New version of Moscow Exchange Derivative Market trading interface — 11.11

27 june 2019

The new version of the Moscow Exchange Derivative Market trading interface supports transmission of a new ‘Price step in currency’ parameter for futures and spreads. The parameter is relevant for instruments with a price step set in the currency other than Russian ruble. If added, this parameter allows calculating margin indicators of derivatives market positions converted into Russian rubles at the current rate, which is in compliance with the requirements of Bank of Russia Ordinance No. 4928-U dated 8 October 2018 and becomes effective from 1 July 2019.

Besides that, for the Futures spread orders it has become possible to specify execution terms: ‘Immediately or cancel’, ‘Put on queue’, ‘Fill or kill’.

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