Publication of a new set of FpML Coding Schemes – Catalog Version 2-27

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-27 published on October 30, 2026. Below are the changes compared to the previous version 2-26 published on June 29, 2026.

• The following coding schemes have been updated:
  • inflationIndexDescriptionScheme
    • A new inflation index, AUD-CPI-Monthly has been added.
      • Description: Australia: AUD – Non-revised Monthly Consumer Price Index (Monthly CPI).
    • Source: FpML
    • Version changed from 2-3 to 2-4
    • Publication Date: 2026-10-30
  • inflationIndexSourceScheme
    • A new inflation index source, AMCPI has been added.
      • Bloomberg Screen AMCPI Index
    • Source: FpML
    • Version changed from 2-5 to 2-6
    • Publication Date: 2026-10-30
  • commodityReferencePriceScheme
    • Editorial corrections to the descriptions of 22 commodity reference prices. No codes have been added, removed or renamed.
      • "made by public by" corrected to "made public by" in 9 CME definitions: AGRI-CHEESE-BLOCKS-FUTURES-CME, AGRI-CHEESE-CASH SETTLED-FUTURES-CME, AGRI-DAP-FUTURES-FOB-NOLA-CME, AGRI-UAN-FUTURES-FOB-NOLA-CME, AGRI-UREA-GRANULAR-FUTURES-CFR-BRAZIL-CME, AGRI-UREA-GRANULAR-FUTURES-FOB-EGYPT-CME, AGRI-UREA-GRANULAR-FUTURES-FOB-MIDDLE EAST-CME, AGRI-UREA-GRANULAR-FUTURES-FOB-US GULF-CME and AGRI-WHEAT-FOB-PLATTS-FUTURES-AUSTRALIA-CME.
      • Currency references standardized to "U.S. Dollars" in 16 definitions, replacing "U.S. dollars", "US Dollars", "US dollars" and "U.S Dollars".
      • Currency references standardized to "U.S. cents" in 4 definitions: AGRI-MILK-NONFAT-DRY-CME, ENER-BIODIESEL-RIN-ARGUS, ENER-BIOFUEL-ADVANCED-RIN-ARGUS and ENER-ETHANOL-RIN-ARGUS.
    • Source: ISDA
    • Version changed from 4-4 to 4-5
    • Publication Date: 2026-10-30
  • floatingRateIndexScheme
    • Updated in line with version 16 of the 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix.
    • New Floating Rate Options have been added:
      • AUD-SOFIA
      • AUD-SOFIA-OIS Compound
      • MYR-MYOR-i
      • MYR-MYOR-i-OIS Compound
    • The following Floating Rate Options have been updated:
      • EUR-CNO TEC10: administrator changed from Bank of France to Euronext Paris.
      • PLN-WIBOR: Fixing Time changed from 11:00 to 23:00, Warsaw time. The Fixing Time of 17:00, Warsaw time, for the overnight and tomorrow/next rates is unchanged.
      • USD-AXI Term: Fixing Time changed from 09:00 to 07:00, New York City time, and administrator changed from Invesco Indexing LLC to STOXX.
    • Source: ISDA
    • Version changed from 3-14 to 3-15
    • Publication Date: 2026-10-30
  • rateAdministratorScheme (enhanced version only)
    • New administrators have been added:
      • Euronext Paris
      • STOXX
    • Source: ISDA
    • Version changed from 1-3 to 1-4
    • Publication Date: 2026-10-30
  • settlementRateOptionScheme
    • Aligned with the Settlement Rate Options Matrix of the 2026 ISDA FX Definitions, published on March 3, 2026. The scheme is now generated from ISDA reference data.
    • 57 Settlement Rate Options have been added: 48 that appear in the 2026 Settlement Rate Options Matrix, and 9 legacy Settlement Rate Options from Annex A to the 1998 FX and Currency Option Definitions, added as deprecated so that the scheme is complete.
    • 70 existing Settlement Rate Options that do not appear in the 2026 Settlement Rate Options Matrix are now marked as deprecated. They remain in the scheme for backward compatibility. No codes have been removed.
    • The scheme now contains 153 Settlement Rate Options: 74 active (58 in Part A, Emerging Currency Pairs, and 16 in Part B, Non-Emerging Currency Pairs) and 79 deprecated.
    • The enhanced version adds metadata for each Settlement Rate Option, including currency pair, reference and settlement currencies, matrix part, settlement rate option provider, publication source, specified time and business center, spot rate fixing day, and start, update and end dates.
    • Source: ISDA
    • Version changed from 2-11 to 2-12
    • Publication Date: 2026-10-30
• Documentation improvements:
  • A new section, "Basic and Enhanced Coding Schemes", explains clearly the differences between the basic and enhanced versions of the coding schemes, with a side-by-side comparison table and details of where each version is published and how to access it.
  • A sample preview of the enhanced coding schemes is now explicitly available free of charge, so that users can see the additional metadata before subscribing. It covers the floating rate index, commodity reference price and settlement rate option coding schemes, and can be downloaded from the "Basic and Enhanced Coding Schemes" section.
• Enhanced FpML Coding Scheme Catalog available:
  • ISDA has updated the enhanced coding-scheme catalog accordingly, including the metadata fields which provide additional information about each code in the commodity reference price, floating rate index, rate administrator and settlement rate option schemes.
  • More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog