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 September 14, 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

1. In the reports SEM02 (Order register) and SEM03 (Trades register), a new optional attribute in the RECORDS node is added:
   • Compounding - Indicator of compound interest application. The attribute value is "Y" for the trades that use compound interest accrual and "NULL" for all other trades.
2. SEM02 report generated at 23:50 will include only orders completed during the Additional Evening Trading Session, including orders carried over from the Main Trading Session and completed during the Additional Evening Trading Session. Orders completed during the Main Trading Session will be included only in the SEM02 report generated at 19:00.
3. A new supplementary intraday report, SEM21D (General intraday market data), is introduced. The report follows the structure of SEM21 report and is generated as of 14:00 on the current trading day, excluding additional weekend trading sessions. The report will be distributed to all subscribers of the SEM21 report.

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

1. In the reports EQM06/EQM06P/EQM06R (Trades included into clearing), EQM6C (Trades included into clearing (Client Trades)), EQM6D (Trades included into clearing (for holders), and EQM63 (Trades included into clearing (for trading member), a new optional attribute in the RECORDS node is added:
   • Compounding - Indicator of compound interest accrual. The attribute value is "Y" for the trades that use compound interest accrual. The attribute is omitted for the trades without compound interest accrual.

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.