btrace Finra Mis Functional Specifications v1.6 - Copy

Functional SpecificationFINRA DBTrace Rail Replacement

Document Control History

Date Description Changed by [Name, Role] Version

14-feb-2014 Functional Specifications – Finra MIS Reporting Gajendra Kabra 1.0

03-Mar-2014 AS OF trades Reports integrated with daily reports. Gajendra Kabra/Seena Nair 1.5

17-Apr-2014 Updated table and field names Seena Nair 1.6

Distribution List

Name Department Purpose

For Information For Comment For Stakeholder Review

Seena Nair RMBS - dbTrace development team X

Ambalika Rao RMBS - dbTrace development team X

Mallik Uttharkar RMBS - ITAO X

Sign Off Summary

Department Stakeholder Delegate’s Name[Enter name or N/A]

Date Signed Comments

Mallik Uttharkar

RMBS

1

For internal use only

Table of Contents1 BACKGROUND....................................................................................................................................................................... 5

1.1 DOCUMENT PURPOSE...................................................................................................................................................................51.2 WHAT IS DBTRACE AND DBTRACE-RAIL?..........................................................................................................................................51.3 DBTRACE-RAIL-MIS CURRENT FUNCTIONAL ARCHITECTURE / WORKFLOW............................................................................................51.4 DBTRACE-RAIL-MIS - OPERATIONAL RISKS.....................................................................................................................................6

2 PROPOSED FUNCTIONAL FLOW............................................................................................................................................. 6

2.1 DBTRACE REPORTING – FINRA – FUNCTIONAL FLOW.........................................................................................................................6

3 FINRA : INCOMING FEEDS...................................................................................................................................................... 7

3.1 INCOMING FEEDS - SOURCE FILES...................................................................................................................................................73.2 FINRA - TRACE MPID FEED.......................................................................................................................................................7

3.2.1 Description..........................................................................................................................................................................73.2.2 Sample Data file (csv format).............................................................................................................................................7

3.2.2.1 ABS mpid sample file.................................................................................................................................7

3.2.2.2 CorpAgy mpid sample file..........................................................................................................................7

3.2.3 Logical Entity / Finra attributes mapping............................................................................................................................83.2.4 Existing mpid file processing logic – Reference...................................................................................................................9

3.3 FINRA - TRACE NASD FEED.......................................................................................................................................................93.3.1 Description..........................................................................................................................................................................93.3.2 Sample Data file (csv format)...........................................................................................................................................10

3.3.2.1 ABS FINRA NASD sample file....................................................................................................................10

3.3.2.2 CorpAgy FINRA NASD sample file............................................................................................................10

3.3.3 Logical Entity / Finra attributes mapping..........................................................................................................................103.3.4 Existing finra file processing logic – Reference..................................................................................................................133.3.5 Late Trades – Flagging logic.............................................................................................................................................13

4 BLOOMBERG : INCOMING FEEDS......................................................................................................................................... 13

4.1 CORPAGY - BLOOMBERG – BBG FEED........................................................................................................................................134.1.1 Description........................................................................................................................................................................134.1.2 Sample Data file (csv format)...........................................................................................................................................134.1.3 Logical Entity / Finra attributes mapping..........................................................................................................................144.1.4 Data mapping Guidelines.................................................................................................................................................154.1.5 Existing Bloomberg file processing logic – Reference........................................................................................................16

5 REFERENCE ENTITIES............................................................................................................................................................ 16

5.1 LK_DESKTRADER...................................................................................................................................................................165.1.1 Description........................................................................................................................................................................165.1.2 Sample Data file (ABS - csv format)..................................................................................................................................165.1.3 Sample Data file (CorpAgy - csv format)...........................................................................................................................175.1.4 Logical Entity –.................................................................................................................................................................17LK_DESKTRADER............................................................................................................................................................................17

5.2 LK_SALES_PERSON................................................................................................................................................................175.2.1 Description........................................................................................................................................................................175.2.2 Logical Entity....................................................................................................................................................................17

5.3 LK_ERROR_CATEGORY..........................................................................................................................................................185.3.1 Description........................................................................................................................................................................185.3.2 Logical Entity....................................................................................................................................................................18

5.4 LK_ABS_RESPONSIBLE...........................................................................................................................................................18

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5.4.1 Description........................................................................................................................................................................185.4.2 Logical Entity....................................................................................................................................................................18

5.5 LK_COMMENTS_CATEGORY.................................................................................................................................................195.5.1 Description........................................................................................................................................................................195.5.2 Logical Entity....................................................................................................................................................................19

5.6 TRACE_CALENDAR...................................................................................................................................................................19

6 DBTRACE – USER UPDATES.................................................................................................................................................. 20

THE USER UPDATE SCREENS ARE TO BE DEVELOPED USING .NET / INFRAGISTICS..................................................................................................206.1 LOG FILE REPORT / LATE TRADES COMMENTS UPDATE....................................................................................................................20

6.1.1 Description........................................................................................................................................................................206.1.2 Sample Report, Fields and Formatting..............................................................................................................................206.1.3 Logic / Source of Data.......................................................................................................................................................20

6.2 TRACE MPID REPORT / USER COMMENTS UPDATE.........................................................................................................................216.2.1 Description........................................................................................................................................................................216.2.2 Sample Report, Fields and Formatting..........................................................................................................................216.2.3 Logic / Source of Data.......................................................................................................................................................21

7 REPORTS............................................................................................................................................................................. 22

THE REPORTS ARE PROPOSED TO BE DEVELOPED USING COGNOS REPORTING TOOL AND TO BE INVOKED FROM .NET / INFRAGISTICS FRONT END SCREENS BY PASSING APPROPRIATE PARAMETERS...........................................................................................................................................................227.1 TRACE DAILY SNAPSHOT.............................................................................................................................................................22

7.1.1 Description........................................................................................................................................................................227.1.2 Sample Report, Fields and Formatting..........................................................................................................................227.1.3 Logic / Source of Data.......................................................................................................................................................24

7.2 TRACE DAILY CANCEL/CORRECT SNAPSHOT....................................................................................................................................247.2.1 Description........................................................................................................................................................................247.2.2 Sample Report, Fields and Formatting..........................................................................................................................247.2.3 AS Of Report.....................................................................................................................................................................267.2.4 Logic / Source of Data.......................................................................................................................................................26

7.3 TRACE MONTHLY SCORECARD REPORT.........................................................................................................................................267.3.1 Description........................................................................................................................................................................267.3.2 Sample Report, Fields and Formatting..........................................................................................................................267.3.3 Logic / Source of Data.......................................................................................................................................................27

7.4 TRACE TREND REPORT................................................................................................................................................................277.4.1 Description........................................................................................................................................................................277.4.2 Sample Report, Fields and Formatting..........................................................................................................................277.4.3 Logic / Source of Data.......................................................................................................................................................28

7.5 TRACE % LATE – COMPARED TO FIRMWIDE TRADING VOLUME..........................................................................................................287.5.1 Description........................................................................................................................................................................287.5.2 Sample Report, Fields and Formatting..........................................................................................................................297.5.3 Logic / Source of Data.......................................................................................................................................................30

7.6 TRACE BY DESK RESPONSIBLE:....................................................................................................................................................307.6.1 Description........................................................................................................................................................................307.6.2 Sample Report, Fields and Formatting..........................................................................................................................317.6.3 Logic / Source of Data.......................................................................................................................................................31

7.7 TRACE – ERROR TYPES REPORT..................................................................................................................................................317.7.1 Description........................................................................................................................................................................317.7.2 Sample Report, Fields and Formatting..............................................................................................................................317.7.3 Logic / Source of Data.......................................................................................................................................................32

7.8 TRACE SALES LATE REPORT........................................................................................................................................................327.8.1 Description........................................................................................................................................................................327.8.2 Sample Report, Fields and Formatting..............................................................................................................................327.8.3 Logic / Source of Data.......................................................................................................................................................33

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7.9 TRACE TRADER DETAILS REPORT.................................................................................................................................................347.9.1 Description........................................................................................................................................................................347.9.2 Sample Report, Fields and Formatting..............................................................................................................................347.9.3 Logic / Source of Data.......................................................................................................................................................35

7.10 TRACE - TIME OF EXECUTION REPORT..........................................................................................................................................367.10.1 Description...................................................................................................................................................................367.10.2 Sample Report, Fields and Formatting..........................................................................................................................367.10.3 Logic / Source of Data..................................................................................................................................................37

8 FUNCTIONAL USABILITY REQUIREMENTS............................................................................................................................. 38

9 APPENDIX............................................................................................................................................................................ 38

9.1 EMAIL DISTRIBUTION REQUIREMENTS - TBD....................................................................................................................................389.2 DBTRACE ENVIRONMENT INFORMATION - TBD................................................................................................................................389.3 REFERENCES.............................................................................................................................................................................38

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1 Background

1.1 Document PurposeThe purpose of this document is to provide functional specifications for replacement of dbTrace-Rail-MIS reporting application, within the RMBS portfolio.

1.2 What is dbTrace and dbTrace-Rail?dbTrace application primarily has 2 major components:

1. dbTrace FINRA and GUI interface dbTrace is a strategic reporting tool for db TRACE reporting. As per FINRA rule, all asset-backed securities and mortgage-backed securities in which Deutsche Bank is one of the involved party, must be reported by bank to the FINRA TRACE engine. dbTrace directly connects and feeds trades to FINRA to facilitate TRACE reporting. The dbTrace application also provides a user interface, in order to facilitate management of trade workflow and exception messages.

2. dbTrace-Rail-MIS ReportingRAIL MIS Reporting platform provides tools and post analysis of the trace reporting. The application gets the trade feed from FINRA with required details, allows users to update comments and reasons for late trades, provides tools to conduct ‘late’ analysis and further facilitates required reporting at Book, Desk and Product levels. On a separate note, rail also hosts entitlement information related to all the dbtrace components.

1.3 DbTrace-RAIL-MIS current Functional Architecture / Workflow

The following diagram demonstrates the existing RAIL-MIS reporting process.

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Note: Bloomberg feed is received only for CorpAgy products.

1.4 DbTrace-RAIL-MIS - Operational Risks

dbTrace-RAIL-MIS is based on an internal rail framework, which was developed using Erlang/Mongodb technology. The platform is not strategic for the bank and so is not fundamentally supported. The application faces the following risks:

• Audit risk with the unsupported platform

• Operational Risk

– Long term maintenance issues, due to lack of rail technology expertise.

– Hard to staff resources with limited rail technology resource pool availability.

Late reporting of the trades to FINRA may result in considerable fines from regulatory authorities. It is imperative that the application is ported to a standard, scalable and supportable platform.

2 Proposed Functional Flow

2.1 dbTrace Reporting – FINRA – functional flowThe proposed system flow will essentially replace the whole dbTRace Rail Application and framework and substitute with a DB standard reporting solution. The external interface with FINRA and Bloomberg should remain same.

.

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Note: Bloomberg feed is received only for CorpAgy products.

3 FINRA : Incoming feeds

3.1 Incoming Feeds - Source files

There are 2 main feeds for ABS as well as for CorpAgy, picked up daily from FINRA – TRAQS:

1. nasd_(date).csv – All trades received by FINRA, including late information.

2. MPID feed with the list of all trades, related to TRACE eligible securities, indicating which trades have missed/ mismatch counterparty.

A new user interface framework utilizing .net/infragistics is to be designed for uploading the source files onto the new database.

Users download the NASD and MPID text files from TRAQs to a shared drive every morning and then convert the FINRA files (nasd, mpid) to the required DB format currently. The sample feed files shown in the upcoming sections are the converted csv files. In the new application, they will directly load the files downloaded from TRAQS.

Once these files are uploaded, the trade data is then used to follow up with front office staff to determine why trades are reported late. The reasoning for the late trades is inputted by the users. Thereafter the datasets are used to create dashboards, reports, and send automated data distributions to specified mailing lists on a daily/monthly basis.

3.2 FINRA - TRACE MPID Feed

3.2.1 Description

This file includes the trades for the TRACE eligible securities, which have missing/ non-matching MPID ids.

3.2.2 Sample Data file (csv format)

3.2.2.1 ABS mpid sample filempid_20130710

3.2.2.2 CorpAgy mpid sample filempid_20130618

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3.2.3 Logical Entity / Finra attributes mapping

The following table provides the attributes which need to be created in order to store mpid feed details, as received from Finra. Some of the physical database/table/fields details are for guidance perspective only and should be reviewed based on the physical design and dbTrace system standards / naming conventions.

Database Schema: TRACE_OWNER (current DBTrace schema)

Table Name: FINRA_MPID

This is a generic table to hold ABS and CorpAgy products both. Some of the fields may not be part of one or other feed. In such scenario the value should be populated with null for the respective product.

FINRA_MPID - fields Data Type, Size Finra mpid file - Attributes Mapping Description

FINRA_MPID_PK NUMBER Auto generated primary key column Generated using sequence

Product_Category VVARCHAR2(7) This field is populated based on which finra file is getting populated such as ABS or CorpAgy.

This column indicates the product category. Valid values for this field are 1.ABS or 2.CorpAgy..

Control_id VARCHAR2(40) Control Number This column indicates the control number from the incoming mpid file feed.

trade_report_date DATE Trade Report Date This column indicates the Trade Reporting Date.

trade_execution_date DATE Execution Date This column indicates the Trade Execution Date.

trade_execution_time VARCHAR2(8) Execution Time This column indicates the Trade Execution time.

Prod_sub_cat VARCHAR2(20) Sub-Product This column indicates the issue dub category of the product (such as TBA, ABS, CMO, CORP, ELN, etc.)

reporting_party VARCHAR2(20) Reporting Party This column indicates the Reporting Party.

reporting_party_giveup

VARCHAR2(20) Reporting Party Give Up (RPGU) This column indicates the Reporting Party GiveUp(RPGU)

contra_party VARCHAR2(20) Contra Party This column indicates the Counterparty.

contra_party_giveup VARCHAR2(20) Contra Party Give Up (CPGU) (only ABS feed) This column indicates the Counterparty GiveUp.

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Issue_symbol VARCHAR2(12) Symbol This column indicates the issue “Symbol”.

cusip VARCHAR2(12) CUSIP This column indicates the CUSIP of the security.

buy_sell Char(1) Side This column depicts the Buy/Sell (B/S) indicator for that trade.

volume NUMBER(13,2) Quantity This column indicates the Volume of that trade.

price NUMBER(11,7) Price This column indicates the Trade Price.

settlement_date DATE Settlement Date This column indicates the Trade Settlement Date.

Client_trade_identifier VARCHAR2(20) Client Trade Identifier This column indicates the client trade identifier.

branch_sequence_no VARCHAR2(20) Branch Seq # This column indicates the Branch Sequence number for that trade.

Trading_market VARCHAR2 (2) TradingMarket (Only CorpAgy feed) This column indicates the trading market indicator for CorpAgy products. (primary / secondary – P1/S1).

finra_comment VARCHAR2(1024) This column to be populated via user input. Refer to LK_COMMENTS_CATEGORY to show drop down list values for user input.

This column is used to store comment for the MPID mismatch.(** drop down list values).

Mod_user VARCHAR2(20) Last modified by User id User id of user who last entered the comment

Mod_time Timestamp(6) Last modified time Time when comment was last entered

3.2.4 Existing mpid file processing logic – Reference

The current logic in rail for processing the finra mpid file is as follows:

- The header is changed from

Trade Report Date, Execution Date, Execution Time, Sub-Product, Reporting Party (RPID), Reporting Party Give Up (RPGU), Contra Party (CPID), Contra Party Give Up (CPGU), Symbol, CUSIP, Side, Quantity, Price, Trade Market Indicator, Settlement Date, Client Trade Identifier, Branch Seq #, Control #

to

ReportDate,ExecTime,RptgParty,Symbol,CUSIP,Buy/Sell,Vol,Price,ContraParty,Control#,BrSeq#,TradingMarket,Comments

- For Buy/Sell column, only The first character of The input column Side is taken (for example B-Buy becomes B and S-Sell becomes S)

- The input column Quantity is divided by 1000 to get the field Vol (for example 750,000.00 becomes 750)

In the new application, the files will be processed as follows:

Users will upload the files for ABS and Corp from the front end, which will be saved into a folder.

Save File type, Date and location in a table (to be created) for future retrieval of file.

Call shell scripts to load the file into Staging table, and then into final FINRA_MPID table.

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3.3 FINRA - TRACE NASD Feed

3.3.1 Description

This file includes the all trades received by FINRA including late information for the TRACE eligible securities.


3.3.2.1 ABS FINRA NASD sample fileFinra_20130122.csv

** double click on the object below to see complete fields details.DBKS P-Principal CDBKS P-Principal CDBKS P-Principal CDBKS P-Principal CDBKS P-Principal CDBKS P-Principal CDBKS P-Principal C

3.3.2.2 CorpAgy FINRA NASD sample fileFinra_20130122.csv

** double click on the object below to see complete fields details.

Status ExecDate ExecTime ReportDate ReportTime Symbol CUSIP Capacity Vol PriceT 3/15/2013 17:45:12 3/15/2013 17:45:25 TWC3673709 88732JAL2 S P 5000 123.01T 3/15/2013 17:44:39 3/15/2013 17:45:02 KSS.GH 500255AP9 S P 5000 115.82T 3/15/2013 17:03:09 3/15/2013 17:03:10 NXY.GH 65334HAG7 S P 5000 126.334T 3/15/2013 17:02:48 3/15/2013 17:03:03 RBS3832060 U7533YAA1 S P 5000 94.5T 3/14/2013 16:37:44 3/15/2013 17:00:28 MFG3982346 60688QAP0 S P 3750 99.862T 3/14/2013 9:24:00 3/15/2013 17:00:28 CEN3982370 156779AL4 S P 100 100T 3/14/2013 9:23:59 3/15/2013 17:00:28 CEN3982370 156779AL4 S P 100 100T 3/14/2013 9:23:59 3/15/2013 17:00:28 CEN3982370 156779AL4 S P 100 100T 3/14/2013 9:22:25 3/15/2013 17:00:28 CEN3982370 156779AL4 S P 250 100T 3/14/2013 9:22:11 3/15/2013 17:00:27 CEN3982370 156779AL4 S P 1000 100T 3/14/2013 9:21:59 3/15/2013 17:00:27 CEN3982370 156779AL4 S P 1500 100

Buy/Sell


The following table provides the attributes which need to be created in order to store finra nasd feed details. Some of the physical database/table/fields details are from guidance perspective only and should be reviewed based on the physical design and dbTrace system standards / naming conventions.

Database Schema: TRACE_OWNER (current DBTrace schema)

Entity Name: TRACE_TRADE, TRACE_TRADE_SIDE_REF, TRACE_TRADE_SIDE, TRACE_TRADE_PARTY_REF, TRACE_TRADE_PARTY, TRACE_FINRA_SECURITIES

This is a generic table to hold ABS and CorpAgy products both. Some of the fields may not be part of one or other feed. In such scenario the value should be populated with null for the respective product.

FINRA_ABSAGY_TRADE - field Data Type, Size

Finra nasd file - Attributes Mapping

Description

Product_Category STRING(7) This field is populated based on which finra file is getting populated such as ABS or CorpAgy.

This column indicates the product category. Valid values for this field are 1.ABS or 2.CorpAgy..

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control_date DATE Control Date This column indicates the control date.

Control_id NUMBER TRACE Control # This column indicates the Trace control number.

trade_report_date DATE Trade Report Date This column indicates the Trade Reporting Date.

trade_report_time DATE Trade Report Time This column indicates the Trade Reporting time.

Prod_sub_cat STRING(20) Sub-Product (only in ABS) This column indicates the issue dub category of the product (such as TBA, ABS, CMO etc.)

Status STRING(30) Status This column indicates the current status of the trade.

reversal_Indicator Char(1) Reversal Indicator (only in ABS) This column indicates the reversal indicator.

buy_sell Char(1) Side This column depicts the Buy/Sell (B/S) indicator for that trade.

Issue_symbol STRING(12) Symbol This column indicates the issue “Symbol”.

cusip STRING(9) CUSIP This column indicates the CUSIP of the security.

quantity NUMBER(13,2) Quantity This column indicates the Volume of that trade.

price NUMBER(11,7) price This column indicates the Trade Price.

Price_override NUMBER(11,7) Price Override (only in ABS) This column indicates the Price Override.

reporting_party STRING(20) Reporting Party (RPID) This column indicates the Reporting Party.

reporting_party_giveup STRING(20) Reporting Party Give Up (RPGU) This column indicates the Reporting Party GiveUp(CPGU)

reporting_party_capacity STRING(20) Reporting Party Capacity (only in ABS)

This column indicates the capacity in which Reporting Party is acting e.g. as ‘Principal’.

reporting_party_clearing_number STRING(20) Reporting Party Clearing Number (only in ABS)

This column indicates the Reporting Party Clearing Number.

contra_party STRING(20) Contra Party (CPID) This column indicates the Counterparty.

contra_party_giveup STRING(20) Contra Party Give Up (CPGU) This column indicates the Counterparty GiveUp.

contra_party_capacity STRING(20) Contra Capacity (only in ABS) This column indicates the Counter Party Capacity..

contra_party_clearing_number STRING(20) Contra Clearing Number (only in ABS)

This column indicates the Counter Party Clearing Number.

Lockedin_Indicator Char(1) Locked-In Indicator (only in ABS) This column indicates the LockedIn indicator.

as_of_ind Char(1) As Of (AS of Reversal for CorpAgy) This column indicates the as of indicator.

trade_execution_date DATE Execution Date This column indicates the Trade Reporting Date.

trade_execution_time DATE Execution Time This column indicates the Trade Execution time.

Trade_mod1 Char(1) Trade Mod 1 This column indicates the Trade Mod 1.

Trade_mod2 Char(1) Trade Mod 2 This column indicates the Trade Mod 2.

Trade_mod3 Char(1) Trade Mod 3 (only in ABS) This column indicates the Trade Mod 3.

Trade_mod4 Char(1) Trade Mod 4 (only in ABS) This column indicates the Trade Mod 4.

settlement_date DATE Settlement Date (only in ABS) This column indicates the Trade Reporting Date.

Seller_commission NUMBER Seller’s Commission (only in ABS) This column indicates the Sellers Commission.

Buyer_commission NUMBER Buyer’s Commission (only in ABS) This column indicates the Buyers Commission.

branch_sequence_no STRING(20) Branch Sequence # This column indicates the Branch Sequence number for

that trade. This field is the set up in BBG for Corp agency and DB Trace for ABS, that is used in the mapper to match the FIRNA data to a Book, and Or Trader.CORP AGY and ABS mappers are administered by Trading Assistants (TAs) and Supervision and manually maintained.

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Contra_branch_sequence_no STRING(20) Contra Branch Sequence # (only in ABS)

This column indicates the Contra Branch Sequence number for that trade.

Memo STRING(50) Memo (only in ABS) This column indicates the memo.

Factor NUMBER Factor (only in ABS) This column indicates the factor.

Special_processing STRING(20) Special Processing (only in ABS) This column indicates if special processing is reqd.

Special_price NUMBER(11,7) Special Price (only in ABS) This column indicates the Special Price, if applicable.

Special_price_reason STRING(50) Special Price Reason (only in ABS) This column indicates thre reasons for special pricing.

Method_of_entry Char(1) Method of Entry (only in ABS) This column indicates the Method of entry

Prior_control_date DATE Prior Control Date (only in ABS) This column indicates the prior control date

Prior_control_id NUMBER Prior Control # (only in ABS) This column indicates the prior control number.

Client_trade_identifier STRING(20) Client Trade Id (only in ABS) This column indicates the client trade identifier.

Contra_Client_trade_identifier STRING(20) Contra Client Trade Id (only in ABS) This column indicates the contra client trade identifier.

Submitting_firm STRING(20) Submitting Firm (only in ABS) This column indicates the submitting firm.

Web_user_id STRING(8) Web User Id (only in ABS) This column indicates the web user id used to download the file.

reference_no NUMBER Ref# (only in CorpAgy) This column indicates the Trace reference no.

Security_type STRING(4) Security Type (only in CorpAgy) This column indicates the Security TYpe.(such as CORP)

Contra_branch_seq_no STRING(4) Contra Branch Sequence # (only in CorpAgy)

This column indicates the Contra Branch Sequence number for that trade

Trading_Market STRING(2) TMI (only in CorpAgy) This column indicates the Trading Market Indicator (P1/S1) for CorpAgy.

Yield NUMBER Yield (only in CorpAgy) This column indicates the yield. (not part of finra feed). Populate as ‘null’. Is not being used.

Late_flag Char(1) This field is to be updated based on specific logic as mentioned in comments.

For ABS -> If 'trade mod 3' in ('U','Z')) then update Late_flag to 1 else 0.

Desk STRING(20) Refer to trace_lookup_abs_desktrader for a given branch seq no.

This represents trading desk (not part of finra feed.)

Trader STRING(20) Refer to trace_lookup_abs_desktrader for a given branch seq no.

This represents Trader (not part of finra feed.)

Rep_name STRING(20) This column to be populated via user input.

This represents Rep Name (not part of finra feed.)

Responsible_group STRING(20) This column to be populated via user input. LK_ABS_RESPONSIBLE contains the values to be shown in the drop down list box for responsible field..

This represents group responsible for this trade (not part of finra feed. This is to be updated by the users via GUI interface, after finra file is uploaded to the system.) , such as ‘Sales Assistant’.

Sales_name STRING(20) Join with trace_trade table in dbtrace for a given trade_id and control date and then join with TRACE_ABS_lookup_sales_person to get the name.

This column can be updated by the users.

This represents Sales Name (not part of finra feed.SELECT control_date, trade_id, sales_person FROM (SELECT MAX(trade_pk) AS trade_pk FROM trace_trade WHERE trunc(rec_timestamp) = 'xx-xxx-xx' and REPORT_STATUS = 'S' GROUP BY trade_id, control_date ) l JOIN trace_trade t ON t.trade_pk = l.trade_pk

Trading_name STRING(20) This column to be populated via user input.

This represents Trading Name (not part of finra feed. This is to be updated by the users via GUI interface, after finra

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file is uploaded to the system)

Error_category STRING(20) This column to be populated via user input. LK_ERROR_CATEGORY contains the error category list, to be shown in the drop down list box for user selection of the reason for Late Trade.

This represents error category (not part of finra feed. This is to be updated by the users via GUI interface, after finra file is uploaded to the system).

Note_by STRING(20) This column to be populated via user input.

This represents the user who is entering any comment in the note field. This is to be updated by the users via GUI interface, after finra file is uploaded to the system)

Note STRING(1024) This column to be populated via user input.

This represents any note user wants to enter for this trade. (not part of finra feed. This is to be updated by the users via GUI interface, after finra file is uploaded to the system)

3.3.4 Existing finra file processing logic – Reference

The current logic in rail for processing the finra input file is as follows:

ABS and CorpAgy

Valid trades: All trades listed in the finra file having a non-null value for trace control# are considered valid trades. There are no checks for duplicates, corrections, etc. in the current system

3.3.5 Late Trades – Flagging logic

At the end of file processing, Set the late flag = ‘1’ based on the following logic:

ABS and CorpAgy

Reporting Party = DBKS

Status = R, T

If 'trade mod 3' in ('U','Z')) then update Late_flag to 1 else 0.

4 Bloomberg : Incoming feeds

4.1 CORPAGY - Bloomberg – BBG Feed

4.1.1 Description

Bloomberg sends a daily feed, which includes trade details for DB for all the TRACE eligible securities. This includes all trades submitted by Bloomberg on DB’s behalf.

For CorpAgy there is one more feed file (BBG) downloaded from Bloomberg. Bloomberg sends us the daily feed which provides us the trade details for DB for all the TRACE eligible securities. This includes all trades submitted by Bloomberg on our behalf. The NASD file and Bloomberg file are merged based on the first six digits of the “Ref#” field from NASD file to the “Ticket Number” field of the Bloomberg file.

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** double click on the object below to see complete fields details.Finra_20130122.csv

TICKER COUPON MATURITY CUSIP TRADER AMOUNT971500 AMXLMM 3 6125 20400330 02364WAW5 N S 361 0 240000971932 DRYS 0 5 20141201 262498AB4 N S 260 0 2500000972057 BBVASM 2 675 20220930 05533UAC2 N S 361 0 500000972060 BBVASM 2 675 20220930 P16259AH9 N B 361 0 500000972204 AJECBV 1 65 20220514 N01766AA7 N S 361 0 800000972215 AJECBV 1 65 20220514 009705AA2 N B 361 0 800000972219 BCOCPE 1 55 20201118 212058AA9 N S 361 0 800000972220 BCOCPE 1 55 20201118 G2523RAA5 N B 361 0 800000972225 BANBOG 0 5 20170115 P09252AB6 N S 361 0 500000972228 BANBOG 0 5 20170115 059514AA7 N B 361 0 500000972254 BSANTM 3 4125 20221109 P1507SAC1 N S 361 0 177000

TICKET NUMBER

COUPON FRACTIONAL INDICATOR

TRACE YES OR NO

BUY/SELL

AMOUNT FRACTIONAL INDICATOR


The following table provides the attributes which need to be created in order to store finra nasd feed details. Some of the physical database/table/fields details are from guidance perspective only and should be reviewed based on the physical design and dbtrace system standards / naming conventions.

The id is mainly when the two input files NASD and BBG feeds mapped on the ref# and ticket number respectively Note: This column is represented by the consolidation of “Ref#” field of NASD and “Ticket Number” field of BBG feeds

Database Schema: TRACE_REPORTS (to be created within the existing dbtrace database).

Entity Name: BLOOMBERG_CORPAGY_STAGING

BLOOMBERG_CORPAGY_STAGING - fields

Data Type, Size Bloomberg bbg file - Attributes Mapping

Description

TICKET_NUMBER STRING(20) TICKET NUMBER This column indicates the TICKET NUMBER

TICKER STRING(20) TICKER This column indicates the TICKER

COUPON_ FRACTIONAL INDICATORNUMBER COUPON FRACTIONAL

INDICATORThis column indicates the COUPON FRACTIONAL INDICATOR

COUPON NUMBER COUPON This column indicates the COUPON

MATURITY DATE MATURITY This column indicates the MATURITY

CUSIP STRING(9) CUSIP This column indicates the CUSIP

TRACE_FLAG Char(1) TRACE YES OR NO This column indicates the TRACE YES OR NO

buy_sell Char(1) BUY/SELL This column indicates the BUY/SELL

TRADER NUMBER TRADER This column indicates the TRADER

AMOUNT_ FRACTIONAL_ INDICATORNUMBER(13,2) AMOUNT FRACTIONAL

INDICATORThis column indicates the AMOUNT FRACTIONAL INDICATOR

AMOUNT NUMBER(11,7) AMOUNT This column indicates the AMOUNT

PRICE_ FRACTIONAL_ INDICATORNUMBER PRICE FRACTIONAL

INDICATORThis column indicates the PRICE FRACTIONAL INDICATOR

PRICE NUMBER PRICE This column indicates the PRICE

YIELD_FRACTIONAL_ INDICATORNUMBER YIELD FRACTIONAL

INDICATORThis column indicates the YIELD FRACTIONAL INDICATOR

YIELD NUMBER YIELD This column indicates the YIELD

SETTLEMENT_DATE DATE SETTLE DATE This column indicates the SETTLE DATE

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TIME DATE TIME This column indicates the TIME

DATE DATE DATE This column indicates the DATE

AS_OF_ TIME DATE AS OF TIME This column indicates the AS OF TIME

AS_OF_DATE DATE AS OF DATE This column indicates the AS OF DATE

CUSTOMER_ ACCOUNT STRING(20) CUSTOMER ACCOUNT This column indicates the CUSTOMER ACCOUNT

DFA_ BROKER_ CODE Char(1) DFA BROKER CODE This column indicates the DFA BROKER CODE

PA_FLAG Char(1) P/A FLAG This column indicates the P/A FLAG

COMM5_RATE_FRACTION_ IND

NUMBER 5TH COMMISION RATE FIELD FRACTIONAL INDICATOR

This column indicates the 5TH COMMISION RATE FIELD FRACTIONAL INDICATOR

COMM5_RATE_FIELDNUMBER 5TH COMMISION RATE

FIELDThis column indicates the 5TH COMMISION RATE FIELD

SPECIAL_ PRICE_ FLAG Char(1) SPECIAL PRICE FLAG This column indicates the SPECIAL PRICE FLAG

SPECIAL _PRICE_ MEMO STRING(20) SPECIAL PRICE MEMO This column indicates the SPECIAL PRICE MEMO

STATUS STRING(20) STATUS This column indicates the STATUS

CONFIRM_NUMBER STRING(20) CONFIRM NUMBER This column indicates the CONFIRM NUMBER

REJECT_MESSAGE STRING(20) REJECT MESSAGE This column indicates the REJECT MESSAGE

RECTYPE STRING(4) RECTYPE This column indicates the RECTYPE

BOOK_NAME STRING(20) BOOK NAME This column indicates the BOOK NAME

PRICE_FRACTIONAL_ INDICATOR2NUMBER PRICE FRACTIONAL

INDICATOR2This column indicates the PRICE FRACTIONAL INDICATOR2

NET_PRICE NUMBER NET PRICE This column indicates the NET PRICE

YIELD_FRACTIONAL_ INDICATOR2NUMBER YIELD FRACTIONAL

INDICATOR2This column indicates the YIELD FRACTIONAL INDICATOR2

NET _YIELD NUMBER NET YIELD This column indicates the NET YIELD

TRACE_ COMMISSION INDICATORNUMBER TRACE COMMISSION

INDICATORThis column indicates the TRACE COMMISSION INDICATOR

TRACE_COMMISSION_ AMOUNTNUMBER TRACE COMMISSION

AMOUNTThis column indicates the TRACE COMMISSION AMOUNT

GIVE_ UP_ MPID STRING(20) GIVE UP MPID This column indicates the GIVE UP MPID

SALESPERSON_ NAME STRING(20) SALESPERSON NAME This column indicates the SALESPERSON NAME

branch_sequence_no STRING(20) BRSEQ# This column indicates the BRSEQ#

EXPANDED_SEQUENCE_ NOSTRING(20) EXPANDED SEQUENCE

NUMBERThis column indicates the EXPANDED SEQUENCE NUMBER

4.1.4 Data mapping Guidelines

NASD feed mapping BBG feed

As done in the current TRACE Reporting system the NASD file and Bloomberg file are merged based on the first six digits of the “Ref#” field from NASD file to the “Ticket Number” field of the Bloomberg file.

Trader Name

With the help of the “Book” field from the Bloomberg feed, FDR can map the Trader associated with that book.

Desk/ Product

With the help of the “Book” field from the Bloomberg feed, FDR can map the Trader associated with that book and the Desk/ Product that mapping to that Bloomberg book.

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Business Area

With the help of the “Book” field from the Bloomberg feed, FDR can map the Trader associated with that book and the Desk/ Product that mapping to that Bloomberg book, the Bloomberg book is also mapped to the business area it is associated with.

Sales Name

With the help of the first three characters of the “SALESPERSON NAME” field from Bloomberg feed, the system can use this to link to the salesperson name mapping for that trade.

BRSEQ

BRSEQ is associated with the product/ desk. So in case of new products to be TRACE eligible a new BRSEQ number needs to be created and linked to the appropriate book and trader.

4.1.5 Existing Bloomberg file processing logic – Reference

The current logic in rail for processing the Bloomberg input file is as follows:

Get all data where TICKET NUMBER is not null.

if BRSEQ# starts with "CONV" then salesperson="converts", salesperson3="con"

if BRSEQ# starts with "PCS" then salesperson="PCS", salesperson3="PCS"

Join with salesperson_map.csv for matching salesperson3 values to get salesperson name

Join data from nasd file and bbg file on the ref# and TICKET NUMBER fields.

Join with data from TRACE book mapper on BRSEQ# field to get desk and book details.

If BRSEQ#="RATE7006" and sectype="AGCY", then desk="Global Rates - Agency Desk"

if desk="" then desk="(no book listed)"

Transaction number (ticket number+".0"), Book name, Brseq#, Salesperson name, Salesperson3 (first 3 char of salesperson name) fields are received from the BBG file.

5 Reference Entities

5.1 LK_DESKTRADER

5.1.1 Description

This table stores the trader and book information for a given branch sequence no. It provides desk/trader information for a TRACE trade.

This table needs to be populated from a reference source to start with and then is maintained by the users.

Users will maintain this data from a front end screen.

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5.1.2 Sample Data file (ABS - csv format)

5.1.3 Sample Data file (CorpAgy - csv format)

book brseq desk trader business70-DOMES ICT1006 Global Credit - Investment Grade GM ICT64-PRFD PS6000 Global Credit - Investment Grade Dead Book GM GCT4H-DOMES ICT1052 Global Credit - Investment Grade Michael GorunDEMSET EQD6004 GME - Equity Derivatives GED-NYH0-PORT ? Global Credit - Investment Grade Not Active GM GCP25-BL DD4000 Global Credit - Distressed Debt unknown GM GCPSL-BNDS ? Spec LoanJV-JVGCF ICT1024 Global Credit - Investment Grade Not Actve GM ICT

5.1.4 Logical Entity –

LK_DESKTRADER

TRACE_lookup_ABS_deskTrader

- fields

Data Type, Size Description

LK_DESKTRADER_PK NUMBER Primary key generated from sequence SEQ_LK_DESKTRADER

Product_Category STRING(7) This column indicates the product category. Valid values for this field are 1.ABS or 2.CorpAgy..

branch_sequence_no STRING(20) This column indicates the BRSEQ#

Sts_region STRING(10) This column indicates the sts region.

Product STRING(5) This column indicates the product.

Sts_account STRING(4) This column indicates the sts account.

Core_legacy STRING(10) This column indicates the core or legacy.

Sts_sector STRING(30) This column indicates the sts sector.

Desk STRING(30) This column indicates the Desk. (ABS Trades / CMBS Trades etc. For ABS and (Agency Debt,, corporate bonds and equity linked notes for CorpAgy).

Book_description STRING(30) This column indicates the book description.

Trader STRING(30) This column indicates the Trader Name.

Category STRING(30) This column indicates Security Category.

Business STRING(30) This column indicates Security Business.

Mod_user VARCHAR2(20) Last modified by User id

Mod_time Timestamp(6) Last modified time

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5.2 LK_SALES_PERSON

5.2.1 Description

This table stores sales person id and name information.

This table needs to be populated from a reference source.

5.2.2 Logical Entity

LK_SALES_PERSON- fields Data Type, Size Description

Sales_person_id STRING(5) This column indicates the sales person id.

Sales_person_name STRING(30) This column indicates the sales person name

5.3 LK_ERROR_CATEGORY

5.3.1 Description

This table stores error category with description for the reasons of trade being late to FINRA TRACE.


LK_ERROR_CATEGORY Data Type, Size Description


Error_category_id STRING(5) This column indicates the Error category id

Error_category_desc STRING(30) This column indicates the Error category desc.

Following table includes the options available to the TA/SAs to enter the Error Category field in the log report for late trades :

# Error Category

1 Accrued interest

2 Allocation

3 Book

4 Broker

5 Combined Trades

6 Counterparty

7 CUSIP

8 Direction

9 Exec Time

10 Maturity

11 Price

12 Settlement

13 Size/Quantity

14 Trade type

15 Trade Missed/Input late

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16 Late Match

17 NASD reject-late resub

18 Post-date cancel

19 TRACE reporting problem

5.4 LK_ABS_RESPONSIBLE

5.4.1 Description

This table stores group responsible for the late trades..


LK_ABS_RESPONSIBLE Data Type, Size Description


Responsible_id STRING(5) This column indicates the Responsible id

Responsible_desc STRING(30) This column indicates the responsible desc.

Following table represents the values available to the TA/SAs to enter the Responsible field in the log report:

# Responsible

1 Trading

2 Trading assistant

3 Sales

4 Sales assistant

5 Both trading & sales

6 IT

7 Other

5.5 LK_COMMENTS_CATEGORY

5.5.1 Description

This table stores the comments values used to reason mpid mismatch.


LK_COMMENTS_CATEGORY Data Type, Size Description


Comments_type STRING(10) This column indicates the type for which comments are kept such as ‘MPID’ , ‘ABS’, ‘CORPAGY’

comments_id STRING(5) This column indicates the comments id

Comments_desc STRING(30) This column indicates the comments desc.

Table below shows the FINRA comments’ field drop down options:

# FINRA Comments

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1 Price Discrepancy

2 Issue Difference

3 Quantity Difference

4 MPID mismatch

5 Primary vs. Secondary

6 D/K

7 Client failed to report

8 Other

5.6 TRACE_Calendar** Need to be auto updated yearly.

5.6.1 Description

This table stores the holidays and early close days in every year.


HOLIDAY Data Type, Size Description

ID VARCHAR2(20) Autogenerated primary key

Holiday_Date VARCHAR2(12) This column indicates Holiday Date

Holiday_Name VARCHAR2(40) This column indicates Holiday name/description

Early_close VARCHAR2(10) This column indicates the early close time.

6 dbTrace – User Updates

The user update screens are to be developed using .Net / Infragistics.

6.1 Log File Report / Late Trades Comments Update

6.1.1 Description

This report is mainly used as the log of the late trades for given report date range. This report is circulated among the TAs and Sales who are responsible for the late trades to enter their reason for late trade, along with Sales/Trading Name and specific notes as required.

6.1.2 Sample Report, Fields and Formatting.

This report should contain the fields formatting and computations as shown below in the report sample. Specific comments are mentioned in the section below the report.

Date From : dd-mon-yyyy To: dd-mon-yyyy

Product Category: (Drop Down List box – 1. ABS, 2. CorpAGY)** Double click on the above report for complete view.

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Id Ticket Number Execution DateExecution Time Report Date Report Time Cusip Buy/Sell Volume Price yield1000003899 20130729 1000003899 9/11/2012 9:06:32 7/29/2013 11:08:43 36178HHX3 B-Buy 23,802.00 102.6875 null1000001589 20130729 1000001589 6/28/2013 11:13:36 7/29/2013 9:57:36 38378VQK4 S-Sell 4,893,000.00 99.875 null1000001588 20130729 1000001588 6/28/2013 11:11:06 7/29/2013 9:57:35 38378VQK4 B-Buy 4,893,000.00 99.59375 null1000011326 20130729 1000011326 7/29/2013 14:32:43 7/29/2013 14:48:28 01F030686 S-Sell 7,800,000.00 96.875 null1000011224 20130729 1000011224 7/29/2013 14:30:00 7/29/2013 14:47:00 02R030582 B-Buy 11,127,575.00 99.203125 null1000010038 20130729 1000010038 7/29/2013 13:41:50 7/29/2013 14:08:07 21H032688 B-Buy 7,037,750.00 100.507812 null1000008160 20130729 1000008160 7/29/2013 11:29:39 7/29/2013 13:12:19 01F042681 B-Buy 240,000.00 105.851562 null1000007742 20130729 1000007742 5/8/2013 11:07:21 7/29/2013 13:00:55 36181HFN2 B-Buy 9,254,400.00 106 null1000007741 20130729 1000007741 5/8/2013 11:07:22 7/29/2013 13:00:55 36181HFP7 B-Buy 18,768,000.00 106 null1000007740 20130729 1000007740 7/25/2013 10:07:30 7/29/2013 13:00:54 36178M2M2 B-Buy 605,175.00 104.5 null1000007739 20130729 1000007739 5/15/2013 11:07:23 7/29/2013 13:00:54 36181HFU6 B-Buy 14,562,700.00 108.125 null1000007319 20130729 1000007319 7/29/2013 12:30:00 7/29/2013 12:48:57 02R0325A3 B-Buy 50,000,000.00 101.65625 null1000007318 20130729 1000007318 7/29/2013 12:30:00 7/29/2013 12:48:57 01F0325A8 B-Buy 50,000,000.00 101.6875 null1000016100 20130729 1000016100 7/29/2013 15:40:49 7/29/2013 16:27:43 01F042699 B-Buy 150,000,000.00 105.625 null1000015569 20130729 1000015569 7/29/2013 15:40:49 7/29/2013 16:17:43 01F042699 S-Sell 150,000,000.00 105.625 null1000016097 20130729 1000016097 7/29/2013 15:40:49 7/29/2013 16:27:43 01F042681 S-Sell 150,000,000.00 105.878906 null1000015568 20130729 1000015568 7/29/2013 15:40:49 7/29/2013 16:17:43 01F042681 B-Buy 150,000,000.00 105.878906 null1000011468 20130729 1000011468 7/29/2013 14:34:07 7/29/2013 14:52:13 01F030686 S-Sell 28,580,000.00 96.875 null

6.1.3 Logic / Source of Data

The data for this report can be directly retrieved from TRACE_TRADE where reporting_party = ‘DBKS’ and Late_flag = ‘1’ (indicates the valid late trades), for a specific product category (ABS / CorpAgy) and a date range as supplied by the user.

Entity: TRACE_TRADE

Search Parameters: From Date: xx-xxx-xxxx To Date: xx-xxx-xxxxProduct Category: (Drop Down List box – 1. ABS, 2. CorpAGY)

Filters to be allowed on: ID, Ticket Number, Cusip,, Desk, Trader, Rep Name.

For Desk, Trader and Rep Name, a drop down list box should be displayed to filter on, with distinct available values.

Updatable Fields: (TABLE: TRACE_TRADE)

Responsible Drop down list box from entity – LK_ABS_RESPONSIBLE

Sales Name Text field - Updated during file upload. Can be further updated by the users.

Trading Name Text field for the users to enter.

Error Category Drop down list box from entity – LK_ERROR_CATEGORY

Note Text field for the users to enter.

Note By Text field for the users to enter.

6.2 Trace MPID Report / User Comments Update

6.2.1 Description

This report lists the trades for the TRACE eligible securities which have missing/ non-matching MPID ids. The users are allowed to update the comments field, to indicate the reasons.


This report should contain the fields formatting and computations as shown below in the report sample. Specific comments are mentioned in the section below the report.

Date : dd-mon-yyyy

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Product Category: (Drop Down List box – 1. ABS, 2. CorpAGY)


The data for this report can be directly retrieved from FINRA_MPID, for a given date as supplied by the user.

Entity: FINRA_MPID

Search Parameters:

Date: xx-xxx-xxxx


Updatable Fields: (TABLE: FINRA_MPID)

Comments Drop down list box from entity – LK_COMMENTS_CATEGORY

Mod_User User id

Mod_Time System date

7 Reports

The reports are proposed to be developed using Cognos reporting tool and to be invoked from .Net / Infragistics front end screens by passing appropriate parameters.

7.1 Trace Daily Snapshot

7.1.1 Description

The daily snapshot report shows the % late trades for a specific day and month to date late statistics for that month.

This should facilitate generation of the following reports:

1. Trace Daily Snapshot (ABS)2. Trace Daily Snapshot (CorpAGY – Primary Trading Report)3. Trace Daily Snapshot (CorpAGY – Secondary Trading Report)


This report should contain the fields formatting and computations as shown below in the report sample. Specific comments are mentioned in the section below the sample report.

Date : dd-mon-yyyy


Trading Market : (Drop down list with values as ‘Primary’ or ‘Secondary’ ; to be enabled only for product category ‘CorpAgy’)

As of Indicator: (Drop down list box with values as ‘Y’, ‘N’)

(ABS)

Desk# Late Trades

# Total Trades

% Late Trades

# Late Trades MTD

# Total Trades MTD

% Late MTD

ABS Trades

ABS New Issue 0 0 0.00% 0 85 0.00%

ABS Secondary 0 17 0.00% 12 379 3.17%

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CDO Secondary 0 0 0.00% 2 39 5.13%

ABS Trades Total 0 17 0.00% 14 503 2.78%

CMBS Trades

Agency CMBS 5 10 50.00% 12 163 7.36%

CMBS Secondary 0 8 0.00% 10 251 3.98%

CRE Primary 0 0 0.00% 1 94 1.06%

CMBS Trades Total 5 18 27.78% 23 508 4.53%

RMBS Trades

Agency CMO 5 21 23.81% 193 952 20.27%

Agency CMO New Issue 0 0 0.00% 3 62 4.84%

CMO DERIVATIVES 0 3 0.00% 0 65 0.00%

PassThrough TBA 5 50 10.00% 137 983 13.94%

PassThrough TBA Trading 0 60 0.00% 59 996 5.92%

Passthrough LIBOR 0 0 0.00% 1 59 1.69%

Passthrough Pools 0 0 0.00% 0 2 0.00%

Passthrough TBA Carry 0 0 0.00% 0 2 0.00%

Passthrough TBA Trading 1 123 0.81% 402 7835 5.13%

RMBS Trades Total 11 257 4.28% 795 10956 7.26%

No Product Category Found Trades

(no book listed) 0 0 0.00% 0 10 0.00%

PWM Book 2 6 33.33% 18 92 19.57%

Trades Total 2 6 33.33% 18 102 17.65%

Grand Total 18 298 6.04% 850 12069 7.04%

(CorpAgy)

Desk# Late Trades

# Total Trades

% Late Trades

# Late Trades MTD

# Total Trades MTD

% Late MTD

Corporate Bonds & Equity-Linked Notes

GME - Equity Derivatives 1 3 33.33% 2 23 8.70%

GRS Syndicate 3 163 1.84% 10 794 1.26%

Global Credit - Distressed Debt 0 0 0.00% 0 1 0.00%

High Yield Capital Markets 0 1 0.00% 3 272 1.10%

Private Client Services 0 4 0.00% 2 225 0.89%

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Total 4 171 2.34% 17 1315 1.29%

Agency Debt

GRS Syndicate 0 0 0.00% 0 2 0.00%

Global Rates - FDIC Agency 0 0 0.00% 2 3 66.67%


Total 0 0 0.00% 2 8 25.00%

Grand Total 4 171 2.34% 19 1323 1.44%

As of Report:The format for the report having Daily as well as AS Of trades is shown below:

Desk# Same Day Late Trades

AS OF Late Trades

# Total Trades

% same day Late

% AS OF Late

# MTD same day late

# MTD AS OF Lates

MTD Total Trades

% MTD Same Day Late

% MTD AS OF Lates


The trade data for this report is derived from table - TRADE_TRADE, for a given date and for that month, for a specific product Category and specific Market (TradingMarket as ‘P1’ for Primary and ‘S1’ for Secondary) for CorpAgy where trace_control_id is not null. A late trade is identified with Late_flag = 1. This table is further joined with LK_DESKTRADER on branch_sequence_id to get the product, Desk and book_Description. The report is aggregated / grouped by desk. The totals are displayed at the product and report level. The trades for which no book description was found (branch_sequence_no is null or couldn’t be joined on), Or have no book/desk are grouped under ‘No product category found’. The trades that are cancelled (with status ‘X’) are to be excluded from this report.


Status = R, T (new or correction trades)

Late_flag =1

Filter against Control_date, Product_Category, Trade_Market_Ind (for CORP), As_of_Indicator fields

Group by LK_DESKTRADER.Product, LK_DESKTRADER.Book_description (join on branch_sequence_no)

7.2 Trace Daily Cancel/Correct Snapshot

7.2.1 Description

The daily cancel/correct snapshot report shows the % late trades for a specific day and month to date late statistics for that month, for the trades that were cancelled or Corrected.


4. Trace Daily Snapshot (ABS)5. Trace Daily Snapshot (CorpAGY – Primary Trading Report)6. Trace Daily Snapshot (CorpAGY – Secondary Trading Report)



Date : dd-mon-yyyy


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As of Indicator: (Drop down list box with values as ‘Y’, ‘N’)

Cancel/Corrected: (Drop Down List box – 1. Cancel 2. Corrected)

DAILY Cancel Report Mock Up

TRACE Cancel Booking Report

Cancels by product & % of product's trades

From 10/10/2013 to 10/10/2013

Desk# Cancel Trades

# Total Trades

% Cancel Trades

#Cancel Trades MTD

# Total Trades MTD

% Cancel MTD


Global Credit - High Yield 10 299 3.34% 10 299 3.34%

Kristine Brittingham 4 47 8.51% 4 47 8.51%

Stephen Read 2 118 1.69% 2 118 1.69%

Tim Fischer 4 54 7.41% 4 54 7.41%

Global Credit - Investment Grade 10 232 4.31% 10 232 4.31%

Adam Scheck 2 25 8.00% 2 25 8.00%

Bob Keller 3 25 12.00% 3 25 12.00%

Derry Herlihy 2 23 8.70% 2 23 8.70%

Michael Gorun 1 21 4.76% 1 21 4.76%

Nick Blewitt 2 16 12.50% 2 16 12.50%

Global Rates - FDIC Agency 1 141 0.71% 1 141 0.71%

Mike Bosl 1 141 0.71% 1 141 0.71%


PCS Traders 3 26 11.54% 3 26 11.54%

Total 48 1194 4.02% 48 1194 4.02%

Agency Debt

Global Rates - Agency Desk 0 0 0.00% 0 0 0.00%


Total 0 0 0.00% 0 0 0.00%

Grand Total 48 1194 4.02% 48 1194 3.01%

DAILY Correction Report Mock Up

TRACE Correction Booking Report

Correction by product & % of product's trades

From 10/10/2013 to 10/10/2013

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Desk# Corrects Trades

# Total Trades

% Corrects Trades

# Corrects Trades MTD

# Total Trades MTD

% Corrects MTD


Global Credit - Emerging Markets 1 107 0.93% 1 107 0.93%

Bruno Cipriani 1 104 0.96% 1 104 0.96%

Global Credit - High Yield 9 299 3.01% 9 299 3.01%

Kristine Brittingham 1 47 2.13% 1 47 2.13%

Stephen Read 7 118 5.93% 7 118 5.93%

Tim Fischer 1 54 1.85% 1 54 1.85%

Global Credit - Investment Grade 4 232 1.72% 4 232 1.72%

Bob Keller 2 25 8.00% 2 25 8.00%

Michael Gorun 1 21 4.76% 1 21 4.76%

Steve Foster 1 3 33.33% 1 3 33.33%

GME - Equity Derivatives 1 7 14.29% 1 7 14.29%

FX/Comm Notes 1 2 50.00% 1 2 50.00%

High Yield Capital Markets 5 6 83.33% 5 6 83.33%

Capital Markets/Steven Boyer 5 6 83.33% 5 6 83.33%

Grand Total 20 1031 1.94% 20 1031 1.94%

Agency Debt

Global Rates - Agency Desk 0 0 0.00% 0 0 0.00%


Total 0 0 0.00% 0 0 0.00%

Grand Total 20 1031 1.94% 20 1031 3.01%

7.2.3 AS Of ReportThe format for the cancels / correct report having Daily as well as AS Of trades is shown below:

Desk

# Same Day cancels Trades

AS OF cancel Trades

# Total Trades

% same day cancels

% AS OF cancels

# MTD same day cancels

# MTD AS OF cancelss

MTD Total Trades

% MTD Same Day cancels

% MTD AS OF cancelss

Desk

# Same Day corrects Trades

AS OF correct Trades

# Total Trades

% same day corrects

% AS OF corrects

# MTD same day corrects

# MTD AS OF correctss

MTD Total Trades

% MTD Same Day corrects

% MTD AS OF correctss

For the above report, include all the trades and show the bifurcation on daily as well Snapshot and totals.


The trade data for this report is derived from table - TRACE_TRADE, for a given date and for that month, for a specific product Category and specific Market (TradingMarket as ‘P1’ for Primary and ‘S1’ for Secondary) for if CorpAgy where trace_control_id is not null. This table is further joined with LK_DESKTRADER on branch_sequence_id to get the product, Desk and book_Description. The report is aggregated / grouped by desk. The totals are displayed at the product and report level. The trades for which no book description was found (branch_sequence_no is null or couldn’t be joined on), Or have no book/desk are grouped under ‘No product category found’. This report includes the trades that are cancelled (with status ‘X”) or corrected (with status ‘R’), depending on weather it is late report cancelled or correction trades. A late

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trade is identified with Late_flag = 1 for Corrected report. For cancelled trades – Late flag is not marked as ‘1’ hence the following filters needs to be applied to retrieve the cancel trades: Reporting Party = DBKS, Status = X, TradeMod3 = Z,U.


For Corrections report: Status = R, T. Late_flag =1

For Cancels report: Status = X, TradeMod3 = Z,U

Filter against Control_date, Product_Category, Trade_Market_Ind (for CORP), As_of_Indicator fields

Group by LK_DESKTRADER.Product, LK_DESKTRADER.Book_description (join on branch_sequence_no)

7.3 TRACE Monthly Scorecard Report

7.3.1 Description

This scorecard provides the traders a snapshot of how they have performed the previous month. This Scorecard should be generated based on Asset Types or Desks.



Month: mon-yyyy


Asset Type : drop down list box with values : FirmWide, ABS, CMBS, RMBS,’No product category’ for ABS and FirmWide, Copr Bonds + ELN, AgencyDebt, ELN for CorpAgy. )

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The trade data for this report is derived from table - TRACE_TRADE, for a given date and for that month, for a specific product Category (CorpAgy in this case) and where trace_control_id is not null. A late trade is identified with Late_flag = 1. The report is aggregated / grouped by Trader Name. The ‘total count of trades’s column shows the total number of trades for each of the traders listed for the date range i.e. entire month for specific asset types.

7.4 Trace Trend Report

7.4.1 Description

The Trace Trend report shows the % late trades for a specific day and month to date late statistics for that month.

Percent Late by month. The graph depicts the % of valid late trades per month versus the total trading volume for the 12 months period. The report can be broken down by Asset Type - FirmWide, Copr Bonds + ELN, AgencyDebt, ELN for the CorpAgy products AND by FirmWide, ABS, CMBS, RMBS,’No product category’ for ABS products.


This report should contain the fields formatting and computations as shown below in the report sample. Specific comments are mentioned in the section below the sample report.Date : dd-mon-yyyy



As of Indicator: (Drop down list box with values as ‘Y’, ‘N’, ‘Blank’ to indicate both)

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The trade data for this report is derived from table – TRACE__TRADE, for last 12 months of data.. The total trades will be the total count for that month with trace_control_id not null. The Late trades are identified with Late_flag = 1. The report is aggregated / grouped by month.

7.5 Trace % Late – Compared to firmwide Trading Volume

7.5.1 Description

This report provides the traders a snapshot of how they have performed the previous month as compared to firmwide data. The report depicts the % of late trades for each desk/ asset type per total trading volume as well as total late trades across related products firm-wide.

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This should facilitates generation of the following reports:

1. Trace % Late – Compared to firmwide Trading Volume (ABS)2. Trace % Late – Compared to firmwide Trading Volume (CorpAGY – Primary Trading Report)3. Trace % Late – Compared to firmwide Trading Volume (CorpAGY – Secondary Trading Report)


This report should contain the fields formatting and computations as shown below in the report sample. Specific comments are mentioned in the section below the sample report.Date – From: dd-mom-yyyy to: dd-mom-yyyy



(ABS)

Desk # Late Trades # Total Trades % Late Trades

% Lates per Firm Wide Trades

# Late Trades MTD # Total Trades MTD

ABS Trades

ABS New Issue 0 0 0.00% 0.00% 0 85

ABS Secondary 0 17 0.00% 0.00% 12 379

CDO Secondary 0 0 0.00% 0.00% 2 39

Total 0 17 0.00% 0.00% 14 503

CMBS Trades

Agency CMBS 5 10 50.00% 27.78% 12 163

CMBS Secondary 0 8 0.00% 0.00% 10 251

CRE Primary 0 0 0.00% 0.00% 1 94

Total 5 18 27.78% 27.78% 23 508

RMBS Trades

Agency CMO 5 21 23.81% 27.78% 193 952

Agency CMO New Issue 0 0 0.00% 0.00% 3 62

CMO DERIVATIVES 0 3 0.00% 0.00% 0 65

PassThrough TBA 5 50 10.00% 27.78% 137 983

PassThrough TBA Trading 0 60 0.00% 0.00% 59 996

Passthrough LIBOR 0 0 0.00% 0.00% 1 59

Passthrough Pools 0 0 0.00% 0.00% 0 2

Passthrough TBA Carry 0 0 0.00% 0.00% 0 2

Passthrough TBA Trading 1 123 0.81% 5.56% 402 7835

Total 11 257 4.28% 61.12% 795 10956

No Product Category Found Trades

(no book listed) 0 0 0.00% 0.00% 0 10

PWM Book 2 6 33.33% 11.11% 18 92

Total 2 6 33.33% 11.11% 18 102

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Grand Total 18 298 6.04% 100.00% 850 12069

(CorpAgy – Secondary Market)

Desk# Late Trades

# Total Trades

% Late Trades

% Lates per Firm Wide Trades

# Late Trades MTD

# Total Trades MTD

% Late MTD


(no book listed) 0 0 0.00% 0.00% 0 1 0.00%Commodities Structuring 0 0 0.00% 0.00% 0 2 0.00%GME - Equity Derivatives 1 9 11.11% 4.00% 7 164 4.27%

GME - Equity Swaps 0 1 0.00% 0.00% 5 90 5.56%GME - Equity Swaps DMA 0 0 0.00% 0.00% 0 19 0.00%

GRS Syndicate 0 0 0.00% 0.00% 0 5 0.00%Global Credit - Distressed Debt 0 2 0.00% 0.00% 4 120 3.33%

Global Credit - Emerging Markets 11 95 11.58% 44.00% 117 2336 5.01%Global Credit - High Yield 2 202 0.99% 8.00% 59 3816 1.55%

Global Credit - Investment Grade 4 259 1.54% 16.00% 86 4829 1.78%Global Rates - FDIC Agency 0 1 0.00% 0.00% 9 31 29.03%

Global Rates - Index 0 0 0.00% 0.00% 0 8 0.00%ICG - Back to Back Facilitation 0 7 0.00% 0.00% 8 168 4.76%

Municipal Trading 0 0 0.00% 0.00% 0 1 0.00%Private Client Services 4 28 14.29% 16.00% 37 1072 3.45%

US Convertible Flow 0 32 0.00% 0.00% 12 651 1.84%Total 22 636 3.46% 88.00% 344 13313 2.58%

Agency DebtGlobal Rates - Agency Desk 3 148 2.03% 12.00% 38 2627 1.45%

Private Client Services 0 6 0.00% 0.00% 6 121 4.96%Total 3 154 1.95% 12.00% 44 2748 1.60%

Grand Total 25 790 3.16% 100.00% 388 16061 2.42%


The trade data for this report is derived from table – TRACE_TRADE, for a given date range and for a specific product Category and specific Market (TradingMarket as ‘P1’ for Primary and ‘S1’ for Secondary) if CorpAgy, where trace_control_id is not null. A late trade is identified with Late_flag = 1. This table is further joined with LK_DESKTRADER on branch_sequence_id to get the product, Desk and book_Description, shown as ‘Desk’ in this report. The report is aggregated / grouped by desk. The trades for which no book description was found (branch_sequence_no is null or couldn’t be joined on), or have no book/desk are grouped under ‘No product category found’. This is then compared with the firmwide % statistics (total Late trades across all products).

7.6 TRACE By Desk Responsible:

7.6.1 Description

This is a matrix report depicting late trades by desk for each responsible grouping. The report lists the valid late trades by product, responsibility and percentage of product’s trades for all TRACE eligible securities.


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1. TRACE By Desk Responsible (ABS)2. TRACE By Desk Responsible (CorpAGY – Primary Trading Report)3. TRACE By Desk Responsible (CorpAGY – Secondary Trading Report)


This report should contain the fields formatting and computations as shown below in the report sample. Specific comments are mentioned in the section below the sample report.Date – From: dd-mom-yyyy to: dd-mom-yyyy



(CorpAgy – Primary)


The trade data for this report is derived from table – TRACE_TRADE, for a given date range and for a specific product Category and specific Market (TradingMarket as ‘P1’ for Primary and ‘S1’ for Secondary) if CorpAgy, where trace_control_id is not null. A late trade is identified with Late_flag = 1. The column Responsible_group contains the values showing the responsibility for Late Trades. This table is further joined with LK_DESKTRADER on branch_sequence_id to get the product, desk and book_Description. The report is aggregated / grouped by desk. The trades for which no book description was found (branch_sequence_no is null or couldn’t be joined on), or have no book/desk are grouped under ‘No product category found’.

Various columns provides number of valid late trades and the % valid late trades as compared to the total number of valid trade reported against the “Trading“, “Sales”, etc.

7.7 TRACE – Error Types Report

7.7.1 Description

This report lists the valid late trades by error category versus responsible category. The report should be available for Asset Types FirmWide, ABS, CMBS, RMBS,’No product category’ for ABS and Firm wide/ Corporate Bonds + ELN/ Agency Debt/ ELNs for CorpAgy. A drop down box for selecting the specific asset type should be provided.



Date – From: dd-mom-yyyy to: dd-mom-yyyy



error category

both sales and trading trading sales IT other

trading assistant

sales assistant

Grand Total

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Counterparty 14 1 7 0 0 4 0 26CUSIP 7 3 0 0 1 2 0 13

Direction 2 1 1 0 0 0 0 4Price 105 18 3 0 0 0 1 127

Settlement 8 0 0 0 0 0 13 21Size/Quantity 40 6 0 0 0 0 3 49

Trade Type 0 0 1 0 0 0 1 2Trade Missed/Input Late 4 0 4 0 0 16 5 29

Late Match 30 96 154 0 0 3 8 291Post-Date Cancel 0 0 0 1 0 0 0 1

TRACE Reporting Problem 1 0 0 276 2 8 0 287Grand Total 211 125 170 277 3 33 31 850


This is a matrix report depicting Late trades for various error categories across responsible groups. Data for this report is derived from table - TRACE_TRADE, for a given date range and for a specific product Category (ABS/CorpAgy), where trace_control_id is not null. A late trade is identified with Late_flag = 1. The column Responsible_group contains the values showing the responsibility for Late Trades. The column error_category contains the error description.

7.8 TRACE Sales Late Report

7.8.1 Description

This report lists the valid late trades for the Primary and Secondary market (TRACE eligible) securities as per the product and salesperson.



Date From: xx-xxx-xxxx To: xx-xxx-xxxxProduct Category: (Drop Down List box – CorpAGY)

Desk SalespersonLate Trades

% of Total Lates in Desk

GME - Equity Derivatives 9 100.00%

GME - Equity Derivatives Total 9 100.00%

GME - Equity Swaps 5 100.00%

GME - Equity Swaps Total 5 100.00%

GRS Syndicate 10 100.00%

GRS Syndicate Total 10 100.00%

Global Credit - Distressed Debt 4 100.00%

Global Credit - Distressed Debt Total

4 100.00%

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Global Credit - Emerging Markets 117 100.00%

Global Credit - Emerging Markets Total

117 100.00%

Global Credit - High Yield 50 84.75%

Brian Dauost 1 1.69%

Craig Zando 2 3.39%

David Murphy 1 1.69%

Joe Bernstein 2 3.39%

Kristopher Spraker 2 3.39%

Michael Faridi 1 1.69%

Global Credit - High Yield Total 59 100.00%

Global Credit - Investment Grade 61 70.93%

Alex Walbridge 2 2.33%

Andrew Kellerman 1 1.16%

Danielle Vasak 2 2.33%

David Murphy 5 5.81%

Frank Argilagos 5 5.81%

Joe Bernstein 3 3.49%

Kristopher Spraker 1 1.16%

Marc Lavine 1 1.16%

Matthew Delduchetto

1 1.16%

Peter Lukowitsch 2 2.33%

Rebecca Desman 1 1.16%

Warren Burroughs 1 1.16%

Global Credit - Investment Grade Total

86 100.00%

Global Rates - Agency Desk 38 100.00%

Global Rates - Agency Desk Total 38 100.00%

Global Rates - FDIC Agency 11 100.00%

Global Rates - FDIC Agency Total 11 100.00%

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High Yield Capital Markets 3 100.00%

High Yield Capital Markets Total 3 100.00%

ICG - Back to Back Facilitation 8 100.00%

ICG - Back to Back Facilitation Total

8 100.00%

Private Client Services 45 100.00%

Private Client Services Total 45 100.00%

US Convertible Flow 12 100.00%

US Convertible Flow Total 12 100.00%

Grand Total 407 100.00%


This is a matrix report depicting Late trades for Sales Persons across various products. Data for this report is derived from table - TRACE_TRADE, for a given date range and for a specific product Category (CorpAgy in this case), where trace_control_id is not null. A late trade is identified with Late_flag = 1. The column Sales_person contains the values showing the responsibility for Late Trades.

7.9 TRACE Trader Details Report

7.9.1 Description

This report lists the valid late trades per product per trader and also the % of valid late trades per product per trader.

The report should provide for a selection of specific Asset Type and break down the report for that asset type - Firm wide/ Corporate Bonds/ Agency Debt/ ELNs.



Date From: xx-xxx-xxxx To: xx-xxx-xxxxProduct Category: (Drop Down List box – ABS, CorpAGY)

Desk Trader Late Trades Valid Trades % Late

(no book listed) 0 1 0.00%

(no book listed) Total 0 1 0.00%

Commodities Structuring xxxxxxxxxxx 0 2 0.00%

Commodities Structuring Total 0 2 0.00%

GME - Equity Derivatives xxxxxxxxxxx 0 23 0.00%

xxxxxxxxxxx 9 164 5.49%

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GME - Equity Derivatives Total 9 187 4.81%

GME - Equity Swaps xxxxxxxxxxx 3 58 5.17%


GME - Equity Swaps Total 5 90 5.56%

GME - Equity Swaps DMA xxxxxxxxxxx 0 19 0.00%

GME - Equity Swaps DMA Total 0 19 0.00%

GRS Syndicate xxxxxxxxxxx 10 801 1.25%

GRS Syndicate Total 10 801 1.25%

Global Credit - Distressed Debt xxxxxxxxxxx 4 108 3.70%


Global Credit - Distressed Debt Total 4 121 3.31%

Global Credit - Emerging Markets xxxxxxxxxxx 98 2,314 4.24%


Global Credit - Emerging Markets Total 117 2,336 5.01%

Global Credit - High Yield xxxxxxxxxxx 13 790 1.65%






Global Credit - High Yield Total 59 3,816 1.55%

Global Credit - Investment Grade xxxxxxxxxxx 9 603 1.49%



Global Credit - Investment Grade Total 86 4,829 1.78%

Global Rates - Agency Desk xxxxxxxxxxx 38 2,627 1.45%

Global Rates - Agency Desk Total 38 2,627 1.45%

Global Rates - FDIC Agency xxxxxxxxxxx 11 34 32.35%

Global Rates - FDIC Agency Total 11 34 32.35%

Global Rates - Index xxxxxxxxxxx 0 8 0.00%

Global Rates - Index Total 0 8 0.00%

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High Yield Capital Markets xxxxxxxxxxx 3 272 1.10%

High Yield Capital Markets Total 3 272 1.10%

ICG - Back to Back Facilitation xxxxxxxxxxx 8 168 4.76%

ICG - Back to Back Facilitation Total 8 168 4.76%

Municipal Trading xxxxxxxxxxx 0 1 0.00%

Municipal Trading Total 0 1 0.00%

Private Client Services PCS 0 2 0.00%

PCS Traders 45 1,419 3.17%

Private Client Services Total 45 1,421 3.17%

US Convertible Flow Converts 12 651 1.84%

US Convertible Flow Total 12 651 1.84%

Grand Total 407 17,384 2.34%


The trade data for this report is derived from table - TRACE_TRADE, for a given date range and for a specific product Category, where trace_control_id is not null. A late trade is identified with Late_flag = 1. The column Trader Name contains the values for the Trader column. This table is further joined with LK_DESKTRADER on branch_sequence_id to get the desk and book_Description.

7.10 TRACE - Time of Execution Report

7.10.1 Description

This report provides view on DB trades reporting timings vs counterparty reporting to Finra. If trades were flagged Late (> 15 mins), this report provides details on when the DB sent trades vs when the client reported the corresponding trade to Finra.



Month: mon-yyyy


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Count of Branch Sequence # Column Labels

Row Labels FALSETRUE

Grand Total

DD4006 1 1ASLB 1 1

0:40:12 1 1DD4038 1 1

MURF 1 10:26:09 1 1

EM10 1 1BGIS 1 1

4:05:03 1 1EM1001 1 3 4

GARB 2 20:20:01 1 10:20:19 1 1

TASE 1 1 20:18:04 1 10:21:30 1 1

EQS 1 1JPMS 1 1

0:21:13 1 1HY5039 1 1

BKCM 1 10:27:30 1 1

HY5047 1 1WHCG 1 1

0:39:29 1 1ICT1037 1 1

BIGG 1 10:21:19 1 1

ICT1045 2 2DREX 1 1

0:16:22 1 1TASE 1 1

0:31:08 1 1ICT1059 1 1

POLI 1 10:23:39 1 1

RATE7006 1 1RBCD 1 1

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3:11:42 1 1Grand Total 12 3 15


The trade data for this report is derived from table - FINRA_ABSAGY_TRADE, for a given date and for that month, for a specific product Category (CorpAgy in this case) and where trace_control_id is not null. A late trade is identified with Late_flag = 1. The report is aggregated / grouped by Trader Name. The ‘total count of trades’s column shows the total number of trades for each of the traders listed for the date range i.e. entire month for specific asset types.

A complete set of data from FINRA is required, including DB as well as CP trades, in order to produce this report.The logic for producing this report is explained below:

1. Get all DB and CP data for the given time range.2. Remove all "C" reported trades - TOE not applicable to TOE Trades.3. Match the DB and CP trades on Quantity, Price, Cusip and Settlement Date, with pairing off DB Buys and Sells with CP

Sells and Buys respectively.4. Get absolute value difference between time reported by client and time reported by DB, utilizing the matched data set

as created in above step.5. If time difference for DB reported trade is > 15 minutes than CP reported to Finra, then it’s a DB violation and includes

the trade in the report. Trades with no value are either from a previous trade day and/or are not reported by CP6. DB Violations are then to be sorted and counted by Desk (Desk is retrieved via book mapping table based on BR Seq

ID).

8 Functional Usability Requirements

ONLINE ACCESS: Users can access the TRACE reports online. The online access should include the ability for ad-hoc inquiries of past and current TRACE reports.

EXPORT FUNCTIONALITY: Users can export all the TRACE reports to excel spreadsheet or pdf file. OR be able to email the report,

ARCHIVE DATA: The new system should archive data for 10 years which is the requirement.

REPORT ACCESS: There should be a level of access rights for each user for each of TRACE reports, across product categories ABS and CorpAgy.

USER ACCESS: There should be a level of access rights for each user.39


EMAIL SNAPSHOTS OF THE REPORTS: System should be able to send only the snapshots of the reports along with the ability to email the excel spreadsheet/ provide the link to access the reports.

EMAIL REMINDERS TO TAS: System should be able to send out auto-generated emails to the TAs as reminders by end of the day if they have not entered the rationales for the late trades in the Log File Report.

SYSTEM NOTIFICATION ONCE THE REPORTS ARE READY: System should either send out notification to all users once the reports are ready for use or Users should have a specific time after which the users can view the reports for that day.

9 Appendix

9.1 Email Distribution Requirements - tbdTBD -- Reports , Frequency, Distribution List

9.2 dbTrace Environment Information - tbd Rail Server details

9.3 References

Ref. No. Reference Comments

1 dbTrace-MIS Reporting Functional Requirements

2 dbTrace-Rail Interface

3 dbTrace BRD

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btrace Finra Mis Functional Specifications v1.6 - Copy

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