Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2011-12-06] Final version of repository and FIXML Schema.

[Updated 2011-11-05] Final version of ASBUILT document.

[Updated 2011-10-04] Preliminary repository and FIXML Schema released pending final EP validation.

Files list:
FIX Gap Analysis CME OTC Trading and Clearing Extensions v1.0_ASBUILT.pdf

Total Files3
File Size1.68 MB
Create DateJune 19, 2017