Changes in clearing reports on the Securities market

In addition to the announcement about the planned release of the Securities and FX market systems on June 23, 2025, we would like to inform you about the planned changes to the structure of clearing reports for the Securities market:

A new node TRADEDATE is added to the EQM16 report (Report on Trading Member's Obligations for Additional Fee (AF)) with the mandatory attribute TradeDate:

TradeDate - Trade date.

Additionally, we remind you of other changes in the reports:

1. A mandatory attribute is added to the EQM49 report (Report on asset profiles transfer on equity market) that specifies the calendar date of the profile transfer: TradeDate - The calendar date of the trade execution.
2. In reports EQM06/06P/06R (Trades included into clearing), EQM6D (Trades included into clearing (for holders)), EQM63 (Trades included into clearing (for trading member)), EQM6C (Trades included into clearing (client trades)), the description of the TradeDate attribute is changed: TradeDate - Calendar Date.
3. In the EQM6D report (Trades included into clearing (for holders)), possible values ​​of the Type attribute - type of the trade concluded for the purpose of settlement of defaults under the Trades T+ are added:
   • 6 - the Closing Trade in respect of the Defaulting Clearing Member under the cross-default procedure;
   • 7 - the Closing Trade in respect of the Defaulting Clearing Member due to non-fulfillment of the Margin Call;
   • 8 - the Closing Trade in respect of the Clearing Member on the basis of the order submitted by NCC;
   • 9 - the Closing Trade in respect of the Defaulting Clearing Member without submission of the order.
4. In reports EQM05 (Register of trades settlement, margin calls execution and cancellation payoff fulfillment), EQM08 (Register of unsettled and canceled trades), EQM64 (Report on interest calculation on REPO trades with floating rate), EQM101 (Report on liabilities / claims with replaced settlement currency), EQM151 (Report on commission fee on open REPO trades), the description of TradeDate attribute is changed. TradeDate - Date of trade.
5. A new attribute is added to reports EQM45 (Assets in collateral pools) and EQM84 (Collateral valuation report): TypePaidCollateral - Extended Collateral List Group
6. In the EQM44 report (Report on risk parameters), the description of the InSingleLim attribute is changed:

   InSingleLim - Accepted for collateral (Y - yes, N - no, P - extended collateral list).

Updated specifications for report formats are 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 .