IT tools - KDPW

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

Message name	Message description	PDF	Scheme	Example
colr.adn.001.01	Add-on calculation parameters set by KDPW_CCP
colr.mrs.001.04	Transaction limit status (reply to colr.mrl.001.03)
colr.stm.001.02	Statement of credits / debits under the derivatives clearing system and risk management system
colr.ins.001.02	Posting/Releasing collateral in cash or in securities
colr.mrg.001.04	Margin settlement by type of collateral
colr.sgf.001.03	Settlement fund update message
colr.sm1.002.03	KDPW_CCP collateral report
colr.sts.001.03	Posted or released collateral status for cash or securities (reply to colr.ins.001.02)
colr.mrl.001.03	Transaction limit status
colr.sts.002.01	Client collateral registration status
reda.fin.002.01	List of instruments acceptable as collateral

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.sts.001.01	Client collateral registration status (reply to auth.mrg.001.01)
auth.mrg.001.02	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 GUI Application
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

Technical details of the ISO20022 message standards

Rules of exchanging ISO20022 Clearing messages in the kdpw_stream system

(pdf 529,79 KB)

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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_CCP 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

Business Application Header technical specification

(pdf 899,57 KB)

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