Derivatives market T1 test environment upgrade

Dear customers,

Derivatives market T1 test environment is upgraded to version 7.12.

List of key changes:

1. In version 7.12, it is planned to launch new derivative instruments on the Derivatives Market – European premium cash-settled currency options. At the first stage, currency options launch will be based on the platform and the option model (pricing, margining) for the equity options, any additional parameters are not planned.

To test new currency options, the following option series were set up at the test environment

Eu-25.05.23os_spot

Eu-11.05.23os_spot

Eu-6.23os_spot

Eu-5.23os_spot

Si-25.05.23os_spot

Si-11.05.23os_spot

Si-6.23os_spot

Si-5.23os_spot

2. Changes to the user interface and APIs: CGate, FAST, SIMBA.
3. Changes in multilegf04_XXYY.csv report.
4. Changes in MOEX Spectra Terminal.

Full list of changes is available in the attached file.

Software distributives, schemes and documentation is available here:

https://ftp.moex.com/pub/Terminals/Spectra/Test/
https://ftp.moex.com/pub/ClientsAPI/Spectra/CGate/test/
https://ftp.moex.com/pub/OTC/RFS_IQS/test/
https://ftp.moex.com/pub/FIX/Spectra/test/
https://ftp.moex.com/pub/TWIME/Test/
https://ftp.moex.com/pub/FAST/Spectra/test/
https://ftp.moex.com/pub/SIMBA/Spectra/test/
Production launch date is 05^th June 2023. The functionality of premium options for currency pairs will be implemented in the technical readiness mode, the new instruments will be launch later, as soon as the trading members are ready.
We remind you that in the period 25.04.2023 г. - 27.04.2023 , it is planned to test the change in the linkage of the CNY_CLT collateral instrument to futures for the yuan-ruble exchange rate at the Derivatives market T1 test environment (for details, see https://www.moex.com/n55691/?nt=107(only in Russian)).