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 December 8, 2025, we would like to inform 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 SEM02RQ (REPO quotes register), a new parameter is added:
   • PercentPeriod - Indicator of interim payments: takes the value of the number of days between payments.
2. In the report SEM03 (Trades register), new attributes are added:
   • PercentPeriod - Indicator of interim payments: takes the value of the number of days between payments.
   • Floater. Filled with the value of the parameter "underlying asset to which the coupon rate is linked".
   • ZSpread. Filled with the calculated Z-spread value.
3. In the reports SEM3A (Distribution/buyback trades register) and SEM11 (Consolidated order register), new attributes are added:
   • Floater. Filled with the value of the parameter "underlying asset to which the coupon rate is linked".
   • ZSpread. Filled with the calculated Z-spread value.
4. In the SEM09 report (Consolidated order register (Type 2)), new attributes are added:
   • FLOATER. Filled with the value of the parameter "underlying asset to which the coupon rate is linked".
   • ZSPREAD - Z-spread for floaters based on bid prices.
   • WAZSPREADCLOSE - Z-spread for floaters at the price of satisfying non-competitive orders.
5. In the SEM21 report (General market data), new attributes are added:
   • Floater. Filled with the value of the parameter "underlying asset to which the coupon rate is linked".
   • ZSPREADATWAP - Z-spread for floaters at the weighted average price.
   • ZSPREADCLOSE - Z-spread for floaters based on the last trade price.
   • ZSPREADATWAPCAL - Z-spread for floaters at the weighted average price to call-option date.

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 EQM20 report (Report on trading/clearing accounts), a new value for the SPF attribute in the BANKACC node is added:
   • I - type "Ин";
   • New description for the SPF attribute: Special Feature of the Settlement account: "Y"- type C, "I" - type Ин, "N" - no special feature present.
2. In the EQM28 report (Report on additional divisions on trade accounts open for the clearing member operations), data about section 3N are added to provide information to holders. The structure of the report does not change.
3. 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 is added in the RECORDS node:
   • PercentPeriod - Indicator of interim payments: takes the value of the number of days between payments.
4. A new report EQM69 (Report on planned interim payments for REPO trades) is introduced, which discloses dates and amounts of planned interim payments for REPO trades.

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.

The full list of planned changes has been updated and is accesible via the link: https://www.moex.com/media/version-2025-7.pdf.