EP254 – EU Securities Financing Transactions Reporting (SFTR)

The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell back/sell-buy back, securities lending and margin lending transactions.  This enhancement includes extensions to the FIX protocol to support the SFTR requirements.

Update History

[Resolved 2020-11-11] Value 10 of RefOrderIDSource(1081) does not match data type [Jira SPEC-2476]. enumeration value of A assigned for “Manunal order identifier”. Resolved in EP253.