What

We introduced 2 new views in the reports section of the Reporting application:

• Group by Status
• Group by Type

In the “Group by Type” view all report definitions are grouped within their own report type.

In the “Group by Status” view all report definitions are grouped based on the status of the last job of each report definition. This leads to potentially 5 groups:

1. No Job run yet
2. Job in progress
3. Last Job successful
4. Last Job failed
5. Last Job timed out

There are view options available like:

• Table column customization
• Display options to update the sorting to “by last job”
• Filtering
• etc ..

For more information please check our updated knowledge base article.

A new field, [Additional Price Unit Of Measure] has been added, if you trade virtual currencies where the price unit of measure is required on the submission and it is not an ISO unit, then this field will impact your submissions.

Validation:
WHEN [priceUnitOfMeasure] = 'LOTS'
AND [underlyingAssetOrUnderlyingContractType] = ‘VIRT’
THEN [additionalPriceUnitOfMeasure] is mandatory
ELSE [additionalPriceUnitOfMeasure] is NR

WHEN [priceUnitOfMeasure] != populated
THEN [additionalPriceUnitOfMeasure] is invalid

Allowed Values List

Related Info
How do I submit virtual currency products?

Go Live Date
Integration Environment: 2022-09-05
Production Environment : TBD

What
KOR has more reports ready!

This link has an overview of the reports. (we recommend you set up a free airtable acount)

This link describes the UI functionality.

Please try them out and provide your feedback. We will continually be adding more reports that are listed over the coming weeks.

What

1. [Reference Rate] and [Other Reference Rate] values added (link)
2. [Additional Quantity Unit of Measure Leg 1] and [Additional Quantity Unit of Measure Leg 2] values added. (link)
3. [Underlying Asset Subtype Or Underlying Contract Subtype] values added. (link)
4. Added the below fields. All have the same allowed value list (link). And the validations are: The “additional” currency field is optional when “standard” currency field is populated and asset class is “CO”, otherwise NR.
   • Additional Notional Currency Leg 1
   • Additional Notional Currency Leg 2
   • Additional Call Currency Leg 1
   • Additional Call Currency Leg 2
   • Additional Put Currency Leg 1
   • Additional Put Currency Leg 2
   • Additional Package Transaction Price Currency
   • Additional Package Transaction Spread Currency
   • Additional Other Payment Currency
   • Additional Price Currency
   • Additional Spread Currency Leg 1
   • Additional Spread Currency Leg 2
   • Additional Strike Price Currency/Currency Pair
   • Additional Option Premium Currency
   • Additional Settlement Currency Leg 1
   • Additional Settlement Currency Leg 2
   • Additional Valuation Currency

Why
Added new fields and allowed values to support virtual currency products

Related Info
How do I submit virtual currency products?

What
KOR API UUID searches have been updated to be case insenitive.

What
KOR has updated the allowed values for the field Exempt Public Related Message (list)

Why
KOR found misreporting on the term NOT_APPLICABLE” and so we updated it to “IS_PUBLICLY_REPORTABLE” to avoid confusion for the definition of the field.

What does this mean for me?
To better understand this field and how it is used, KOR recommends you review the knowldge base article: How does KOR identify missing public messages?

What:
Modify Boolean fields in the API to follow industry standard Boolean format requirements.

Why
The CFTC Tech Spec specifies the values as True and False, but KOR has made the decision to follow technical standards based on client feedback.

What does this mean for me?
Fields that you submitted as strings with a value of "True" or "False" should be updated to a boolean type with a value of "true" or "false". This will also impact how data and reports are returned.

Example:
Field value in the API submission will change…..

• From : "nonStandardizedTermIndicator" : “False”
• To : "nonStandardizedTermIndicator" : false

Impacted fields:

• mandatoryClearingIndicator
• counterparty1FinancialEntityIndicator
• counterparty2FinancialEntityIndicator
• counterparty1FederalEntityIndicator
• counterparty2FederalEntityIndicator
• customBasketIndicator
• amendmentIndicator
• packageIndicator
• postPricedSwap
• nonStandardizedTermIndicator
• blockTradeElectionIndicator
• largeNotionalOffFacilitySwapElectionIndicator
• registeredPlatformIndicator
• anonymousExecutionIndicator
• primeBrokerageTransactionIndicator