This Extension Pack enhances the trade reporting capabilities to meet the requirements of the European Market Information Regulation (EMIR) for all clearing houses, dealers and trade participants to report all derivative transactions to Trade Repositories. The extension pack includes enhancements to the TradeCaptureReport(35=AE) and PositionReport(35=AP) messages, addition of the PartyRoleQualifier(2376) and new role qualifier values, and the addition of regulatory trade identifier components to allocations. Additional workflow descriptions are provided on using the TradeCaptureReport(35=AE) and PositionReport(35=AP) for trading reporting for trade repository reporting under EMIR.

Update History

[Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170.

Files list:
FIX Protocol GA - CME European Trade Reporting v0.5_ASBUILT.pdfViewDownload

Total Files3
File Size3.45 MB
Create DateJune 20, 2017