Two additional parameters that don't exist in the web interface can be set for keywords in Direct Commander. Parameter 1 and Parameter 2. These parameters' values are automatically added to the link that the user follows to the advertised site. By analyzing these parameters, you can track traffic for each keyword, display additional information to users, redirect them to the necessary page, etc. You can read more on this in the Parameters transferred in ad URLs section of Yandex.Direct help.
The parameters' values can be specified in the Phrases tab or in the file from which the ads are imported.