The new version of QUIK Workstation 6.11 – realization of the 3rd stage of the roadmap according to the 'new margin rules'

13 february 2014

As part of the 3rd stage of Roadmap to support the 'new margin rules' (Order of Federal Financial Markets Service № 13-71/pz-n) ARQA Technologies has launched the new version of QUIK Workstation 6.11.

This version of QUIK workstation supports the new scheme of client operations margining 'by discounts'. If the client account transferred to this type of broker service QUIK Workstation makes possible to display the marginal indicators of a position, calculated according to the methodology of the Order and broker’s settings as well as calculate the purchasing power relative to a given customer account.

For account with margining type 'by discounts':

  • In 'Client portfolio' table account type is designated as 'MD',
  • 'Buy/Sell' table displays discounts set by broker,
  • 'Client portfolio' and 'Account state' tables contain calculated indicators 'Initial margin', 'Minimal margin', 'Corrected margin', 'Funds level' and others, at that three of them are calculated in accordance with requirements of the Order.
  • Minimum and maximum in New order form are calculated in accordance with requirements of the Order and set discounts.

Settings dialogue of 'Client portfolio' table is expanded by the additional parameter 'Highlight rows with color' that makes possible to highlight rows depending on the ratio of Portfolio value and margin parameters.

Among other modifications in QUIK Workstation 6.11 are the following:

  1. Parameters 'Discount1', 'Discount2', 'Discount3' were added to the 'Quotes table' in order to display three discount ranges of the Central counterparty (CCP).
  2. New parameters 'Fulfillment percentage', 'Fulfillment time', 'Update time', 'Discharge of obligation' were added to the 'Market-maker's commitments' table.
  3. Transmitting of market-maker’s liabilities on derivatives market of the Moscow Exchange is supported.
  4. 'System messages' table containing all messages displayed in the message window is added.

For a full list of changes in the new version see here.

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