Code Set BenchmarkCurveNameCodeSet Scenario base

SYNOPSIS: Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)

ID Datatype
221String

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
221001EONIAEONIASYNOPSIS: EONIA
FIX.4.4
221002EUREPOEUREPOSYNOPSIS: EUREPO
FIX.4.4
221003EuriborEuriborSYNOPSIS: EURIBOR (deprecated use enum EURIBOR instead)
ELABORATION: Deprecated use of EURIBOR for the enumeration.
FIX.4.3FIX.5.0SP2132FIX.5.0SP2132
221004FutureSWAPFutureSWAPSYNOPSIS: FutureSWAP
FIX.4.3
221005LIBIDLIBIDSYNOPSIS: LIBID
FIX.4.3
221006LIBORLIBORSYNOPSIS: LIBOR (London Inter-Bank Offer)
FIX.4.3
221007MuniAAAMuniAAASYNOPSIS: MuniAAA
FIX.4.3
221008OTHEROTHERSYNOPSIS: OTHER
FIX.4.3
221009PfandbriefePfandbriefeSYNOPSIS: Pfandbriefe
FIX.4.3
221010SONIASONIASYNOPSIS: SONIA
FIX.4.4
221011SWAPSWAPSYNOPSIS: SWAP
FIX.4.3
221012TreasuryTreasurySYNOPSIS: Treasury
FIX.4.3
221013FedFundRateEffectiveFEDEFFSYNOPSIS: US Federal Reserve fed funds effective rate
ELABORATION: US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds.
FIX.5.0SP2132
221014FedOpenFEDOPENSYNOPSIS: US fed funds target rate
ELABORATION: Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee.
FIX.5.0SP2132
221015EURIBOREURIBORSYNOPSIS: Euro interbank offer rate
FIX.5.0SP2132
221016AUBSWAUBSWSYNOPSIS: Australian Bank Bill Swap Rate
FIX.5.0SP2254
221017BUBORBUBORSYNOPSIS: Budapest Bank Offered Rate
FIX.5.0SP2254
221018CDORCDORSYNOPSIS: Canadian Dollar Offered Rate
FIX.5.0SP2254
221019CIBORCIBORSYNOPSIS: Copenhagen Interbank Offered Rate
FIX.5.0SP2254
221020EONIASWAPEONIASWAPSYNOPSIS: Euro Overnight Index Average Swap Rate
FIX.5.0SP2254
221021ESTRESTRSYNOPSIS: Euro Short Term Rate
ELABORATION: Replaces EONIA.
FIX.5.0SP2254
221022EURODOLLAREURODOLLARSYNOPSIS: Euro Dollar Rate
FIX.5.0SP2254
221023EUROSWISSEUROSWISSSYNOPSIS: Euro Swiss Franc Rate
FIX.5.0SP2254
221024GCFREPOGCFREPOSYNOPSIS: DTCC General Collateral Finance Repo Index
FIX.5.0SP2254
221025ISDAFIXISDAFIXSYNOPSIS: ICE Swap Rate
FIX.5.0SP2254
221026JIBARJIBARSYNOPSIS: Johannesburg Interbank Agreed Rate
FIX.5.0SP2254
221027MOSPRIMMOSPRIMSYNOPSIS: Moscow Prime Offered Rate
FIX.5.0SP2254
221028NIBORNIBORSYNOPSIS: Nigeria Three Month Interbank Rate
FIX.5.0SP2254
221029PRIBORPRIBORSYNOPSIS: Czech Republic Interbank Offered Rate
FIX.5.0SP2254
221030SOFRSOFRSYNOPSIS: Secured Overnight Financing Rate
ELABORATION: Replaces LIBOR.
FIX.5.0SP2254
221031STIBORSTIBORSYNOPSIS: Stockholm Interbank Offered Rate
FIX.5.0SP2254
221032TELBORTELBORSYNOPSIS: Bank of Israel Interbank Offered Rate
FIX.5.0SP2254
221033TIBORTIBORSYNOPSIS: Tokyo Interbank Offered Rate
FIX.5.0SP2254
221034WIBORWIBORSYNOPSIS: Warsaw Interbank Offered Rate
FIX.5.0SP2254