OJSC Moscow Exchange MICEX-RTS

12/02/2019 | Press release | Distributed by Public on 12/02/2019 05:41

Changes in Securities and FX markets XML reports

Dear Clients,
Starting from 16 December 2019 the following changes will be implemented in XML reports:

Changes in Securities market reports distributed to trading and clearing members :

1. SEM04D (Deposit contracts trades):
- new node is added - RECORDS_DETAIL with data per deposit offers
- OrderNo, OfferNo, OrdType, OrdTypeCode fields are removed from RECORDS node

2. EQM06 (Trades included into clearing):
- new field is added - ExtSettleCode (Settlement account Level 1)
- Additional field value InfType=7 - merged orders for deposit contract conclusion, which were included into Offers register

3. EQM6B (Trades included into clearing (for clearing banks)): this report will no longer be distributed due to end of support of 'Clearing banks' service

4. EQM6C (Trades included into clearing (client trades)): new fields are added: TradeMergeNo (Number of deposit contract concluded based on merged orders for deposit contract conclusion which were included into Offers register) and DepoRate (Percentage rate specified in the order for deposit contract conclusion, which were included into Offers register)

5. EQM6D (Trades included into clearing (for holders)):
- new field is added: ExtSettleCode (Settlement account Level 1)
- TrdAccId (Trading/clearing account ID) field is moved from RECORDS node to new SETTLE node

6. EQM94 (Report on the issuer concentration risk collateral): this is a new report that will be distributed to Clearing members who have settled claims of issuer concentration risk collateral 7. CCX98 (Report on Settlement Accounts and details of Clearing member):
- new field is added - TYPE contains Settlement account type
- new field is added - FUND_NAME (Investment fund name)

Updated report specs are available from https://fs.moex.com/files/13896 and https://fs.moex.com/files/13900

Changes in FX market reports distributed to trading and clearing members :

1. CCX19 (Report on clearing identifiers):
- new node is added - OTCID with data per OTC trades access
- OTCTrId field is removed from RECORDS node

2. CCX98 (Report on Settlement Accounts and details of Clearing member):
- new field is added - TYPE contains Settlement account type
- new field is added - FUND_NAME (Investment fund name)

3. CCX122 (Extract from the NCC register of offers) and CCX123 (Extract from the register of OTC trades in foreign currency): Additional field value TradeGroup=W - swap OTC trade/swap contract

4. CCX124 (Extract from the register of unregistered offers): this is a new report that will include reasons of OTC order rejection

5. CCX125 (Extract from the list of RFS auctions): this is a new report that will contain RFS auctions information for Clearing members who participate auctions as liquidity providers and consumers.

Updated report specs are available from https://fs.moex.com/files/13904

XSD schemas, styles and examples: ftp://ftp.moex.com/pub/Reports/