CZ-SK-MO 1953 Problem 4

Consider skew lines $a,b$ and a plane $\rho$ that intersect both of the lines (but does not contain any of them). Choose such points $X\in a,Y\in b$ that $XY\parallel\rho.$ Find the locus of midpoints $M$ of all segments $XY,$ when $X$ moves along line $a$ .