Specifies the units in which a price is quoted.
2013-07-26
priceQuoteUnitsScheme
2-2
http://www.fpml.org/coding-scheme/price-quote-units
http://www.fpml.org/coding-scheme/price-quote-units-2-2
http://www.fpml.org/coding-scheme/price-quote-units-2-2.xml
Code
63
Source
Description
key
Allowances
FpML
Environmental allowance certificates.

Amount
FpML
A numerical amount (typically a currency amount), expressed as a decimal value.

BasisPoints
FpML
A value expressed in terms of one hundredths of a percent, i.e. 5 means 5 basis points (bp) or 0.05%.

BasisPointValue
FpML
The value (expressed in currency units) per basis point change in the underlying rate. Typically used for expressing sensitivity to interest rate chages ("IR delta" risk, "rho" risk).

BasisPointValuePerBasisPoint
FpML
The Basis Point Value (BPV) (expressed in currency units per basis point) per basis point change in the underlying rate. Typically used for expressing second order sensitivity to interest rate changes (IR "gamma" risk, "convexity").

BBL
FpML
Barrel.

BCF
FpML
Billion cubic feet.

BSH
FpML
Bushel - When associated with a specific commodity, e.g. Barley, implies standard unit of weight, in this case 48 lb or 21.7725 kg.

BTU
FpML
British Thermal Unit.

CDD
FpML
Cooling Degree Day.

CPD
FpML
Critical Precipitation Day.

dag
FpML
10 grams. Used in precious metals contracts (e.g MCX).

Day
FpML
Day (commonly used in Time Charter trades).

Discount
FpML
A discount factor expressed as a decimal, e.g. 0.95.

dmtu
FpML
Dry Metric Ton (Tonne) Units – Consists of a metric ton of mass excluding moisture.

DTH
FpML
Dekatherm.

ExchangeRate
FpML
A dimensionless conversion rate, e.g. 1.2. Typically used for FX.

FEU
FpML
40 ft. Equivalent Unit container.

GAL
FpML
Gallon.

GJ
FpML
Gigajoule.

GW
FpML
Gigawatt.

GWh
FpML
Gigawatt-hour.

HDD
FpML
Heating Degree Day.

hL
FpML
Hectolitre.

IndexUnits
FpML
A price, expressed in index units.

Ingot
FpML
Ingot.

IRFuturesPrice
FpML
A IMM futures style price, e.g. 9750 is equivalent to 2.5%.

KG
FpML
Kilogram.

kL
FpML
Kilolitre.

KW
FpML
Kilowatt.

KWh
FpML
Kilowatt-hour.

L
FpML
Litre.

LB
FpML
Pound.

LogNormalVolatility
FpML
A log normal volatility, expressed in %/month, where the percentage is represented as a decimal. For example, 0.15 means a log-normal volatility of 15% per month.

MB
FpML
Thousand Barrels (BBL).

MBF
FpML
Thousand board feet. Used in contracts on forestry underlyers.

MJ
FpML
Megajoule.

MMBF
FpML
Million board feet. Used in contracts on forestry underlyers.

MMBTU
FpML
Million British Thermal Units.

msf
FpML
Thousand (1,000) square feet.

MT
FpML
Metric Tonne.

MW
FpML
Megawatt.

MWh
FpML
Megawatt-hour.

ozt
FpML
Troy Ounce.

ParValueDecimal
FpML
A price, expressed in percentage of face value as a decimal, e.g. 101.5.

ParValueFraction
FpML
A price, expressed in percentage of face value with fractions, e.g. 101 3/8. Normally used for quoting bonds.

Percentage
FpML
A percentage values expressed as a decimal, i.e. .05 means 5%.

Price
FpML
A price, expressed in currency units.

Rate
FpML
A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%.

Shares
FpML
The number of units of stock. Typically used for expressing sensitivity to equity prices (equity "delta" risk).

Spread
FpML
A difference in rates or prices expressed as a decimal. I.e. 0.05 means 5%.

st
FpML
Short Ton.

st
FpML
Short Ton.

t
FpML
(Long) Ton.

TEU
FpML
20 ft. Equivalent Unit container.

Therm
FpML
Therm.

UpfrontPoints
FpML
A difference in rates (typically FX rates) expressed as a decimal value.

ValuePerDay
FpML
The value (expressed in currency units) for a one day change in a valuation date. Typically used for expressing sensitivity to the passage of time ("theta" risk, "carry", etc.).

ValuePerPercent
FpML
The value (expressed in currency units) per percent change in the underlying rate. Typically used for expressing sensitivity to volatility changes ("vega" risk).