The Extra-Planetary Federation was a group of Penguins from the distant future that played a similar role to the Elite Penguin Force. But as the name suggests, it focused on missions involving outer space, and worked to "defend against threats of outer space and other dimensions".
Agents of the Extra-Planetary Federation piloted Robos, an invention by Gary 3000, which penguins from the present used to fight Protobot at the Future Party, as the federation could not.
It had the same initials as the Elite Penguin Force, hinting its affiliation with it.
It was even possible that the Extra-Planetary Federation is the Elite Penguin Force but with a different name, instead of being a different agency.
This is likely because it could be the EPF of the future.
One of their missions is to save alien creatures on the planet Upzar II. During the party, the group is on Upzar II, so penguins from the present are called by Gary and Gary 3000 to defeat the Ultimate Proto-Bot 10000 who, being rebuilt with the ability to shoot meteors, plans to sink the island with them.