Listed Derivatives Working Group
Group InformationMission: 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
Group CharterScope: 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.
- 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.
- 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.
- ESMA listed derivative reporting requirements.