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The table below sets out the Algo parameters and combinations currently supported. Please contact the venue for further detail.

1. FixingSource may be one of:
   • WMR - WM/Reuters
   • BFIX - Bloomberg
2. FixingDate is formatted YYYYMMDD
3. FixingTime is formatted HH:MM (on the hour and half-hour)
4. FixingTimeZone may be one of:
   • UTC (only)
   • Other values rejected.
5. PreFixAllocationPercent NOT supported for FixingSource=BFIX
6. PegReferencePriceType may be one of:
   • R - NearTouch
   • M - MidPoint
   • P - FarTouch
7. PegOffset and PegFloorFloatingPoints represent a count of the number of minimum price increment values to be applied to the reference/floor price (i.e. not a direct pips or absolute value to be applied). The minimum price increment is 0.1 pip for most pairs with RUB instruments being an exception.
8. PegFloorType may be one of:
   • 0 - NoFloor
   • 1 - Fixed
   • 2- Floating
9. PriceType may be one of:
   • 99 - Average
   • Other values ignored.

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