Improvements in QORT products made in July, 2025

8 august 2025

QORT backQORT capQORT

We offer to your attention the main improvements in solutions based on the QORT software platform.

Automated back-office backQORT

VaR-analysis Module

The Module supports VaR calculation for portfolios containing assets of the ‘Investment units’ type.
It has become possible to upload the results of VaR calculation by a historical method via the Web-services integration module.

Taxes

Now it is possible to submit applications and receive results on IIA-3 investment deduction.
In PIT calculation, it has become possible to recalculate cash for the years preceding the calculation year.

Commissions

Commission is now accrued if a client has no operations or positions in securities.
During commission calculation it has become possible to exclude ‘client-client’ trades if one party of the transaction is ‘Broker’.
It has become possible to select user types of transactions when calculating the commission.
It is now possible to calculate a commission on turnover of trades over non-working days.

Trades

There is a possibility to recalculate the trade phases by the REPO floating rate.

REPO Trades

There is a possibility to recalculate REPO trades with a floating rate taking into account the Moscow Exchange settlement rate.

Limits

It has become possible to deactivate limit reconciliation with QUIK.

Сalculation of Margin Indicators

The back-office takes account of price fall and rise risks for short positions when calculating margin indicators.

Reconciliation

The back-office supports reconciliation with the EXC03 report of the MTF ITS.

System Usability

It has become possible to edit the ‘Exchange rates and metal prices’ table via the terminal.

Other

The back-office supports generation of printed forms for the following types of trade instructions:

— Application for cancellation of securities trade instruction,

— Application for cancellation of derivative trade instruction,

— Application for cancellation of repo with securities instruction,

— Application for cancellation of trade instruction of MOEX FX and Precious metals markets.

Middle-office of an asset management company capQORT

VaR-analysis Module

The Module supports VaR calculation for portfolios containing assets of the ‘Investment units’ type.
It has become possible to upload the results of VaR calculation by a historical method via the Web-services integration module.

Portfolio Organizer

There is a possibility to evaluate assets in the portfolio at zero price.

Trades

There is an option to recalculate the trade phases by the REPO floating rate.
It has become possible to create phases ‘Compensation payment’ and ‘Asset refund’ during termination of transactions.

REPO Trades

There is a possibility to recalculate REPO trades with a floating rate taking into account the Moscow Exchange settlement rate.
The middle-office supports execution of REPO trades with a floating rate.

Restrictions

For restrictions of the ‘On duration’ type, it has become possible to choose order directions (to buy or to sell).

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