Publication of a new set of FpML Coding Schemes – Catalog Version 2-17

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-17 published on February 15, 2024. Below are the changes compared to the previous version 2-16 published on November 3, 2023.

• The following coding schemes have been updated:
  • businessCenterScheme
    • Code "GIGI" for Gibraltar added to businessCenterScheme.
    • Code "GUGC" for Guatemala City deprecated, replaced by new code "GTGC". (FpML ISSUE-1338).
    • Code "GTGC" for Guatemala City added, replacing "GUGC". (FpML ISSUE-1338).
    • Source: FpML
    • Version changed from 9-2 to 9-3
    • Publication Date: 2024-02-15
  • partyRoleScheme
    • Code "RebalancingProvider" renamed "PTRRRebalancingProvider".
    • Code "CompressionProvider" renamed "PTRRCompressionProvider".
    • Source: FpML
    • Version changed from 3-9 to 4-0
    • Publication Date: 2024-02-15
  • linkIdScheme (external)
    • Original URI http://www.fpml.org/coding-scheme/external/compression-link-identifier removed and split into:
      • http://www.fpml.org/coding-scheme/external/esma-ptrr-compression
      • http://www.fpml.org/coding-scheme/external/esma-ptrr-portfolio-rebalancing
      • http://www.fpml.org/coding-scheme/external/esma-ptrr-margin-management
    • Added URI representing Report Tracking Number
      • http://www.fpml.org/coding-scheme/external/esma-report-tracking-number
  • productIdScheme (external)
    • Added URI http://www.fpml.org/coding-scheme/external/instrument-id-ISIN to external scheme "productIdScheme".
• Enhanced FpML Coding Scheme Catalog available:
  • ISDA has updated the enhanced coding-scheme catalog accordingly, including the metadata fields which provides additional information about each CRP code in the scheme.
  • More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog