Appendix 6-E: Deprecated (Phased-out) Features and Supported Approach – FIX 4.4 – FIX Dictionary

1. Deprecated Field: TotalAccruedInterestAmt (tag 540) [deprecated in FIX 4.4]
2. Deprecated the use of SettlCurrAmt (119) and SettlCurrency (120) fields within Allocation messaging NoAllocs repeating group [deprecated in FIX 4.4]
3. Deprecated Instrument-affiliated "RedemptionDate" Fields: RedemptionDate (240), UnderlyingRedemptionDate (247), and LegRedemptionDate (254) [deprecated in FIX 4.4]
4. Deprecated usage of the Settlement Instruction message where used to refer to an allocation message [deprecated in FIX 4.4]
5. Deprecated various FIX 4.3-introduced "Repo" Fields [deprecated in FIX 4.4]
6. Deprecated "UST" and "USTB" values from the SecurityType (tag 167) field [deprecated in FIX 4.4]

Certain features of the FIX Protocol that were implemented in earlier versions of the FIX Protocol specification, have been replaced by a different approach.  Such features have been labeled as "Deprecated" throughout the FIX Specification document.  This means that feature is being phased out, systems that implement the FIX Protocol should be adjusted to use the new, supported approach, and the next version of the FIX Specification will remove the feature altogether.

The rationale behind deprecating a feature is based upon either:

• Actual use and implementation of the feature identified major shortcomings necessitating a re-design.
• Additional business requirements have been identified which the feature is unable to expand and properly support in its present form.

The new, supported approach for each deprecated feature is identified below:

1. Deprecated Field: TotalAccruedInterestAmt (tag 540) [deprecated in FIX 4.4]

The TotalAccruedInterestAmt <540> field introduced in FIX 4.3 has been replaced by the FIX 4.4-introduced AllocAccruedInterestAmt <742> field for the allocation-level value. Note that AccruedInterestAmt <159> represents the block-level (total). Affects Allocation messaging.

2. Deprecated the use of SettlCurrAmt (119) and SettlCurrency (120) fields within Allocation messaging NoAllocs repeating group [deprecated in FIX 4.4]

AllocSettlCurrAmt <737> and AllocSettlCurrency <736> fields should be used instead of SettlCurrAmt <119> and SettlCurrency <120> within the NoAllocs <78> repeating group. Affects Allocation messaging.

3. Deprecated Instrument-affiliated "RedemptionDate" Fields: RedemptionDate (240), UnderlyingRedemptionDate (247), and LegRedemptionDate (254) [deprecated in FIX 4.4]

Deprecated RedemptionDate <240> from <Instrument>, UnderlyingRedemptionDate <247> from <UnderlyingInstrument>, and LegRedemptionDate <254> from <InstrumentLeg>.

YieldRedemptionDate <696> in <YieldData> component block should be used instead.

4. Deprecated usage of the Settlement Instruction message where used to refer to an allocation message [deprecated in FIX 4.4]

The main body of the Settlement Instruction (now a component block) has been added to the allocation and confirmation messages (Allocation Instruction, Allocation Report and Confirmation).

5. Deprecated various FIX 4.3-introduced "Repo" Fields [deprecated in FIX 4.4]

Deprecated the following fields from <Instrument>, <UnderlyingInstrument>, and <InstrumentLeg> component blocks:  RepoCollateralSecurityType <239>, RepurchaseTerm <226>, RepurchaseRate <227>, UnderlyingRepoCollateralSecurityType <243>, UnderlyingRepurchaseTerm <244>, UnderlyingRepurchaseRate <245>, LegRepoCollateralSecurityType <250>, LegRepurchaseTerm <251>, LegRepurchaseRate <252>. The RepoCollateralSecurityType <239> field is satisfied with UnderlyingSecurityType <310>, RepurchaseTerm <226> by TerminationType <788>, RepurchaseRate <227> by Price <44>.  The corresponding Underlying... and Leg... equivalents have no meaning. FIX 4.4 introduced significant enhancements to support Product="Financing" (e.g. Repos).

6. Deprecated "UST" and "USTB" values from the SecurityType (tag 167) field  [deprecated in FIX 4.4]

Mapping of the deprecated SecurityType <167> field's values is as follows: