12.08.2024 10:09
Planned changes in the securities and FX markets system
Please be informed about the next release of the securities and FX market trading and clearing system that take affect at production environment starting from 16 September 2024. The following key changes are included.
- Detached electronic signature for xml reports
SECURITIES MARKET
- ASTS Bridge broker interface update
- Position typing by settlement date
- REPO with open date trades: EverGreen
- Changes in GC certificates issue and redemption: Y0 instead of T0
- Marginisation of REPO/Deposits trades with CCP with floating rate
- The algorithm changes for GTT limit order
- Automatic transfer of orders from the main trading session to the additional evening session for bonds
FX MARKET
- ASTS Bridge broker interface update
- Cancellation of publication of data on positions by instruments
The described changes are available for testing in the T1 test environment (INET_GATEWAY, INETCUR_GATEWAY).
The full list of changes is given in the attached file. The list of changes can be modified, in this case MOEX will provide an update.
Specification, XSD schemes and XSLT styles of trading and clearing reports will be provided at the later date.
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