Moscow Exchange today announced trading volumes for October 2016. Total exchange trading volumes increased by 5.5% YoY to RUB 70.8 trln. The FX market cooled off both MoM and YoY. The Money Market posted the strongest growth, with volumes increasing by 59.4% YoY. Open interest on the Derivatives market grew 32.1% YoY to RUB 728.4 bln.…
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Moscow Exchange has announces the results of the annual public load testing of its FX, derivative and equity trading and clearing platforms. The testing was performed on the DataSpace1 facilities that will become the Exchange's primary data center on 7 November. Such tests allow trade participants to measure the performance and capacity of their systems…
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Moscow Exchange (MOEX) has announced that from 31 October 2016, any Russian federal government bond (OFZ) being offered at the auction on the primary market will be available for trading in all other trading regimes at the same time. When OFZs were previously offered at the auction on the primary market, trading in the OFZ…
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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…
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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…
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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…
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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…
Read moreIn 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…
Read moreMoscow 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…
Read moreMoscow 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…
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