Moscow Exchange changes internet access settings to Derivatives market LeapRate

October 28, 2016 BY Valentina Kirilova

Moscow Exchange changes internet access settings to Derivatives market

Moscow exchange (MOEX) has warned all of its Derivatives market clients that in order to improve exchange data security processes and protect client connections, starting from 1 December 2016 internet access to MOEX Derivatives market using PlazaII/CGate APIs and SPECTRA terminals will only be allowed using VPN service providing secure access to Moscow Exchange network. Those…

October 26, 2016 BY Valentina Kirilova

Moscow Exchange change tick sizes from 1 November 2016

To improve efficiency of the equity market microstructure, Moscow Exchange has announced that is changing tick sizes for the following securities as part of the regular quarterly review. The new tick sizes will take effect from 1 November 2016: Ticker Issuer (Asset management company) Type, category State registration number (Number of trust management rules) ISIN…

October 24, 2016 BY Valentina Kirilova

MOEX to include "session inactive" error into calculation of erroneous transaction fee

The Moscow Exchange has announced that starting on 12:00 AM October 21, 2016 in the Derivatives market "session inactive" error is included into calculation of erroneous transaction fee. This error occurs when a user attempts to send or change an order while trading session for this instrument is inactive. The inclusion of this error is…

October 21, 2016 BY Valentina Kirilova

MOEX: New free float methodology to take effect from 31 October 2016

MOEX has announced that a new version of the Moscow Exchange Free Float Methodology will come into force on 31 October 2016. The new methodology defines more precisely criteria to be applied to securities to determine their free float. In particular, such criteria include a minimum liquidity ratio (defined by the turnover rate, i.e. a…

October 12, 2016 BY Valentina Kirilova

Moscow Exchange plans to change the mechanism of encoding options since November 2016

In November 2016, Moscow Exchange will introduce (as recommended by the IT Committee and the Derivatives Market Committee in September 2016) a new approach to compile the long code of options. The strike price for a number of options on futures contracts (such as Transneft futures (TRNF), Norilsk Nickel futures (GMKR) and Severstal futures…

October 05, 2016 BY Mike Fox

MOEX September Forex turnover rises 8.2% MoM to RUB 27.6 trln

Moscow Exchange announced trading volumes for September 2016. Total trading volumes overall for the Russian based exchange increased by 5.7% YoY to RUB 74.6 trln. FX Market FX Market turnover was RUB 27.6 trln (September 2015: RUB 34.6 trln, August 2016: RUB 25.5 trln), including spot trades totalling RUB 8.2 trln as well as swap…

October 04, 2016 BY Valentina Kirilova

Moscow Exchange increases capital of central counterparty

Moscow Exchange has increased the dedicated capital of NCC Clearing Bank, its central counterparty (CCP), to RUB 9.5 billion (from RUB 6.5 billion) to add an extra layer of security for participants in on-exchange trading. Dedicated capital ("skin in the game") is the portion of the CCP's capital resources that can be used to cover…

October 03, 2016 BY Valentina Kirilova

Moscow Exchange's migration to new data center is near completion

The DataSpace1 data center will become the focal point of data processing for the MOEX trading and clearing platforms on 7 November 2016. The M1 data center currently the MOEX primary DC, will operate as a disaster recovery site. DataSpace1 is the first commercial data centre in Russia and continental Europe to have successfully completed…

September 28, 2016 BY Valentina Kirilova

Moscow Exchange announces trading schedule for January-February 2017

Moscow Exchange has announced its trading schedule for public holidays in January and February 2017. It goes as follows: On 3-6 January and 24 February 2017: The Equity & Bond and Derivatives Markets will operate as usual; All instruments will trade on the FX and Precious Metals Markets, except trades with "today" settlement and swap transactions with…

September 13, 2016 BY Valentina Kirilova

New fees of the Moscow Exchange Derivatives Market

At its meeting on 9 September, the Supervisory Board adopted new tariffs for the Moscow Exchange Derivatives Market on the back of a new billing concept. The tariffs were agreed with the MOEX Derivatives Market Committee in August. The new billing concept envisages switching to fees in basis points (as a percentage of the trade…

Tag: MOEX