MSTW trades for TW are for confirmation only. (MSL-TW-Confirmation Book)
The business reason will be tagged as "Confirmation Trade".
They are booked just to send out confirmations with correct contracting entities. They face client. But the actual ledger's positions are updated by MSTW-TW-Agency book.
MSL-TW-Confirmtion trades carries the correct Rebate that we offers our client, yet the MSTW-TW-Agency trades carries every detailed charges that are calculated by external booking system, which are then reported to the exchange.
This "duplication" on trades are due to the mismatch in internal booking model and external client facing.
To keep the duplicated trades while avoid causing problem on ledger and position updating special rules has to be setup: