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Screenshot of a breaking news alert e-mail from Q2 2017
Moscow Exchange (MOEX) has announced that in accordance with the recommendations of the Technological Committee and the Derivatives Market Committee it 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.
MOEX clients should check in advance that these spaces are not used by their 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).