Planned changes in trading and clearing reports

To the attention of trading and clearing members of the securities market.

Moscow Exchange informs you about changes in structure of trading and clearing reports for the securities market that will take effect starting from 10 October 2022.

Floating rate trades displaying in report on trades included into clearing
Following information will be included into the EQM06 report on Trades included into clearing and its forms (EQM6C on client trades, EQM6D for holders, EQM06P after the Portability and EQM06R before the Portability):
· Trade criteria by rate type (RateType field)
· Indicative rate ID (Benchmark field). The field size will be increased from 8 to 12 symbols
You may find specifications of Securities market clearing reports at the MOEX website.

Floating rate trades displaying in orders and trades registers
For the following reports size of the Benchmark field (Indicative rate ID) will be increased from 8 to 12 symbols:
· SEM02 - Order register
· SEM03 - Trades register

Following reports will be supplemented with Benchmark filed to display Indicative rate ID and RateType field to display trade criteria by rate type:
· SEM02CR - Orders for loan contract conclusion register
· SEM03CR - Loan contract trades register
· SEM02D - Orders for deposit contracts conclusion register
· SEM03D - Offers register · SEM04D - Deposit contracts trades

You may find specifications of trading reports at the MOEX website.

XSD schemes and XSLT styles are available at FTP server.