Publication of a new set of FpML Coding Schemes – Catalog Version 2-21

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-21 published on April 25, 2025.

Below are the changes compared to the previous version 2-20 published on November 15, 2024.

• The following coding schemes have been updated:
  • commodityReferencePriceScheme
    • Added new energy CRP codes as part of the April 2025 update to Sub-Annex A of the 2005 ISDA Commodity Definitions
    • This version 4-1 of the scheme corrects version 4-0, published August 2023, by including historical CRPs that were published in the earlier version 3-4 of the coding scheme. There is a total of 1134 CRPs:
      • 119 new CRPs (added in 4-1)
      • 85 CRPs (from 4-0 published August 2023)
      • 930 CRPs (from 3-4, prior to 2023)
      • In that total set, 44 CRPs have been marked as deprecated (with a specified endDate metadata, available in the enhanced version only)
    • Source: FpML
    • Version changed from 4-0 to 4-1
    • Publication Date: 2025-04-25
  • floatingRateIndexScheme
    • Updated FROs to support V13 2025H1 of the 2021 Definitions Floating Rate Matrix
      • IDR-INDONIA *
      • IDR-INDONIA-OIS Compound *
      • IDR-JIBOR *
      • NZD-NZIONA *
      • NZD-NZIONA-OIS Compound *
      • ZAR-JIBAR *
      • ZAR-ZARONIA **
      • ZAR-ZARONIA-OIS Compound **
    • * The Applicable Fallback Rate, Temporary Non-Publication Fallback, Permanent Cessation Fallback and Administrator/Benchmark Fallback have been updated.
    • ** Footnotes on the references to “Wellington and Auckland Business Day” in the Applicable Business Day column have been added to note the replacement of Wellington and Auckland Business Day with “New Zealand Business Day” from the date on which the NZFMA’s “New Zealand Business Day Guidance” (with a proposed effective date of October 6, 2025) becomes effective, in line with the changes to Section 2.1.11 of the Main Book.
    • Source: FpML
    • Version changed from 3-10 to 3-11
    • Publication Date: 2025-04-25
  • businessCenterScheme
    • New business center added:
      • NZBD - New Zealand Business Day (effective date: 2025-10-06)
      • A definition of “New Zealand Business Day” has been added as part of the 2021 Definitions V13. The new Section 2.1.11(ii) updates the references to “Wellington and Auckland” as the applicable place or financial center for the purposes of any day (other than in Section 9.68 (NZD-BKBM Bid and NZD-BKBM FRA)) to be references to a New Zealand Business Day from the date on which the NZFMA’s “New Zealand Business Day Guidance” (with a proposed effective date of October 6, 2025) becomes effective.
    • New business center added:
      • ILS-SHIR
      • Publication dates of the ILS-SHIR index (Israel).
    • Source: FpML
    • Version changed from 9-3 to 9-4
    • Publication Date: 2025-04-25
  • priceQuoteUnitsScheme
    • Added code "J" - Joule.
    • Source: FpML
    • Version changed from 3-0 to 3-1
    • Publication Date: 2025-04-25
• The following coding scheme have been added for the purpose of ASIC (Australian Securities and Investments Commission) Derivative Transaction Rules reporting:
  • anonymityIdentifierScheme
    • URI: http://www.fpml.org/coding-scheme/asic-anonymity-identifier-1-0
    • Source: ASIC
    • Version 1-0
    • Publication Date: 2025-04-25
• The following coding scheme have been added for the purpose of HKMA (Hong Kong Monetary Authority) Rewrite reporting:
  • regulatoryCorporateSectorScheme
    • New URI added: http://www.fpml.org/coding-scheme/hkma-rewrite-regulatory-corporate-sector-1-0
    • Source: HKMA
    • Version 1-0
    • Publication Date: 2025-04-25
  • partyRelationshipTypeScheme
    • New URI added: http://www.fpml.org/coding-scheme/hkma-rewrite-party-relationship-type-1-0
    • Source: FpML
    • Version 1-0
    • Publication Date: 2025-04-25
  • contractTypeScheme
    • New URI added: http://www.fpml.org/coding-scheme/hkma-rewrite-contract-type-1-0
    • Source: HKMA
    • Version 1-0
    • Publication Date: 2025-04-25
• Technical fix: The gcl: namespace was corrected to start with “http:” instead of “https:”

 

• This announcement can also be found in the technical notifications on the website.
• The FpML Coding Schemes can be found at https://www.fpml.org/spec/coding-scheme/

• 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