Planned release of securities and FX market systems

The next release of securities, money and FX market systems is planned on 3 April 2023. The following key changes are included.

Cross trades prohibition in anonymous trading modes
To ensure regulatory compliance with to Bank of Russia Regulation No. 437-P "On Conducting Organised Trading", the possibility to conclude cross trades will be closed in anonymous trading modes.
Various ways of order processing will be implemented based on combination of two options:

• "Cross trades are allowed", "Cross trades are prohibited" for negdeals.
• For system orders on the securities market: "Cancellation of passive", "Withdraw active".
• For system orders on the FX market: "Cancellation of passive", "Withdraw active", "Skip passive".

List of values for the CLIENTCODES.CROSSTRADING (Cross trades enabled flag) field in the ASTS Bridge broker interface for the Securities market system will be supplemented with the ‘X’ value:

The algorithm of cross trades restriction by client code, acting on the securities market, will be modified so that cross trades will be allowed for negotiated deals only.

For the FX market system, there will be new field CLIENTCODES.CROSSTRADING in the Broker interface with the following possible values:

Please note, that clients with CROSSTRADING = K or CROSSTRADING = U feature may be registered on the FX market only.

Changes in structure of trading and clearing reports
1. Please be reminded of announced changes in clearing reports structure was announced earlier.
2. Information on implementation of the new clearing report EQM2TQ (Intentions register) and the new trading report SEM2TQ (RPS Quotes register) will be provided additionally.
3. There are no changes planned in a structure of the Quote register SEM02Q.

SECURITIES MARKET.
Negotiated deals on the "Two-way trades with CCP" OTC board
To execute negotiated trades in "Two way trades with CCP" mode, we will add new boards with CCP in trading and clearing system introduced as tactical readiness:
· OCAR - OTC Bonds with CCP ndm
· OCAY - OTC Bonds with CCP ndm (CNY)
· OCAU - OTC Bonds with CCP ndm (USD)
Lot size = 1
Settle code: Yn: n= 0,1,2

Negdeals may be entered both in response to a quote and directly to a specified counterparty. Filling the MatchRef field with exactly the same value for both counterparties is not necessary on these new boards.

ASTS bridge interface update to Broker45 version
New version of ASTS Bridge broker interface IFCBroker45 for trading system is planned to be introduced on the securities market. Besides described above changes designed for Cross trading prohibition, following changes will be introduced:
· The type will be changed from FIXED (16, 2 digits) to FLOAT(17) for the SECURITIES.DIVIDENDVALUE field;
· There will be new field TRDACCTYPES.DEPOSIT (Trading/clearing account for Deposit market) to indicate accounts intended to conclude deposit contracts.
New versions specification and changes from the current version of ASTS Bridge broker interface you may find at MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test/

FX MARKET
ASTS bridge interface update to Broker45, BrokerRisk45 version
New version of ASTS Bridge broker interface IFCBroker45, IFCBrokerRisk45 for trading and clearing system is planned to be introduced on the FX market. Besides described above changes designed for Cross trading prohibition, the new filed will be added into the SECURITIES table. The table will be supplemented with DERIVATIVE field to indicate if a security is derivative.
New versions specification and changes from the current version of ASTS Bridge broker interface you may find at MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Currency/test/
"Book or cancel" orders on the FX market
It is planned to allow entering orders with new type by remainder processing condition "Book or cancel" (Passive only) on the FX market production environment starting from the release date. In case of planned date changes MOEX will provide an update.
Please be reminded that:
· Technical details about implementation of orders of new type was introduced earlier: https://www.moex.com/n51230
· Passive only orders using established for the CETS board on the FX market.

MOEX Trade terminals update
On the release date it is planned to update MOEX Trade SE, Currency and TI 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 (https://ftp.moex.com/pub/Terminals/ASTS/) in advance. Please be reminded about following subjects:

• Elimination of obsolete order dialogs from MOEX Trade SE terminal
• MOEX Trade terminals ends support for outdated versions of Windows