The Extra-Planetary Federation is a group of Penguins from the distant future that play a similar role to the Elite Penguin Force. But as the name suggests, it focuses on missions involving the outer space, and works to "defend against threats of outer space and other dimensions".
Agents of the Extra-Planetary Federation pilot Robos, an invention by Gary 3000, which penguins from the present use to fight Protobot at the Future Party, as the federation cannot.
It has the same initials as the Elite Penguin Force, hinting its affiliation with it.
It's 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.