Code Set
| 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 FIX.4.4 | |
| EUREPO | EUREPO | EUREPO | Added FIX.4.4 | |
| 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 FIX.4.4 | |
| 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 |
Used in components:
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