FIX Version FIX.5.0SP2 Extension Pack EP175

Approval Date 2013-10-02T15:00:00

Description Mid-Market Mark and Unique Swap Identifier Extension



Field Changes

Updated Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaborationDeprecated
631MidPxPriceMidPx0Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.



New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2346LegMidPxPriceMidPx0Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.


Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
641522036.070Used to specify the differential price when reporting the individual leg of a spread trade.

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
9RegulatoryTradeIDGrp032.50
9631078.50
99RegulatoryTradeIDGrp018.50
64631036.050
2045631142.50For OTC swaps, may be used to provide the estimated mid-market-mark.
2018234613.50
2027234613.50
2028234613.50
2046234613.50For OTC swaps, may be used to provide the estimated mid-market mark.
2063234613.50