Warsaw, 8 November 2016 To: KDPW_CCP Participants Dear Sir or

Warsaw, 8 November 2016 To: KDPW_CCP Participants Dear Sir or

CCP/ZW/685/2016
Warsaw, 8 November 2016
To: KDPW_CCP Participants
Dear Sir or Madam,
Further to letter no. CCP/ZW/609/2016 of 30 September 2016, please be informed that the implementation
in the 2017 spring implementation window covers certain changes to the functionalities supporting
settlement processes which impact clearing processes. The required changes are related to the alignment of
the contents of settlement instructions with the record keeping requirements, including:
1) change of the length of fields in kdpw_stream XML messages (alignment relating to the presentation
of volume as a nominal amount):
 change of the length of the fields "Amount" in the following format: Min. value=0; Number of
decimal places=2; Number of digits=14,
 applicable to the following messages: colr.exm.001.02.xml, colr.exm.002.02.xml, colr.ins.002.02.xml,
colr.mrg.001.02.xml, colr.mrg.003.02.xml, colr.mrg.004.02.xml, colr.mrg.005.02.xml,
colr.mrg.006.02.xml, colr.mrl.001.02.xml, colr.mrl.002.02.xml, colr.mrs.001.02.xml,
colr.mrs.002.02.xml, colr.sgf.001.02.xml, colr.sgf.002.02.xml, colr.stm.001.02.xml,
semt.ssf.001.02.xml.
2) presentation of the volume of debt instruments as a nominal amount (“Record keeping” and
“Statistical data” requirements of the draft technical standards on requirements for CSDs of 28
September 2015 – Annex IV and Article 5 of the draft technical standards on settlement discipline of
1 February 2016):
 addition to the structure of the field ‘FaceAmt’ of the type <xs:simpleType name="Amount"> in
messages: colr.sm1.002.02.xml; colr.ins.001.02.xml; colr.sts.001.03.xml,
 extension to 14 characters of the length of the field dedicated to the quantity of instruments ‘Unit’ –
type <xs:simpleType name="Max14Int" > (message semt.ssf.001.02.xml).
At this time, KDPW_CCP clearing members may post and release securities as collateral by means of
a settlement instruction (sese.ins.001.03.xml) sent to KDPW and by means of an instruction
KDPW_CCP S.A.
ul. Książęca 4
00-498 Warszawa
T 22 537 91 27
F 22 627 31 11
E [email protected]
www.kdpwccp.pl
KDPW_CCP Spółka Akcyjna z siedzibą w Warszawie (00-498) przy ul. Książęcej 4, lok. 6089A, wpisana do rejestru przedsiębiorców prowadzonego przez Sąd Rejonowy dla m. st. Warszawy,
XII Wydział Gospodarczy Krajowego Rejestru Sądowego, pod nr KRS 0000357452, NIP: 701-02-37-032, wysokość kapitału zakładowego i kapitału wpłaconego - 190.000.000 zł.
(colr.ins.001.01.xml) sent directly to KDPW_CCP. Please be informed that following the implementation of
the aforementioned changes, clearing members will post and release securities as collateral by means of an
instruction (colr.ins.001.01.xml) sent directly to KDPW_CCP. For this purpose, the message
colr.ins.001.01.xml has been divided into two new sections: cash collateral, and collateral in securities. Cash
collateral or the value of collateral in a foreign CSD should be reported in the section <CshColl>; collateral in
securities should be reported in the section <SctiesColl> in the new structure of colr.ins.001.02.xml. The
standard feedback will be provided in the status message colr.sts.001.03.xml.
Enclosed please find the structures of the messages colr.ins.001.02 and colr.sts.001.03. The modified
message structures are available on the KDPW_CCP website:
http://www.kdpwccp.pl/pl/Uczestnicy/Strony/CSDR.aspx,
http://www.kdpwccp.pl/pl/kdpw_ccp/rozwoj/otc_clearing/planowane-zmiany-otc/Strony/CSDR.aspx.
Furthermore, please be informed that the published changes relating to alignment with the CSDR
requirements do not affect the message sese.sts.002.01. The date of replacement of the message with
messages secl.001.001.02 and secl.002.001.02 has not yet been set; however, the message will not be
phased out with the implementation of the changes relating to the CSDR in the 2017 spring implementation
window.
Should you have any further questions or doubts, please contact the KDPW_CCP Clearing Section by e-mail at
[email protected].
Yours sincerely,
Żaneta Skorupska-Świrska
Deputy Managing Director, KDPW_CCP S.A.
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