Technological changes in the Securities market system as of March 1, 2025

Please be informed about the planned changes in the Securities market system that take affect starting from March 1, 2025. The changes are designed to ensure technical readiness for the launch of trading in the experimental mode on the Securities market during additional weekend session.

Changes in trading reports for the Securities market

New mandatory attribute in the reports SEM02 "Order register", SEM03 "Trades register", SEM21 "General market data", and SEM42 "Register of transactions of sponsored market access (SMA) users" indicates the trading session date:

TradeSessionDate: Trading session date.

Additionally, the following value for the attribute SessionNo is added to the reports SEM02, SEM03, and SEM21:

5 - Additional weekend session.

A new field 'TradeSessionDate' in the tabulated report SEM2T indicates the trading session date. The field is added at the end of the report.

The updated specification for trading report formats is available on the MOEX website: https://fs.moex.com/files/13896.
Updated files containing schemas and styles for printed report forms are available on the MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities.

On the days of the additional weekend session, the following reports will be sent:

• SEM42 after 08:00 (morning report);
• SEM02, SEM03, SEM21, as well as SEM80 "Daily report on Market Maker obligations fulfillment (Market Maker Championship)" and SEM85 "Daily report on Results of Market Maker obligations fulfillment" after 19:00.

Since the launch of additional weekend session, the following rules for forming the SEM21 report have been established (session numbers are indicated in parentheses):

• SEM21 is formed and sent for each additional weekend session on the day of its execution (5).
• SEM21 is formed and sent after the end of the main session with data from the additional morning and main sessions (0+1).
• SEM21 is formed and sent after the end of the additional evening session with data from the evening session and full day results (2+3).

Changes in clearing reports for the Securities Market

New mandatory attribute in the reports EQM06, EQM06P, EQM06R, EQM6C, EQM6D, and EQM63 "Trades included into clearing" indicates the trading session date:

TradeSessionDate: Trading session date.

The updated specification for clearing report formats is available on the MOEX website: https://fs.moex.com/files/13900.
Updated files containing schemas and styles for printed report forms are available on the MOEX FTP server: https://ftp.moex.com/pub/Reports/Equities.

On the days of the additional weekend session, clearing reports are neither generated nor sent. Separate reports based on the results of the additional weekend session are not planned. The information on trades concluded in additional weekend session will be included in the reports sent after the Main Session:

• EQM06/EQM06P/EQM06R "Trades included into clearing";
• EQM63 "Trades included into clearing (for trading member)"
• EQM6C "Trades included into clearing (client trades)";
• EQM6D "Trades included into clearing (for holders)";
• EQM13 "Report on net liabilities and net claims";
• EQM15 "Clearing participant’s liabilities on commission fee";
• EQM23 "Report on obligation under T+ trades".

New versions of ASTS Bridge broker interface - Broker53 and BrokerRisk53

Previously announced interface updates have been cancelled. The new version will be released on March 1, 2025.

The following changes are included for broker interface for the trading and clearing systems:

• Field WEEKENDSESSION is added to tables SECURITIES, FIRMS, and BANKACC to indicate availability in the additional weekend session.
• Field TRADEDATE is added to table ALL_TRADES to store the calendar date of the trade.
• Field TRADESESSIONDATE is added to tables TESYSTIME and RESYSTIME to store the trading session date.
• Field TRADESESSIONDATE is added to tables TRADES, ALL_TRADES, and USTRADES to store the trading session date of registration of trade.
• Fields ENTRYDATE (Order registration calendar date) and TRADESESSIONDATE (Trading session date of registration of order) are added to tables ONEORDER, ORDERS, and QUOTES.
• Field TRADESESSIONDATE is added to tables NEGDEALS and ONENEGDEALS to store the trading session date of registration of order.

The new version specifications and changes from the current version of ASTS Bridge broker interface are available on the MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test.

Info interface changes:

• Fields TRADESESSIONDATE (Trading session date of registration of trade) and TRADEDATE (Trade calendar date) are added to table ALL_TRADES.
• Field WEEKENDSESSION is added to table SECURITIES to indicate availability in the additional weekend session.
• Field TRADESESSIONDATE is added to table TESYSTIME to store the trading session date.

The new version specifications and changes from the current version of ASTS Bridge broker interface are available on the MOEX FTP server: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/MarketData/test.

The structure of FIX and TWIME trading protocol messages, FAST MarketData templates, and SIMBA ASTS messaging schemas will remain unchanged.

Additional weekend session will be conducted from 09:50:00 to 18:59:59

On the days of the additional weekend session, the Trading/Clearing System will be available for connection via all protocols starting from 07:50 MSK. The availability will end no earlier than 20:00 MSK.

Registration of end-clients

The unified client registration service will process messages with creation operations (A) and adding (L) new short trading codes on the Securities market, Derivatives market, and FX market during weekends.

Operations of type 'A' when registering a record on several markets will be processed as follows: unified client registration service will register the client on the Securities market immediately, while registration on other markets will occur at the moment the system for that market is turned on, i.e., on Monday.

Operations related to adding new short trading codes (type L) will be processed similarly.

Messages of type 'L' related to changing market information for currently valid (previously registered) short trading codes will be rejected with an error.

Messages of types 'U', 'M', 'R', and 'D' will be rejected with an error during weekends.

Reports on client registration in additional weekend session will be sent to members on the date of the main trading session associated with additional weekend session; thus, a report containing information about registrations from Friday, Saturday, and Sunday will be sent on Monday.

Admission of members to the additional weekend session

By default, all members are admitted to the additional weekend session starting from March 1, 2025. A member may submit a request to opt out of the additional weekend session.