Planned changes in the securities and M-Deposits market system
Please be informed about following changes in the securities and M-Deposits market trading and clearing system that take affect at production environment starting from 5 August 2024.
GKO15 interface update
Updated version of ASTS Bridge broker interface will be available from the release date. At the request of market members, the TRADES table will be supplemented with the TRADEDATE field.
You may find the new version specification of ASTS Bridge broker interface at MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Treasury/test
RFQ service for M-Deposits
RFQ (Request for Quotes) for M-Deposits service is planned to be launched at the release date.
ASTS Bridge Broker interface auxiliary functions for Treasury Instruments system will be introduced.
You may find the new version specification ASTS Bridge broker interface at MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Auxiliary/test/
XSD schemes and XSLT styles for the new reports are available at MOEX FTP server: https://ftp.moex.com/pub/Reports/M_Deposits/
Settlement technology of M-Deposit trades without a Central Counterparty
Settlements are made by T0 settlement codes of clearing members on the basis of multi-way netting of receipt and return of money within M-Deposit trades. Clearing member must have the settlement account marked "For M-Deposits" and linked with NSD trading bank account.
Based on the results of netting, an interim report in the new form EQM66 reflecting the results of netting is generated, which includes the first and the second parts of the M-Deposit trades involved in netting. The BANKACC node of the EQM20 report on trading/clearing accounts is supplemented with the unrequired ForMDeposit field to specify the settlement accounts intended for M-Deposits (Yes / No).
Updated XSD schemes and XSLT styles are available at MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities/
The new technical board MDEP (M-DEPO) will be added to the securities market system. Transactions and settlement reports entering is not available for the users on the technical board.
Client type in the order / offer register on the securities market
The RECORDS node of SEM11 orders register and EQM11 offers register will be supplemented with the unrequired ClientType filed to specify the end client for whose benefit the distribution/buyback trade is to be executed.
Bonds addition to the OTC Public Offer board
Distribution trades with bonds instruments execution will be available on the MPAU (Public Offer Neg. Deals) board. Information on this board is included into the following reports: EQM3A Distribution OTC trades register, EQM11 Consolidated offers register, EQM2T Offers register, EQM3T Negdeals register and other standard clearing reports. EQM3A and EQM11 reports are provided for the Seller.