---
title: "FIX 5.0 SP2 EP299: <ClearingPriceParametersGrp> component block – FIX Dictionary – Onix Solutions"
description: "<meta name=\"description\" content=\"&lt;ClearingPriceParametersGrp&gt; component block &ndash; FIX 5.0 SP2 EP299, FIX protocol version FIX 5.0 SP2 EP299\" /> <meta name=\"keywords\" content=\"component block, ClearingPriceParametersGrp, FIX 5.0 SP2 EP299, FIX Protocol, FIX dictionary\" />"
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# <ClearingPriceParametersGrp> component block

## FIX 5.0 SP2 EP299

### Description

 This component is used convey parameters that are relevant for the calculation of clearing prices that are different from the trading prices due to the nature of the product, e.g. variance futures.

### Structure

| Tag | Field Name | Req'd | Comments |  |
| --- | --- | --- | --- | --- |
| 2580 | [NoClearingPriceParameters](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2580.html) | N | Number of parameter sets. |  |
| → | 2581 | [BusinessDayType](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2581.html) | N | Required if [NoClearingPriceParameters <2580>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2580.html) > 0. Use to identify the relative business day to which the parameters apply. |
| → | 2582 | [ClearingPriceOffset](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2582.html) | N |  |
| → | 2583 | [VegaMultiplier](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2583.html) | N |  |
| → | 2584 | [AnnualTradingBusinessDays](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2584.html) | N |  |
| → | 2585 | [TotalTradingBusinessDays](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2585.html) | N |  |
| → | 2586 | [TradingBusinessDays](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2586.html) | N |  |
| → | 2588 | [StandardVariance](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2588.html) | N |  |
| → | 2587 | [RealizedVariance](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2587.html) | N |  |
| → | 2589 | [RelatedClosePrice](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2589.html) | N |  |
| → | 1190 | [RiskFreeRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_1190.html) | N | Interest rate until the instrument expires and used to calculate [DiscountFactor <1592>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_1592.html). |
| → | 2590 | [OvernightInterestRate](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2590.html) | N | Used to calculate [AccumulatedReturnModifiedVariationMargin <2591>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2591.html). |
| → | 2591 | [AccumulatedReturnModifiedVariationMargin](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2591.html) | N |  |
| → | 1592 | [DiscountFactor](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_1592.html) | N |  |
| → | 1188 | [Volatility](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_1188.html) | N |  |
| → | 2528 | [ClearingSettlPrice](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2528.html) | N |  |
| → | 2592 | [CalculationMethod](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/tagNum_2592.html) | N |  |

### Used In

- [SecurityStatus <f>](https://www.onixs.biz/fix-dictionary/5.0.sp2.ep299/msgType_f_102.html)

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