Group Information

Mission: To extend the current FpML standard to define data elements to be used for supporting trade reporting and other business processes for listed derivatives.

Chairs of Working Group

Participants

TBD

Group Charter

Scope: The Listed Derivatives Working Group will cover the following product areas:

• Exchange-traded futures in all asset classes (equities, commodities, fixed income, credit, FX)
• Exchange-traded options in all asset classes
• Exchange-traded swaps in all asset classes
• Stock borrows/loans
• Other listed derivatives as agreed by the group and authorized by the FpML Standards Committee.

Target uses: Target uses of this work will include:

• Product representations for regulatory reporting in the above products, for regulations such as the European ESMA reporting requirements.
• Internal STP support for these products
• Other uses as agreed by the group and authorized by the FpML Standards Committee.

Input: Input to the group will include:

• Existing FpML Instrument Trade Details representation
• Regulatory requirements including from ESMA
• Existing standards used for listed derivatives, including FIXML and others as identified by the group.

Priorities: Priorities for the group include:

• ESMA listed derivative reporting requirements.

Mailing List