Planned changes in Securities and FX markets system

Dear MOEX clients,

We would like to inform you about changes in FX and Securities markets trading systems that we plan to launch on 28 June 2021.

Securities market

The new consolidated monthly report on Market-making contract
At the request of clients we will launch the new SEM32 report contains information about results of market-maker's obligations fulfillment. We will publish description, XSLT style and XSD scheme soon.

Gross position control

New functionality of SMA risk control: setting pre-trade limit on absolute value of position by money, including active orders and opening balance for specified Trading and Clearing account.
To provide new functionality we will add the following new fields to ASTS Bridge interface IFCBroker38:
· GPOSVALLIMIT (Maximum gross value) and GPOSVAL (Current gross value) fields to the U_POSN_LIMITS table · GPOSVALLIMIT (Maximum gross value) field to the SET_U_POSN_LIMIT transaction

New interface version IFCBroker38
Similar to earlier released IFCBroker38 version of interface for FX market type of VOLTODAY field in SECURITIES and SEC_STATS tables will change from integer to float(17). As before, volume of concluded trades is expressed as integer number of securities.

MOEX Trade SE terminal update
New version of trade terminal will contain OTC module updates.

FX market

Removal of FUTS and FUTN trading boards
Due to end of deliverable futures trading, FUTS (System futures) and FUTN (Negotiated futures) boards will no longer be available in the Securities market trading system and its data feeds starting from the release date.

New securities for CCP OTC Clearing (CPCL)
We plan to extend the list of spot securities available for CCP OTC Clearing. Full list of new securities, including information about fees, are available in the attached document.

Attachment