Clearing reports
| Report code | Report name | Report description |
|---|---|---|
| EQM92 | Report on Default Funds | Contains information on required contributions to the Default Fund on each market, posted funds and unencumbered balance |
| EQM93 | Report on Collateral for Stress | Contains information on required contribution to the Collateral for Stress, posted funds and unencumbered balance |
| EQM94 | Report on Concentration Risk Mitigation Collateral | Contains information on required contribution to the Concentration Risk Mitigation Collateral, posted funds and unencumbered balance |
| CCX95 | Report on sum of obligations with the deferred settlement | Provided in case if there are obligations with the deferred settlement in the relevant currency on the relevant market |
| CCX96 | Cancellation of the notification of crediting and debiting Collateral account | Provided in case if NCC cancels Collateral account credit |
| CCX97 | Notification of crediting and debiting Collateral account | Provided during the day after each credit or debit of Collateral account |
| CCX98 | Report on Settlement accounts and details of Clearing Member | Contains information on all Settlement Accounts, on details of accounts for collateral return, fixed to settlement accounts. Provided upon request CODEINFORQ |
| CCX99 | Cash flow statement | NCC’s accounts statement for the previous Settlement Day, provided on the current Settlement Day till 11:00 or upon request RQACCSTMNT |
FX Market
| Report code | Report name | Report description | For CM | For TM |
|---|---|---|---|---|
| CCX03, CCX3A | Clearing report | Contains information on trades with the arrived settlement date, is provided according to the Time Specification (Supplement 1 to the Clearing Rules on the FX market) ССХ3А is provided till 20:45 if there is Debt and/or obligations, not secured with funds for settlement (in case if NCC executes roll over trades) |
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| ССХ4Р, ССХ04, ССХ4А | Reports on total net obligations / total net claims | ССХ4Р is provided in respect of currencies, trading of which closes earlier that US dollars trading CCX04 is provided in respect of all currencies including US dollars Contain information on net obligations / net claims with the arrived settlement date, are provided together with the Clearing report for groups of currencies according to the Time Specification:
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| CCX10 | Report on fees | contains information on variable and fixed parts of fees of NCC and of the Exchange in respect of trades, executed on the FX market and precious metals market, and on other charges stipulated by NCC Tariffs. Provided at 18:00 for those who exited TOM at 18:00; at 19:00 under trades, executed till 19:00; at 23:50 under trades, executed after 19:00 | ||
| ССХ11 | Report on Margin Call | Contains information on the sum of the Margin Call for each Settlement account. Provided in case if Margin Call is triggered till 10:00 on the day when it’s triggered. | ||
| ССХ12 | Report on replacing Trade Account | Provided by the end of the day if Clearing Member has replaced Trades Account in a trade | ||
| ССХ14 | Report on trades, settlement dates of which have been changed | Provided extremely rare in case if settlement dates are changed due to holidays according to the regulation of the Russian Government. | ||
| ССХ17 CCX17R |
Report on obligations under derivatives | Contains information on trades under derivatives per each Settlement account and underlying assets for all settlement dates, on variation margin under each trade, and on termination of trades. Report is generated at about 0:00 in case if there are derivatives trades. CCX17R is provided to the Receiving Clearing Member before the portability procedure |
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| ССХ18 | Report on settlement prices | Contains information on the previous and current Settlement price under each currency and precious metal; is generated at about 0:00 | ||
| ССХ19 | Report on clearing logins | Contains information on powers of clearing logins; is generated at about 0:00 on the first business day of the month and if there have been any changes of clearing powers | ||
| ССХ20 ССХ20А |
Report on trade accounts Report on trade accounts (2nd/3rd level) |
Contains information on Settlement accounts, Trade accounts and identification data of clients if such has been provided when registering Trade account; is generated at about 0:00. CCX20A is generated at about 0:00 if there are Settlement accounts of the 2nd / 3rd level |
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| ССХ37 | Report on claims / obligations | Contains information on positions under instruments under derivatives trades by the start and by the end of the settlement day and variation margin under each position; is generated at about 0:00 if there are derivatives trades | ||
| ССХ43 CCX43R CCX43P |
Extract from the list of trades, accepted for clearing | Contains information on all trades, executed on the FX and precious metals market, including NCC’s roll over and closing trades; is provided both on the execution and settlement dates; is generated at about 0:00. CCX43R is provided to the Receiving Clearing Member before the portability procedure. CCX43P is provided to the Receiving Clearing Member / Principal Clearing Member after portability procedure |
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| ССХ49 | Report on assets profiles transferred on the FX market | Contains information on assets profiles transfers under Unified Pool Settlement Account. Report is provided under unified pool settlement accounts; is generated at about 0:00 | ||
| ССХ84 | Report on Collateral assessment | Contains information on assessment of collateral of the clearing member with the aim to calculate liquidity standards H2, H3; is generated at about 0:00 | ||
| ССХ89 | Report on Collateral | 0:00 Contains information on collateral, recorded by NCC under Settlement accounts of the 2nd and of the 3rd levels; is generated at about 0:00 | ||
| CCX91 | Report on Total net obligations to be terminated | Provided to the Defaulting Clearing Member in case if NCC has rolled over his obligations for more than 2 Settlement days in a row; is generated at 10:00 | ||
| CCX122 | Extract from the list of Offers | Contains information on Offers to execute OTC trades, is provided after 23:50 | ||
| CCX123 | Extract from the list of OTC trades in foreign currency | Contains information on OTC trades, is provided by the end of trading hours of the relevant currency | ССХ124 | Extract from the list of unregistered Offers | Contains information on unregistered Offers and reasons for refusing registration; is provided after 23:50 |
| CCX125 | Extract from the list of RFS Auctions | Contains information about RFS Auctions, is provided after 23:50 | ||
| CCX184R | Information on the size of Collateral. Debt and Single Limit | Contains information on Collateral, Debt and Single Limit of Settlement accounts, corresponding to the Segregated Client. Report is provided to the Receiving Clearing Member before the portability procedure | ||
| CCX197 | Report on bonus | Contains information on returned bonus under trades, executed from 07:00 to 9:59 during the period starting from 01.03.2021 to 31.08.2021. Report is provided on the first business day of the month following the reporting one, starting from 01.04.2021 |
| Report code | Name | Report description |
|---|---|---|
| Reports provided to Clearing Members | ||
| EQM05 | Extract from the protocol of the execution of trades, obligations to post compensation payments and to pay cancellation payment | Contains information on fulfillment of obligations under trades, posting compensation payments and payment of cancellation payment. |
| EQM06 | Extract from the list of trades, accepted for clearing | Contains information under all trades, accepted for clearing; provided on conclusion date and execution date of trade |
| EQM6C | Extract from the list of trades, accepted for clearing (under trades of clients) | Contains information under trades of clients |
| EQM08 | Extract from the list of non-executed and cancelled trades | Contains information on unfulfilled/cancelled obligations under trades. |
| EQM12 | Notification on Trade Account replacement | In case of Trade Account replacement procedure contains information on operation. |
| EQM13 | Report on Total Net Obligations / Total Net Claims | Contains information on Total Net Obligations / Total Net Claims. |
| EQM14 | Report on Margin Calls | Contains information on Margin Calls |
| EQM15 | Report on fees | Contains information on fixed and variable parts of the fee. |
| EQM20 EQM20A |
Report on Trade Accounts Report on Trade Accounts of the 2nd and 3rd level |
Contains information on Trade Accounts and Settlement Accounts of the relevant level |
| EQM23 | Report on obligations under Trades Т+ | Contains information on obligations under Trades Т+. |
| EQM24 | Extract from the protocol of compensation payment posting and fulfillment of obligations to pay cancellation payment | Contains information on fulfillment of obligations to post compensation payments and to pay cancellation payments |
| EQM30 | Report on Clearing Logins | Contains information on authorities of Clearing Logins. |
| EQM44 | Report on risk parameters | Contains information on risk parameters of the securities market |
| EQM45 | Report on assets posted into Asset Pools | Contains information on assets posted into Assets Pools |
| EQM46 | Report on nominal value of general collateral certificates | Contains information on nominal value of general collateral certificates. |
| EQM49 | Report on transferred asset profiles on the securities market | Contains information on transferred asset profiles on the securities market. |
| EQM59 | Additional report on OTC trades under the instrument | Contains information on the validity period of offers for the execution of OTC trades in securities and on the volume of OTC trades in securities, executed in modes specified in the application for provision of the report. |
| EQM64 | Report on interest calculation under REPO trades with floating rate | Contains information on interest calculated under REPO trades with floating rate. |
| EQM84 | Report on collateral evaluation | Contains information on collateral evaluation under the Settlement Accounts and the Trade Accounts. |
| EQM91 | Report on Total Net Obligations which will be terminated | Provided to the Defaulting Clearing Member in case of transfer by NCC his obligations more than 2 Settlement Days in a row. |
| EQM97 | Report on premium | Contains information on return premium amount. |
| EQM98 | Report on obligations to transfer/clams to receive Income | Contains information on obligations /clams under income. |
| EQM99 | Report on Collateral (List of operations in EQM99) | Contains information on Collateral in cash funds and in securities. |
| EQM151 | Report on fee under REPO trades with open date | Contains information on fee under REPO trades with open date, provided daily till the execution day of second part of the trade. |
| EQM184R | Information on amount of Collateral, debt and Single Limit | Contains information on Collateral amount, debt and Single Limit under Settlement Accounts corresponding to the Segregated Client. Report is provided to the Clearing Member-Recipient before portability procedure. |
| EQM02TQ | Extract from the list of Intensions | Contains information on submitted Intensions (invitations to make Offers - offers to conclude OTC trades in securities), provided after 19:00 |
| EQM2T | Extract from the list of Offers | Contains information on Offers to conclude OTC trades, provided after 19:00 |
| EQM3T | Extract from the list of OTC trades | Contains information on OTC trades, provided after 19:00 |
| Reports provided to the Clearing Members – Non-credit Institution, which are not professional participants of the securities market | ||
| EQM35 | Notification on obligations to pay cancellation payment | Contains information on obligations to pay cancellation payments. |
| EQM85 | Report on change of the deposit amount | Contains information on deposit parameters when changing the deposit amount |
| Reports provided to Custodians | ||
| EQM28 | Report on additional trading sections opened for operations of the Clearing Members | Contains information on Trade Accounts and Settlement Accounts. |
| EQM6D | Extract form the list of trades, accepted for clearing (for Custodians) | Contains information under trades executed using Trade Accounts connected with sub-accounts of the Custodian. |
| Report code | Name | Report description |
|---|---|---|
| f04 | Report on executed trades | Report is provided after evening clearing session |
| o04 | Report on concluded option contracts | Report is provided after evening clearing session |
| dayf07/f07 | Report on trading results of Instruments and Clusters | Report is provided after day clearing session and after evening clearing session |
| dayo07/o07 | Report on trading results of option contracts | Report is provided after day clearing session and after evening clearing session |
| fpos | Report on obligations under Trades | Report is provided after evening clearing session |
| opos | Report on obligations under option contracts | Report is provided after evening clearing session |
| mon | Report on cash funds in rubles, foreign currency and securities, accepted as Collateral | Report is provided after evening clearing session и |
| daymon | Preliminary report on cash funds in russian rubles, foreign currency and securities, accepted as Collateral | Report is provided after day clearing session |
| pay | Report on operations under cash collateral register section and depo collateral register section | Report is provided after evening clearing session |
| paycb | Report on operations in foreign currency and securities recorded as Collateral | Report is provided after evening clearing session |
| clients | Report on clearing registers section | Report is provided after evening clearing session |
| persinvest | Report on clearing registers section, having " Individual Investment Account" feature | Report is provided after evening clearing session |
| tranfee | Report on transaction fees | Report is provided after evening clearing session |
| users | Report on fees for error transactions different from Flood Control errors under each client login (identifier) subject to debit | Report is provided after evening clearing session if transaction fee is more than 1000 rubles |
| tranerr | Report on number of error transactions different from Flood Control errors under each client login (identifier) | Report is provided after evening clearing session |
| tranerrfee | Report on fees for error transactions different from Flood Control errors under each client login (identifier) | Report is provided after evening clearing session |
| usersfc | Report on fees for error transactions Flood Control under each client login (identifier) subject to debit | Report is provided after previous evening clearing session if transaction fee is more than 1000 rubles |
| tranfcfee | Report on fees for error transactions Flood Control under each client login (identifier) | Report is provided after evening clearing session |
| multilegf04 | Report on concluded Clusters зках | Report is provided after evening clearing session |
| multileg_dict | Information on Trades constituting Cluster | Report is provided after evening clearing session |
| moncb | Report on foreign currency and securities posted as Collateral | Report is provided after evening clearing session |
| riskpos | Report on positions under instruments | Report is provided after evening clearing session |
| toeq | Report on correspondence of Trade Account to Sub-accounts Cluster / positions register section | Report is provided after evening clearing session |
| dayriskparams/ riskparams | Report on setting parameters of the restriction on positions opening /restriction on orders registration | Report is provided after day clearing session and after evenin clearing session |
| F14 | Summary financial statement | Report is provided after evening session |
| Clearing report | Contains information on on-exchange and OTC Standardised Derivative Contracts, obligations arising from Standardised Derivative Contracts, Collateral amount and evaluation, Collateral requirements, Margin Call, as well as the list of Settlement Accounts and position registers, the list of Clearing Logins, provided at 17:00 and 19:00 |
Materials:
Information for Clearing Members