Changes in securities market reports

Dear securities market clients,

Starting from 22 April 2019 the following changes will be implemented in XML reports distributed to trading and clearing members:

1. SEM02 (Order register): new field is added - InitialPrice - Price indicated by user when entering an order.

2. EQM06, EQM6B, EQM6C, EQM6D (Trades included into clearing):

  - ITSComm field is removed

  - Additional field value InfType=6 - Trades to be settled with trade parameters changed

  - Only trades that have been concluded or settled on a report date and trades with parameter changes (for example, modification of the second REPO leg value after dividend transfer or margin call payment) will be included into this report. All other trades will be excluded from the report.

3. EQM37 (Notification on trade liabilities termination): this is a new report that will be delivered to both parties of trades generated during the liquidation procedure.

Updated report specs are available from https://fs.moex.com/files/13896 and https://fs.moex.com/files/13900 XML schemas, styles and examples: ftp://ftp.moex.com/pub/Reports/Equities/