New Functionality

A new report of the СМ 093 form was added for NSD Repository which registers violations of settlement dates in a trade.

Сlient-client trades with both parties operating under an agency agreement are no longer displayed in the Summary report and report files are not generated for such trades in NSD. Previously, such trades were included in the report if they were executed on the basis of the General agreement.

New Functionality

There is support for a new type of unit investment funds – ‘ETF shares’ (available for ‘Shares’ and ‘Instruments of foreign mutual funds’ assets).

New Functionality

Based on preset rules, it has become possible to set instruction parameters not for a day, as it used to be, but for a period of time.

There is a new ‘Deposit to or refund from property pool’ instruction subsort in non-trade instructions to transfer cash and securities.

New Functionality

If the available cash balance is not enough to write off the full sum of the calculated tax during calculation of PIT for a year, a correction can be generated without the execution date for a size of the tax part which could not be written off. On receipt of cash, it can be executed automatically. Such corrections are not used in PIT calculation until their execution.

New Functionality

If there are tolerances when processing incoming SWIFT messages for a trade (MT 518, 544, 545, 546, 547, 599), they can be recalculated in the settlement currency by using euro cross-rates from the ECB. Previously, such tolerances were recalculated by cross-rates from the Bank of Russia.

When processing SWIFT messages (MT 544-547) for spot aggregates, if the volume in a message is less than the volume of the aggregate by Tolerance from the setting as a maximum, the aggregate trades will be executed in full. The missing difference will be taken into account during a special stage type (‘Payment’) in the trade of the greatest volume.

New Functionality

The system can calculate not only commissions but also bonuses. In this case, a writing off operation is generated instead of the accrual operation.

The commission for REPO trades can be calculated on the date of actual settlements for the second part of the trade.

New Functionality

OKUD 0420416, 0420417, and 0420458 report forms in XBRL became available for the taxonomy 4.2.

When activating ‘MIFIR Transaction Reporting’ in the Trades table, it is possible to manually set a type of report for the trade (‘New’, ‘Change’, ‘Cancellation’). In this case, it is generated without any additional checks in the system.

New reports can be generated: ‘Information on income, expenses and property’ in accordance with the CB Ordinance No. 5798-U and ‘Professional participant performance indicators’ in accordance with the Bank of Russia Regulation No. 481-P.

New Functionality

An option was added to perform a control check of business partners and related persons by requirements of the Federal Financial Monitoring Service over a period. This allows comparing lists to check by requirements of the Federal Financial Monitoring Service dated on different dates of the specified period with changes in details of business partners in the system over this period independently of the chronology of these changes. After the check, a report is generated.

New Functionality

A position file for QUIK can be transferred to the QUIK server automatically.

When uploading the position file to QUIK, the position in securities can be uploaded with a preset number of decimal figures.

There is no need to fill in and update some parameters of the Securities market assets received from QUIK (CFI, unredeemed par value, CB marking, ISIN, state registration code, size of the issue in circulation, redemption date). This, for example, allows avoiding automatic recording of known incorrect information on assets from certain sections.

To upload positions to QUIK, different priorities can be set when searching instruments for different trading venues.

New Functionality

The standard asset filter allows filtering by a list of asset codes.

When generating and editing client documents, it is possible to specify the document currency (‘Specify document currency’ checkbox). When the checkbox is activated, the ‘Document currency’ field becomes editable in ‘Edit document’ and ‘Client documents generation’ dialogues.

When generating broker reports for clients and calculating commissions, it has become possible to upload the list of clients from an external file. Previously, it was possible only to choose clients by using filters.

An option was added to set a logging level for the user terminal in the terminal setting menu. The logging level changes without the terminal’s restart.

New Functionality

It has become possible to automatically select deposits and bonds with inbuilt option which are acceptable for early termination/redemption.

On the ‘Classifiers’ tab of the asset dialogue, values of the current asset in different classifiers are now displayed and available for editing. This, for example, allows storing the asset ID from different external systems in the main QORT database.

New Functionality

There is a possibility of a forced request for pool orders external confirmation for subaccounts included in the analytical account. To do this, a corresponding feature needs to be specified in the analytical account.

In case of cancellation of an algo order in QUIK which was forwarded on the basis of the instruction from capQORT, the information on the reason of its cancellation is now displayed in the pool order parameters.

During generation of an OTC pool FX order via the system terminal or IDB, it is possible to specify currencies in fractional numbers.

The ‘Replace’ item of the context menu in the ‘Order pools’ table is now available including for pool orders created on the basis of instructions from the Portfolio organizer. When choosing the item and specifying the price, all active orders are cancelled (i.e. cancellation of OTC trades) and re-forwarded with a new price.

During pre-trade control, it has become possible to view, adjust, and resend for execution cancelled elementary orders of a pool.

New Functionality

When REPO terms change, parameters of the trade’s second part can be obtained by requesting the corresponding information from the IDB (for example, for early closure of the trade).

Coupon payments received between settlement dates of the first and second parts of the REPO trade can be excluded from the calculation of ACI of the REPO pool order’s second part.

New Functionality

The ‘Fund parameters’ window of the portfolio organizer acquired an option to display additional information: subaccount for calculation of net asset values, model portfolio linked to the net asset values subaccount, volume in a model portfolio, and a number of other parameters.

New Functionality

Support is provided for a new type of assets classification – ‘Consolidated rating’. The ‘Consolidated asset ratings’ table was added which displays the asset, ISIN, and its consolidated rating. The consolidated rating is also displayed in the ‘Fund parameters’ window of the Portfolio organizer and is taken into account during the limit control.

New Functionality

Now it is possible to specify several periods in which a certain limit will be active for a certain portfolio.

System users with certain rights are allowed to edit limit parameters even though these limits are active, i.e. linked to the portfolios. The records of all changes in limits are saved.

New Functionality

One of intermediate violation statuses (‘Precorrected’) can be excluded from the workflow (banned) for easier work with violations.

The ‘Violation table’ displays elements of violation which are sourced from limits on work with assets and counterparties.

New Functionality

There is no need to fill in and update some parameters of the Securities market assets received from QUIK (CFI, unredeemed par value, CB marking, ISIN, state registration code, size of the issue in circulation, redemption date). This, for example, allows avoiding automatic recording of known incorrect information on assets from certain sections.

New Functionality

The standard asset filter allows filtering by a list of asset codes.