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This Extension Pack enhances the PartyAction(35=DI) messages recently introduced in EP171 to support Prime Broker administrators’ functionality. This allows the prime brokers to programmatically manage trading activity performed by their clients. The two main business drivers behind this Extension Pack include: Allow Prime Broker parents to Halt, Suspend and Reinstate FX trading on a per...

This Extension Pack includes enhancements in addition to those of EP179 to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories. On implementation of a Trade Repository, it was determined that additional extensions of the RegulatoryTradeIDGrp were needed...

This Extension Pack enhances the existing credit models and introduces support for the new entity known as a Credit Hub, support for the Swap Execution Facility (SEF) Auto Acceptance rule and provides capability for additional transparency on risk limits. Credit Hubs allow firms to manage risk across multiple SEFs. This enhancement introduces support for Credit...

This Extension Pack enhances the trade reporting capabilities to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories. The extension pack includes enhancements to the TradeCaptureReport(35=AE) and PositionReport(35=AP) messages, addition of the PartyRoleQualifier(2376) and new role qualifier values,...

This Extension Pack enhances the FIXML batching methods to be able to indicate whether the collection of messages contained in a batch form a complete picture. The Extension Pack introduces new optional attributes to the FIXML batch header to indicate whether the batch is an incremental update or a complete snapshot. Update History [Updated 2015-08-17]...

This Extension Pack extends the support for CFTC Part 43 and 45 extensions to include support for the CFTC regulatory requirements regarding reporting of swaps to Swap Data Repositories in the United States. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-05-13] The...

This Extension Pack provides the means to accommodate Dodd-Frank Act 17 part 37 which requires a distinction between required transactions and permitted transactions. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-05-13] The final Extension Pack proposal file, FIXML Schema and FIX Repository...

This Extension Pack includes enhancements that are used to meet the requirements of swap dealers and major swap participants to provide counterparties with pre-trade mid-market marks. Additionally the proposal also adds the existing RegulatoryTradeIDGrp component to two existing messages. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161,...

This Extension Pack enables the capability of disseminating interest rate values in market information. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-05-13] The final Extension Pack proposal file, FIXML Schema and FIX Repository files have been updated and posted.

This Extension Pack enhances the PartyEntitlement set of messages to accommodate an entitlement workflow model that involves a 3rd party, e.g. an execution venue. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-05-13] The final Extension Pack proposal file, FIXML Schema and FIX...