Collateral Management for Inter-Dealer Repo Trades

Improve your operational efficiency when making repo trades

CMS WEB-client

  • Online information on securities balances, trade settlements,
    and collateral
  • Management of an open repo position
  • Electronic confirmation of OTC trades

Bloomberg STP

  • Issuance of orders to counterparties
    ( <RRRA> и <RPOV> tickets)
  • Confirmation of repo trades ( <VCON> tickets) with information transmission to the participant's user account
  • Daily mark-to-market valuation of repo trades using Bloomberg quotations (BVAL, BGN, CBBT)
  • Individual collateral baskets with customizable risk parameters

Trade parameters

  • Classic repo and repo with a securities basket
  • Online settlements (DVP1) and settlements during clearing sessions with the netting of liabilities (DVP3)
  • Repos with a maturity date and open repos
  • Collateral valuation using quotations supplied by Moscow Exchange, NSD's Valuation Center or Bloomberg, or own quotations
  • Margin settlement on the mark-to-market valuation date (T+0) - in securities and/or in cash
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