This extension describes the requirement for a Yield field to be added to the component for specific application in the Execution Report (35=8). The London Stock Exchange are looking at offering Bond trading and will be using the block of the Execution Report to carry multiple bond trade fills therefore a Yield field at the level is required to meet business need.

Update History

[Updated 2013-12-09] Updated FIXML Schema and FIX Repository files due to update to the FIX 5.0 SP2 base. See SP2 20131209 Errata Release Notes for details.

[Updated 2011-10-04] Repository updates, EP content not impacted.

[Updated 2011-10-04] FIXML Schema updated to correct generation errors.

Files list:
File
FIXRepository_FIX.5.0SP2_EP98.zip
fixmlschema_FIX.5.0SP2_EP98.zip
EP98_LSE FillsGroup Yield Extension v0 2_ASBUILT.pdf

Total Files3
File Size1.23 MB
Create DateJune 19, 2017