Planned changes on the FX market system
To the attention of FX market trading members.
Please be informed about following changes in the FX market trading and clearing system that are planned to take affect at production environment starting from 13 February 2023.
Minimum price step value changes for system deals spot instruments
Starting from 13 February 2023 minimum price step value will be increased for the following SPOT instruments on the CETS board.
· USDCNY_TOD, USDCNY_TOM, USDCNY_SPT: from 0,00001 CNY to 0,0001 CNY
· EURUSD_TOD, EURUSD_TOM, EURUSD_SPT: from 0,00001 USD to 0,00005 USD · HKDRUB_TOD, HKDRUB_TOM from 0,0001: RUB to 0,001 RUB
Number of decimals (DECIMALS parameter) remain the same.
On other boards, including CNGD and CPCL, minimum price step remains the same.
For SWAP instruments based on mentioned currency pairs on all boards minimum price step and number of decimals remain the same.
Trades and orders on BYNRUB are included into calculation of the surcharge
It is planned to stop excluding SPOT instruments on BYNRUB (BYNRUB_TOD, BYNRUB_TOM) currency pair. Please be reminded that trades and orders on BYNRUB (BYNRUB_TOD, BYNRUB_TOM) currency pair have been excluded from the calculation of the surcharge since 1 August 2022.
Thus, the surcharge will be calculated based on trades and orders with the full list of SPOT instruments on the CETS board.
You may find more information about principles of surcharge calculation at MOEX website: https://www.moex.com/s1646