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XML messages

Below there are links to documentation which presents a list of formats and structures of electronic documents used in relations between KDPW_CCP and participants, including a presentation of construction rules, a description of functions, and the structure of XML messages used in the OTC clearing system:

  • XML messages sent by KDPW_CCP to participants as a result of registration of OTC trades received from trade confirmation platforms and clearing of OTC trades in the system – messages sent from the system immediately after the registration of trade or during the evening clearing session, containing information on the status of a trade accepted for clearing, the amount of required and deposited collateral, calculated contributions to the guarantee fund,
  • XML messages exchanged between participants and KDPW_CCP, in particular to address the participant’s request to assess the impact of a new trade on collateral, deposit/withdraw collateral in securities, present a position opening proposal and offers to conclude a trade for the opposite position as part of the service of closing positions on demand, open/close an account in the system, organise an auction (automatic closing of positions) in the default procedure, set limits in the system.

The available sets of XML messages are a complete reflection of the functionalities provided by the kdpw_otc system.
The ability to read XML messages sent from the kdpw_otc system enables participants to monitor on an on-going basis the clearing of trades cleared by the participant while the ability to generate XML messages sent to the KDPW_CCP system allows them in particular to monitor the use of allocated limits, effectively manage assets contributed as collateral and manage the set of accounts used in the clearing process, and set limits imposed on the activity in each account.

Rules of constructing and transmitting XML messages


List of XML messages used in kdpw_otc:
Message name Message description Pdf Schema Example
acmt.rqa.002.02 Account instruction      
acmt.rqc.001.03 NKK instruction      
acmt.rqc.002.01 Other platform client identifier      
acmt.sta.002.02 Account instruction status      
acmt.stc.001.03 NKK instruction status      
acmt.stc.002.01 Status of accepted message with other platform client identifiers      
admi.err.001.01 Formal error      
camt.smt.001.03 Cash clearing balances      
colr.exm.002.02 Additional margin statement      
colr.ins.001.02 Collateral delivery or release instruction        
colr.ins.002.03 Client collateral registration      
colr.mrg.003.02 OTC market and margin payments      
colr.sgf.002.02 Clearing fund update statement      
colr.sm1.002.03 Collateral register report      
colr.sm2.001.01 Benefit amount statement      
colr.sts.001.03 Posted or released collateral status          
colr.sts.002.01 Client collateral registration status      
otcd.ntf.001.01 OTC notification      
    auctionDetail     AuctionDetail                  
    auctionNotification     AuctionNotification        
    auctionResult     AuctionResult          
    auctionTimeout     AuctionTimeout      
    automaticTerminationSummary     AutomaticTerminationSummary       
    clearingMemberStatus     ClearingMemberStatus      
    onDemandTerminationResponse     OnDemandTerminationResponse      
    onDemandTerminationResult     OnDemandTerminationResult      
    participantNotification     ParticipantNotification                            
    positionBalanceSettlements     PositionBalanceSettlements          
    externalReport     ExternalReport    
    Daily Variation                            
    New Trades  
    Settled Trades  
    Payments  
    Coupons fixing  
otcd.rqi.001.01 OTC instruction    
    accountMaintenanceRequest     AccountMaintenanceRequest        
    auctionQuoteRequest     AuctionQuoteRequest        
    executeReportRequest     ExecuteReportRequest        
    executeReportCashflows  
    executeReportRepo  
    executeReportTrades  
    hypotheticalPortfolioRequest     HypotheticalPortfolioRequest            
    onDemandTerminationAcceptance     OnDemandTerminationAcceptance      
    onDemandTerminationRequest     OnDemandTerminationRequest      
otcd.rsi.001.01 OTC instruction status    
    accountMaintenanceResponse     AccountMaintenanceResponse      
    auctionError     AuctionError      
    onDemandTerminationResponse     OnDemandTerminationResponse          
    participantNotification     ParticipantNotification        
    externalReport     externalReport      
    cashflows  
    repo  
    trades  

DGR*
OTC Guarantee Fund processing
Revenue earned and quarterly revenue clearing

 
   
secf.ins.001.01 Confirmation instruction        
secf.sts.001.01 Confirmation instruction status    
secl.str.001.01 Transaction report information      

* Fixed field message – available to CM from KDPW_CCP via the electronic communication system ESDI\WEB

planned changes