Orchimate 1.3.2 /

FIX User Defined Fields1.0

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Average Price of the far leg of a swap

Bid Spot Rate of the far leg of a swap

This tag will be used to determine if an order with the same symbol can be traded after a certain period of wait time against a quote. This in regards to block trading of securities electronically.

the deal amount (order quantity) of a far leg of a swap.

Duration in minutes. Valid values: (1 – 390, for US markets)

Reserved for future use.

Starting time as a UTC timestamp.

FINS number of broker executing the order (up to 6 characters)

Execution mode. Valid values: 0 = neutral, 1 = passive, 2 = aggressive.

Ending time as a UTC timestamp.

Home currency

Home Ccy Equivalent Quantity

Home CCY Equivalent Quantity for the Far leg of a swap

Home CCY Equivalent Rate

Home Ccy Equivalent Rate for the far leg of a swap

Price of the far leg of a swap

Spot Rate of the far leg of a swap

Leaves Quantity of the far leg of a swap

Contra amount of the leg

FINS number of 1st broker not allowed to execute order (up to 6 characters)

FINS number of 2nd broker not allowed to execute order (up to 6 characters)

Offer Spot Rate of the far leg of a swap

When TargetStrategy is TVOL (5900=2), this parameter represents the target participation rate. For other values, this parameter represents a volume limit.

Valid values: a percentage (0 – 100).

Reserved for future Banc of America Securities PBT usage.

Reserved for future Banc of America Securities PBT usage.

Reserved for future Banc of America Securities PBT usage.

Reserved for future Banc of America Securities PBT usage.

This is used to differentiate between a quote rejection and the actual closing of a quote stream for business reasons.

1=Volume Weighted Average Price (VWAP),

2=Target Volume (TVOL),

1001=Volume Weighted Average Price (VWAP) [same as 1],

1002=Target Volume (TVOL) [same as 2],

1003=Order Staging Model (OSM),

1004=Sensitivity (SENS),

1005=Time Weighted Average Price (TWAP),

1006=Arrival Price (AP),

1999=Custom (CUST)

N.B. This is a required field!

Reserved for future use.

USD Equivalent of the dealt currency