2022-11-18
This document contains only public information.
priceQuoteUnitsScheme
3-0
http://www.fpml.org/coding-scheme/price-quote-units
http://www.fpml.org/coding-scheme/price-quote-units-3-0
http://www.fpml.org/coding-scheme/price-quote-units-3-0.xml
Code
The unique string/code identifying the value
63
Source
Description
key
Allowances
ISDA
Environmental allowance certificates. (C02 emissions)

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

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

BasisPointValue
ISDA
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
ISDA
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
ISDA
Barrel.

BCF
ISDA
Billion cubic feet.

BDFT
ISDA
Board feet

BSH
ISDA
DEPRECATED [Bushel] Bushel split into GBBSH (8 imperial gal)and USBSH (8 US dry gal).

BTU
ISDA
DEPRECATED [British Thermal Unit ] Replaced by GBBTU, USBTU and ISOBTU.

CBM
ISDA
Cubic Meters.

CDD
ISDA
Cooling Degree Day.

CER
ISDA
Certified Emissions Reduction. (C02 emissions)

CPD
ISDA
Critical Precipitation Day.

CRT
ISDA
Climate Reserve Tons. (C02 emissions)

CWT
ISDA
DEPRECATED [Short hundredweight (100 lb)] Replaced by USCWT.

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

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

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

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

DTH
ISDA
DEPRECATED [Dekatherm] Replaced by GBMMBTU, USMMBTU and ISOMMBTU.

ENVCRD
ISDA
Environmental Credit.

ENVOFST
ISDA
Environmental Offset.

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

FEU
ISDA
40 ft. Equivalent Unit container.

G
ISDA
Gram.

GAL
ISDA
DEPRECATED [Gallon] Replaced by GBGAL and USGAL.

GBBSH
ISDA
GB Bushel - When associated with a specific commodity implies standard unit of weight.

GBBTU
ISDA
GB British Thermal Unit.

GBCWT
ISDA
GB Hundredweight.

GBGAL
ISDA
GB Gallon. Partially replaces deprecated GAL.

GBMBTU
ISDA
Thousand GB British Thermal Units.

GBMMBTU
ISDA
Million GB British Thermal Units or GB Dekatherm.

GBT
ISDA
GB Ton. Replaces deprecated t.

GBTHM
ISDA
GB Therm.

GJ
ISDA
Gigajoule.

GW
ISDA
Gigawatt.

GWh
ISDA
Gigawatt-hour.

HDD
ISDA
Heating Degree Day.

hL
ISDA
Hectolitre.

HOGB
ISDA
100-troy ounces Gold Bar.

IndexUnits
ISDA
A price, expressed in index units.

Ingot
ISDA
DEPRECATED [Ingot] Ingot split into Standard Gold Bar (400 troy-oz) and Hundred Ounces Gold Bar (100 troy-oz).

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

ISOBTU
ISDA
ISO British Thermal Unit.

ISOMBTU
ISDA
Thousand ISO British Thermal Units.

ISOMMBTU
ISDA
Million ISO British Thermal Units or ISO Dekatherm.

ISOTHM
ISDA
ISO Therm.

KG
ISDA
Kilogram.

kL
ISDA
Kilolitre.

KW
ISDA
Kilowatt.

KWd
ISDA
Kilowatt-day.

KWDC
ISDA
DEPRECATED [Kilowatt Day Capacity] KWDC replaced by KWd.

KWh
ISDA
Kilowatt-hour.

KWHC
ISDA
DEPRECATED [Kilowatt Hour Capacity] KWHC consolidated with KWh.

KWm
ISDA
Kilowatt-month.

KWMC
ISDA
DEPRECATED [Kilowatt Month Capacity] KWMC replaced by KWm.

KWmin
ISDA
Kilowatt-minute.

KWMINC
ISDA
DEPRECATED [Kilowatt Minute Capacity] KWMINC replaced by KWmin.

KWy
ISDA
Kilowatt-year.

KWYC
ISDA
DEPRECATED [Kilowatt Year Capacity] KWYC replaced by KWy.

L
ISDA
Litre.

LB
ISDA
Pound.

LogNormalVolatility
ISDA
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
ISDA
Thousand Barrels (BBL).

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

MBTU
ISDA
DEPRECATED [Thousand British Thermal Units] MBTU replaced by GBMBTU, USMBTU and ISOMBTU.

MJ
ISDA
Megajoule.

MMBBL
ISDA
Million Barrels.

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

MMBTU
ISDA
DEPRECATED [Million British Thermal Units] MMBTU replaced by GBMMBTU, USMMBTU and ISOMMBTU.

msf
ISDA
Thousand (1,000) square feet.

MT
ISDA
Metric Tonne.

MW
ISDA
Megawatt.

MWd
ISDA
Megawatt-day.

MWDC
ISDA
DEPRECATED [Megawatt Day Capacity] MWDC replaced by MWd.

MWh
ISDA
Megawatt-hour.

MWHC
ISDA
DEPRECATED [Megawatt Hour Capacity] MWHC consolidated with MWh.

MWm
ISDA
Megawatt-month.

MWMC
ISDA
DEPRECATED [Megawatt Month Capacity] MWMC replaced by MWm.

MWmin
ISDA
Megawatt-minute.

MWMINC
ISDA
DEPRECATED [Megawatt Minute Capacity] MWMINC replaced by MWmin.

MWy
ISDA
Megawatt-year.

MWYC
ISDA
DEPRECATED [Megawatt Year Capacity] MWYC replaced by MWy.

ozt
ISDA
Troy Ounce.

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

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

Percentage
ISDA
A value expressed in percentage units i.e. 5 means 5%.

Price
ISDA
A price, expressed in currency units.

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

SGB
ISDA
Standard Gold Bar.

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

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

st
ISDA
DEPRECATED [Short Ton] Replaced by UST.

t
ISDA
DEPRECATED [(Long) To] Replaced by GBT.

TEU
ISDA
20 ft. Equivalent Unit container.

Therm
ISDA
DEPRECATED [Therm] Therm replaced by GBTHM, USTHM and ISOTHM.

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

USBSH
ISDA
US Bushel - When associated with a specific commodity implies standard unit of weight.

USBTU
ISDA
US British Thermal Unit.

USCWT
ISDA
US Hundredweight. Replaces deprecated CWT.

USGAL
ISDA
US Gallon. Partially replaces deprecated GAL.

USMBTU
ISDA
Thousand US British Thermal Units.

USMMBTU
ISDA
Million US British Thermal Units or US Dekatherm.

UST
ISDA
US Ton. Replaces deprecated st.

USTHM
ISDA
US Therm.

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