| 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 |
| 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) |
||
| 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:
|
||
| 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 |
||
| 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 |
||
| 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 |
||
| 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 |
Information for Clearing Members