Moscow Exchange Clearing System of the Securities Market (Main Market Sector) program interface

Module Functions

The interface transmits from the Clearing System the following information related to the trading participant:

• assets,
• bank accounts,
• cash positions,
• positions in instruments,
• client account positions,
• interest risk parameters,
• market risk parameters,
• cash liabilities and claims,
• liabilities and claims for assets,
• individual risk parameters,
• full coverage limits for bank accounts,
• discounts for margin trading,
• data required to forward ‘REPO with CCP’ orders,
• trades for GCP issue/redemption which are generated by the system when depositing/withdrawing assets to accounts.

Besides that, the interface supports banning of unsecured purchases and sales as well as changing internal limits on bank accounts and/or trading participants and individual risk parameters, and the limit of unsecured sales.