- KDPW_CCP

XML messages used in KDPW_CCP

KDPW_CCP account and participant messages
Message nameMessage descriptionPDFSchemeExample
acmt.rqa.002.02Account instruction
acmt.rqc.001.03NKK instruction
acmt.rqc.002.01Other platform client identifier
acmt.sta.002.02Account instruction status
acmt.stc.001.03NKK instruction status       
acmt.stc.002.01Status of accepted message with other platform client identifiers
reda.mbs.001.01Member activity status
Risk and collateral management messages
Message nameMessage descriptionPDFSchemeExample
colr.ins.001.02Posting/Releasing collateral
colr.sts.001.03.Collateral post/release status
colr.sgf.002.03Settlement fund update message – OTC
colr.mrg.003.03OTC clearing margin and other payments
colr.sm1.002.03KDPW_CCP collateral report
reda.fin.002.01List of instruments acceptable as collateral
Auction messages
Message nameMessage descriptionPDFSchemeExample
auct.ntf.001.01Auction – auction results notification
auct.oda.001.01Auction – on-demand auction result acceptance
auct.odr.001.01Auction - on-demand auction result
auct.qtn.001.01Auction - quotation
auct.stq.001.01Auction - quotation status
Post-trade messages
Message nameMessage descriptionPDFSchemeExample
otcc.cfl.001.01Cash flows report
otcc.cpn.001.01Coupons fixing report
otcc.npv.001.01NPV per Leg report
otcc.pmt.001.01Payments report
otcc.prt.001.01Porting request
otcc.vtn.001.01Daily Variation report
otcc.rqs.001.01Report request 
otcc.str.001.01Status report 
otcc.trs.001.01Settled Trades report
otcc.trn.001.01New Trades report
otcc.trm.001.01Termination – on-demand auction request
otcc.tra.001.01All Trades report
Messages for trade reporting to an EMIR and SFTR trade repository
Message nameMessage descriptionPDFSchemeExample
secl.str.001.01Transaction report information (message sent in case of an incorrect or inactive LEI)
auth.sts.001.01Client collateral registration status (reply to auth.mrg.001.01)
auth.mrg.001.02Client collateral registration
Processing benefits from management of cash posted as collateral
Message nameMessage descriptionPDFSchemeExample
DGR*Revenue earned and quarterly revenue clearing information
* Fixed-field message - made available to CMs by KDPW_CCP using the ESDI electronic communication system
colr.sm2.001.01Benefit amount statement (message sent at the request of the participant after the end of each month)

FpML messages used in KDPW_CCP

Confirmation View
Message nameMessage descriptionScheme
clearingConfirmed (otcm.clr.cnf.01) (otcm.clr.cnf.02)KDPW_CCP clearing confirmation, auction result, transaction porting, transaction compression
clearingStatus (otcm.clr.sts.01)Transaction status  
clearingRefused (otcm.clr.rfs.01)Transaction clearing refusal 
Reporting View
Message nameMessage descriptionScheme
valuationReport (otcm.val.rep.01)Collateral limit utilisation
requestValuationReport (otcm.req.val.01)Collateral limit query
Pre-trade View
Message nameMessage descriptionScheme
requestMarginQuote (otcm.req.mrg.01)Hypothetical (what-if) transaction query
messageRejected (otcm.msg.rjc.01)Message rejection
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