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Moscow Exchange: A New Approach To The Long Codes Of Options On Derivatives Market

Date 07/11/2016

Moscow Exchange in accordance with the recommendations of the Technological Committee (dated 9 September 2016) and the Derivatives Market Committee (from September 20, 2016) will adopt a new approach to the formation of long option codes. Under this methodology new options will be added in the system without a space, for example, RTS-6.17M150617PA95000 instead of RTS-6.17M150617PA 95000. Old methodology (with spaces) will remain for existing options till their expiration.

Please, check in advance that these spaces are not used by your software to detect automatically the strike. Options with a new approach to the formation of long codes are already available for testing (RTS-6.17 and ALRS-3.17).