Changes in trading and clearing systems on 25 October
Dear clients,
Moscow Exchange informs you about the following changes in trading and clearing systems of securities and FX markets that take effect starting from 25 October 2021.
Trading and clearing reports on the securities market
Changes in clearing reports due to opportunity to cancel the first part of REPO with CCP negotiated trade
EQM06 (EQM06P/ EQM06R), EQM6C: value of InfType=4 field have new description "Unsettled and terminated trades / Unsettled credit contracts / Unconcluded deposit contracts"
EQM6D: value of InfType=4 field have new description "Unsettled and terminated trades"
EQM08: RECORDS node is supplemented with Reason attribute as "Reason of termination or unsettlement". The new field might have two values:
· 1 - trades unsettled due to Execution report was not provided;
· 2 - trades unsettled or canceled due to provision of trade cancellation order.
SEM03: Trades register is supplemented with two new attributes to mark canceled trades and specify numbe of a trade cancellation order:
· CancelOrder - Number of trade cancellation order;
· IsCancel - Flag to mark canceled trade. The field have Y value for canceled trades and NULL value in other cases.
Consolidated order register
SEM11 report "Consolidated order register" have new form to provide order register over all period of placement.
XSD schemes and XSLT styles are available at FTP server.
FX market
Base price precision change for swap trades with HKD and TRY
On 25 October number of decimals in base prise will be increased from 4 to 6 for TRY_TODTOM and HKD_TODTOM instruments.
| Security/ SWAP trade |
Currency | Currency of settlement | Lot size | Minimum price step | Precision of base price (before 25.10) | Precision of base price (after 25.10) | Precision of final price | Settlement code |
|---|---|---|---|---|---|---|---|---|
| HKD_TODTOM | HKD | RUB | 100 000 HKD, Negotiated trades - 1 HKD |
0,000001 RUB | 0,0001 RUB | 0,000001 RUB | 0,000001 RUB | T+0/t+1 |
| TRY_TODTOM | TRY | RUB | 100 000 TRY, Negotiated trades - 1 TRY |
0,000001 RUB | 0,0001 RUB | 0,000001 RUB | 0,000001 RUB | T+0/t+1 |
Lot size change for spot trades with GLD
On 25 October lot size will be decreased from 10 grams to 1 gram for GLDRUB_TOM instrument.
| Security/ SPOT trade |
Currency | Currency of settlement | Lot size (before 25.10) | Lot size (after 25.10) | Minimum price step | Settlement code |
|---|---|---|---|---|---|---|
| GLDRUB_TOM | GLD | RUB | 10,0 grams of gold (maximum order volume is 3 000 000,0 grams of gold) | 1,0 gram of gold (maximum order volume is 3 000 000,0 grams of gold) | 0,01 RUB | T+1 |
Settlement synchronization on FX market
Please note that announced earlier settlement synchronization of OTC market with negotiated FX trades is planned to be implemented at December 2021.