Euro $ FRA Specification

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Imported from previous forum

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Has anyone seen or know were to find specifications convering CME’s FIXML representation of EURO $ and EURO $ FRAs?

We’ve been asked to use it as a reference for back office processing of our own instruments but have been unable to locate any documents.

Any help would be greatly appreciated.

Thanks in advance.

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[ original email was from matt simpson - MSIMPSON@cme.com ]
> Has anyone seen or know were to find specifications convering CME’s

FIXML representation of EURO $ and EURO $ FRAs?

We’ve been asked to use it as a reference for back office processing of
our own instruments but have been unable to locate any documents.

Any help would be greatly appreciated.

Thanks in advance.

The CME’s ED FRA’s are covered under the posted FIXML specifications that can be found at http://www.cme.com/fixml.

FRA’s are not explicitly addressed in the specifications, but are implicitly included by virtue of the MMY attribute which allows settlement to the day which is the case for FRA’s, ie. MMY=“20041215”.