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In this paper we present techniques by which each mix in a mix network can be paid for its services by message senders, in a way that ensures fairness and without sacrificing anonymity. We describe a payment mechanism for use in mix networks, and use this payment scheme in fair exchange mechanisms for both connection-based and message-based mix networks. In connection-based mix networks, our protocols achieve fairness in a weak sense: no player can benefit from stopping the exchange prematurely. In message-based mix networks, by taking advantage of each mix's next-hop neighbor as a rational third party, our exchange protocol guarantees strict fairness between initiators and mixes: either both parties successfully exchange payment and service or neither gains anything.