FpML Issues Tracker

Summary

A new coding value is needed in the 'inflation-index-source' scheme to support the index GBP – Harmonised-Non-revised Consumer Price Index (HICP)”.  The code "UK-HICP" has already been added to the “inflation-index-description" scheme.  Annex A to the 2008 ISDA Inflation Derivatives Definitions included a new index for GBP currency as “GBP – Harmonised-Non-revised Consumer Price Index (HICP)”.   Reference: http://www.isda.org/publications/pdf/2008-inflation-defs.pdf.   This Inflation index,  "UK-HICP" is published under the source screen “UKRPCHVJ” on Bloomberg.

Consequently a new value needs to be added to the FpML inflation-index-source scheme:

Value: UKRPCHVJ

Source: Bloomberg

Description: Bloomberg Screen UKRPCHVJ

Please Note, The corresponding index has already been added to the inflation-index-description scheme:

Code: UK-HICP

Description: United Kingdom: GBP - Harmonised-Non-revised Consumer Price Index (HICP)

.