Package

EP193 CME Regulatory Reporting Enhancements – Phase 2

This Extension Pack, initiated by the CME Group, introduces enhancements to support global regulatory reporting and collateral management requirements. The enhancements are focused on: Collateral Management Regulatory Reporting to Trade Repositories Allocating Bunched FX Trades Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169, EP170, EP187, EP190...

Package

EP192 CME Regulatory Reporting Enhancements

This Extension Pack, initiated by the CME Group, introduces enhancements to support various implementations related to satisfying regulatory requirements of the Dodd-Frank Act and similar regulations in Europe and Canada. It addresses gaps and enhancements needed to the FIX standard relative to four broad areas: Provide collateral deposit management for member firms related to cleared...

Package

EP152 CME Energy Units of Measure

Additional unit of measure enumerations to support trading using metric volume measurements, which are useful for energy trading. Metric volume: L for liter and kL for kiloliter. Heat energy: thm for therms (100,000 Btu) and GJ for gigajoule (1,000,000,000 joules). Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for...

Package

EP138 CME Securities Reference Data Extensions

Additional securities reference data attributes used to define or describe derivatives. First and Last Notice Dates – This is used for deliverable futures. Tick Rule Types – New type of tick rule and new fields for settlement price increments. Negative Settlement Price Indicator – Indication if a contract can settle at a negative price. Negative...

Package

EP137 CME Environment and Electrical Units of Measure

Additional Unit of Measure enumerations to support environmental trading and electrical capacity trading. 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...

Package

EP122 CME Unit of Measure Extensions

General framework for expressing a unit of measure that can represent any amount of any currency. Additionally, it adds support for several new units of measure such as Board Feet and Index Points to describe other derivatives contracts. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following...

Package

EP114 CME Security Definition and Trade Sub-Type Extensions

This extends the reporting capabilities of the Security Definition message. It enhances the capabilities of the Security Definition message to specify the number of legs in a multi-leg instrument, the reason for rejecting a SecurityDefinitionRequest, a new unit of measure for carbon emissions, a new SecurityTradingStatus of No-Cancel, and a new TrdSubType for reporting OTC...

Package

EP113 CME Trading System Identification

This extension allows a trading system connecting to the exchange to be identified on the level of the FIX engine as well as the application level as part of the Logon message. 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...

Package

EP107 CME OTC Trading and Clearing Extensions

Set of extensions to the FIX specification to support OTC trading and clearing. These extensions focus on the processes used in trade submission, clearing and valuation of OTC and off-exchange trades. 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...

Package

EP211 CME Trade Capture Extension

This Extension Pack supports the addition of a compression group identifier for linking netted trades, the addition of a self-match prevention identifier, clarifications on the component and field descriptions related to option exercise and option exercise expiration, and documentation for identification of a swaption straddle using the combination of SecurityType(167) = SWAPTION and SecuritySubType(762) =...