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 for customer positions. DCOs will be required to set minimum performance bond levels as the sum of requirements calculated for each individual customer account. This extension adds new enumerations to the PartyRole(452), PartySubIDType(803) and AdjustmentType(718).

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 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

Files list:
FIX Protocol Gap Analysis - Customer Gross Margin Reporting v0_3_ASBUILT.pdf

Total Files3
File Size1.53 MB
Create DateJune 20, 2017