FIX TAG 221
BenchmarkCurveName
Definition
Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
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Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
Values only in FIX Latest · EP309 45
FEDEFFUS Federal Reserve fed funds effective rateAdditional source detail
US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds.
FEDOPENUS fed funds target rateAdditional source detail
Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee.
EURIBOREuro interbank offer rateAUBSWAustralian Bank Bill Swap RateBUBORBudapest Bank Offered RateCDORCanadian Dollar Offered RateCIBORCopenhagen Interbank Offered RateEONIASWAPEuro Overnight Index Average Swap RateESTREuro Short Term RateAdditional source detail
Replaces EONIA.
EURODOLLAREuro Dollar RateEUROSWISSEuro Swiss Franc RateGCFREPODTCC General Collateral Finance Repo IndexISDAFIXICE Swap RateJIBARJohannesburg Interbank Agreed RateMOSPRIMMoscow Prime Offered RateNIBORNigeria Three Month Interbank RatePRIBORCzech Republic Interbank Offered RateSOFRSecured Overnight Financing RateAdditional source detail
Replaces LIBOR.
STIBORStockholm Interbank Offered RateTELBORBank of Israel Interbank Offered RateTIBORTokyo Interbank Offered RateWIBORWarsaw Interbank Offered RateAONIAReserve Bank of Australia Interbank Overnight Cash RateAdditional source detail
Also known as AUD Overnight Index Average.
AONIA-RRealised AONIAAdditional source detail
"Realised AONIA applies a compounding formula to the daily AONIA rate, to determine the compounded average rate over the prior 1 to 6 month period." (source https://www.asx.com.au/documents/products/realised-aonia-explained.pdf).
BKBMNew Zealand Bank Bill Market RateCD91DRepublic of Korea 90-Day Certificate of Deposit RateCORRACanadian Overnight Repo Rate AverageDIRR-TNDanish Interbank Interest Rate-Tomorrow or NextEIBOREmirates Interbank Offered RateFixingRepoRateChina Interbank Overnight Repo RateHIBORHong Kong Interbank Offered RateIBRColombia Overnight Interbank Reference RateKLIBORKuala Lumpur Interbank Offered RateMIBORMumbia Interbank Offered RateNZONIANew Zealand Overnight Indexed Swaps (OIS)PHIREFPhilippines Interbank Reference RateREIBORReykjavik Interbank Offered RateSAIBORSaudi Arabian Interbank Offered RateSARONSwiss Average Rate OvernightSORASingapore Swap Offer RateTLREFTurkish Lira Overnight Reference RateTIIEMexico Interbank Equilibrium Interest RateTHBFIXThai Baht Interest Rate FixingTONARTokyo Overnight Average RateOBFROvernight Bank Funding RateAdditional source detail
US Federal Reserve measure of wholesale, unsecured, overnight bank funding costs (see https://www.newyorkfed.org/markets/reference-rates/obfr).
Value text or deprecation changed 1
| Value | FIX 5.0 SP2 | FIX Latest · EP309 |
|---|---|---|
Euribor | Euribor | EURIBOR (deprecated use enum EURIBOR instead)Additional source detailDeprecated use of EURIBOR for the enumeration. |
Values 57
| Value | Meaning |
|---|---|
EONIA | EONIA |
EUREPO | EUREPO |
Euribor | EURIBOR (deprecated use enum EURIBOR instead) Additional detail from the official sourceDeprecated use of EURIBOR for the enumeration. |
FutureSWAP | FutureSWAP |
LIBID | LIBID |
LIBOR | LIBOR (London Inter-Bank Offer) |
MuniAAA | MuniAAA |
OTHER | OTHER |
Pfandbriefe | Pfandbriefe |
SONIA | SONIA |
SWAP | SWAP |
Treasury | Treasury |
FEDEFF | US Federal Reserve fed funds effective rate Additional detail from the official sourceUS Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. |
FEDOPEN | US fed funds target rate Additional detail from the official sourceFed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. |
EURIBOR | Euro interbank offer rate |
AUBSW | Australian Bank Bill Swap Rate |
BUBOR | Budapest Bank Offered Rate |
CDOR | Canadian Dollar Offered Rate |
CIBOR | Copenhagen Interbank Offered Rate |
EONIASWAP | Euro Overnight Index Average Swap Rate |
ESTR | Euro Short Term Rate Additional detail from the official sourceReplaces EONIA. |
EURODOLLAR | Euro Dollar Rate |
EUROSWISS | Euro Swiss Franc Rate |
GCFREPO | DTCC General Collateral Finance Repo Index |
ISDAFIX | ICE Swap Rate |
JIBAR | Johannesburg Interbank Agreed Rate |
MOSPRIM | Moscow Prime Offered Rate |
NIBOR | Nigeria Three Month Interbank Rate |
PRIBOR | Czech Republic Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate Additional detail from the official sourceReplaces LIBOR. |
STIBOR | Stockholm Interbank Offered Rate |
TELBOR | Bank of Israel Interbank Offered Rate |
TIBOR | Tokyo Interbank Offered Rate |
WIBOR | Warsaw Interbank Offered Rate |
AONIA | Reserve Bank of Australia Interbank Overnight Cash Rate Additional detail from the official sourceAlso known as AUD Overnight Index Average. |
AONIA-R | Realised AONIA Additional detail from the official source"Realised AONIA applies a compounding formula to the daily AONIA rate, to determine the compounded average rate over the prior 1 to 6 month period." (source https://www.asx.com.au/documents/products/realised-aonia-explained.pdf). |
BKBM | New Zealand Bank Bill Market Rate |
CD91D | Republic of Korea 90-Day Certificate of Deposit Rate |
CORRA | Canadian Overnight Repo Rate Average |
DIRR-TN | Danish Interbank Interest Rate-Tomorrow or Next |
EIBOR | Emirates Interbank Offered Rate |
FixingRepoRate | China Interbank Overnight Repo Rate |
HIBOR | Hong Kong Interbank Offered Rate |
IBR | Colombia Overnight Interbank Reference Rate |
KLIBOR | Kuala Lumpur Interbank Offered Rate |
MIBOR | Mumbia Interbank Offered Rate |
NZONIA | New Zealand Overnight Indexed Swaps (OIS) |
PHIREF | Philippines Interbank Reference Rate |
REIBOR | Reykjavik Interbank Offered Rate |
SAIBOR | Saudi Arabian Interbank Offered Rate |
SARON | Swiss Average Rate Overnight |
SORA | Singapore Swap Offer Rate |
TLREF | Turkish Lira Overnight Reference Rate |
TIIE | Mexico Interbank Equilibrium Interest Rate |
THBFIX | Thai Baht Interest Rate Fixing |
TONAR | Tokyo Overnight Average Rate |
OBFR | Overnight Bank Funding Rate Additional detail from the official sourceUS Federal Reserve measure of wholesale, unsecured, overnight bank funding costs (see https://www.newyorkfed.org/markets/reference-rates/obfr). |
About the String data type
Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).
Used in messages 30
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=6IOISpreadOrBenchmarkCurveData35=8ExecutionReportSpreadOrBenchmarkCurveData35=DNewOrderSingleSpreadOrBenchmarkCurveData35=ENewOrderListListOrdGrp / SpreadOrBenchmarkCurveData35=GOrderCancelReplaceRequestSpreadOrBenchmarkCurveData35=JAllocationInstructionSpreadOrBenchmarkCurveData35=RQuoteRequestQuotReqGrp / SpreadOrBenchmarkCurveData35=SQuoteSpreadOrBenchmarkCurveData35=VMarketDataRequestInstrmtMDReqGrp / SpreadOrBenchmarkCurveData35=WMarketDataSnapshotFullRefreshMDFullGrp / SpreadOrBenchmarkCurveData35=XMarketDataIncrementalRefreshMDIncGrp / SpreadOrBenchmarkCurveData35=cSecurityDefinitionRequestSpreadOrBenchmarkCurveData35=dSecurityDefinitionSpreadOrBenchmarkCurveData35=sNewOrderCrossSpreadOrBenchmarkCurveData35=tCrossOrderCancelReplaceRequestSpreadOrBenchmarkCurveData35=ySecurityListSecListGrp / SpreadOrBenchmarkCurveData35=AETradeCaptureReportSpreadOrBenchmarkCurveData35=AGQuoteRequestRejectQuotReqRjctGrp / SpreadOrBenchmarkCurveData35=AIQuoteStatusReportSpreadOrBenchmarkCurveData35=AJQuoteResponseSpreadOrBenchmarkCurveData35=AKConfirmationSpreadOrBenchmarkCurveData35=ASAllocationReportSpreadOrBenchmarkCurveData35=AXCollateralRequestSpreadOrBenchmarkCurveData35=AYCollateralAssignmentSpreadOrBenchmarkCurveData35=AZCollateralResponseSpreadOrBenchmarkCurveData35=BACollateralReportSpreadOrBenchmarkCurveData35=BBCollateralInquirySpreadOrBenchmarkCurveData35=BPSecurityDefinitionUpdateReportSpreadOrBenchmarkCurveData35=BKSecurityListUpdateReportSecLstUpdRelSymGrp / SpreadOrBenchmarkCurveData35=BMAllocationInstructionAlertSpreadOrBenchmarkCurveData