EP169 – FIX Trading Community https://www.fixtrading.org Version 2.1. Wed, 20 Nov 2019 17:55:09 +0000 en-US hourly 1 https://wordpress.org/?v=6.4.3 https://www.fixtrading.org/wp-content/uploads/2017/03/favicon.png EP169 – FIX Trading Community https://www.fixtrading.org 32 32 EP169 CFTC Parts 43/45 Phase 2 – Commodity Swaps https://www.fixtrading.org/packages/ep169/ Tue, 20 Jun 2017 15:52:28 +0000 http://fixtrading.org/?post_type=wpdmpro&p=42942

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 2 covers extensions to support Commodity Swaps and Swaptions of IRS, CDS and Commodity Swaps.

Update History

[Resolved 2016-05-02] FIXML Schema missing attributes for components coded with an incorrect type [Jira SPEC-2170]. Field reference for UnderlyingPaymentScheduleRateTreatment(40677) is missing from the UnderlyingPaymentScheduleGrp(ID=4067) component9Jira SPEC-2160]. Resolved in EP208.

[Updated 2015-08-17] Revised FIXML Schema and FIX Repository to reflect changes to EP161. Revised the ASBUILT, FIX Repository and FIXML Schema as per details listed in the file EP169_Revisions_20015_08_17.pdf.

[Updated 2014-06-13] Revised abbreviated name for LegProtectionTermEventQualifier(41634) and thus FIXML name.

[Updated 2014-05-12] Release of all file artifacts for this Extension Pack 169.

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