Indexes

Message Layouts
SellSide
Services
Market
BuySide
Other

Field

SWSPRD

ID (tag)5767
TypeString

This is the diference in the rates for each side of the switch. For benchmark trades it is the composite spread at the time of trade. Max precision 5 decimal places, rounded to .00125 for benchmark spreads, .0001 for switches.


Used in messages:

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