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This Extension Pack defines enhancements and message flows for credit limit checks that occur post-trade. The Extension Pack supports CFTC Regulation 1.74 which requires FCMs to coordinate with each derivatives clearing organization (DCO) to allow the FCM or the DCO to accept or reject each trade submitted to the DCO as quickly as would be...

This Extension Pack enhances the pre-trade credit limit check workflows between customers, dealers, clearing members, execution venues (such as swaps execution facilities or SEFs), and the clearinghouse. This work is a response to a regulatory requirement detailed in the CFTC’s Rule 1.73 for Dodd-Frank Act and was developed by the Messaging Sub-Group of the FIA/ISDA...

This Extension Pack enhances the AllocationInstruction message based on gaps identified as a result of the BSWG’s Post-trade Allocation Guidelines for Equities. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161 and EP169. Corrected FIXML Schema and FIX Repositoy to include the enumerations for AllocRejReason(88) = 28 (Incorrect...

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 2 covers extensions to support Commodity Swaps and Swaptions of IRS, CDS and Commodity Swaps. Update History [Resolved...

This Extension Pack enhances existing quote/negotiation message flows to allow for specifying a negotiation method that is needed negotiation of fixed income securities. Additional enhancements are also made to allow for the specification of workup (private and public phases) auctions that is commonly found on inter-dealer fixed income trading platforms. Update History [Updated 2015-08-17] Revised...

This Extension Pack introduces a new repeating group component that would allow for including “attachment” file(s) to the FIX message, supporting different attachment media types. The new component is being added only to the TradeCaptureReport(35=AE) and the XMLnonFIX(35=n) messages. When the AttachmentGrp component is used within the TradeCaptureReport message, it should be noted that the...

This Extension Pack is in response to new SEC requirements approved in SR-FINRA-2012-026, a rule change relating to the handling of stop and stop limit orders. Two new order types have been added to meet this SEC rule. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161. [Updated...

This Extension Pack provides enhancements to address clearinghouse netting of CDS trades for the same instrument into single trades for keeping positions need to account for the termination of the original cleared trades, in addition to the creation of netted trades, each with a unique USI assigned by the clearinghouse. This EP addresses specifically the...

This Extension Pack provides extensions to FIX to support the regulatory reporting requirements of the Investment Industry Regulatory Organization of Canada (IIROC), specifically addressing the Canadian Univeral Market Integrity Rules (UMIR) regarding short sales. The rule amendments dealt specifically with: repeal of tick test impose pre-borrow requirements for short slaes under certain circumstances introduced a...