{"text_format":"1","workbook":"xlsx","n_sheets":4,"sheets":["Surveillance Fields","Coding Schemes","Option Type Values","Option Type Values Orig"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":1,"comments":1,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Surveillance Fields","index":0,"n_rows":55,"n_cols":12,"rows_kept":55,"cut":false,"hidden":false,"merged":[]}
[]
[null,"Field","Examples","Part 43","Transparency","possible rule","Part 45","Recordkeeping","Possible rule","Xpath","Coding scheme URI","Comment"]
[]
[null,"Allocation Agent","PIMCO",null,null,null,"If the swap will be/was allocated, the LEI of the agent",null,"x","trade/tradeHeader/partyTradeInformation/relatedParty[role='AllocationAgent']/partyReference -> party/partyId"]
[null,"Allocation status ","ToBeAllocated",null,null,null,"An indication that the swap is a post-allocation swap",null,"x","trade/tradeHeader/partyTradeInformation/allocationStatus ",{"$f":"'Coding Schemes'!F3","v":"http://www.fpml.org/coding-scheme/allocation-reporting-status "}," (this is also implied by the existence of a blockTradeIdentifier)"]
[null,"Block trade identifer",null,null,null,null,"If the swap is a post-allocation swap, the USI of the orginal transaction",null,"x","trade/tradeHeader/partyTradeIdentifier/blockTradeIdentifer/tradeId","N/A"]
[null,"Clearing Member Firm","JPMorgan",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/relatedParty[role='ClearingFirm']/partyReference -> party/partyId"]
[null,"Clearing Organization","CME",null,null,null,"Clearing venue",null,"x","trade/tradeHeader/partyTradeInformation/relatedParty[role='ClearingOrganization']/partyReference -> party/partyId"]
[null,"Clearing status","Pending",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/clearingStatus",{"$f":"'Coding Schemes'!F6","v":"http://www.fpml.org/coding-scheme/clearing-status"}]
[null,"Collateralization Type","Fully","Indication of collateralization",null,"x","Indication of collateralization",null,"x","trade/tradeHeader/partyTradeInformation/collateralizatonType",{"$f":"'Coding Schemes'!F7","v":"http://www.fpml.org/coding-scheme/collateral-type"}]
[null,"Confirmation Method","Electronic, NonElectronic",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/confirmationMethod",{"$f":"'Coding Schemes'!F8","v":"http://www.fpml.org/coding-scheme/confirmation-method"}]
[null,"End user exception Declaration","(several fields)",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/endUserExceptionDeclaration"]
[null,"End User Exception Indicator","true","Indication of end-user exception",null,"x","If the swap will not be cleared, an indication fo whether the clearing requirement exception was elected",null,"x","trade/tradeHeader/partyTradeInformation/endUserException"]
[null,"End user exception party",null,null,null,null,"The identity of the party electing the clearing exception",null,"x","trade/tradeHeader/partyTradeInformation[endUserException='true']/partyReference -> /party/partyId"]
[null,"Execution Timestamp",null,"Execution timestamp","x",null,"Execution timestamp",null,"x","trade/tradeHeader/partyTradeInformation/executionDateTime"]
[null,"Execution Type","Electronic, Voice, Written",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/executionType",{"$f":"'Coding Schemes'!F12","v":"http://www.fpml.org/coding-scheme/execution-type"}]
[null,"Execution Venue ","CME",null,null,null,"Execution venue",null,"x","trade/tradeHeader/partyTradeInformation/relatedParty[role='ExecutionFacility']/partyReference -> party/partyId"]
[null,"Execution Venue Type","Off-Facility, SEF","Execution venue","x",null,null,null,null,"trade/tradeHeader/partyTradeInformation/executionVenueType",{"$f":"'Coding Schemes'!F13","v":"http://www.fpml.org/coding-scheme/execution-venue-type"}]
[null,"Intent to Allocate Indicator","true",null,null,null,"An indication that the swap will be allocated",null,"x","trade/tradeHeader/partyTradeInformation/intentToAllocate"]
[null,"Intent to clear indicator","true","Cleared or uncleared","x",null,"Clearing indicator",null,"x","trade/tradeHeader/partyTradeInformation/intentToClear"]
[null,"Large Notional Off Facility Trade Indicator","true","Block trades and large notionaal off-facility swaps",null,"x","Block trade indicator",null,"x","trade/tradeHeader/partyTradeInformation/largeSizeTrade"]
[null,"Mandatory Clearing Indicator","true",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/reportingRegime/mandatorilyClearable"]
[null,"Nonstandard Terms Indicator","true","Indication of other price affecting term","x",null,null,null,null,"trade/tradeHeader/partyTradeInformation/nonStandardTerms"]
[null,"Off-Market Price Indicator","true",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/offMarketPrice"]
[null,"Organization domicile",null,null,null,null,"Indication of whether the RP/non-RP is a US person",null,"x","party/country"]
[null,"Organization Type","SD, MSP",null,null,null,"Indication of  wheter the RP and non-RP is an SD, MSP, or financial entity (multiple fields)",null,"x","party/organizationType",{"$f":"'Coding Schemes'!F15","v":"http://www.fpml.org/coding-scheme/organization-type"}]
[null,"Primary Asset Class","InterestRate","Asset Class",null,"x",null,null,null,"trade//primaryAssetClass",{"$f":"'Coding Schemes'!F4","v":"http://www.fpml.org/coding-scheme/asset-class"}]
[{"$f":"'Coding Schemes'!F19","v":"http://www.fpml.org/coding-scheme/product-taxonomy"},"Product Taxonomy classification","IR Swap","Sub-asset class; Contract type",null,"x","If no UPI is avaialble, the taxonomic description of the swap; contract type",null,"x","trade//productType",{"$f":"'Coding Schemes'!F19","v":"http://www.fpml.org/coding-scheme/product-taxonomy"}]
[null,"Regulator","CFTC, SEC",null,"x",null,"An indication that the swap is a mixed swap","x","x","trade/tradeHeader/partyTradeInformation/reportingRegime/supervisorRegistration/supervisoryBody  ",{"$f":"'Coding Schemes'!F24","v":"http://www.fpml.org/coding-scheme/supervisory-body"},"If supervisors includes both CFTC and SEC, it is a mixed swap."]
[null,"Reporting Party","JPMorgan",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/relatedParty[role='ReportingParty']/partyReference -> party/partyId"]
[null,"Reporting party LEI",null,null,null,null,"RP LEI",null,null,"tradeInformation/relatedParty[role='ReportingParty']/partyReference -> /party/partyId, partyTradeInformation/reportingRegime/reportingRole","http://www.fpml.org/coding-scheme/external/iso17442"]
[null,"Reporting Purpose","PET, snapshot, confirmation",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/reportingRegime/reportingPurpose",{"$f":"'Coding Schemes'!F20","v":"http://www.fpml.org/coding-scheme/reporting-purpose"}]
[null,"Reporting regime","DoddFrank, MiFID, HKTR",null,"x",null,null,"x",null,"tradeInformation/relatedParty[role='ReportingParty']/partyReference -> /party/partyId, partyTradeInformation/reportingRegime/name",{"$f":"'Coding Schemes'!F21","v":"http://www.fpml.org/coding-scheme/reporting-regime"}]
[null,"Reporting Role","Reporting Pary, Voluntary Party",null,null,null,"(also can be use to identify the Reporting Party",null,null,"trade/tradeHeader/partyTradeInformation/reportingRegime/reportingRole",{"$f":"'Coding Schemes'!F22","v":"http://www.fpml.org/coding-scheme/reporting-role"}]
[null,"SDR submission timestamp",null,null,null,null,"Timestamp for submission to SDR",null,"x","trade/partyTradeInformation/timestamps/nonpubliclyReported"]
[null,"Secondary Asset class","Equity",null,null,null,"An indication that the swap is a multi-asset swap; for a multi-asset class swap, an indication of the secondary asset classes.",null,null,"trade//secondaryAssetClass",{"$f":"'Coding Schemes'!F4","v":"http://www.fpml.org/coding-scheme/asset-class"}]
[null,"The LEI of the non-reporting party",null,null,null,null,"The LEI of the non-reporting party",null,"x","trade/tradeHeader/partyTradeInformaiton[role='Counterparty']/partyReference -> /party/partyId"]
[null,"Trade Date",null,null,null,null,null,null,null,"trade/tradeHeader/tradeDate"]
[null,"Trade Repository","DTCC",null,null,null,"For a mixed swap reported to 2 SDRs, the ID of the other SDR",null,"x","trade/tradeHeader/partyTradeInformation/relatedParty[role='TradeRepositoryFirm']/partyReference -> party/partyId"]
[null,"Trader","jsmith",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/relatedPerson[role='Trader']/personReference -> party/person/personId"]
[null,"Trading Desk","NY trading desk",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/relatedBusinessUnit[role='Trader']/businessUnitReference -> party/businessUnit/businessUnitId"]
[null,"Unique swap identifer (USI)",null,null,null,null,"USI",null,"x","partyTradeIdentifier/issuer + partyTradeIdentifier/tradeId[@tradeIdScheme='http://www.fpml.org/coding-scheme/external/unique-transaction-identifier']"]
[null,"Unique product identifier - UPI","5 YR USD Libor swap",null,null,null,"The UPI assigned to the swap",null,"x","trade//productId"]
[null,"Verification Method","Electronic, NonElectronic, Unverified",null,null,null,null,null,null,"trade/tradeHeader/partyTradeInformation/verificationMethod",{"$f":"'Coding Schemes'!F29","v":"http://www.fpml.org/coding-scheme/verification-method"}]
[]
[]
[]
[]
[]
[null,"Coding scheme URIs for codes not published by ISDA, or general product classification schemes"]
[null,"LEI","http://www.fpml.org/coding-scheme/external/iso17442"]
[null,"USI","http://www.fpml.org/coding-scheme/external/unique-transaction-identifier"]
[null,"CFTC issuer ID","http://www.fpml.org/coding-scheme/external/cftc-issuer-identifier"]
[null,"UPI","http://www.fpml.org/coding-scheme/external/unique-product-identifier"]
[null,"Taxonomy",{"$f":"'Coding Schemes'!F19","v":"http://www.fpml.org/coding-scheme/product-taxonomy"}]

{"sheet":"Coding Schemes","index":1,"n_rows":30,"n_cols":6,"rows_kept":30,"cut":false,"hidden":false,"merged":[]}
[]
[null,"Coding Scheme","Existing","Candidate Enum?","Values","URI"]
[null,"AllocationReportingStatusScheme",null,null,"Unallocated, PreAllocation, PostAllocation","http://www.fpml.org/coding-scheme/allocation-reporting-status "]
[null,"AssetClass","x",null,"Interest Rate, Credit, Equity, Commodity, Foreign Exchange","http://www.fpml.org/coding-scheme/asset-class"]
[null,"BusinesUnitRole",null,null,"Trader","http://www.fpml.org/coding-scheme/unit-role"]
[null,"ClearingStatusValue","x",null,"Accepted, Cancelled, Decleared, Expired, Pending, .., Registered, Rejected, Uncleared","http://www.fpml.org/coding-scheme/clearing-status"]
[null,"CollateralType",null,"y?","Fully, Partially, OneWay, Uncollateralized","http://www.fpml.org/coding-scheme/collateral-type"]
[null,"ConfirmationMethod",null,"y","Electronic, NonElectronic","http://www.fpml.org/coding-scheme/confirmation-method"]
[null,"CounterpartyTypes",null,null,"(unused, was InterDealer, InterMSP, DealerMSP, etc.)","N/A"]
[null,"CountryCode","x",null,null,"N/A"]
[null,"CreditDocument",null,null,"CreditSupportAgreement, PledgeOfCollateral, Guaranty, RelianceonAvailableFinancig, OtherFinancing","http://www.fpml.org/coding-scheme/credit-document"]
[null,"ExecutionType",null,"y","Electronic, Voice, Written","http://www.fpml.org/coding-scheme/execution-type"]
[null,"ExecutionVenueType",null,"y?","SEF, DCM, Off-Facility","http://www.fpml.org/coding-scheme/execution-venue-type"]
[null,"OrganizationCharacteristic",null,null,"FinancialEntity, CaptiveFinanceUnit, ","http://www.fpml.org/coding-scheme/organization-characteristic"]
[null,"OrganizationType",null,null,"SwapDealer, MajorSwapParticipant, Other","http://www.fpml.org/coding-scheme/organization-type"]
[null,"OriginatingEventScheme","x",null,"Trade, Allocation, Clearing, Exercise, Novation .... Etc","http://www.fpml.org/coding-scheme/originating-event"]
[null,"PartyRole",null,null,"AllocationAgent, ArrangingBroker, ExecutingBroker, etc., etc.","http://www.fpml.org/coding-scheme/party-role"]
[null,"PersonRole",null,null,"Trader, SalesBroker","http://www.fpml.org/coding-scheme/person-role"]
[null,"ProductType",null,null,"(ISDA taxonomy coding scheme)","http://www.fpml.org/coding-scheme/product-taxonomy"]
[null,"ReportingPurpose",null,null,"Snapshot, PrimaryEconomicTerms, Confirmation, RealTimePublic","http://www.fpml.org/coding-scheme/reporting-purpose"]
[null,"ReportingRegimeName",null,null,"DoddFrankAct, MiFID, ODRF, HKTR","http://www.fpml.org/coding-scheme/reporting-regime"]
[null,"ReportingRole",null,"y?","ReportingParty, VoluntaryParty","http://www.fpml.org/coding-scheme/reporting-role"]
[null,"RequestedWithdrawalAction",null,null,"ExpungeRecords, RetainRecords","http://www.fpml.org/coding-scheme/requested-withdrawal-action"]
[null,"SupervisoryBody",null,null,"CFTC, SEC, HKMA, ESMA","http://www.fpml.org/coding-scheme/supervisory-body"]
[null,"TerminatingEventScheme","x",null,"Allocation, Novation, Netting, Amendment, CreditEvent ....","http://www.fpml.org/coding-scheme/terminating-event"]
[null,"TimestampTypeScheme",null,null,"n/a","N/A"]
[null,"TradeCategory","x",null,"Principal, Counterparty, Agent, Customer","http://www.fpml.org/coding-scheme/org-type-category"]
[null,"TransactionCharacteristic",null,null,"BoardOfDirectorsApproval, HedgesFinancialRisk","http://www.fpml.org/coding-scheme/transaction-characteristic"]
[null,"VerificationMethod",null,"y","Electronic, NonElectronic, Unverified","http://www.fpml.org/coding-scheme/verification-method"]
[null,"VerificationStatus",null,"y","Verified, Disputed","http://www.fpml.org/coding-scheme/verification-status"]

{"sheet":"Option Type Values","index":2,"n_rows":35,"n_cols":4,"rows_kept":35,"cut":false,"hidden":false,"merged":[]}
[]
[]
[]
["Value","Correlation","Example products","Definition"]
["Put","Negative","Equity option, Bond option, commodity option strip","The right but not the obligation to sell an asset on predefined terms."]
["Call","Positive","Equity option, Bond option, commodity option strip","The right but not the obligation to buy an asset on predefined terms."]
["Cap","Positive","Cap, Digital Cap, Reset Cap","The right to receive payments when a rate exceeds a specified level"]
["Floor","Negative","Floor, Digital Floor, Reset Floor","The right to receive payments when a rate is under a specified level"]
["RightToReceiveFixed","Positive","IR Swaption, option on CDS, commodity swaption","The right but not the obligation to enter a  swap transaction in which the option holder would receive a fixed rate or price. (A Receiver swaption.)"]
["RightToPayFixed","Negative","IR Swaption, option on CDS, commodity swaption","The right but not the obligation to enter a swap transaction in which the option holder would pay a fixed rate or price.  (A Payer swaption)."]
["Chooser","Either","Generic product","The right for the option holder  to choose which type of option (e.g. a put or a call) the option will be."]
["Collar","Either","Cap/Floor, Generic product","The right to receive payments based on the amount by which a rate or a price exceeds a specified level coupled with the obligation to make payments if the rate or price is under a (possibly different) level."]
["Straddle","Both","Cap/Floor, IR swaption, Generic product","The right to receive payments based on the amount by which a rate or a price exceeds a specified level or is under a (possibly different) level"]
["Other","N/A","Generic product, FX option","An option type not otherwise categorizable"]
[]
[]
["Embedded Option Type"]
["CancelableProvision","N/A","IR swap (callable swap)","The right but not the obligation to terminate a trade early without payment ."]
["ExtendibleProvision","N/A","IR swap","The right but not the obligation to increase the term of a trade (without changing other terms) without payment ."]
["OptionalEarlyTermination","N/A","IR swap, cap/floor, TRS, CDS, etc.","The right but not the obligation to terminate a trade early with payment of fair market replacement value of the trade by the out of the money counterparty."]
[]
[]
[null,null,"Option Types by product"]
[null,null,"Product","Values"]
[]
[null,null,"Equity Option","Put, Call"]
[null,null,"IR Cap/Floor","Cap, Floor, Collar, Straddle"]
[null,null,"IR Swaption","Right To Receive Fixed (Receiver), Right To Pay Fixed (Payer), Straddle"]
[null,null,"Bond Option","Put, Call"]
[null,null,"Simple FX option","n/a"]
[null,null,"Digital FX option","n/a"]
[null,null,"Commodity option strip","Put, Call"]
[null,null,"Commodity swaption","Right To Receive Fixed, Right To Pay Fixed"]
[null,null,"Option on CDS","Right To Receive Fixed, Right To Pay Fixed"]
[null,null,"Complex options","Chooser, Straddle, Collar, Other"]

{"sheet":"Option Type Values Orig","index":3,"n_rows":63,"n_cols":5,"rows_kept":63,"cut":false,"hidden":false,"merged":[]}
[]
[]
[]
[null,null,"From FpML Enumeration"]
[null,null,"Put"]
[null,null,"Call"]
[null,null,"Payer"]
[null,null,"Receiver"]
[null,null,"Straddle"]
[]
[]
[null,null,"From CFTC Part 45 (proposed regulation)"]
[null,null,"Strangle"]
[null,null,"Collar"]
[null,null,"Butterfly"]
[]
[]
[null,null,"Other Option Strategies"]
[]
[null,null,"Call Spread","Bull Call Stpread","Bear call spread "]
[null,null,"Put Spread","Bull Put Spread","Bear put spread"]
[null,null,"Back spread"]
[null,null,"Box spread"]
[null,null,"Condor"]
[null,null,"Costless Collar"]
[null,null,"Covered Call"]
[null,null,"Long Call"]
[null,null,"Fence"]
[null,null,"Iron butterfly"]
[null,null,"Iron condor"]
[null,null,"Protective put"]
[null,null,"risk reversal"]
[null,null,"Calendar spread"]
[null,null,"Diagonal spread"]
[null,null,"Ratio spread"]
[null,null,"Vertical spread"]
[null,null,"Intermarket spread"]
[]
[]
[null,null,"Semi-exotic and Exotic option type and features"]
[null,null,"Asian, averaging, average rate/price, average strike"]
[null,null,"Barrier option","knock-out, knock-in"]
[null,null,"Rainbow option"]
[null,null,"Chooser option"]
[null,null,"Lookback "]
[null,null,"Cliquet"]
[null,null,"Compound option "]
[null,null,"Forwad start option"]
[null,null,"Mountain range"]
[null,null,"Digital/Binary"]
[null,null,"Quanto, Diff"]
[null,null,"Staircase"]
[null,null,"Ratchet"]
[null,null,"options on baskets"]
[null,null,"OutPerformance"]
[null,null,"All or nothing, asset or nothing, cash or nothing."]
[]
[]
[null,null,"Semi-exotic Swap features"]
[null,null,"CMS"]
[null,null,"CMT"]
[null,null,"Diff/quanto "]
[null,null,"multi-asset"]