27.05.2014 16:49

Equity Market Trading and Clearing System Schedule Update

An updated version of Moscow Exchange's ASTS equity market trading and clearing system is to come online on 9 June 2014.

Testing with the involvement of trading participants will take place on 7 June. The system will be available for connection at approximately 12:00 pm MSK.

To participate in the testing, participants should send their firm ID and contact details to help@moex.com. FAST feeds will be available to all current subscribers via the updated version.
Participants not planning to participate should disconnect external systems during the testing period to avoid receiving test data.

New in this version:
1. Reform of listing (new structure of trading boards)
2. Intermediate clearing session.
3. Futures contracts delivery on T+2.
4. Changes in dealer-dealer REPO and REPO with CCP:

4.1 Dealer-dealer REPO trade cancellation through the cancellation of settlement of first part of REPO trade with S0, S01, S02 settlement code.
4.2 Inclusion of dividend payment transfer obligations into the Unified limit.
4.3 Changes in calculation of REPO parameters.
4.4 Opportunity for obligation netting between dealer-dealer REPO and REPO with CCP for trades with the same counterparty.
4.5 Maximum discount in anonymous REPO with CCP.

5. Price support (stabilization) orders introduced in the previous release can be used.
6. New equity type - ETC (exchange-traded commodity).
7. Separation of asset accounting for own and clients' assets.
8. Technical changes in the software interfaces:

8.1 A new IFCBroker_23 ASTS Bridge broker interface
8.2 A new template for FAST UDP Multicast market data.

 

Please contact us at help@moex.com, +7 (495) 733 9507 for more information.

For further information, please contact the Public Relations Department at (495) 363-3232.

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