Changes in trading and clearing system on 15.08.2022
Please be informed about following changes in the securities, money and FX market trading and clearing system that take affect at production environment starting from 15 August 2022.
New deposit partial withdrawal service on deposit with CCP market
Please be reminded that on 15 August, the service will be available at the production environment.
In order to implement new procedures under deposits with CCP, there will be changes in clearing XML-reports:
1. New EQM85 Report on deposit sum change will be provided.
2. EQM06 Report on trades included into clearing will be supplemented with new field DepoTradeNo - Number of deposit contract, concluded based on the order, or for which Application for deposit sum change is applied.
3. EQM4D report will be decommissioned.
4. EQM13 Report on net liabilities and net claims there will be new possible values to specify liability /claim type for deposit replenishment or withdrawal.
5. EQM35 Notification on liabilities per fee for deposit contracts will be supplemented with new field BreakfeeType: 1 - in case of insufficiency of collateral for the deposit, 2 - in case of unsettled liability to replenish the deposit.
You may find specifications of clearing reports on MOEX website.
New clearing reports for Securities and FX market
In order to adding new cash settlement procedures new clearing reports will be provided.
For the securities market
· EQM100 - Notification on currency /precious metal replacement rate
· EQM101 - Report on liabilities / claims with replaced settlement currency
Reports schemes and styles can be found here: https://ftp.moex.com/pub/Reports/Equities
· CCX100 - Notification on currency /precious metal replacement rate · CCX101 - Report on liabilities / claims with replaced settlement currency
Reports schemes and styles can be found here: https://ftp.moex.com/pub/Reports/Currency
You may find specifications of FX market reports at MOEX website.
Settlement codes adding to the REPO with CCP in CNY
Now, settlement codes T0/T1 and Y0/Y1 are available on the PSRY board. It is planned to complete the list of available settlement codes with standard codes up to 3 months.