Planned changes in the securities and FX markets system

Please be informed about changes that are planned to take effect om securities and FX market production environment on 03 July 2023.

1. It is planned to add and calculate on the 15-minute basis from 10:00 to 12:30 RUSFARCNY REAL TIME indicator. Identifier = RUSFARCNRT. Algorithm for calculating RUSFARCNY REAL TIME is the same as for RUSFAR REAL TIME. RUSFAR REAL TIME will be calculated based on trades and orders via "GCC Bonds" (RU000A0JW4Z1) security on the GYRP board, REPO with CCP with GCP 1 day CNY.

2. It is planned to extend the list of available settlement codes up to Y14 code for trades with shares market instruments in the REPO with CCP mode.

3. Tariffs change on the bonds market are planned to take effect on 01 July 2023.
Fee charged for "Two-way trades with CCP" (OCBR, OCBU, OCBY, OCAR, OCAU, OCAY) will be set to 0,0115% of trade volume, but minimum is 100 RUB.
Rebate is set for "Two-way trades with CCP" or "Negotiated trades with CCP" trades concluded using indicative quotes service. Rebate value is 40% of the clearing commission fee value.

4. Additional session algorithm changes.
In case of clearing member have debt to the Clearing Centre, during the Additional session, assets for which the acceptance limit of collateral contributed is 0%, will not be used for SWAP trades on the FX market on for REPO with CCP trades on the securities market.