26.05.2026 15:45
Changes in trading and clearing reports on the Securities market
In addition to the announcement about the planned changes in the Securities and FX markets system on June 22, 2026, we would like to remind you about the planned changes to the structure of trading and clearing reports for the Securities market.
Changes in trading reports
- In the reports SEM02 (Order register), SEM03 (Trades register), and SEM42 (Register of transactions of sponsored market access (SMA) users), a new optional attribute is added:
- ALGOORDERNO - the identifier of the original algorithmic order package.
- New reports are introduced:
- SEM102 Algorithmic order packages register;
- SEM122 Algorithmic order packages iterations register;
- SEM02C Cancelled orders register.
Updated specifications for report formats are available on the MOEX website: https://www.moex.com/en/documents/13896.
Schemas and styles for printed report forms are available on the MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities.
Changes in clearing reports
- In the EQM23 report (Report on obligation under T+ trades), a new value for the optional attribute DataType in the RECORDS node is added:
- TRAN_POS_FX - position transferred from the FX market.
- In the reports EQM06/EQM06P/EQM06R (Trades included into clearing), new values for the optional attribute Type in the RECORDS node are added:
- 10 - Closing trade concluded with defaulting Clearing Member due to delivery failure, executed by NCC (without order placing);
- 11 - Balancing trade concluded with Bona-fide Clearing Member, executed by NCC (without order placing);
- 12 - Closing trade initiated by the Clearing Member due to inability to fulfill obligations (without order placing);
- 13 - Balancing trade concluded with Bona-fide Clearing Member due to inability to fulfill obligations (without order placing).
Updated specifications for report formats are available on the MOEX website: https://www.moex.com/en/documents/13900.
Schemas and styles for printed report forms are available on the MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities.