Nasdaq Commodities
IT information

IT – Unique Trade Identifier (UTI) (100/13)

NASDAQ OMX will implement a Genium INET enhancement release to go live February 10^th, 2014. All market participants must from February 12^th 2014, to be EMIR compliant, report derivative trades to a Trade Repository, which centrally collects and maintains trade and position data. The EMIR Trade Repository includes a Unique Trade Identifier (UTI), which NASDAQ OMX will implement for trades and positions that need to be reported.

The UTI for trades and positions will be possible to retrieve in the OMnet API, clearing reports and NASDAQ OMX clearing applications Clearing Workstation 1 & 2 (CW1 & CW2). The UTI will be implemented in 3 phases:

1. February 10th, 2014: UTI included in Clearing Reports (new report and mandatory changes in current reports due to new fields) and MarkitWire.

(NOTE: A new check-bit will be used in BD6 for NASDAQ OMX internal Action Type report.)

2. March 17th , 2014: Changes to OMnet API (not mandatory)

3. June, 2014: UTI included in OMnet, FIX, CW1 & CW2 (New Genium INET release 4.0220, with mandatory upgrade of CW1 & 2 and for OMnet 3^rd party applications)

New and modifications of current Clearing Reports

As of February 10^th, 2014, the following reports will get additional fields: “UTI” and “Action Type”.

• Positions Non-Propagated
• Trades Report
• Trade Exceptions
• Interest Rate Trade
• Trade Details OTC

New Report

• EMIR Trade Details (contain additional EMIR  Trade Repository information)

The changes of the clearing reports and the new clearing report will be available for testing in EXT1 as of Jan 15.

Genium INET OMnet API changes (not mandatory) in March 2014

As of March, 2014 the following OMnet messages will contain new information.

• DQ3
   Rename filler_1_s to settlement_type_c with four possible values.

• DQ22

         See DQ3
 

• DQ131
  See DQ3

Please see attached OMnet Message Reference document for Genium INET 4.0201 for further information.

Genium INET OMnet API and FIX changes (mandatory) in June 2014

As of June, 2014 the following OMnet messages will contain new information.

·BD6
New Substruct for UTI and new field for Action Type (New=N, Modify=M, Cancel=C).·CQX.
New position query for the UTI.·CQ10
See BD6.·CQ11
See BD6.·KB1
New Substruct for UTI and new field for Action Type (New=N, Modify=M, Cancel=C).·KQ1
See KB1.·KQ2
See KB1.

The new sub-structures and the new position query will be published in an upcoming IT-Notice for the June 2014 release of Genium INET 4.0220. This Genium INET IT-Notice 4.0220 will also contain the FIX specifications for UTI.

The OMnet API changes will be available for testing in EXT4 as of May 2014.

Unique Trade Identifier Documentation

NASDAQ OMX Clearing will publish a manual with details of how the CCP will populate each of the fields in the trade repository report. This manual will be published on our European Clearing website in December 2013. http://www.nasdaqomx.com/transactions/posttrade/clearing/europeanclearing/newsmandatorychanges/traderepositoryservices

For members that is interested in delegating their EMIR Trade Repository reporting to NASDAQ OMX is welcome to contact Ave Sillard ave.sillard@nasdaqomx.com or by phone + 46 8 405 7676 for more information.

For questions or comments, please contact:

Charlie Holmgren charlie.holmgren@nasdaqomx.com

+46 8 405 6944