Tag 222
BenchmarkCurvePoint
Abbreviation:
PointDescription
Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Wire Format & Usage Example
Single field (key=value)
222=EXAMPLE
In a FIX message (ExecutionReport)
8=FIX.4.4 | 9=... | 35=8 | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 | … | 222=EXAMPLE | … | 10=...
Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 222=EXAMPLE is this field's position in the message.
Used in Messages
24JAllocationInstructionBMAllocationInstructionAlertASAllocationReportAYCollateralAssignmentBBCollateralInquiryBACollateralReportAXCollateralRequestAZCollateralResponseAKConfirmationtCrossOrderCancelReplaceRequest8ExecutionReport6IOIsNewOrderCrossENewOrderListDNewOrderSingleGOrderCancelReplaceRequestSQuoteRQuoteRequestAGQuoteRequestRejectAJQuoteResponseAIQuoteStatusReportySecurityListBKSecurityListUpdateReportAETradeCaptureReport