Formal title: Correction of Defect in SAA-I014 Flow 2 Report - Inclusion of all information that has changed between settlement runs (particularly data that has changed from non-zero to zero)
Section 5. 17 of the current IDD Part 2 document (version 3_6) states that certain information is only included in runs subsequent to the ‘II’ if it has been changed. The list of groups covered by this is MEL, MIL, FP2, BO2, and BO3. It is understood that the current system does not adhere to these rules. In particular, it does not report changes to zero. This should be investigated and the necessary changes to the system made to match the IDD.
CP610 extends the list of groups referred to above to include Bid-Offer data (BO4). Whilst this is a related matter CP610 does not resolve the above issue which needs to be addressed independently of progress on CP610.
This CP was implemented