Xsl stylesheet update on standardised OTC derivatives market

Dear standardised OTC derivatives market clients,

We would like to inform you about next changes in visual appearance of clearing reports (spfi-xslt.xsl stylesheet):

• New field "Clearing Session." in the header of the reports.

It will be displayed in the headline after the "Clearing date" field.

Field values:
- "Settlement" - daytime clearing session (starting at 17:00);
- "Mark-to-market" - evening clearing session (starting at 19:20).

• New column "Rate Change." in table "Cashflows schedule".

The "Rate Change" column is added to the IRS/OIS/XCCY Cashflows Schedule.
The difference between the new column and "Fixing" column is as follows:
- the "Rate Change" displays the value of the floatingRateDefinition/rateObservation/resetDate (depending on the type of reset, the start date or the end date of the rate change period);
- The existing "Fixing" column displays the value of floatingRateDefinition/rateObservation/adjustedFixingDate, which for trades with compounding or averaging applied is equal to the fixing date of the last compounding/averaging period included into the calculation period.

This changes are scheduled to 1 September 2020.

You may find new stylesheet file at FTP server ftp://ftp.moex.com/pub/Reports/SPFI/XSLT/spfi-xslt.xsl

For the update of stylesheet, please do the following:
1) Download it from ftp://ftp.moex.com/pub/Reports/SPFI/XSLT/spfi-xslt.xsl,
2) Place it at C:\MICEX\XSLT\ path.
3) Now you are able to open XML reports using the new stylesheet.