Jse Limited · JSE:JSE

Jse — ITaC Client Forum 2018

11 slides from Jse's conference presentation, May 9, 2018

1. Slide 1: ITaC Client Forum 9 May 2018

   JS aI INTEGRATE | wa C: ACCELERATE GROW —_, ra - ; ITaC Client Forum 9 May 2018 INTEGRATE | | a ACCELERATE 1 GROW

2. Slide 2: Agenda

   Agenda • Trading and Information dress rehearsal functional test worksheet • Post-trade dress rehearsal functional test worksheet • JSE known issue list • Market wide End to End testing • Questions? 2

3. Slide 3: Dress Rehearsal Checklists

   Dress Rehearsal Checklists • Trading and Information dress rehearsal functional test worksheet Connectivity Native Trading Post Trade - Own Post Trade - OBO Drop Copy Login All 3 GWs Login Login both GWs Login Login both GWs Login Login both GWs Login Tech Tech Tech Tech Tech Tech Tech Tech ORDER MA

4. Slide 4: Dress Rehearsal Checklists

   Dress Rehearsal Checklists • Post-trade dress rehearsal functional test worksheet Part of Business MMDR # Test Category Test Activity or success Technical criteria Successful connection and login (by at least 1 interface user ID) to the RTC gateway Technical Yes Successful connection and login (by a

5. Slide 5: Dress Rehearsal Checklists

   Dress Rehearsal Checklists • Post-trade dress rehearsal functional test worksheet Part of Business MMDR # Test Category Test Activity or success Technical criteria Perform an Allocation to a Trading Member Client Main Account Business Yes Perform an Allocation to a Branch Member Client Main Account

6. Slide 6: Dress Rehearsal Checklists

   Dress Rehearsal Checklists • Post-trade dress rehearsal functional test worksheet Part of Business MMDR # Test Category Test Activity or success Technical criteria Perform a position sub-account modification from a Trading Member House Main Account to a House Sub Account Business Yes Perform a posit

7. Slide 7: Dress Rehearsal Checklists

   Dress Rehearsal Checklists • Post-trade dress rehearsal functional test worksheet Part of Business MMDR # Test Category Test Activity or success Technical criteria Add a new Resident Client into RTC (note: this can only be done as a Trading Member) Business Yes Trading Member Client 8 Add a new Non-

8. Slide 8: Dress Rehearsal Known Issue Lists

   Dress Rehearsal Known Issue Lists Known Trading Issues: Category Issue API/Functional Options trading at the money, where the future and strike price are the same, do not get a delta published at the moment. Known Post-trade Real Time Clearing (RTC) Issues: Category Issue None None - There are curre

9. Slide 9: Dress Rehearsal

   Dress Rehearsal Items to note: API/Functional Opening Auctions will occur for all Strategy Instruments on the Equity Derivative Market Production data cut The data for the dress rehearsal is at EOD, 03 May 2018 Spot instruments IDP By design, the JSE trading system only receives spot instruments tha

10. Slide 10: Market Wide End to End Testing

    Market Wide End to End Testing Dates Description 8 – 11 May 2018 Clearing and Trading members connect to (Pre-prod TB75/Prod) 12 May 2018 Mandatory Market Dress Rehearsal 16 – 25 May 2018 MCMT remaining iterations and scenario testing in E2E environment Alongside MCMT we commence enablement/LCON tes

11. Slide 11: Questions?

    Questions? Please refer all queries to the JSE Client Service Centre (CSC) CustomerSupport@jse.co.za +27 11 520 7777 11

JSE — ITaC Client Forum 2018 on 6ix