FIX Extension Packs
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EP162 CFTC Part 39 Reporting Extensions 2.19 MB 29 downloads June 20, 2017
This Extension Pack provides enhancements to the AccountSummaryReport and Position management messages to meet CFTC Part 39 end of day reporting requirements. On November 8, 2011, the Commodity Futures…
EP161 CFTC Parts 43/45 Phase 1 – Credit Default and Interest Rate Swaps 9.07 MB 115 downloads June 20, 2017
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…
EP160 SecurityList Extensions 1.60 MB 28 downloads June 20, 2017
This Extension Pack provides enhancements to the SecurityList(35=y) message to support the Options Clearing Corp.’s requirements to provide theoretical profit and loss data to their customers. As the sole…
EP159 GFIC Multi-Dealer Quote Contribution and Negotiation Extensions 2.35 MB 40 downloads June 20, 2017
This Extension Pack provides further enhancements to the quote and negotiation work flows as a result of the Global Fixed Income Committee’s work on best practices for using FIX for CDS and IRS electronic…
EP158 SecurityIDSource Extension 1.52 MB 38 downloads June 20, 2017
This Extension Pack provides a new SecurityIDSource(22) value to support Bloomberg’s Open Symbology (BSYM) values for security identifiers. While the FIX Protocol has long supported a SecurityIDSource(22)…
EP157 Legally Segregated Operationally Commingled (LSOC) Extension 1.60 MB 28 downloads June 20, 2017
Section 724(a) of the Dodd-Frank Act inserted a new section 4d(f) to the Commodity Exchange Act (ACE), which requires the segregation of cleared swaps, and associated collateral, pertaining to customers….
EP156 Legal Entity Identifier (LEI) Extension 1.53 MB 62 downloads June 20, 2017
This extension provides a new PartyIDSource(447) to specify the new Legal Entity Identifier or LEI (ISO 17442) as an ID source scheme for identifying parties. Update History [Updated 2013-12-09] The FIXML…
EP155 Customer Gross Margin Reporting Extensions 1.53 MB 26 downloads June 20, 2017
A new CFTC reporting requirement called Customer Gross Margining (CGM), CFTC Regulation 39.13(g)(8)(i), will require a significant change in how DCOs calculate performance bond (initial margin) requirements…
EP154 Weight Units of Measure Extensions 1.51 MB 24 downloads June 20, 2017
Additional Unit of Measure enumerations to support trading in gross tons and kilograms. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following…