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EP254 EU Securities Financing Transactions Reporting (SFTR) 4.15 MB 28 downloads January 27, 2020

The EU Securities Financing Transactions Reporting Regulations (SFTR) requires reporting of financing transactions to be reported to ESMA, these transactions include repurchase agreements (repos), buy-sell...
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EP253 - Extensions for CAT/FIX Mapping 907.89 KB 40 downloads December 24, 2019

This extension pack supports requirements identified by Consolidated Audit Trail (the “CAT”) Working Group related to data reporting required by Phase 2A (equities) of the CAT NMS Plan. All new tags...
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EP252 - Liquidity Indicator Extension 3.26 MB 47 downloads November 14, 2019

This extension pack provides the ability to indicate an order neither added nor removed liquidity using the field LastLiquidityInd(851) = 0 (Neither added nor removed liquidity). ...
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EP251 - APAC Client Facilitation Extension 3.37 MB 28 downloads November 14, 2019

This extension pack supports the proactive indication of client facilitation using the value ExecInst(18) = z (Allow Facilitation). Note ASBUILT updated to revision 0.5 (FIX-Protocol-Gap-Analysis-APAC-Client-Facilitation-v0.5_EP251_ASBUILT-.pdf)...
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EP250 - Share Trading Obligation Extension 3.28 MB 25 downloads November 14, 2019

This extension provides the ability to identify EU and UK share trading obligations using the OrderAttributesGrp component and fields OrderAttributeType(2594) ad OrderAttributeValue(2595). ...
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EP249 - GPTWG Post Post-trade Pay Management 4.60 MB 82 downloads July 23, 2019

This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps...
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EP248 - CAT FDID 3.29 MB 111 downloads April 24, 2019

This extension pack introduces a new key data element required for reporting to CAT - Firm Designated Identifier (FDID) and the new PartyIDSource(447) value S (FDID). ...
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EP247 GPTWG FX Trade Aggregation Extension 3.59 MB 64 downloads December 16, 2018

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...
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EP246 Bloomberg Confirmation Extensions 3.54 MB 50 downloads December 16, 2018

This extension pack enhances the workflow when a third-party facility provides the confirmation matching function between the dealer and the investment manager. When there is a mismatch the matching facility...
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EP245 CME Automatic Claim Handling 3.31 MB 30 downloads December 17, 2018

This extension pack adds one additional value to AllocHandlInst(209) to signal that the claim should be automatic and adds the AllocHandlInst(209) field to all appropriate allocation components since...
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EP244 India NSE PAN ID Extension 3.20 MB 25 downloads December 17, 2018

This extension pack adds the PAN ID.  This identifier is issued by the Income Tax Department of India. ...
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EP243 CME Unit of Measure and Trade Sub-Type Extension 3.27 MB 29 downloads December 17, 2018

This extension pack adds two additional values to the FIX standard list of units of measure. It also adds a new enumeration to TrdSubType(829). ...
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EP242 Support of UMTF Symbology 3.15 MB 27 downloads December 17, 2018

This extension pack extends SecurityIDSource(22) to support a new security identifier scheme called "UMTF" (Uniform Multilateral Trading Facility code).  UMTF is a securities symbology scheme, specifically...
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EP241 CME Average Pricing Enhancement 3.63 MB 31 downloads December 17, 2018

This service pack includes enhancements needed to assist trade give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements include additions to give-up instruction, reporting and...
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EP240 CME Average Pricing and Markup Extensions 3.31 MB 107 downloads December 31, 2017

This extension pack provide support for trade submissions and give-up by clients of a Central Counterparty (CCP) clearing house. The enhancements allow the ability to indicate the use of various average...
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EP239 AllocationInstructionAlertRequest Proposal 3.22 MB 49 downloads December 15, 2017

This extension pack provides new functionality to FIX Protocol with the addition of a new message type, AllocationInstructionAlertRequest(35=DU), to support the ability for clearinghouse customers to request...
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EP238 ESMA RTS 2 Segmentation Criteria 3.48 MB 52 downloads December 15, 2017

This extension pack addresses the gaps in the FIX Protocol standard to meet further requirements related to ESMA RTS 2 Annex III Sections 2 to 11 Segmentation Criteria. ...
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EP237 MiFID II and MiFIR Extensions Part 4 3.38 MB 219 downloads December 15, 2017

This extension pack, initiated by the FIX EMEA Regulatory Subcommittee and the Global Technical Committee, extends the FIX Protocol to meet the requirements of MIFID II and MiFIR. This extension pack covers...
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EP236 ESMA RTS 28 Extensions 4.12 MB 153 downloads November 20, 2017

This extension pack addresses the gaps in the FIX Protocol Application Layer related to MiFID II RTS 28 and best execution reporting requirements....
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EP235 ESMA RTS 2 and RTS 23 Extensions 4.84 MB 104 downloads November 20, 2017

This extension pack addresses the gaps to the FIX Protocol Application Layer standard to meet the requirements for ESMA RTS 2 and RTS 23 which specifically addresses the data standards and formats...
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EP234 CME Allocations of Multileg Order or Trade Extension 3.72 MB 65 downloads November 20, 2017

This extension pack,extends the FIX Protocol to support a new attribute to the various allocation repeating components allowing for identification of the leg of a multileg order or trade....
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EP233 MiFID II Commission Unbundling 3.14 MB 161 downloads September 29, 2017

This extension pack, initiated by the Global Post-Trade Working Group, extends the FIX Protocol to support the separation of different types of commissions as required by MiFID II directive.  New values...
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