FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRACE
Production User Test Script TRACE for U.S. Treasuries
(Treasury Securities)
June 3, 2017
Time: 9 a.m. – 12 p.m. ET
Dial-in: 800.519.4276
Pass code: 8584438
This script can be used to test the entry for TRACE reporting of Treasury (TS) securities. It
allows users to enter Trades, Cancels and Corrections for TS sub-products: Bills (BILL),
Notes (NOTE), Tips (TIPS), and Strips (STRP).
Note: Testing is open for all participants to input the test cases using the listed securities;
however firms are free to test “off-script” as well for their own test cases.
Other notes:
Test cases in this test script are suggested test cases only. Firms are free to use their
own test cases and use other valid security symbols/cusips to perform their test. Firms may submit trades via FIX, CTCI and TRAQS Web input to the production
environment.
On Contra Party ID field where “Enter Firm MPID” is requested, please enter any
valid broker-dealer MPID as your contra party.
On ATS Exec ID field where “Enter Firm MPID” is requested, please enter any valid
ATS MPID from the table below as the ATS party.
Clearing Numbers are optional and may be entered if desired.
The Branch Sequence Number and Memo fields are optional and may be entered if
desired.
Unless a time is specified in the script, please use the current time as your Execution
Time.
For testing, the current business date will be 6/3/2017, which should be used as the
Execution Date where the field indicates “Current Date”.
Firms who participated in the May 20 Treasuries UAT and recorded the control
numbers and details of transactions entered that day may attempt Reversals against
those transactions during this test.
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
Securities that will be used for testing in this script:
Symbol CUSIP Sub Product
TSRYS4493675
912796KR9 BILL
TSRYS4493679 912796KX6
BILL
TSRYS4493689
912796LJ6
BILL
TSRYS4493700
912796LV9
BILL
TSRYS4493807
912810EM6
NOTE
TSRYS4493822
912810FF0
NOTE
TSRYS4494268
912828N97
NOTE
TSRYS4494250
912828M23
NOTE
TSRYS4494447
912828XL9
TIPS
TSRYS4493820
912810FD5 TIPS
TSRYS4493835
912810PV4
TIPS
TSRYS4493879
912810RW0
TIPS
TSRYS4494019
912820P76
STRP
TSRYS4494116
912820WW3
STRP
TSRYS4494123
912820X77
STRP
TSRYS4494506
912833KZ2
STRP
Valid ATS MPIDs:
ATS ID FIRM NAME
IEBC Brokertec Americas LLC
DLWB Dealerweb, Inc.
NFIT Execution Access, LLC
TWDA
Tradeweb Direct LLC (f/k/a
BondDesk Trading LLC)
TPCD Tullet Prebon Financial Services LLC
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 1 TEST CASE 2 TEST CASE 3
Sub-Product BILL BILL BILL Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) BUY SELL BUY CUSIP 912796KR9 912796KR9 912796KX6
Symbol TSRYS4493675
TSRYS4493675
TSRYS4493679
Quantity 50,000.00 1,000,000.00 100,000.00 Contra Party ID C Enter Firm ID A Capacity (P/A) P A A Price 0.985 .039875 .1750 Price Type Yield Negative Yield Yield ATS Exec MPID Settlement Type Price Override Execution Time Within the past 30 min
of current time Within the past 30 min
of current time 163000
Settlement Date 6/16/2017 6/16/2017 6/16/2017 As Of Indicator Y Execution Date Current date Current date 6/2/2017 Commission No Remuneration N RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 B Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and as No Remuneration.
Trade marked on time and indicated as Basis
trade in Modifier 4.
Trade should be marked late – “Z”.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 4 TEST CASE 5 TEST CASE 6
Sub-Product BILL BILL BILL Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL SELL SELL CUSIP 912796KX6
912796LJ6
912796LJ6
Symbol TSRYS4493679 TSRYS4493689
TSRYS4493689
Quantity 10,000,000.00 850,000.00 999,999.00 Contra Party ID Enter Firm MPID C Enter Firm MPID Capacity (P/A) P A P Price 0.625 .85 .6575 Price Type Yield Yield Yield ATS Exec MPID Settlement Type Price Override Execution Time Within the past 30 min
of current time 120000 093000
Settlement Date 6/16/2017 6/16/2017 6/16/2017 As Of Indicator Y Execution Date Current date 6/1/2017 Current date Commission 225.00 250.00 No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 W Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and indicated as
Weighted Avg trade in Modifier 4.
Trade marked late – “Z” and with Commission.
Reject – Principal trade with
commission is not allowed
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
Attempt to repair trade entry to make trade as Agency Capacity to
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
verify it will be accepted.
TRADE ENTRY
Field TEST CASE 7 TEST CASE 8
Sub-Product BILL BILL Reporting Party ID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL SELL CUSIP 912796LV9
912796LV9
Symbol TSRYS4493700
TSRYS4493700
Quantity 1,000,000.00 550,000.00 Contra Party ID Enter Firm MPID C Capacity (P/A) P A Price 1.15 0.75675 Price Type Yield Yield ATS Exec MPID Enter Firm MPID Enter Firm MPID Settlement Type Price Override Execution Time Within the past 60 min
of current time Within the past 60 min
of current time Settlement Date 6/16/2017 6/16/2017 As Of Indicator Execution Date Current date Current date Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Y Special Price Reason Special Price Modifier 4 Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and indicated as
Special Price.
Reject – ATS Executions must be vs.
Inter Dealer Contra party.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
Attempt to repair trade entry to make trade as
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
vs. Interdealer to verify it will be accepted.
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 9 TEST CASE 10 TEST CASE 11
Sub-Product NOTE NOTE NOTE Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) BUY SELL BUY CUSIP 912810EM6
912810EM6
912810FF0
Symbol TSRYS4493807
TSRYS4493807
TSRYS4493822
Quantity 250,000.00 17,000,000.00 500,000.00 Contra Party ID Enter Firm MPID C A Capacity (P/A) A P A Price 99.95 100.25750 113.88 Price Type Decimal Decimal Decimal ATS Exec MPID Settlement Type Price Override Execution Time Within the past 60
min of current time Current time 120000
Settlement Date 6/23/2017 6/23/2017 6/23/2017 As Of Indicator Y Execution Date Current date Current date 6/2/2017 Commission 500.00 No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 S Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time.
Trade marked on time and as On the Run.
Trade marked late – “Z” and with commission.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 12 TEST CASE 13 TEST CASE 14
Sub-Product NOTE NOTE NOTE Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL SELL BUY CUSIP 912810FF0
912828N97
912828N97
Symbol TSRYS4493822
TSRYS4494268
TSRYS4494268
Quantity 500,000.00 9.,999,000.00 625,000.00 Contra Party ID C A Enter Firm MPID Capacity (P/A) P P A Price 110.875 0.905 1.0125 Price Type Decimal Negative Yield Yield ATS Exec MPID Settlement Type Price Override Execution Time Current time Current time 094500 Settlement Date 6/23/2017 6/23/2017 6/23/2017 As Of Indicator Execution Date Current date Current date Current date Commission No Remuneration N N RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Markup/markdown
trade
Special Processing A Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and Memo
indicated markup markdown in price.
Trade marked on time and as No
Remuneration and as a Special Process Affiliate trade.
Reject – Interdealer trades cannot have Remuneration Flag
set to N.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
Attempt to repair trade entry to remove Remuneration Flag to verify it will be
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
accepted.
TRADE ENTRY
Field TEST CASE 15 TEST CASE 16
Sub-Product NOTE NOTE Reporting Party ID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) BUY SELL CUSIP 912828M23
912828M23
Symbol TSRYS4494250
TSRYS4494250
Quantity 750,000.00 10,000,000.00 Contra Party ID Enter Firm MPID Enter Firm MPID Capacity (P/A) A P Price 1.07875 1.005875 Price Type Yield Yield ATS Exec MPID Enter Firm MPID Enter Firm MPID Settlement Type Price Override Execution Time Within the past 60
min of current time 173000
Settlement Date 6/23/2017 6/23/2017 As Of Indicator Y Execution Date Current date 6/2/2017 Commission 550.00 No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 S Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time, against ATS
and with commission.
Trade marked on time, against ATS, and as On
the Run.
Control Number (if accepted) OR Reject Control Number (if rejected)
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 17 TEST CASE 18 TEST CASE 19
Sub-Product TIPS TIPS TIPS Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) BUY SELL SELL CUSIP 912828XL9
912828XL9
912810FD5
Symbol TSRYS4494447
TSRYS4494447
TSRYS4493820
Quantity 9,500,000.00 999,999.00 1,500,000.00 Contra Party ID C Enter Firm MPID A Capacity (P/A) A A P Price 95.275 93.675 98.5570 Price Type Decimal Decimal Decimal ATS Exec MPID Settlement Type Price Override Execution Time Within the past 120
min of current time Within the past 60 min
of current time 173000
Settlement Date 6/30/2017 6/30/2017 6/30/2017 As Of Indicator Y Execution Date Current date Current date 6/2/2017 Commission 100.00 No Remuneration N RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and as No Remuneration.
Trade marked on time and with Commission.
Trade marked on time as it is within the
set grace period. Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 20 TEST CASE 21 TEST CASE 22
Sub-Product TIPS TIPS TIPS Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL BUY BUY CUSIP 912810FD5 912810PV4
912810PV4
Symbol TSRYS4493820
TSRYS4493835
TSRYS4493835
Quantity 6,000,000 4,000,000.00 250,000.00 Contra Party ID Enter Firm MPID A C Capacity (P/A) A P A Price 95.125 98.385 99.175 Price Type Decimal Decimal Decimal ATS Exec MPID Settlement Type Price Override Execution Time Within the past 60 min
of current time 100000 Within the past 15
min of current time Settlement Date 6/30/2017 6/30/2017 6/1/2017 As Of Indicator Y Execution Date Current date 6/2/2017 Current date Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 W Client Trade ID Branch Seq # Memo Special Processing A Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and indicated as
Weighted Avg trade in Modifier 4.
Trade marked late – “Z” and as a Special
Process Affiliate trade.
Reject –Settlement Date is prior to execution date.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
Attempt to repair trade entry to make Settlement Date after execution date to verify it will be
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
accepted.
TRADE ENTRY
Field TEST CASE 23 TEST CASE 24
Sub-Product TIPS TIPS Reporting Party ID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) BUY SELL CUSIP 912810RW0
912810RW0
Symbol TSRYS4493879
TSRYS4493879
Quantity 6,500,000.00 999,999.00 Contra Party ID Enter Firm MPID Enter Firm MPID Capacity (P/A) A A Price 0.9875 .0856375 Price Type Yield Negative Yield ATS Exec MPID Enter Firm MPID Enter Firm MPID Settlement Type WI WI Price Override Execution Time Within the past 120
min of current time 173000
Settlement Date 6/30/2017 6/30/2017 As Of Indicator Y Execution Date Current date 6/1/2017 Commission No Remuneration N RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and as No Remuneration.
Trade marked against ATS and marked late –
“Z”. Control Number (if accepted) OR Reject Control Number (if rejected)
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 25 TEST CASE 26 TEST CASE 27
Sub-Product STRP STRP STRP Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL BUY BUY CUSIP 912820P76
912820P76
912820WW3
Symbol TSRYS4494019
TSRYS4494019
TSRYS4494116
Quantity 7,500,000.00 4,000,000.00 1,250,000.00 Contra Party ID A A C Capacity (P/A) P A P Price 91.70 90.750 100.8756750 Price Type Decimal Decimal Decimal ATS Exec MPID Settlement Type Price Override Execution Time Within the past 120
min of current time 180000 Within the past 60
min of current time Settlement Date 7/7/2017 7/7/2017 7/7/2017 As Of Indicator Y Execution Date Current date 6/2/2017 Current date Commission 150.00 No Remuneration N RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 W Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and indicated as Weighted Avg trade
in Modifier 4.
Trade marked on time as it is within the set grace
period and with commission.
Trade marked on time and as No Remuneration.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
TRADE ENTRY
Field TEST CASE 28 TEST CASE 29 TEST CASE 30
Sub-Product STRP STRP STRP Reporting Party ID Enter Firm MPID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL BUY SELL CUSIP 912820WW3
912820X77
912820X77
Symbol TSRYS4494116
TSRYS4494123
TSRYS4494123
Quantity 500,000.00 7,000,000.00 250,000.00 Contra Party ID A A Enter Firm MPID Capacity (P/A) P P A Price 96.875 91.695 89.885 Price Type Decimal Decimal Decimal ATS Exec MPID Settlement Type Price Override Execution Time Within the past 15
min of current time 133000 Within the past 60 min
of current time Settlement Date 7/7/2017 7/7/2017 As Of Indicator Y Execution Date Current date 6/2/2017 Current date Commission No Remuneration N RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 B Client Trade ID Branch Seq # Memo Special Processing A Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Reject – Missing Settlement Date.
Trade marked late – “Z”, and as a Basis
trade.
Reject – Special Processing Affiliate trade cannot be vs. Inter Dealer contra
party. Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
Attempt to repair trade entry to enter a valid Settlement Date
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
to verify it will be accepted.
TRADE ENTRY
Field TEST CASE 31 TEST CASE 32
Sub-Product STRP STRP Reporting Party ID Enter Firm MPID Enter Firm MPID Side (Buy/Sell) SELL BUY CUSIP 912833KZ2
912833KZ2
Symbol TSRYS4494506
TSRYS4494506
Quantity 500,000.00 4,000,000.00 Contra Party ID Enter Firm MPID A Capacity (P/A) P A Price 113.8875 114.087500 Price Type Decimal Decimal ATS Exec MPID Enter Firm MPID Enter Firm MPID Settlement Type Price Override Execution Time Within the past 120
min of current time 180000
Settlement Date 7/7/2017 7/7/2017 As Of Indicator Y Execution Date Current date 6/1/2017 Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 W Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade marked on time and indicated as Weighted Avg trade in Modifier 4 and vs.
an ATS.
Reject – ATS Executions must be vs. Inter Dealer
Contra party.
Control Number (if accepted) OR Reject Control Number (if rejected)
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
CANCEL
Field TEST CASE 33 TEST CASE 34 TEST CASE 35
Cancel trade entered
in Test Case 2
Cancel trade entered in
Test Case 12
Cancel trade entered in
Test Case 20
Sub-Product BILL NOTE TIPS Reporting Party ID Side (Buy/Sell) CUSIP 912796KR9 912810FF0
912810FD5
Symbol Quantity Contra Party ID Capacity (P/A) Price Price Type ATS Exec MPID Settlement Type Price Override Execution Time Settlement Date As Of Indicator Execution Date Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Original trade cancelled.
Original trade cancelled.
Original trade cancelled.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
CANCEL
Field TEST CASE 36
Cancel trade entered
in Test Case 29
Sub-Product STRP Reporting Party ID Side (Buy/Sell) CUSIP 912820X77
Symbol Quantity Contra Party ID Capacity (P/A) Price Price Type ATS Exec MPID Settlement Type Price Override Execution Time Settlement Date As Of Indicator Execution Date Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Original trade cancelled.
Control Number (if accepted) OR Reject Control Number (if rejected)
Comments
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
CORRECTION
Field TEST CASE 37 TEST CASE 38 TEST CASE 39
Correct trade entered
in Test Case 5
Correct trade entered in
Test Case 7
Correct trade entered
in Test Case 13
Sub-Product BILL BILL NOTE Reporting Party ID Side (Buy/Sell) CUSIP Symbol Quantity 25000.00 Contra Party ID C Capacity (P/A) Price 0.00 0.6750 0.43750 Price Type Negative Yield ATS Exec MPID Settlement Type Price Override Execution Time Settlement Date 6/15/2017 As Of Indicator Execution Date Commission 200.00 No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Special Processing blank Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Quantity, price, and commission values
changed.
Price, Price Type and Settlement Date
changed.
Contra changed to “C” Remove Special Processing Flag, changed price.
Control Number (if accepted) OR Reject Control Number (if rejected)
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
CORRECTION
Field TEST CASE 40 TEST CASE 41 TEST CASE 42
Correct trade entered
in Test Case 16
Correct trade entered in
Test Case 21
Correct trade entered
in Test Case 24
Sub-Product NOTE TIPS TIPS Reporting Party ID Side (Buy/Sell) CUSIP Symbol Quantity Contra Party ID Capacity (P/A) Price 1.1675 Price Type ATS Exec MPID Change MPID Settlement Type Price Override Execution Time 120000 093000 Settlement Date As Of Indicator Y remove Y Execution Date 6/2/2017 Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Trade now marked late. – “Z”.
Reject –Invalid Execution Date when attempting to change as-of to current date.
New ATS MPID on correction, new price,
and execution date. Trade remains
marked as late – “Z”. Control Number (if accepted) OR Reject Control Number (if rejected)
FINRA TRACE – Treasuries UAT #2 6/3/2017 UAT Test Script
CORRECTION
Field TEST CASE 43 TEST CASE 44
Correct trade entered
in Test Case 25
Correct trade entered in
Test Case 31
Sub-Product STRP STRP Reporting Party ID Side (Buy/Sell) CUSIP Symbol Quantity 750,000.00 10000000000000 Contra Party ID C Capacity (P/A) Price Price Type ATS Exec MPID Settlement Type Price Override Execution Time Settlement Date As Of Indicator Execution Date Commission No Remuneration RP Give Up RP Clearing # Special Price Indicator Special Price Reason Modifier 4 B Client Trade ID Branch Seq # Memo Special Processing Locked-In Indicator CP Give Up Contra Clearing # Contra Capacity (P/A) Contra Commission Contra Client Trade ID Contra Branch Seq # EXPECTED RESULT
Contra changed to “C”, quantity
changed, Modifier 4 changed to B. Trade
remains on time.
Reject – Invalid quantity. Quantity
must be 13 digits or less.
Control Number (if accepted) OR Reject Control Number (if rejected)