Dear Money market clients,

The following changes in tick sizes for REPO with CCP and Deposits with CCP trading modes are now available on T1 (INET_GATEWAY) test environment:

For all instruments and settlement currencies in anonymous REPO with CCP trading modes (including REPO with general collateral certificates) the tick size has been set to 0.01%.

For negotiated modes - 0.001% except for securities having 2-digit decimals - for those the tick size remains 0.01%. Rate precision (decimals) remains the same.

We plan to implement these changes on production environment on 17 February 2020.

Attachments

  • Original document
  • Permalink

Disclaimer

OJSC Moscow Exchange MICEX-RTS published this content on 29 January 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 29 January 2020 18:29:01 UTC