EP082 – Non-Deliverable Forwards

Extends existing FX quote, streaming-price, order, execution and allocation workflows to support NDFs. It uses MaturityDate and MaturityTime for fixing date and time, SettlDate for value date and SettlCurrency for the cash-settlement or fixing currency. A new RateSource component identifies primary and secondary fixing-rate sources and reference pages. The proposal also introduces dedicated SecurityType values for NDF, spot, forward and swap, while deprecating the generic FOR value.