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

Messages provided by KDPW_CCP to clearing members
Message name	Message description	Pdf
acmt.bls.001.01	Block message processing acknowledgement
admi.err.001.01	Formal error
camt.smt.001.02	Cash clearing balances. List of cash credits and debits resulting from transaction clearing
colr.exm.001.01	Additional margin information
colr.mrg.001.01	Margin payments. Margin deposit requirements under SPAN methodology
colr.mrg.002.01	Margin payments. Margin deposit requirements under MPKR (Portfolio Risk Calculation Model)
colr.mrs.001.01	Message with information about the percentage utilisation of the transaction limit.
colr.sgf.001.01	Clearing fund update information
colr.sm1.001.01	Collateral register report
colr.stm.001.01	Balance of credits and debits in the derivatives clearing system and the risk management system
demt.smc.001.01	Cash payment balances - derivatives
demt.smd.001.02	Delivery and cash settlement information
reda.fin.002.01	List of instruments acceptable as collateral
semt.smh.001.01	List of holding balances
semt.smt.001.02	Clearing account statement
semt.ssf.001.01	Securities transfer report at transaction date
sese.sts.001.02	Clearing instruction status
sese.sts.002.01	Clearing instruction status – WSE remote member instructions
sese.stt.001.01	Technical instruction status
sese.tec.001.01	Technical instruction

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

Messages on risk parameters calculated under MPKR methodology*
Message name	Message description
KM_ZAR	Information on last change of margins and other risk parameters
rrmmddKM_ZAR	Information on margins and other risk parameters (complete)
rrmmddDX_ZAR	File for calculation of minimum initial margins – modification date
rrmmddRP_ZAR	Text file with information on risk parameters and scenarios for specific nstruments
rrmmddSC_ZAR	Risk scenarios – margin increase parameter – 100%
rrmmddSD_ZAR	Risk scenarios – margin increase parameter – 140%

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

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

Messages from KDPW_CCP clearing members
Message name	Message description	Pdf
acmt.blr.001.01	Account / participant block message
colr.mrl.001.01	Message used to set, request the status of, or cancel a transaction limit for a member’s account.
semt.rqh.001.01	Balance request
semt.rqs.001.01	Clearing instruction status request
sese.inp.001.01	Asset status change instruction
sese.ins.001.01	Clearing instruction

Messages from markets to KDPW_CCP
Message name	Message description	Pdf
sese.ins.003.01	Clearing instruction from a market

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

Members