Code Set
BenchmarkCurveNameCodeSet
| ID | 221 |
| Type | String |
| Pedigree | Added FIX.4.2 |
Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| EONIA | EONIA | EONIA | Added EP-1 | |
| EUREPO | EUREPO | EUREPO | Added EP-1 | |
| Euribor | Euribor | EURIBOR (deprecated use enum EURIBOR instead) | Deprecated use of EURIBOR for the enumeration. | Added FIX.4.3, Updated EP132, Deprecated EP132 |
| FutureSWAP | FutureSWAP | FutureSWAP | Added FIX.4.3 | |
| LIBID | LIBID | LIBID | Added FIX.4.3 | |
| LIBOR | LIBOR | LIBOR (London Inter-Bank Offer) | Added FIX.4.3 | |
| MuniAAA | MuniAAA | MuniAAA | Added FIX.4.3 | |
| OTHER | OTHER | OTHER | Added FIX.4.3 | |
| Pfandbriefe | Pfandbriefe | Pfandbriefe | Added FIX.4.3 | |
| SONIA | SONIA | SONIA | Added EP-1 | |
| SWAP | SWAP | SWAP | Added FIX.4.3 | |
| Treasury | Treasury | Treasury | Added FIX.4.3 | |
| FedFundRateEffective | FEDEFF | US Federal Reserve fed funds effective rate | US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. | Added EP132 |
| FedOpen | FEDOPEN | US fed funds target rate | Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. | Added EP132 |
| EURIBOR | EURIBOR | Euro interbank offer rate | Added EP132 | |
| AUBSW | AUBSW | Australian Bank Bill Swap Rate | Added EP254 | |
| BUBOR | BUBOR | Budapest Bank Offered Rate | Added EP254 | |
| CDOR | CDOR | Canadian Dollar Offered Rate | Added EP254 | |
| CIBOR | CIBOR | Copenhagen Interbank Offered Rate | Added EP254 | |
| EONIASWAP | EONIASWAP | Euro Overnight Index Average Swap Rate | Added EP254 | |
| ESTR | ESTR | Euro Short Term Rate | Replaces EONIA. | Added EP254 |
| EURODOLLAR | EURODOLLAR | Euro Dollar Rate | Added EP254 | |
| EUROSWISS | EUROSWISS | Euro Swiss Franc Rate | Added EP254 | |
| GCFREPO | GCFREPO | DTCC General Collateral Finance Repo Index | Added EP254 | |
| ISDAFIX | ISDAFIX | ICE Swap Rate | Added EP254 | |
| JIBAR | JIBAR | Johannesburg Interbank Agreed Rate | Added EP254 | |
| MOSPRIM | MOSPRIM | Moscow Prime Offered Rate | Added EP254 | |
| NIBOR | NIBOR | Nigeria Three Month Interbank Rate | Added EP254 | |
| PRIBOR | PRIBOR | Czech Republic Interbank Offered Rate | Added EP254 | |
| SOFR | SOFR | Secured Overnight Financing Rate | Replaces LIBOR. | Added EP254 |
| STIBOR | STIBOR | Stockholm Interbank Offered Rate | Added EP254 | |
| TELBOR | TELBOR | Bank of Israel Interbank Offered Rate | Added EP254 | |
| TIBOR | TIBOR | Tokyo Interbank Offered Rate | Added EP254 | |
| WIBOR | WIBOR | Warsaw Interbank Offered Rate | Added EP254 | |
| AONIA | AONIA | Reserve Bank of Australia Interbank Overnight Cash Rate | Also known as AUD Overnight Index Average. | Added EP272 |
| AONIAR | AONIA-R | Realised AONIA | "Realised AONIA applies a compounding formula to the daily AONIA rate, to determine the compounded average rate over the prior 1 to 6 month period." (source https://www.asx.com.au/documents/products/realised-aonia-explained.pdf). | Added EP272 |
| BKBM | BKBM | New Zealand Bank Bill Market Rate | Added EP272 | |
| CD91D | CD91D | Republic of Korea 90-Day Certificate of Deposit Rate | Added EP272, Updated EP294 | |
| CORRA | CORRA | Canadian Overnight Repo Rate Average | Added EP272 | |
| DIRRTN | DIRR-TN | Danish Interbank Interest Rate-Tomorrow or Next | Added EP272 | |
| EIBOR | EIBOR | Emirates Interbank Offered Rate | Added EP272 | |
| FixingRepoRate | FixingRepoRate | China Interbank Overnight Repo Rate | Added EP272 | |
| HIBOR | HIBOR | Hong Kong Interbank Offered Rate | Added EP272 | |
| IBR | IBR | Colombia Overnight Interbank Reference Rate | Added EP272 | |
| KLIBOR | KLIBOR | Kuala Lumpur Interbank Offered Rate | Added EP272 | |
| MIBOR | MIBOR | Mumbia Interbank Offered Rate | Added EP272 | |
| NZONIA | NZONIA | New Zealand Overnight Indexed Swaps (OIS) | Added EP272 | |
| PHIREF | PHIREF | Philippines Interbank Reference Rate | Added EP272 | |
| REIBOR | REIBOR | Reykjavik Interbank Offered Rate | Added EP272 | |
| SAIBOR | SAIBOR | Saudi Arabian Interbank Offered Rate | Added EP272 | |
| SARON | SARON | Swiss Average Rate Overnight | Added EP272 | |
| SORA | SORA | Singapore Swap Offer Rate | Added EP272 | |
| TLREF | TLREF | Turkish Lira Overnight Reference Rate | Added EP272 | |
| TIIE | TIIE | Mexico Interbank Equilibrium Interest Rate | Added EP272 | |
| THBFIX | THBFIX | Thai Baht Interest Rate Fixing | Added EP272 | |
| TONAR | TONAR | Tokyo Overnight Average Rate | Added EP272 |
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