Testing of changes in FX market system from 01.08.2022

Dear FX market clients,

Please be reminded about changes in FX market system changes planned to be released on 1 August 2022.

Listed below changes are available for testing on T1 FX test environment (INETCUR_GATEWAY).

1. Changes in fee packages

You may find information about new fee pachages on MOEX website: https://www.moex.com/s730

There will be changes in Additional commission fee liabilities report CUX 16.

New required attributes will be added to the RECORDS node:

• TurnoverGTA - Turnover GTA, calculated on all HFT trades, except Negdeals, SWAP and trades by BYNRUB pair, RUB
• MarketShareGTA - Market Share GTA in total turnover per trade date, %. Calculated on all market trades , except Negdeals, SWAP and trades by BYNRUB pair
• NumOrdersGTAOffset - Number of orders compensated of turnover GTA (consider with K coefficient)

and to the DETAILS node node:

• Turnover - Turnover GTA, calculated on all trades, except Negdeals, SWAP and trades by BYNRUB pair, RUB. (Informational field)
• MarketShare - Market Share GTA in total turnover per trade date, %. Calculated on all market trades, except Negdeals, SWAP and trades by BYNRUB pair
• NumOrdersOffset - Number of orders compensated of turnover GTA (consider with coefficients K), except Negdeals, SWAP and trades by BYNRUB pair

You may find specifications of trading reports at the MOEX website: https://fs.moex.com/files/13904

XSD schemes and XSLT styles are available at FTP server: https://ftp.moex.com/pub/Reports/Currency/
2. Minimum price step value changes for CNY/RUB spot instruments

In addition to the announce from 6 July (https://www.moex.com/n49858/) we rimind you that minimum price step will be increased from 0,0001 RUB to 0,001 RUB for spot instruments CNY/RUB on the CETS board.