EP109 – FIX Trading Community https://www.fixtrading.org Version 2.1. Fri, 22 Nov 2019 13:29:45 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png EP109 – FIX Trading Community https://www.fixtrading.org 32 32 EP109 FIA PTWG Contingent Price for Positions https://www.fixtrading.org/packages/ep109/ Mon, 19 Jun 2017 18:47:38 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42874

Provision of an additional price value for positions that is the result of calculations for additional variation margin to address delivery and settlement risk. The price is different from the settlement price, in that this price is risk adjusted. The price is considered contingent.

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 of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2011-12-06] Added repository and FIXML Schema.

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