KDPW_CCP account operation messages
| Message name | Message description | PDF | Scheme | Example |
|---|
| acmt.rqa.003.01 | Account instruction | | | |
| acmt.sta.003.01 | Account aggregation instruction status (reply to acmt.rqa.003.01) | | | |
| acmt.rqc.001.03 | NKK instruction (message used to assign a new NKK or record additional information for the purpose of delegating the reporting of trades to an EMIR or SFTR trade repository) | | | |
| acmt.stc.001.03 | NKK instruction status (reply to acmt.rqc.001.03) | | | |
| acmt.rqa.002.02 | Account instruction (message used to open/close a clearing account) | | | |
| acmt.sta.002.02 | Account instruction status (reply to acmt.rqa.002.02) | | | |
Messages for clearing of transactions in securities and derivatives
| Message name | Message description | PDF | Scheme | Example |
|---|
| acmt.blr.001.02 | Participant or remote Exchange Member account block message | | | |
| acmt.bls.001.02 | Block message acknowledgement (reply to acmt.blr.001.02) | | | |
| admi.err.001.01 | Formal error | | | |
| camt.smt.001.04 | Cash payment balances (information only for securities transactions as at the trade date) | | | |
| demt.smc.001.01 | Cash payment balances - derivatives (CRR/premium) | | | |
| demt.smd.001.02 | Delivery and cash settlement information– derivatives (derivatives execution) | | | |
| demt.smp.001.02 | Delivery process information for derivatives with delivery of the underlying | | | |
| semt.rqh.001.01 | Derivatives balance query | | | |
| semt.rqs.001.01 | Derivatives clearing instruction status query | | | |
| semt.smh.001.01 | Derivatives holding balances as at end of day or as at a time (reply to semt.rqh.001.01) | | | |
| semt.smt.002.01 | Clearing account statement for derivatives | | | |
| semt.ssf.001.02 | Securities flow report as at securities trade date | | | |
| sese.inp.001.01 | Status change request for index participation units* (instrument suspended by GPW) | | | |
| sese.ins.001.01 | Clearing instruction for derivatives | | | |
| sese.sts.005.01 | Clearing status message for futures and options | | | |
| sese.sts.002.02 | Acceptance for clearing of transactions on the GPW cash market (securities sale and repo) and derivatives market | | | |
| sese.stt.001.01 | Technical instruction status (reply to sese.tec.001.02) | | | |
| sese.tec.001.02 | Technical instruction (message used to remove BondSpot trades or derivatives instructions) | | | |
Risk and collateral management messages
Payment limit messages
| Message name | Message description | PDF | Scheme | Example |
|---|
| colr.mrl.002.02 | Payment limit status intraday and EOD | | | |
| colr.mrs.002.02 | Payment limit status (reply to colr.mrl.002.02) | | | |
Messages for trade reporting to an EMIR and SFTR trade repository
| Message name | Message description | PDF | Scheme | Example |
|---|
| secl.str.001.01 | Transaction report information (message sent in case of an incorrect or inactive LEI) | | | |
| auth.mrg.001.01 | Client collateral registration for ETD, OTC and SFTR | | | |
| auth.sts.001.01 | Client collateral registration status (reply to auth.mrg.001.01) | | | |
| colr.ins.002.03 | Client collateral registration | | | |
Processing benefits from management of cash posted as collateral
| Message name | Message description | PDF | Scheme | Example |
|---|
| 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.sm2.001.01 | Benefit amount statement (message sent at the request of the participant after the end of each month) | | | |
ISO20022 messages in the Clearing area
The structures of all ISO20022 Clearing messages are available on the MyStandards platform.
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 and www.iso20022.org
ISO20022 Message Business Application Header
The current version of BAH documentation is available at: www.iso20022.org.
