Ref | Product | Change | Affected feature | Client description | Issue key |
1 | Accuracy: EMIR | Fix: Validation | E76 – Variation margin posted (1.26) when transaction is a sell, E77 – Variation margin received (1.30) when transaction is a sell, E78 – Variation margin received (1.30) when transaction is a buy, E79 – Variation margin posted (1.26) when transaction is a buy | Validations were amended to flag only when collateral is reported on position level (not a portfolio level). | DEV-2096 |
2 | Accuracy: EMIR | Fix: Validation | E57 – Collateral Portfolio code (1.23) duplicated in a day’s reporting data | We have amended the validation to avoid flagging false positive results when collateral update is provided on a collateral update report instead on valuation report (as seen on Regis-TR submission format). | DEV-2112 |
3 | Accuracy: EMIR | Fix: Validation | E56 – Position Level (2.94) record Trade ID (2.12) has been duplicated across a single day | We have amended the validation to avoid flagging false positive results when valuation timestamp field is blank. | DEV-2114 |
4 | Accuracy: EMIR | Fix: Validation | E54 – Variation margin (1.26/1.30) populated for a new position | We have amended validation to not flag when collateral is reported on portfolio level. | DEV-2081 |
5 | Accuracy: EMIR | Fix: Validation | E182 – Inconsistent Collateral Portfolio margins (1.24-1.35) | We have amended the validation to avoid flagging false positive results when collateral update is provided on a collateral update report instead on valuation report (as seen on Regis-TR submission format). | DEV-2113 |
6 | Accuracy: EMIR | Fix: Validation | E160 – Reporting Counterparty ID (1.2) is unknown | We have amended the validation to not create false flags for fund managers reporting on behalf of funds. | DEV-2154 |
7 | Accuracy: EMIR | Enhancement: MI | EMIR MI: Notional Tolerance | We have added 2 new tables coresponding to pie charts on Notional Tolerance MI. | DEV-2107 |
8 | Accuracy: EMIR | Ingestion | Regis-TR R010 and R001 format | We have amended ingestion for Valuation Timestamp and Reporting Timestamp fields. | DEV-2111 |
9 | Accuracy: MiFIR | Fix: Validation | M276 – Currencies (31, 34) not in line with market convention | We have corrected an issue with validation checking base vs quote currencies for price and quantity currencies for FX Forwards. | DEV-2110 |
10 | Accuracy: MiFIR | Fix: Validation | M16 – Trading date time (28) granularity for off exchange execution | We have amended the validation identification criteria for executions outside of trading venues. | DEV-2120 |
11 | Accuracy: MiFIR | Delete: Validation | M248 – Price Multiplier (46) is not 1 for Swaps | We have deleted the validation based on the incorrect statement in the MIFID Guidelines (as confirmed by ESMA). | DEV-2160 |
12 | Accuracy: ASIC, MiFIR, EMIR | Enhancement: MI | Summary report: Validations Summary | We have updated the ‘Validations Summary’ tab on the Summary report by adding fields representing the earliest and latest occurence of each flag. | DEV-1973 |
13 | Accuracy: ASIC, MiFIR, EMIR | Enhancement: MI | Summary report: Validation Status | We have added the Threshold information to ‘Validation Status’ tab on the ‘Summary Report’. | DEV-1975 |
14 | Accuracy: ASIC, MiFIR, EMIR | Enhancement: MI | Summary report: Distinct Errors Per TRN/UTI | We have enhanced the ‘Distinct Errors per TRN/UTI’ report in the ‘Summary report’ for all regimes, to include product related information. | DEV-1969 |
15 | Accuracy: ASIC, MiFIR, EMIR | Enhancement: MI | TR Accuracy: Statistics Report | We have refreshed the visual side of the TR Accuracy Statistics .xsl report for more clarity. | DEV-2161 |
16 | Accuracy: General | Portal Configuration | Action Log | We have added a functionality to Action Log to allow linking Action Items to each other. | DEV-1498 |
17 | Accuracy: General | Portal Configuration | Action Log | We have added the ‘Archive’ section to ‘Action Log’ functionality – this allows clients to archive old Actions and remove them from the regularly reviewed lists. | DEV-1499 |
18 | Accuracy: General | Portal Configuration | Market Reference Data | We have fixed an issue with the search functionality in the “Market Reference Data” section on TRAC Portal. | DEV-2124 |