Reporting PartyWeb Upload

Reporting PartyMachine 2 Machine

TRS IN

Reporting partyWeb Input

Xml

XmlWebUpload

(ASP.Net page)

WebInput(ASP.Net page)

HTTPS

1. VPN/FTP2. FTP/OpenSSL (CA)

Synchronous

Asynchronous(scheduled)

Synchronous

Validation(xml schema)

TRS data transfer method PKI

Fetch xml status file

display status

display status

Limited file size 35mb

Unlimited file size

digital signature encrypted data

Other CATREM hub

IN - Data collection

Matching transactions

Xml validation(xsd)Format and field

controls

IN DB

INxml validation

INAdmin functions

(CA & RP)

INreconciliation

XML schemas

Transaction dataStatus reporting

XML

Other CA EU

XMLReporting Party

Reporting Party Admin

CA (FI) Admin

Matching transaction data

(Stockholm Fondbörs, NGM, NordPool etc)

Instruments(VPC, NCSD etc)

Data Warehouse and Analyze

SaveToDW()UpdateDW()

DWDataWarehouse

DW

Datamodel DB (SqlServer 2005)

AnalyzeSignals

CA (FI) User

Institute register

TRS Overview

TRSEngine(ClassLibrary)

RPAdmin(WebApp)

IN DBSqlServer 2005

TRSDataSumbitService(WindowsService)

TRSCommunicationBridge(WebService)

FTPServer

HTTPServer ApplicationServer DatabaseServer

TRSFileTransferService(WindowsService)

Web Authentication(WebApp)

Verify(ClassLibrary)

PKI/Decrypt(ClassLibrary)

RP Web Interface

Transaction registration

– Manual file upload

– Single transaction Upload and status history News, FAQ, Contact information

RP Web – Summary page

RP Webb – File upload

Xml schemas

Based on CESR/TREM guideline Transaction report Status report http://schemas.fi.se/trs

Transaction record

<Transaction><TransactionReferenceNumber>T1</TransactionReferenceNumber><TradingTimestamp>2007-01-18T07:30:04</TradingTimestamp><BuySellIndicator>S</BuySellIndicator><TradingCapacity>M</TradingCapacity><Instrument>SE0000825820</Instrument><UnitPrice> <PricePercentage>73.750000</PricePercentage></UnitPrice><PriceNotation>SEK</PriceNotation><Quantity>200.000000</Quantity><CounterParty CodeType='I'>XOFF</CounterParty><Venue CodeType='O'>XOME</Venue><VenueReferenceNumber>DIM2200702900000087</VenueReferenceNumber><Client CodeType='I'>1000</Client><ClientName>Bosse Hansson</ClientName><ClientIdentificationLocal>5103123456</ClientIdentificationLocal><ClientStreet>Halstedtsgatan 3 A</ClientStreet><ClientZipCode>176 34</ClientZipCode><ClientCity>Värnamo</ClientCity><ClientCountry>SE</ClientCountry><ProxyHolder>-</ProxyHolder>

</Transaction>

Cancellation record

<CancellationTransaction><CancelledTransactionUniqueIdentifier>U1</CancelledTransactionUniqueIdentifier><CancellationIndicator>C</CancellationIndicator>

</CancellationTransaction>

Feedback/Status report example<?xml version="1.0" encoding="utf-8" ?><tr:feedback xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:tr="http://schemas.fi.se/TRS/OutTrans/2007-01-24" xsi:schemaLocation="http://schemas.fi.se/TRS/OutTrans/2007-01-24 http://schemas.fi.se/TRS/OutTrans/transactionfeedback-2007-01-24.xsd"> <TransactionReport ReceivedTimestamp="2007-02-14T15:39:11+01:00">TR_AVZASES1XXX_20070214_1000.zip</TransactionReport> <FeedbackReport>ST_AVZASES1XXX_20070214_1000_0001.xml</FeedbackReport> <Summary>

<FileStatus>AWE</FileStatus><Code>AWE</Code><Message><![CDATA[ File accepted with errors!]]></Message>

</Summary> <TechnicalReportingFirm Identification="AVZASES1XXX">

<Summary><Transactions>3</Transactions><Updates>2</Updates><Cancellations>2</Cancellations>

</Summary> </TechnicalReportingFirm> <ReportingFirm Identification="AVZASES1XXX">

<Transaction TransactionReferenceNumber="T1" Status="ACCEPTED" /><Transaction TransactionReferenceNumber="T2" Status="FAILED">

<Reason>IISIN</Reason></Transaction><Transaction TransactionReferenceNumber="T3" Status="IGNORED">

<Reason>DTI</Reason></Transaction><UpdateTransaction TransactionReferenceNumber="U1" Status="ACCEPTED" /><UpdateTransaction TransactionReferenceNumber="U2" Status="FAILED">

<Reason>MTI</Reason></UpdateTransaction><CancellationTransaction TransactionReferenceNumber=”T1” Status="ACCEPTED"/>

</ReportingFirm></tr:feedback>

TRS - reporting and validation

IN - Data collection

Matching transactions

Xml validation(xsd)Format and field

controls

IN DB

INxml validation

INAdmin functions

(CA & RP)

INreconciliation

XML schemas

Transaction dataStatus reporting

XML

Reporting Party

Upload

DW

Web/FTP server

XML

Fetch status

Transaction report validation

Push file

Data Validation

Fetch file

Format Validation

Application serverWeb server

Invoke validation (Webservice) Fetch file from webserverClient

Invoke Validation

Invoke validation doneReturn path to status file

to the client

Build xml result(Status :: Accepted)

Verify schema name

Schema validation

Lookup transaction duplicates

Error (GSE)

Locate schema name

Ok

Error (SNF)

Ok

Error (SNV)

Ok

Error (XPE/IXF)

Ok

Error (IDTI)

Ok

Build xml result (Staus :: Rejected)

Error (ITP/IRP)

Ok

Verify TP and RP

Build xml result(Status :: Accepted with errors)

Ok

The webservice (TRSSTransaktionbroker)calls trsengine to invokevalidation. We assume thatthe file has been verified

Push FileMove file to web server

Moves the file to thewebserver (TP's home catalog)

IN03 Format and Data validation v1.3

Validate all records

Transaction validation

Validate Venue identificationError (IVI)

Ok

Validate CounterParty identificationError (ICPC)

Ok

Validate TradingTimeStampError (ITD)

Ok

Validate ISINError (IISIN)

Ok

Ok

Lookup transaction duplicatesError (DTI)

Transaction Ok

Transaction Error