New Functionality

Solution

QORT now can automatically make changes in Codes.ini files for QUIK and QORT to keep the client’s unified cash position in QUIK. This allows the system to automatically set allocation of trades from one client’s code in QUIK to different QORT subaccounts when generating or changing subaccounts for new trading venue sections.

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Voice passwords and a series of voice passwords can be imported via the IDB.

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Types of trades to be loaded to the system from QUIK now can be set by trading modes.

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New Functionality

Solution

In case of errors when exporting information about instruments and coupons to the QUIK OMS System and the Broker quotation system, the system sends letters with attached error diagnostics files to specified emails.

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The ‘Trade modifying history’ table of the QORT terminal now displays the information about the user who made the changes. Previously, such information was contained only in the QORT database.

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As part of monitoring unusual operations in accordance with the Bank of Russia Regulation #445-P, it has become possible to check only trades executed by the subbroker’s clients. This functionality is available when the Module of monitoring non-standard operations is used.

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The ‘Control of business partners according to RFM requirements’ report can be sent by e-mail.

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New Functionality

Solution

When calculating margin indicators, the derivatives market positions and varieties of instruments with dependent prices are taken into account in accordance with the CB Ordinance № 4928-U. Besides that, varieties of instruments with dependent prices for calculation of risk indicators in accordance with this ordinance can be imported from QUIK or generated and edited in the QORT terminal.

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The system calculates the derivatives market margin parameters: theoretical price, value, delta, gamma, theta, vega (for options). Besides that, strikes, theoretical price and greeks can be displayed (in the Russian rubles and points) in the ‘Derivatives market position’ table. Previously, data on the derivatives market parameters were imported from QUIK. The functionality is available when the additional Derivatives Market Risk Management module is used.

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New Functionality

Solution

The data in the ‘Balance sheets on commissions’ report can be grouped by contracts. It is possible to select desired contracts or generate a report only on IIA contracts.

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The OKUD report form 0420418 can be decoded in accordance with the XBRL taxonomy of version 3.1.

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The ‘File of all trades’ now displays trades concluded or executed over the reporting period.

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The OKUD report forms 0420415, 0420416, 0420417, 0420418, 0420427 can be generated in accordance with the XBRL taxonomy of version 3.2. The specified forms are generated in *.xlsx files which can be uploaded to the ‘XBRL Questionnaire-editor’ software as ‘Presentation/definition’.

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New Functionality

Solution

For clients trading by the OTCT class, reconciliation with the ‘Report from register of OTC trades with foreign currency’ (CCX123) is now possible.

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During reconciliation with the ‘Report from register of trades accepted for clearing’ (EQM06) it is possible to set a parameter for reconciliation when calculating prices and volumes of trades. This functionality is applied in reconciliation of REPO trades.

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Reconciliation with the invalid passports database can be performed on schedule.

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New Functionality

The ‘Trade modifying history’ table of the capQORT terminal now displays the information about the user who made the changes. Previously, such information was contained only in the QORT database.

It has become possible in the terminal to view data on the accrued interest for bonds which previously were directly loaded to the capQORT database.

When editing the asset proportion in the model portfolio, proportions of other assets are not changed any more. After editing the proportions, their sum can automatically be reduced to 100% by the selected asset.

New Functionality

Types of trades to be loaded to the system from QUIK now can be set by trading modes.

When importing data from the Bloomberg database, it is possible to additionally load bond ranks: unsubordinated, senior subordinated, subordinated, junior subordinated. The data import is possible when the Bloomberg DataLicense QORT Program Interface is used.

New Functionality

TWAP, VWAP algorithmic orders can be forwarded to proportionally execute the order’s volume within a fixed time period. The orders can be both forwarded via the capQORT terminal and imported via the IDB. Pre-trade control of such an order is made at the moment of its forwarding. This functionality is available if the Algorithmic trading module is installed on the execution broker’s QUIK server.

New Functionality

The detailed information about limit violations can be viewed when forwarding a pool order from the portfolio organizer.

New Functionality

It has become possible to display in the portfolio organizer not only requested subaccount/analytical account but also other accounts included in this analytical account together with the specified one, and of the same nesting level.

New Functionality

For clients trading by the OTCT class, reconciliation with the ‘Report from register of OTC trades with foreign currency’ (CCX123) is now possible.