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EP249 – GPTWG Post Post-trade Pay Management

This extension pack introduces a new set of messages to support the operational management and agreement of expected future payments and cash flows during the life cycle of existing contracts (e.g. swaps contracts) between parties in the contract. These new messages allow firms to send and receive details related to the expected periodic payments and...

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EP172 Post Trade Credit Check Enhancement

This Extension Pack defines enhancements and message flows for credit limit checks that occur post-trade. The Extension Pack supports CFTC Regulation 1.74 which requires FCMs to coordinate with each derivatives clearing organization (DCO) to allow the FCM or the DCO to accept or reject each trade submitted to the DCO as quickly as would be...

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EP170 BSWG Equities Post-trade Allocation Enhancements

This Extension Pack enhances the AllocationInstruction message based on gaps identified as a result of the BSWG’s Post-trade Allocation Guidelines for Equities. Update History [Updated 2015-08-17] Revised the FIXML Schema and FIX Repository to reflect changes in EP161 and EP169. Corrected FIXML Schema and FIX Repositoy to include the enumerations for AllocRejReason(88) = 28 (Incorrect...

Package

EP136 HKEx Post-Trade Extensions

Minor extensions of post-trade fields and messages related to clearing instructions, trade handling instructions and trade report rejection reasons for invalid prices. 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...