Paying for Money Draft in a bank

I recently wished to purchase a sterling draft in the bank where I have been a customer for 30 years. I wished to pay for this draft with cash. I was told this was not possible and that the draft could only be purchased through my bank account.
Is this a new regulation in all banks? Has cash become dirty?
Any one else have this experience?
More importantly is a bank entitled to to make these demands?
The draft was for £350!!!!!!!!!!

Most banks now require a paper trail for these types of transactions.

The banks are only following the rules of the Financial Regulator. In the past drafts, because they never go out of date, were a great way to "hide" money .