Planned changes in tading and clearing reports structure
Dear MOEX clients,
In addition to the announce about changes planned on 18 March 2024 in the securities and FX market systems we would like to inform you about changes in the structure of trading and clearing reports on the securities and the FX market planned to be introduced on the release date.
New attribute for Client Registration service
There will be added new optional attribute Category (client's category) to the client registration XML file format.
You may find test version of XSD scheme for client registration XML file at FTP server: https://ftp.moex.com/pub/ClientsAPI/WebAPI/ClientRegistration/test/
New fields will be added to the RPTCLIENTS report: Category to the CLIENTS node and ClientType (Registered client type_ to the CLIENT_MARKETS node. The CATEGORY field will be added to the RPTCLIENTS2 format as well.
CUX22 orders report and CUX23 trades report on the FX market will be supplemented with Category and ClientType fields.
SEM02 order register and SEM03 trades report on the FX market will be supplemented with Category and ClientType fields.
Updated XSD schemes and XSLT styles will be available at MOEX FTP server: https://ftp.moex.com/pub/Reports/
You may find specifications of reports structure at the MOEX website.
Securities market: https://fs.moex.com/files/13896
FX market: https://fs.moex.com/files/13904
New field in SEM3A Distribution/buyback trades register
Please be reminded that RECORDS node of SEM3A Distribution/buyback trades register will be supplemented with CPOrderNo (counterparty's order number) field to define correspondence between distribution/buy-back trade and counterparty's order.
Changes in XSLT styles for Trades included into clearing group of reports
New XSLT style files for EQM06/ EQM6С/ EQM6D/ EQM63 will be published at MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities/XSLT/
Additional information on REPO with floating rate trades provided with clearing reports
The EQM44 report on risk parameters on the securities market will be supplemented with INDICATORS node collecting data per indicative rates.
New EQM64 clearing report on interest calculation on REPO trades with floating rate will be presented. This report will be provided daily after 20:00 with information on REPO trades with floating after the first part settlement date.
You may find relevant specifications of the Securities market clearing reports at the MOEX website: https://fs.moex.com/files/13900