Scope of Mock Trading Session on Jun/15/2024 - PUMA Trading System

To assist participants in planning changes and implementations, a mock trading session of the PUMA Trading System will be held on Jun/15/2024, with market participation.

In this session, the following system and infrastructure changes will be validated:

• First wave of the Matching Engine update:

Implementation of the first tranche of the new version of the Matching Engine, that will enable the groundwork for internal migration of the binary protocol, without impact on the participants. Specifically for the Matching Engine below:

Waves 2 and 3 will be held on Jun/24/2024 and Jul/01/2024, respectively.

• LiNe Trading and LiNe Clearing Update:

New LiNe Trading and LiNe Clearing version implementation that will enable the groundwork for internal migration of the binary protocol.

• First tranche of updates for Binary OE Gateways:

Implementation of the first tranche of the new version of the OrderEntry Gateways, which includes (i) an update to the template file (optional), (ii) the addition of a new StrategyID tag, and (iii) improvements to the Binary Entrypoint protocol, as detailed below:

• • New fields TradingSessionId,TradingSessionSubId, SecurityTradingStatus: to directly identify in what state/phase a trade has happened. Added in ExecutionReport_Trade message.
  • New field mmProtectionReset: for tracking the reset of protection, added in ExecutionReport_New and ExecutionReport_Modify messages.
  • Existing field Security Id made optional in SecurityDefinitionResponse message.

The update will follow the schedule announced in https://clientes.b3.com.br, Posts, News B3 Tech Launches | Trading.

1. Mock trading session timetable

         2. Morning test of the electronic trading system:

It is mandatory for all the firms to participate in the morning test, which will be held on June 17^th, 2024 (Monday), from 7:00 a.m. to 7:45 a.m. for the derivatives market and from 7:00 a.m. to 8:00 a.m. for the equities market in both production environments

         3. Participation confirmation:

The activities to be performed during the test can be found in the mandatory script. Market data for these instruments will be sent during the mock trading session.

Participation in the mock trading session must be confirmed no later than 12 noon on June 14^th, 2024 (Friday), exclusively by email at [email protected] with “Mock trading session” in the subject line, identifying the institution, naming the individuals who will participate and supplying their contact details (telephone numbers and email addresses).

In response to this confirmation, the participant will receive the mandatory test script, and must fill it out and send it to the above email address.

Please note that mock trading session participants must adjust their internal systems so that the results of the mock trading session are completely segregated from real trading sessions.

Further information can be obtained from B3 Services – Trading, by telephone on +55 11 2565-5021/5022.