EP012 – Collateral Messaging

Adapts FIXML collateral messaging to the listed-derivatives clearing model. Unlike repo collateral tied to individual transactions, listed-derivatives collateral is generally managed against portfolio-level margin requirements. The proposal adds a collateral application type distinguishing a Specific Deposit from General collateral, supports adjusted quantities and FX conversion of collateral values, adds restricted security status and new party roles, and makes assignment identifiers conditional where the underlying assignment occurred outside FIXML