FIX 5.0 Specification Service Pack 2

THIS RELEASE HAS BEEN REPLACED BY FIX 5.0 Service Pack 2 Specification document with August 2011 Errata

FIX 5.0 Service Pack 2 includes 19 Extension Packs, each of which enhances the current functionality delivered by FIX 5.0 SP1. The Extension Packs were created as a result of FIX community market-driven initiatives that have undergone a thorough public review process led by the FPL Global Technical Committee. The Committee continues to improve the specification process to ensure that FPL meets its goal of delivering appropriate messaging standard solutions for the rapidly changing financial markets.

Major enhancements provided by FIX 5.0 Service Pack 2 include:

• New set of Parties Reference Data messages to support the communication of party relationships and risk limits
• New functionality to support market data stream assignments by price makers when prices are distributed via third party distribution channels
• Enhancements to support the trade capture requirements of the Commodity Futures Trading Commission (CFTC)
• Improvements to the delta position limit functionality offered by The Options Clearing Corporation (OCC)
• Enhancements for identifying NYMEX energy products and Unit of Measure
• Enhancements to support the needs of London Stock Exchange which includes a new Matching Instruction component block
• Enhancements to identify the standardised credit default swaps for clearing
• Enhancements to support Foreign Exchange non-deliverable forwards
• Exhancements to support exotic options products

Access to the Specification Documents

FIX Protocol Limited ("FPL") publishes the FIX Protocol specifications in Microsoft Word (".doc" or "DOC") and Portable Document Format (".pdf" or "PDF") formats. Any registered user of the FPL website may access the PDF version. The Word version is accessible by FPL members only. Registration is free. Site users must be logged in to access specifications in either format.