 18:44.
3. Cancellation of commission on settlement trades in the Derivatives Market.
4. Changes applied to Moex Spectra Terminal:

• Changes applied to Moex Spectra Terminal
• New parameter ‘Blocked tax’ (Amount blocked for tax) was added into the ‘Settlement account assets' window.
• New parameter ‘Blocked tax’ (Amount blocked for tax at the beginning of the session) was added into the ‘Settlement account assets (clearing)’ window.

5. Separate streams for futures and options were deleted.
6. Changes applied to reports:

• New pay types were added to ‘Type’ field in ‘f04’, ‘f04cl’, ‘o04’, ‘o04cl’, 'fut_deal', 'opt_deal' reports
• The 'payXXYY.csv' and 'payclXXYY.csv' reports take into account penalties in the state of the current money position
• In ‘monXXYY.csv/mon_newXXYY.csv’ reports for SA of the Clearing Members – nonresidents the value of the blocked tax ('blocked_tax') is accounted for in the 'go' field
• In the ‘daymonXXYY.csv’ report for SA of the Clearing Members – non-residents the value of the blocked tax (‘blocked_tax’) is accounted for in the ‘gol2’ field

7. Changes applied to FAST - The separate streams for futures and options are decommissioned, changes to some fields and new flags.
8. Changes applied to FIX:

• Technical information like '$XX$' is no longer broadcast in the first four characters of the 'SecondaryClOrdID' field in the FIX gateway and in the FIX Drop Copy service.
• The 'Flags' (tag 20008) field is now broadcast in the 'Execution Report' message for trades in the FIX gateway and in the all 'Execution Report' messages in the FIX Drop Copy service.

Full list of changes is present in the attached file.

Software distributives, schemes and documentation will be available via links:

https://ftp.moex.com/pub/ClientsAPI/Spectra/CGate/test/
https://ftp.moex.com/pub/ClientsAPI/Spectra/SpectraIM/Test/
https://ftp.moex.com/pub/Terminals/Spectra/Test/
https://ftp.moex.com/pub/OTC/RFS_IQS/test/OTCGate/
 

We will inform you about production launch date later.