Publication of a new set of FpML Coding Schemes – Catalog Version 2-19
The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding schemes catalog 2-19 on April 26, 2024. Below are the changes compared to the previous version 2-18 published on March 14, 2024.
- The following coding schemes have been updated:
- floatingRateIndexScheme
- New FROs added:
- CAD-CORRA Compounded Index
- EUR-EuroSTR FTSE Term
- USD-TBILL Auction High Rate
- Updated FROs:
- GBP-SONIA Refinitiv Term was rebranded to GBP-SONIA FTSE Term.
- References to the defined term “Refinitiv Screen” have been changed to “LSEG Screen” e.g. JPY-STPR-Quoting Banks
- Source: FpML
- Version changed from 3-8 to 3-9
- Publication Date: 2024-04-26
- reportingRegimeNameScheme
- Added code: "UKEMIR"
- United Kingdom European Markets Infrastructure Regulation
- Source: FpML
- Version changed from 1-6 to 1-7
- Publication Date: 2024-04-26
- reportingPurposeScheme
- Added code: "OtherObligation"
- To indicate the jurisdiction(s) to which the specified person has a reporting obligation, where applicable, other than the jurisdiction which is the target of the context message (e.g. MAS field 44 “Reporting Obligation of a Specified Person”).
- Source: FpML
- Version changed from 1-1 to 1-2
- Publication Date: 2024-04-26
- Enhanced FpML Coding Scheme Catalog available:
