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IT Tools - organised trading

Information and declarations in electronic form, prepared according to a pre-defined format or structure, are transferred between KDPW_CCP and participants via KDPW. Please find below information on the structure or format of relevant messages.

 

Declaration concerning distribution of messages for clearing and settlement

KDPW_CCP messages 
Message name Message description Pdf Schema Example
acmt.blr.001.02 Account / participant block message      
acmt.bls.001.02 Block message processing acknowledgement      
acmt.rqa.002.02 Account instruction      
acmt.rqa.003.01 Account instruction      
acmt.rqc.001.03 NKK instruction      
acmt.sta.002.02 Account instruction status      
acmt.sta.003.01 Account aggregation instruction status      
acmt.stc.001.03 NKK instruction status      
admi.err.001.01 Formal error      
camt.smt.001.03 Cash payment balances      
colr.exm.001.02 Additional margin information      
colr.ins.001.02 Posted or released collateral        
colr.ins.002.03 Client collateral registration      
colr.mrg.001.02 Margin payments        
colr.mrg.004.02 Information on margin deposits charged to clearing accounts      
colr.mrg.005.02 Margin settlements      
colr.mrg.006.02 Account margin    
colr.mrl.001.02 Message used to set, request the status of, or cancel a transaction limit for a member’s account.      
colr.mrl.002.02 Message used to set, request the status of, or cancel a payment limit for a clearing member, sent by the payer agent.    
colr.mrs.001.02 Message with information about the percentage utilisation of the transaction limit.      
colr.mrs.002.02 Message used as notification that a payment limit has been set or cancelled or notification of the degree of utilisation of a limit.    
colr.sgf.001.02 Clearing fund update information        
colr.sgf.001.03 Clearing fund/Guarantee funds update message *    
colr.sm1.002.03 Collateral register report      
colr.sm2.001.01 Benefit amount statement      
colr.stm.001.02 Statement of credits and debits under the derivatives clearing system and the risk management system      
colr.sts.001.03 Posted or released collateral status        
colr.sts.002.01 Client collateral registration status      
demt.smc.001.01 Cash payment balances - derivatives      
demt.smd.001.02 Delivery and cash settlement information      
reda.con.003.01 Class concentration report    
reda.fin.002.01 List of instruments acceptable as collateral      
secl.str.001.01 Transaction report information      
semt.rqh.001.01 Balance request      
semt.rqs.001.01 Clearing instruction status request      
semt.smh.001.01 List of holding balances      
semt.smt.002.01 Clearing account statement      
semt.ssf.001.02 Securities transfer report at transaction date      
sese.inp.001.01 Asset status change instruction      
sese.ins.001.01 Clearing instruction      
sese.sts.005.01 Futures/options clearing status      
sese.sts.002.02 Confirmation of acceptance of a transaction for clearing from cash and derivatives markets      
sese.stt.001.01 Technical instruction status      
sese.tec.001.02 Technical instruction      
* message will first be distributed on 1 October 2019

Messages on risk parameters calculated under SPAN methodology*
Message name Message description
rrmmddKM.ZRS Information on SPAN algorithm risk parameters
rrmmddRPNJE.ZRS Information on the list of instruments, risk scenarios and other risk parameters – xml file used in SPAN application
rrmmddRPNJI.ZRS Information on the list of instruments, risk scenarios and other risk parameters (intraday) – xml file used in SPAN application
rrmmddLQ.ZRS Database of securities used in building a Position File for SPAN application

* Messages provided by KDPW_CCP to clearing members via the electronic communication system ESDI\WEB

 

Table of Collateral
Message name Message description Pdf Schema Example
reda.fin.002.01 List of instruments acceptable as collateral      

ISO20022 messages in the Clearing area
ISO2022 messages in the Clearing area will go into production in the kdpw_stream system concurrent with the implementation of the UTP trading system by the WSE. 
Rules of exchanging ISO20022 Clearing messages in the kdpw_stream system
This documentation is intellectual property of SWIFT and has been published on the KDPW website with SWIFT consent.  SWIFT © 2010 All rights reserved. 
The current version of the documentation is also available at  www.swift.com oraz  www.iso20022.org 
 Technical specification of Clearing area messages: Message Reference Guide 

Message name Message description
secl.001.001.02 Trade Leg Notification
secl.002.001.02 Trade Leg Notification Cancelation
secl.003.001.02 Trade Leg Statement
secl.004.001.02 Net Position Report
secl.010.001.02 Setlement Obligation Report
secl.007.001.02 Securities buy-back message
secl.009.001.02 Securities buy-back confirmation

ISO20022 Message Business Application Header
The current version of BAH documentation is available at: www.iso20022.org 
Business Application Header technical specification
Message name Message description
head.001.001.01 Message header

Clearing Fund and Margins Processing
Message name Message description Pdf
DGR Revenue earned and quarterly reenue clearing information  

planned changes