Planned changes in securities and FX market systems
Please be informed about following changes in the securities, money and FX market trading and clearing system that take affect at production environment at the end of January 2023.
REPO, deposit, and credit trades with floating rates
It is planned to launch on the production environment of the mechanism for REPO with CCP or Deposits with CCP trades, credits or Inter-Dealer REPO using benchmark-linked floating rates introduced earlier as technical readiness.
New boards in the securities market system
The list of trading boards codes will be extended with following boards introduced as technical readiness: FQBH, FTSH, FSSH, FQDH, FTDH, FSDH, TQTH, PTTH, PSTH, TQPH, PSPH, PTPH.
MOEX Trade SE terminal update
It is planned to update MOEX Trade SE terminal on the release date. New version will be supplemented by user chats component. User chats will be available for users of MOEX Trade SE and MOEX Treasury terminals. Users will be prompted to autoupdate while connecting to the trading and clearing system. Packages for manual installation will be available at FTP server starting from 27 January: https://ftp.moex.com/pub/Terminals/ASTS/Equities
Aggressive limit orders control on the FX market
Introduced earlier as technical readiness, mechanism of aggressive orders control planned to be applied for limit orders in production.
Maximum shift from best price is planned to set as 1%. Limit order is matched until price of concluded buy (sell) trades will be equal or less (equal or more) than specified shift value from best ask (bid) value. Depends on order's remainder processing mode, unmatched part may be withdrawn (Immediately or cancel, Withdraw) or put into queue as a new order.
Limit order control is planned to be applied during the full trading day from 7:00 to 23:50, only for SPOT instruments for every currency pair traded at CETS or SDBP board, except instruments of precious metals market.
New CUX83 report on permissions of user's logins on the FX market
There will be new CUX83 report on logins of the FX market user. Data providing procedure: CUX83 report provided to Trading or clearing member formed at 23:50 on the trading days contains list of changed or added logins. Complete list of FX market member's active logins is formed at the last trading day of each month.
You may find specifications of trading reports at the MOEX website: https://fs.moex.com/files/13904
Trading prolongation for CNY and HKD instruments on the FX market
For CNY TOD and TODTOM instruments trading time will be extended with period after 12:15/12:30 (system deals/negotiated deals) and after opening auction for spot instruments or technical pause to 17:45 for system deals or 19:00 for negotiated deals.
For HKD TOD and TODTOM instruments trading time will be extended with period after 10:45/11:00 (system deals/negotiated deals) and after opening auction for spot instruments or technical pause to 17:45 for system deals or 19:00 for negotiated deals.
More detailed information will be provided in the Trading Schedule document: https://fs.moex.com/files/12261