Planned changes in clearing reports
Dear clients,
Please note the following changes in clearing reports on Securities and FX markets, that take effect starting from 28 September 2020.
I There will be the special reports within the Portability procedure. The procedure is processed for a Segregated client who use the Application for obligations and collateral transfer from the Principal Clearing Member to the Receiving Clearing Member.
On the Securities market:
1. Trades included into clearing (EQM06R): this report will be similar to the EQM06 report and will be sent to the Receiving Clearing Member before the Portability procedure processed.
(This report includes information about trades with CCP on Segregated client's Trading-Clearing Account, that must be settled on Receiving Clearing Member's side; data is presented per Segregated client's settlement accounts registered with Principal Clearing Member)
2. Report on principle liabilities payment / claims receipt (EQM98R): this report will be similar to the EQM98 report and will be sent to the Receiving Clearing Member before the Portability procedure processed.
(This report includes information about principle payment liabilities or claims; data is presented per Segregated client's settlement accounts registered with Principal Clearing Member)
3. Trades included into clearing (EQM06P): this report will be similar to the EQM06 report and will be sent to the Receiving Clearing Member after the Portability procedure.
(This report includes, with the new InfType=9, information about liabilities on trades that must be settled on Receiving Clearing Member; data is presented per Receiving Clearing Member's settlement accounts)
4. Trades included into clearing (EQM06P): this report will be similar to the EQM06 report and will be sent to the Principal Clearing Member after the Portability procedure.
(This report includes, with the new InfType=8, information about liabilities on trades transferred to Receiving Clearing Member's side; data is presented per Segregated client's settlement accounts registered with Principal Clearing Member)
On the FX market:
1. Extract from the register of trades accepted to the clearing (CCX43R): this report will be similar to the CCX43 report and will be sent to the Receiving Clearing Member before the Portability procedure processed.
(This report includes information about trades with CCP on Segregated client's Trading-Clearing Account, that must be settled on Receiving Clearing Member's side; data is presented per Segregated client's settlement accounts registered with Principal Clearing Member)
2. Report on derivatives obligation (CCX17R): this report will be similar to the CCX17 report and will be sent to the Receiving Clearing Member before the Portability procedure processed.
(This report includes information about variation margin liabilities or claims; data is presented per Segregated client's settlement accounts registered with Principal Clearing Member)
3. Extract from the register of trades accepted to the clearing (CCX43P): this report will be similar to the CCX43 report and will be sent to the Receiving Clearing Member after the Portability procedure.
(This report includes, with the new InfType=9, information about liabilities on trades that must be settled on Receiving Clearing Member; data is presented per Receiving Clearing Member's settlement accounts)
4. Extract from the register of trades accepted to the clearing (CCX43P): this report will be similar to the CCX43 report and will be sent to the Principal Clearing Member after the Portability procedure.
(This report includes, with the new InfType=8, information about liabilities on trades transferred to Receiving Clearing Member's side; data is presented per Segregated client's settlement accounts registered with Principal Clearing Member)
InfType=8 and InfType=9 will be not added to standard reports EQM06 and CCX43.
II Report on principle liabilities payment / claims receipt (EQM98): there will be new XSLT style for the report. "Principle payment date and time" column filled with SettleDate and SettleTime fields values will be added to the print form.
III Report on cash flow (CCX99):
1. Changes in naming convention of the report. CCX99 XML file has the following name: FFFFFFF_CCX99_RRT_DDMMYY_XXXXXXXXX where
* FFFFFFF - first 7 characters of the recipients FirmID;
* CCX99 - type of the report;
* RRT - technical ID of the report generation procedure;
* DDMMYY - date of the report;
* XXXXXXXXX - unique number of an electronic document.
RRT technical ID symbols:
* EQ - equity market and deposits;
* CU - FX and precious metals market;
* FU - derivatives market;
* OT - standardised OTC derivatives market.
T:
* 1 - corresponds to REPORT_TYPE = "1" - for all Settlement accounts;
* 2 - corresponds to REPORT_TYPE = "2" - for Settlement account that is specified by the Clearing member;
* 3 - corresponds to REPORT_TYPE = "3" - for the specified Settlement account.
2. Changes in the TRADE_DATE field: there will be date of operations included in the report instead of report generation date.
You may find specifications of Securities and FX reports on the MOEX website.