This Extension Pack provides very extensive new functionality in FIX to natively support the ability to fully express OTC derivatives for swaps data reporting meeting the requirements of the CFTC Part 43 and Part 45 rules. Phase 4 covers extensions to support Equity Swaps.

Update History

[Updated 2016-08-03] Revised the EP208 artifacts to reflect revision to enumeration value changes for xxxReturnRatePriceType fields.

[Updated 2016 06 28] Revised the EP208 artifacts to reflect corrections identified in EP208 Errata June 28, 2016.

[Updated 2016-05-02] Revised the EP208 artifacts to reflect corrections identified in EP208 Errata May 2, 2016.

Files list:
File
CFTC Part 43 45 Gap Analysis IV Equities Swaps v2.pdf
fixmlschema FIX.0SP2 EP208.zip
FIXRepository FIX.0SP2 EP208.zip

Total Files3
File Size10.00 MB
Create DateFebruary 26, 2016