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  • Field

    Benchmark

    ID (tag)219
    TypeBenchmarkCodeSet
    PedigreeAdded FIX.4.2
    For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).

    Valid values:
    1 = CURVE
    2 = 5-YR
    3 = OLD-5
    4 = 10-YR
    5 = OLD-10
    6 = 30-YR
    7 = OLD-30
    8 = 3-MO-LIBOR
    9 = 6-MO-LIBOR

    Used in messages:

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