This extension pack adds trade aggregation for FX spot, vanilla forwards and non-deliverable forward transactions where individual trades are identified to be aggregated by the buy-side and communicated to the sell-side. Once aggregated the “child trades” no longer exist from the broker’s perspective – the aggregated trade is the trade that now exist in their books. ...
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EP187 CFTC Parts 43/45 Phase 3 – Foreign Exchange
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...