21.12.2022 16:07
Rejection of REPO without CCP market prices loading at the end of trading day
Starting from 26 December 2022 it is planned to stop loading to the trading and clearing system REPO market prices (REPO-M and REPO with Bank of Russia groups of boards) calculated by the end of a trading day around 00:30 hours and broadcasted in the MARKEPRICETODAY field of the SECURITIES table with ASTS Bridge software.
Market prices for mentioned REPO boards will be loaded with the system start and broadcasted as settlement prices of the previous day in the MARKEPRICE field of the SECURITIES table with ASTS Bridge software.
Please be noticed that REPO market price loading rejection does not affect market price calculation and broadcasting for main trading boards.