EP208 CFTC Parts 43 & 43 Phase 4 – Equity Swaps

This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part 43 and Part 45 rules. Phase 4 covers extensions to support Equity Swaps.

Update History

SPEC-2448 xxxPaymentStreamFormula fields are missing the associated length fields for XMLData types resolved EP257

[Updated 2016-08-03] Revised the EP208 artifacts to reflect revision to enumeration value changes for xxxReturnRatePriceType fields.

[Updated 2016 06 28] Revised the EP208 artifacts to reflect corrections identified in EP208 Errata June 28, 2016.

[Updated 2016-05-02] Revised the EP208 artifacts to reflect corrections identified in EP208 Errata May 2, 2016.