FIX Version FIX.5.0SP2 Extension Pack EP207

Approval Date 2016-01-08T17:00:00

Description Price Type Extension

Field Changes

Updated Fields

Tag	Name	Type	AssociatedDataTag	AbbrName	BaseCategory	BaseCategoryAbbrName	NotReqXML	EnumDatatype	UnionDataType	Description	Elaboration	Deprecated
423										Code to represent the price type.	For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions.
692										Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs.

Enumerations

Updated Enumerations

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration	Deprecated
423	6					Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark.
423	13	ProductTicksInHalves			Product ticks in halves
423	15	ProductTicksInEighths			Product ticks in eighths
423	18	ProductTicksInSixtyFourths			Product ticks in sixty-fourths
423	19	ProductTicksInOneTwentyEighths			Product ticks in one-twenty-eighths
692	1				Percentage (i.e. percent of par) (often called "dollar price" for fixed income)
692	2				Per unit (i.e. per share or contract)
692	6				Spread (basis points relative to benchmark)	Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark.

Enumerations Added

Tag	Value	SymbolicName	Group	Sort	Description	Elaboration
423	12	PriceSpread		11	Price spread	Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools
692	12	PriceSpread		11	Price spread	Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools.
692	13	ProductTicksInHalves		12	Product ticks in halves
692	14	ProductTicksInFourths		13	Product ticks in fourths
692	15	ProductTicksInEighths		14	Product ticks in eighths
692	16	ProductTicksInSixteenths		15	Product ticks in sixteenths
692	17	ProductTicksInThirtySeconds		16	Product ticks in thirty-seconds
692	18	ProductTicksInSixtyFourths		17	Product ticks in sixty-fourths
692	19	ProductTicksInOneTwentyEighths		18	Product ticks in one-twenty-eighths
692	20	NormalRateRepresentation		19	Normal rate representation (e.g. FX rate)
692	21	InverseRateRepresentation		20	Inverse rate representation (e.g. FX rate)
692	22	BasisPoints		21	Basis points	When the price is not spread based
692	23	UpFrontPoints		22	Up front points	Used specifically for CDS pricing.
692	24	InterestRate		23	Interest rate	When the price is an interest rate. For example, used with benchmark reference rate.
692	25	PercentageOfNotional		24	Percentage of notional