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Modifications of XML messages in connection with the start of the publication of prices of shares, single-stock futures and currency futures with the precision of four decimal points by the Warsaw Stock Exchange as of 4 March 2019

In connection with the start of the publication of prices of shares, single-stock futures and currency futures with the precision of four decimal points by the Warsaw Stock Exchange (GPW) as of 4 March 2019, please be advised that alignments will be required in the clearing system operated by KDPW_CCP.- Letter communicating the planned implementation in KDPW_CCP’s clearing system in connection with the start of the publication of prices of shares, single-stock futures and currency futures with the precision of four decimal points by the Warsaw Stock Exchange as of 4 March 2019.

In connection with the above mentioned changes, certain XML messages generated by KDPW_CCP will also be modified (change of the message name and content). In particular, modifications will be made to message fields reporting the settlement price and the settlement amount of futures and the price of transactions in securities:

Current message version -> New message version:

  1. sese.sts.002.01 -> sese.sts.002.02 – confirmation of acceptance of a transaction for clearing from cash and derivatives markets;
  2. sese.sts.001.03 -> sese.sts.005.01 - futures/options clearing status;
  3. semt.smt.001.02 -> semt.smt.002.01 - clearing account statement;
  4. colr.sm1.002.02 -> colr.sm1.002.03 - collateral register report.

Message name Message description Pdf Xsd Docx
sese.sts.002.02 Confirmation of acceptance of a transaction for clearing from cash and derivatives markets      
sese.sts.005.01 Informacja Futures/options clearing status      
semt.smt.002.01 Clearing account statement      
colr.sm1.002.03 Collateral register report      

Correspondence:
11 December 2018
CCP/ZW/864/2018 - change of the project implementation date on 4 March 2019.
1 August 2018
CCP/ZW/579/2018 - Letter communicating the planned implementation in KDPW_CCP’s clearing system in connection with the start of the publication of prices of shares, single-stock futures and currency futures with the precision of four decimal points by the Warsaw Stock Exchange