Tag: gfic

This Extension Pack provides the means to accommodate Dodd-Frank Act 17 part 37 which requires a distinction between required transactions and permitted transactions. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-05-13] The final Extension Pack proposal file, FIXML Schema and FIX Repository...

This Extension Pack includes enhancements that are used to meet the requirements of swap dealers and major swap participants to provide counterparties with pre-trade mid-market marks. Additionally the proposal also adds the existing RegulatoryTradeIDGrp component to two existing messages. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161,...

This Extension Pack enhances the PartyEntitlement set of messages to accommodate an entitlement workflow model that involves a 3rd party, e.g. an execution venue. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-05-13] The final Extension Pack proposal file, FIXML Schema and FIX...

This Extension Pack enhances existing quote/negotiation message flows to allow for specifying a negotiation method that is needed negotiation of fixed income securities. Additional enhancements are also made to allow for the specification of workup (private and public phases) auctions that is commonly found on inter-dealer fixed income trading platforms. Update History [Updated 2015-08-17] Revised...

This Extension Pack provides further enhancements to the quote and negotiation work flows as a result of the Global Fixed Income Committee’s work on best practices for using FIX for CDS and IRS electronic trading. The extensions provide the ability for execution venues and dealers to identify the different time periods relevant to quote/negotiation models....

Extension of instrument attributes to support the industry initiative to accelerate the adoption of FIX for Fixed Income. The Global Fixed Income Technical subcommittee has produced a set of best practices documents (4 volumes), Best Practices: FIX Message Flows and Usage for Interest Rate Swaps (IRS) and Credit Default Swaps (CDS). This set of best...

Extension of quoting message flows to support the industry initiative to accelerate the adoption of FIX for Fixed Income. The Global Fixed Income Technical subcommittee has produced a set of best practices documents (4 volumes), Best Practices: FIX Message Flows and Usage for Interest Rate Swaps (IRS) and Credit Default Swaps (CDS). This set of...

Minor extensions to support the U.S. tri-party repo market and close gaps identified by the GFIC in reviewing the results of the U.S. Tri-Party Repo Infrastructure Reform Task Force. The extension includes the definition of user-defined tags for FIX 4.x implementations due to the regulatory nature of the gap analysis. Update History [Updated 2013-12-09] The...