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EP102 FIA Margin Requirements

For the past two years, the FIA Post Trade Working Group (PTWG) has been meeting to come up with a comprehensive set of business processes, work flows and message flows supported by the major clearing entities in Europe and the United States. The effort started by identifying all the business processes supported by CCPs in...

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EP101 IIROC Extensions

One of the functions of the Investment Industry Regulatory Organization of Canada (IIROC) is to conduct real-time market surveillance to ensure that trading is carried out in accordance with securities trading rules. To facilitate this task, IIROC requires each market to provide real-time market transaction data to its market surveillance system – otherwise referred to...

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EP100 Thomson Reuters FX matching enhancements

Thomson Reuters is developing a new FIX interface into our automated Spot and Forwards Matching services. The interface is currently being developed using FIX version 5.0 SP1. One of the design requirements for the interface is to utilize existing FIX v5.0 tag definitions wherever possible (e.g. there is a strong desire to minimize the usage...

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EP 98 LSE FillsGroup Yield Extension

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...

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EP216 MMTv3 Support

This Extension Pack supports MMT version 3.01 and the MiFID II post-trade flagging obligations. Update History [Resolved 2017-04-24] Corrected abbreviated name of TrdRegPublicationGrp and TrdRegPublicationType(2669) and TrdRegPublicationReason(2670) fields. Jira SPEC-2254.

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EP214 Party Risk Limits Extension

This Extension Pack supports setting risk limits including enabling unsolicited publication of the PartyRiskLimitsReport(35=CM) message, a new field PartyRiskLimitStatus, and the addition of new RiskLimitType(1530) values.

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EP213 Party Role Qualifier Extension

This Extension Pack supports the capability to identify source and target accounts with the addition of two new PartyDetailRoleQualifier(1674) enumerations.

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EP212 Trade Handling Extension

This Extension Pack supports the ability to report two-sided trades where a 3rd party (not one of the sides of the trade) generates the trade report.

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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) =...