Specifies the units in which a price is quoted.
2022-07-15
priceQuoteUnitsScheme
2-5
http://www.fpml.org/coding-scheme/price-quote-units
http://www.fpml.org/coding-scheme/price-quote-units-2-5
http://www.fpml.org/coding-scheme/price-quote-units-2-5.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.

BDFT
FpML
Board Feet.

Deprecated usage: Bushel split into GB Bushel (8 imperial gal)and US Bushel (8 US dry gal).
Bushel - When associated with a specific commodity, e.g. Barley, implies standard unit of weight, in this case 48 lb or 21.7725 kg.
BSH
FpML

BTU
FpML
British Thermal Unit.

Deprecated usage: GBBTU, USBTU and ISOBTU replace BTU.
British Thermal Unit.
BTU
FpML

CBM
FpML
Cubic Meters.

CDD
FpML
Cooling Degree Day.

CER
FpML
Certified Emissions Reduction.

CPD
FpML
Critical Precipitation Day.

CRT
FpML
Climate Reserve Tons.

Deprecated usage: USCWT replaces CWT
Short hundredweight (100 lb).
CWT
FpML

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.

Deprecated usage: GBMMBTU, USMMBTU and ISOMMBTU replace Dekatherm.
Dekatherm.
DTH
FpML

ENVCRD
FpML
Environemental Credit.

ENVOFST
FpML
Environemental Offset.

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

FEU
FpML
40 ft. Equivalent Unit container.

G
FpML
Gram.

Deprecated usage: GBGAL and USGAL replace GAL
Gallon
GAL
FpML

GBBSH
FpML
GB Bushel (8 imperial gal).

GBBTU
FpML
GB British Thermal Unit.

GBCWT
FpML
GB Hundredweight.

GBGAL
FpML
GB Gallon.

GBMBTU
FpML
Thousand GB British Thermal Units or GB Therm.

GBMMBTU
FpML
Million GB British Thermal Units or GB Dekatherm.

GBT
FpML
GB (or Long) Ton.

GJ
FpML
Gigajoule.

GW
FpML
Gigawatt.

GWh
FpML
Gigawatt-hour.

HDD
FpML
Heating Degree Day.

hL
FpML
Hectolitre.

HOGB
FpML
Hundred-ounce gold bar (100 troy-oz).

IndexUnits
FpML
A price, expressed in index units.

Deprecated usage: Ingot split into Standard Gold Bar (400 troy-oz) and Hundred Ounces Gold Bar (100 troy-oz)
Ingot.
Ingot
FpML

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

ISOBTU
FpML
ISO British Thermal Unit.

ISOMBTU
FpML
Thousand ISO British Thermal Units or ISO Therm.

ISOMMBTU
FpML
Million ISO British Thermal Units or ISO Dekatherm.

KG
FpML
Kilogram.

kL
FpML
Kilolitre.

KW
FpML
Kilowatt.

KWd
FpML
Kilowatt-day.

Deprecated usage: KWDC replaced by KWd.
Kilowatt Day Capacity.
KWDC
FpML

KWh
FpML
Kilowatt-hour.

Deprecated usage: KWHC consolidated with KWh.
Kilowatt Hour Capacity.
KWHC
FpML

KWm
FpML
Kilowatt-month.

Deprecated usage: KWMC replaced by KWm.
Kilowatt Month Capacity.
KWMC
FpML

KWmin
FpML
Kilowatt-minute.

Deprecated usage: KWMINC replaced by KWmin.
Kilowatt Minute Capacity.
KWMINC
FpML

KWy
FpML
Kilowatt-year.

Deprecated usage: KWYC replaced by KWy.
Kilowatt Year Capacity.
KWYC
FpML

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.

MMBBL
FpML
Million Barrels.

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

MMBTU
FpML
Million British Thermal Units.

Deprecated usage: GBMMBTU, USMMBTU and ISOMMBTU replace MMBTU.
Million British Thermal Units.
MMBTU
FpML

msf
FpML
Thousand (1,000) square feet.

MT
FpML
Metric Tonne.

MW
FpML
Megawatt.

MWd
FpML
Megawatt-day.

Deprecated usage: MWDC replaced by MWd.
Megawatt Day Capacity.
MWDC
FpML

MWh
FpML
Megawatt-hour.

Deprecated usage: MWHC consolidated with MWh.
Megawatt Hour Capacity.
MWHC
FpML

MWm
FpML
Megawatt-month.

Deprecated usage: MWMC replaced by MWm.
Megawatt Month Capacity.
MWMC
FpML

MWmin
FpML
Megawatt-minute.

Deprecated usage: MWMINC replaced by MWmin.
Megawatt Minute Capacity.
MWMINC
FpML

MWy
FpML
Megawatt-year.

Deprecated usage: MWYC replaced by MWy.
Megawatt Year Capacity.
MWYC
FpML

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 value expressed in percentage units i.e. 5 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%.

SGB
FpML
Standard Gold Bar (400 troy-oz).

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%.

Deprecated usage: UST replaces st
Short Ton.
st
FpML

Deprecated usage: GBT replaces t
(Long) Ton.
t
FpML

TEU
FpML
20 ft. Equivalent Unit container.

Deprecated usage: GBMBTU, USMBTU and ISOMBTU replace Therm.
Therm.
Therm
FpML

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

USBSH
FpML
US Bushel (8 US dry gal).

USBTU
FpML
US British Thermal Unit.

USCWT
FpML
US (or Short) hundredweight (100 lb).

USGAL
FpML
US Gallon.

USMBTU
FpML
Thousand US British Thermal Units or US Therm.

USMMBTU
FpML
Million US British Thermal Units or US Dekatherm.

UST
FpML
US (or Short) Ton.

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).