This Extension Pack introduces a new field to facilitate an explicit distinction between automated and manual trades in support of sell-side’s requirements found in the Market Model Typology (MMT) version 2.2. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161, EP169 and EP170. [Updated 2014-12-13] Updated FIXML Schema...
Tag: OTC
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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...
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FSB-FIX Response to Feasibility Study on Approaches to Aggregate OTC Derivatives Trade Repository Data
FIX response to the FSB’s consultative paper focused on options for aggregating OTC derivatives trade repository data.
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Recommended Practices for Party Entitlements – OTC Markets – Swaps
Defines a standard set of guidelines based on Party Reference Data messages for exchanging enablement information for trading Fixed Income OTC instruments.