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Code Set

PriceTypeCodeSet

ID423
Typeint
PedigreeAdded FIX.4.2, Updated EP271
Code to represent the price type.
NameValueSynopsisElaborationPedigree
Percentage1Percentage (i.e. percent of par) (often called "dollar price" for fixed income)Added FIX.4.2
PerUnit2Per unit (i.e. per share or contract)Added FIX.4.2
FixedAmount3Fixed amount (absolute value)Added FIX.4.2
Discount4Discount - percentage points below parAdded FIX.4.3
Premium5Premium - percentage points over parAdded FIX.4.3
Spread6Spread (basis points spread)Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark.Added FIX.4.3, Updated EP207
TEDPrice7TED PriceAdded FIX.4.3
TEDYield8TED YieldAdded FIX.4.3
Yield9YieldAdded FIX.4.4
FixedCabinetTradePrice10Fixed cabinet trade price (primarily for listed futures and options)Added FIX.4.4
VariableCabinetTradePrice11Variable cabinet trade price (primarily for listed futures and options)Added FIX.4.4
PriceSpread12Price spreadPrice spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified poolsAdded EP207
ProductTicksInHalves13Product ticks in halvesAdded EP19, Updated EP207
ProductTicksInFourths14Product ticks in fourthsAdded EP19
ProductTicksInEighths15Product ticks in eighthsAdded EP19, Updated EP207
ProductTicksInSixteenths16Product ticks in sixteenthsAdded EP19
ProductTicksInThirtySeconds17Product ticks in thirty-secondsAdded EP19
ProductTicksInSixtyFourths18Product ticks in sixty-fourthsAdded EP19, Updated EP207
ProductTicksInOneTwentyEighths19Product ticks in one-twenty-eighthsAdded EP19, Updated EP207
NormalRateRepresentation20Normal rate representation (e.g. FX rate)Added EP100
InverseRateRepresentation21Inverse rate representation (e.g. FX rate)Added EP100
BasisPoints22Basis pointsWhen the price is not spread based.Added EP161
UpfrontPoints23Up front pointsUsed specifically for CDS pricing.Added EP161
InterestRate24Interest rateWhen the price is an interest rate. For example, used with benchmark reference rate.Added EP174
PercentageNotional25Percentage of notionalAdded EP208
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