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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 3 covers extensions to support Foreign Exchange. In addition to FX support, this proposal includes: a solution for...

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 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 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 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 Trading Commission (“Commission” or “CFTC”) published “Derivatives Clearing Organization (“DCO”) General Provisions and Core Principles,” amending 17 CFR Parts 1, 21, 39, and 140. This final...

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 1 covers extensions to support Credit Default Swaps and Interest Rate Swaps. The Dodd-Frank Act’s 17 CFR Part...

Add-on to EP140. Although CFTC documentation and feedback called for separate units of measure for all prices and quantities, the working group perceived that the unit of measure for strike price and settlement price for reportable options would always be the same. On January 20, 2012, CFTC concurred that there was no known business case...

Extensions of the standard FIX PositionReport message to support large trader reporting rules for physical commodity swaps and swaptions published by the Commodity Futures Trading Commission on July 22, 2011 (76 FR 43851). The reporting rules became effective on September 20, 2011 and are codified in new Part 20 of the Commission’s regulations. The reporting...