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19.10.2023 14:13

Planned changes in the securities and FX markets system

We would like to inform you about the changes in the trading and clearing system of the securities and FX markets, scheduled for launch on October 30, 2023. The following key changes are included. In case of any changes, MOEX will provide an updat

Changing the XSLT style link in Report XML files
We remind you that from October 30, 2023, in the XML files of trading and clearing reports, links of the form ftp://ftp.moex.com/pub/Reports/... will be replaced with https://ftp.moex.com/pub/Reports/... Thus, links will only be provided using the secure HTTPS data transfer protocol.

SECURITIES MARKET

RFQ Service in the production environment
From October 30, 2023, the functions of the RFQ (Request for Quotes) service will be available in the production environment of the securities market system for targeted REPO transactions with the CCP, REPO-M, Deposits with the CCP and Loans.
For the disclosure of quote information, participants will be provided with new reports:

  • SEM02RQ - REPO quotes register
  • SEM02DQ - Quotes for deposit contracts conclusion register
  • SEM02CQ - Quotes for loan contract conclusion register


Specifications for trading report formats are available on the MOEX website: https://fs.moex.com/files/943


Trading boards for distribution / buy-back
The previously added trading boards for placements and redemptions with clearing of shares, depositary receipts and units not admitted to organized trading in NCC will become available in the production environment of the securities market system.

  • MPAU - OTC Publ.Offer: Neg. deals;
  • MPBB - OTC Buy-back: Neg. deals

Starting from October 30, the following reports will be provided to display information on Distribution and buyback with clearing in NCC.

  • EQM3A - Distribution/buyback OTC trades register
  • EQM11 - Consolidated Register of Offers

New XSD schemes and XSLT styles are available on the MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities/
Specifications for clearing report formats are available on the MOEX website: https://fs.moex.com/files/951

REPO and deposits with CCP linked to RREFKEYR
Two new boards will be added to the securities market system for REPO transactions with GCC with a floating rate in rubles.

  • FAOM - REPO w/CCP w/GCP flKeyRate 1m
  • FATM - REPO w/CCP w/GCP flKeyRate 3m

The boards are introduced with reference to the RREFKEYR indicator (the Bank of Russia Key Rate). The mechanism for applying the benchmark and calculating interest is similar to the mechanism in the existing GCC REPO trading boards linked to the Bank of Russia Key Rate.
The new FAOM board inherits such parameters as lot size, bid step, settlement code, volume restrictions from the existing "REPO with CCP with GCP fl. 1m" board. (boardID: FCOM).
The new FATM board inherits such parameters as lot size, bid step, settlement code, volume restrictions from the existing "REPO with CCP with GCP fl. 3m" board. (boardID: FCTM).

Partial withdrawal for CNY deposits
Corporate deposit market members will get the access to partial withdrawal operations for CNY deposits lasts up to 1 year.

TQDP trading board
Please note that from October 30, 2023, the trading board "Dark Pool Shares" (boardID: TQDP) will be closed.

Parameters of discrete auctions for shares and depositary receipts not included into IMOEX index
As a follow-up to the news about the possibility of holding discrete auctions (DA) for shares and depositary receipts that are not included in the IMOEX index, we inform you that the conditions for holding such auctions will change.
A discrete auction will be launched when the current price of the instrument deviates from the closing price of the previous session or the previous trading day (in case of the repeat auction, from the value of the current price at the beginning of the previous DA) by more than deviates by more than 20% for 5 minutes in a row. The DA can be held during the main trading session and during the additional trading session, number of auctions held will be unlimited. The discrete auction does not start in the main session after 18:10. In an additional session, the DA does not start earlier than 19:10 and later than 23:20.

FX MARKET

KZT/RUB, TRY/RUB and BYN/RUB currency pairs in RFSM trading board
TOD, TOM, SPT instruments of the KZT/RUB currency pair, as well as TOD and TOM instruments of the TRY/RUB and BYN/RUB currency pairs will be available in the RFSM trading board. You can find the parameters of new instruments in the attached document.

MOEX Trade Currency Terminal Update
On October 30, 2023, it is planned to release an update of the MOEX Trade Currency terminal to version 3.23.35. All users will be prompted to set up an auto-update when connecting to the trading and clearing system. Distributions for manual installation will be available on the FTP server from October 27:
https://ftp.moex.com/pub/Terminals/ASTS/Currency

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