Defines the type of master confirmation agreement governing the transaction.
masterConfirmationTypeScheme
5-9
http://www.fpml.org/coding-scheme/master-confirmation-type
http://www.fpml.org/coding-scheme/master-confirmation-type-5-9
http://www.fpml.org/coding-scheme/master-confirmation-type-5-9.xml
Code
63
Source
Description
key
2003CreditIndex
FpML
Used for CDS Index trades. Relevant Master Confirmation determined by the contents of the creditDefaultSwap element. Best practice is to use the most specific code that applies.
2004EquityEuropeanInterdealer
FpML
A privately negotiated European Interdealer Master Confirmation Agreement applies.
DJ.CDX.NA
FpML
Used for CDS Index trades executed under the Dow Jones CDX Master Confirmation that covers CDX.NA.IG, CDX.NA.HY, and CDX.NA.XO.
DJ.iTraxx.Europe
FpML
Used for CDS Index trades executed under the Dow Jones iTraxx Europe Master Confirmation Agreement.
ISDA1999Credit
FpML
ISDA 1999 Master Credit Derivatives Confirmation Agreement
ISDA2003CreditAsia
FpML
ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditAustraliaNewZealand
FpML
ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Australia and New Zealand had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditEuropean
FpML
ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if European had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditJapan
FpML
ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditNorthAmerican
FpML
ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if North American had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditSingapore
FpML
ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Singapore had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditSovereignAsia
FpML
ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignCentralAndEasternEurope
FpML
ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Central and Eastern Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignJapan
FpML
ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignLatinAmerica
FpML
ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Latin America had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignMiddleEast
FpML
ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Middle East had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignWesternEurope
FpML
ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Western Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2004CreditSovereignAsia
FpML
ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern
FpML
ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Emerging European and Middle Eastern had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignJapan
FpML
ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignLatinAmerican
FpML
ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Latin American had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignWesternEuropean
FpML
ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Western European had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004EquityAmericasInterdealer
FpML
The ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2005EquityJapaneseInterdealer
FpML
The ISDA 2005 Japanese Interdealer Master Equity Derivatives Confirmation Agreement applies.
EquityAmericas
FpML
A general reference to the types of Americas Master Confirmation Agreements. Use the more specific values to reference a specific type of Americas Master Confirmation Agreement.
EquityEuropean
FpML
A general reference to the types of European Master Confirmation Agreements. Use the more specific values to reference a specific type of European Master Confirmation Agreement.
ISDA2005EquityAsiaExcludingJapanInterdealer
FpML
ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies.
2005VarianceSwapEuropeanInterdealer
FpML
A privately negotiated European Interdealer Master Confirmation Agreement applies.
ISDA2006VarianceSwapJapaneseInterdealer
FpML
ISDA 2006 Variance Swap Japanese Interdealer Confirmation Agreement applies.
DJ.CDX.EM
FpML
Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Master Confirmation.
DJ.CDX.EM.DIV
FpML
Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Diversified Master Confirmation.
ISDA2007VarianceSwapAmericas
FpML
The ISDA 2007 Americas Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapAsiaExcludingJapan
FpML
The ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapEuropean
FpML
The ISDA 2007 European Variance Swap Master Confirmation Agreement applies.
EquityAsia
FpML
A general reference to the types of Asia Master Confirmation Agreements. Use the more specific values to reference a specific type of Asia Master Confirmation Agreement.
ISDA2007EquityEuropean
FpML
The ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies.
2006DividendSwapEuropean
FpML
A European Interdealer Master Confirmation Agreement not defined by ISDA, and modified by the parties to the transaction applies.
2006DividendSwapEuropeanInterdealer
FpML
A European Interdealer Master Confirmation Agreement not defined by ISDA applies.
ISDA2007EquityFinanceSwapEuropean
FpML
The EFS (Equity Share Finance Swap) Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies.
ISDA2004VarianceSwapAmericasInterdealer
FpML
The Variance Swap Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2006VarianceSwapJapanese
FpML
ISDA 2006 Variance Swap Japanese Confirmation Agreement applies.
ISDA2008DividendSwapJapan
FpML
The ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies.
ISDA2008EquityAmericas
FpML
The ISDA 2008 Americas Master Designated/Exchange-Traded Contract Option Confirmation Agreement applies.
ISDA2008EquityFinanceSwapAsiaExcludingJapan
FpML
The Cash-settled Open Market EFS (Equity Finance Share Swap) Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityOptionAsiaExcludingJapan
FpML
The Open Market Equity Option Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityOptionJapan
FpML
The Equity Option Annex to the ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquitySwapAmericas
FpML
The ISDA 2008 Americas Equity Swap Master Confirmation Agreement applies.