FIX Version FIX.5.0SP2 Extension Pack EP177

Approval Date 2013-10-03T09:30:00

Tag	Name	Type	AssociatedDataTag	AbbrName	BaseCategory	BaseCategoryAbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration	Deprecated
1932	ClearingRequirementException									Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).

Tag	Value	SymbolicName	Sort	Description	Elaboration
828	54	OTC	54	OTC	Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules.
828	58	BlockSwapTrade	58	Block swap trade	Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules.
1932	1	Exception	1	Exception	Used to indicate an exception to a clearing requirement without elaborating on the type of exception.

Tag	Value	SymbolicName	Sort	Description	Elaboration
1932	2	EndUserException	2	End-user exception	In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf
1932	3	InterAffiliateException	3	Inter-affiliate exception	In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf
1932	4	TreasuryAffiliateException	4	Treasury affiliate exception	In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf
1932	5	CooperativeException	5	Cooperative exception	Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives