Amendments are coming into force on 17 June 2026 to the Detailed Rules of the OTC Clearing System, as approved by Resolution No. 18/ 26 of the Management Board of KDPW_CCP S.A. dated 3 June 2026, adopted in connection with the decision of the Polish Financial Supervision Authority (KNF) dated 7 May 2024 regarding the extension of the scope of the authorisation to provide clearing services as a CCP, in respect of the following class of financial instruments: derivatives – interest rate derivatives whose underlying instrument was originally the WIRON index, subsequently – following the notification made on 11 December 2025 pursuant to Article 15a(1) of Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories – was changed to the POLSTR index.

The amendments are made in order to enable the clearing of OIS (Overnight Indexed Swap) transactions based on the new benchmark POLSTR. The POLSTR OIS will be covered by the same clearing guarantee model as to other non-organised trading (OTC) interest rate derivatives. Information on the margin calculation model, the POLSTR OIS forward curve and the POLSTR OIS valuation formula is set out in the Detailed Rules of the OTC Clearing System.