Legal Entity Identifier. I received an email about it too. In compliance with ASIC Derivative Transaction Rules, brokers are required to obtain a Legal Entity Identifier (LEI) from all legal entities (e.g. Companies, Trusts, and Corporate Trusts) who trade with them.
Those interested can find a list of accredited providers on the GLEIF (Global LEI Foundation) website. Apparently Bloomberg is the most cost-effective option.