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Comment: Published by Scroll Versions from this space and version 1.4.3

Table of Contents

Attachments
patterns*.pdf

Change Overview from 360T

At present, 360T distributes three different types of regulatory trade identifiers to trade counterparties, namely:

...

Note
titleConformance/ Certification Testing

360T Integration environments are deployed with CFTC Rule Re-Write change since 18th February 2022.

MarketFactory have connected to 360T Integration environment and made sure the CFTC Rule Re-Write changes are in effect.

MarketFactory Analysis

Note
titleConformance/ Certification Testing

Attached SEP Market Maker API Spec for supersonic where TAG 7653 has UTIID which is specific to NDF and is impacted by the CFTC Rule Re-Write change.

360T-SuperSonicTex_FIX_MarketMaker_v1.9.0.pdf

MarketFactory does not yet support of NDF's in SuperSonic and thus no further analysis is done in this area. 

360T Integration environment for tex_maker has CFTC Rule Re-Write changes in effect.

Impact to MarketFactory

Warning

No changes required in MarketFactory gateway but will involve testing effort.

Note
titleImpact to Clients

Clients will see changes in values published in LegMiFIDTVTIC, AllocMiFIDTVTIC, LegEMIRUTI and AllocEMIRUTI as the UTI and TVTIC values will comprise Legal Entity Identifier/ LEI of the operating entity of a LP [360T in this case] and a TradeID.

The LEI value is a 20 characters alphanumeric value so the length of the UTI and TVTIC values will increase by 10 characters. Eg value: 529900P0204W9HA8JP3681409685

For NonSEF trades clients will receive 529900P0204W9HA8JP36 as the new prefix.

For SEF trades clients will receive 5493006UQP8F8P24HJ68 as the new prefix.