Definition of references to the set of FpML coding schemes.
2016-06-13
The following coding schemes have been updated:
accountTypeScheme
added value AggregateClient - Aggregate client account, as defined under ESMA MiFIR.
Increased version 1-0 to 1-1
Publication Date: 2016-06-13.
creditSeniorityScheme
added value Senior.
Increased version 2-0 to 2-1
Publication Date: 2016-06-13.
creditSupportAgreementTypeScheme
added value ISDA2013StandardCreditSupportAgreement - The ISDA 2013 Standard Credit Support Agreement.
added value ISDA2014StandardCreditSupportAgreement - The ISDA 2014 Standard Credit Support Agreement.
Increased version 1-0 to 1-1
Publication Date: 2016-06-13.
entityClassificationScheme - The entity classification scheme has been split into regulator-specific scheme files: entity-classification-esma.xml for ESMA, entity-classification-sec.xml for the SEC and two for CSA: entity-classification-csa-dealer-status.xml and entity-classification-csa-local-party-status.xml.
added value Other - Indicates an organization with respect to the reporting Regime that does not fit any other classification.
removed value Dealer (moved to entity-classification-csa-dealer-status).
removed value Exempt (moved to entity-classification-esma).
removed value Financial (moved to entity-classification-esma).
removed value LocalParty (moved to entity-classification-csa-local-party-status).
removed value NonDealer (moved to entity-classification-csa-dealer-status).
removed value NonFinancial (moved to entity-classification-esma).
removed value NonLocalParty (moved to entity-classification-csa-local-party-status).
Increased version 1-2 to major version 2-0
Publication Date: 2016-06-13.
entityClassificationScheme (alternate for CSA) - Specifies the entity classification of a party under Canadian Securities Administrators (CSA). This is further split into two schemes:
http://www.fpml.org/coding-scheme/entity-classification-csa-dealer-status
Dealer (moved from entityClassificationScheme).
NonDealer (moved from entityClassificationScheme).
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
http://www.fpml.org/coding-scheme/entity-classification-csa-local-party-status
LocalParty (moved from entityClassificationScheme).
NonLocalParty (moved from entityClassificationScheme).
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
entityClassificationScheme (alternate for ESMA) - Specifies the entity classification of a party under ESMA. http://www.fpml.org/coding-scheme/entity-classification-esma
CentralCounterparty - Indicates the organization with respect to the reporting Regime is a Central Counterparty, for example under ESMA EMIR.
Exempt (moved from entityClassificationScheme).
Financial (moved from entityClassificationScheme).
NonFinancial (moved from entityClassificationScheme).
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
entityClassificationScheme (alternate for SEC) - Specifies the entity classification of a party under the U.S. Securities and Exchange Commission (SEC). http://www.fpml.org/coding-scheme/entity-classification-sec
CA - Indicates the organization with respect to the reporting Regime is a Clearing Agency, for example under SEC. CA under SEC has the same meaning as CentralCounterparty under ESMA.
MSBSP - Indicates the organization with respect to the reporting Regime is a Major Security-based Swap Participant, for example under SEC SBSR.
non-SBSD/MSBSP - Indicates the organization with respect to the reporting Regime is neither a Security-based Swap Dealer nor a Major Security-based Swap Participant, for example under SEC SBSR.
Participant - Indicates an organization with respect to the reporting Regime is a participant.
SBSD - Indicates the organization with respect to the reporting Regime is Security-based Swap Dealer, for example under SEC SBSR.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
eventTypeScheme
Note: the RPTWG is working on the event type codes and expect to be adding and/or adjusting some in the 5.9 Recommendation.
organizationTypeScheme
renamed value SwapDealer to SD
renamed value MajorSwapParticipant to MSP
renamed value Non-SD_Non-MSP to non-SD/MSP
added value NaturalPerson - Indicates a human being.
Increased version 1-1 to 2-0
Publication Date: 2016-06-13.
originatingEventScheme
added value ClearingDefaultTrade - Indicates that the trade was put on as the result of the reassignment of a trade formerly held by a now defaulted clearing member firm.
Increased version 1-2 to 1-3
Publication Date: 2016-06-13.
partyRelationshipTypeScheme
added value Inter-Dealer - Indicates the transaction is between two dealers.
Increased version 1-0 to 1-1
Publication Date: 2016-06-13.
partyRoleScheme - The following values have been added. Descriptions of some existing codes have been clarified where needed to specify synonyms (e.g. ClearingFirm, ClearingOrganization).
added value BookingParty - The entity for which the organization supporting the trade's processing has booked/recorded the trade. This is used in non-reporting workflows situations in which the trade doesn't need to be reported but a firm still wants to specify their own side.
added value Buyer - Acquirer of the legal title to the financial instrument. In the case of of an option, it will be the holder of the option. In the case of a swap or forward, the seller will be determined by market convention.
added value Seller - Seller of the legal title to the financial instrument. In the case of of an option, it will be the writer of the option. In the case of a swap or forward, the seller will be determined by market convention.
added value Client - Client as defined under ESMA MIFIR. This is generally the investor or other client of an investment firm, and is synonymous with the Beneficiary in many circumstances.
added value ClientDecisionMaker - The party or person who, having legal authority to act on behalf of a trade counterparty, made the decision to acquire or sell the financial instrument.
added value CounterPartyAffiliate - Organization offiially attached to the counterparty. e.g. partner, branch, subsidiary.
added value CounterPartyUltimateParent - The topmost entity or organization, within the corporate hierarchy, responsible for the counterparty.
added value DataSubmitter - Entity submitting the transaction report to the competent authority.
added value DisputingParty - Organization that is disputing the trade or transaction.
added value ExecutingEntity - Entity executing the transaction. If the transaction is executed directly by the reporting party, it will be the reporting party. If it is executed by an execution agent or an affiliated party on behalf of the reporting party, it will be that affiliate or agent.
added value ExecutionAgent - The (generally buy-side) organization that acts to execute trades on behalf of an investor. Typically this is an investment manager or asset manager, and also makes the investment decisions for the investor. If required, a separate InvestmentDecision role can be specified to distinguish that the party making the investment decision is different.
added value OrderTransmitter - The entity transmitting the order to the reporting firm.
added value PriorTradeRepository - The trade repository at which the trade was reported previous to the current trade repository.
added value PublicationVenue - The reporting service (whether trade repository, market data service, or exchange/facility/venue data distribution service) that published the report of this trade.
added value ReportingPartyAffiliate - Organization offiially attached to the counterparty. e.g. partner, branch, subsidiary.
added value ReportingPartyUltimateParent - The topmost entity or organization, within the corporate hierarchy, responsible for the counterparty.
Increased version 3-5 to 3-6
Publication Date: 2016-06-13.
personRoleScheme
added value Buyer - Acquirer of the legal title to the financial instrument.
added value DecisionMaker - The party or person with legal responsibility for authorization of the execution of the transaction.
added value ExecutionWithinFirm - Person within the firm who is responsible for execution of the transaction.
added value InvestmentDecisionMaker - Person who is responsible for making the investment decision.
added value Seller - Seller of the legal title to the financial instrument.
Increased version 1-1 to 1-2
Publication Date: 2016-06-13.
pricingContextScheme
added value Allocation - The trade was created as an allocation of a previously traded contract, and thus does not reflect market activity.
added value CrossBorder - The trade crosses jurisdictions and therefore is not eligible for price reporting.
added value ForcedTrading - The trade was forced to be executed for operational or risk reason and therefore does accurately reflect market prices.
added value PreEnactmentTrade - The trade was executed prior to the enactment of the reporting legislation or regulation, and therefore is not eligible for price disclosure.
added value PreEnactmentPostTradeEvent - The post-trade event was executed prior to the enactment of the reporting legislation or regulation, and therefore is not eligible for price disclosure.
added value PriceReportingExemptOther - The trade is exempt for price disclosure for reasons not otherwise identified.
Increased version 1-0 to 1-1
Publication Date: 2016-06-13.
pricingModelScheme
added value Model - Indicates the value is calculated based on an internal pricing model (e.g. Mark to Model).
Increased version 1-0 to 1-1
Publication Date: 2016-06-13.
quoteTimingScheme
added value Pending - Pricing information is pending and not currently available.
Increased version 1-1 to 1-2
Publication Date: 2016-06-13.
regulatoryCorporateSectorScheme
added value Corporate - Corporate, as defined by HKMA.
added value Individual - Individual, as defined by HKMA.
added 21 values to specify a taxonomy for Non-Financial Counterparties, as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AccommodationFoodService - (Non Financial) - 9 = Accommodation and food service activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AdministrationSupport - (Non Financial) - 14 = Administrative and support service activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AgricultureForestryFishing - (Non Financial) - 1 = Agriculture, forestry and fishing. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
ArtsEntertainmentRecreation - (Non Financial) - 18 = Arts, entertainment and recreation. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Construction - (Non Financial) - 6 = Construction. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Education - (Non Financial) - 16 = Education. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
EletricityGas - (Non Financial) - 4 = Electricity, gas, steam and air conditioning supply. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
ExtraterritorialOrganizations - (Non Financial) - 21 = Activities of extraterritorial organisations and bodies. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
FinanceInsurance - (Non Financial) - 11 = Financial and insurance activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
HealthSocialWork - (Non Financial) - 17 = Human health and social work activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Household - (Non Financial) - 20 = Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
InformationCommunication - (Non Financial) - 10 = Information and communication. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Manufacturing - (Non Financial) - 3 =Manufacturing. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Mining - (Non Financial) - 2 = Mining and quarrying. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
OtherServices - (Non Financial) - 19 = Other service activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
ProfessionalScientificTechnical - (Non Financial) - 13 = Professional, scientific and technical activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
PublicAdminDefenceSocialSecurity - (Non Financial) - 15 = Public administration and defence; compulsory social security. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
RealEstate - (Non Financial) - 12 = Real estate activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
TransportationStorage - (Non Financial) - 8 = Transportation and storage. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
WaterSewerWasteManagement - (Non Financial) - 5 = Water supply, sewerage, waste management and remediation activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
WholesaleRetailTradeMotorRepair - (Non Financial) - 7 = Wholesale and retail trade, repair of motor vehicles and motorcycles. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Increased version 1-1 to 1-2
Publication Date: 2016-06-13.
reportingRegimeNameScheme
added value MiFIDII - Markets in Financial Instruments Directive II.
added value MiFIR - Markets in Financial Instruments Regulation.
Increased version 1-4 to 1-5
Publication Date: 2016-06-13.
unitRoleScheme
added value ClientOrderReceipt - The unit received the order from the client.
added value ExecutionMembership - The unit is a member of the execution facility or network.
added value OrderReceipt - Branch receiving order from client.
Increased version 2-0 to 2-1
Publication Date: 2016-06-13.
The following coding schemes have been added:
actionTypeScheme (alternative to actionTypeScheme - http://www.fpml.org/coding-scheme/report-status)
NEWT - New Transaction report.
CANC - Cancelation Report.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
algorithmRoleScheme - Defines the role of the algorithm.
Executor - Algorithm responsible for the execution of the transaction.
InvestmentDecision - Specifies a role of investment decision for the algorithm.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
otcClassificationScheme - Specifies the OTC post-trade indicator, as defined under ESMA MiFID II.
ACTX - Agency cross transactions (For all instruments).
ALGO - Algorithmic transactions (For equity instruments).
AMND - Amendments (For all instruments).
BENC - Benchmark (For all instruments).
CANC - Cancellations (For all instruments).
DUPL - Duplicative trade reports (For equity instruments).
ILQD - Illiquid instrument (for non-equity instruments).
LRGS - Post-trade large-in-scale transactions (For all instruments).
NLIQ - Negotiated transactions in liquid financial instruments (For equity instruments).
NPFT - Non-price forming transactions (For all instruments).
OILQ - Negotiated transactions in illiquid financial instruments (For equity instruments).
PRIC - Negotiated transactions subject to conditions other than the current market price (For equity instruments).
RPRI - Transactions which have received price improvement (For equity instruments).
RFPT - Reference price transactions (For equity instruments).
SDIV - Special dividend (For equity instruments).
SIZE - Above specified size transaction (For all instruments).
TNCP - Transactions not contributing to the price discovery process for the purposes of Article 23 of Regulation (EU) No 600/2014 (For equity instruments).
TPAC - Package transaction (For non-equity instruments).
XFPH - Exchange for Physical transaction (For non-equity instruments).
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
reportingBooleanScheme - Defines an overridable boolean scheme for regulatory reporting (http://www.fpml.org/coding-scheme/reporting-boolean)
true - Boolean value of true.
false - Boolean value of false.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
reportingBooleanScheme - alternative boolean scheme for ESMA (http://www.fpml.org/coding-scheme/external/esma/boolean)
true - Boolean value of true.
false - Boolean value of false.
X - No value provided.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
reportingLevelScheme - Defines a scheme for expressing the level of reporting for regulatory reporting
Trade - This is reported at the Trade level.
Position - This is reported at the Position level.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
shortSaleScheme - Specifies the type of short selling indicator, as defined under ESMA MiFID II.
NTAV - Information not available.
SELL - No short sale.
SESH - Short sale with no exemption.
SSEX - Short sale with exemption.
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
tradingWaiverScheme - Specifies the type of waiver indicator, as defined under ESMA MiFID II.
ILQD - Illiquid instrument transaction (for non-equity instruments).
LRGS - Large in scale (For all instruments).
NLIQ - Negotiated transactions in liquid financial instruments (for equity instruments).
OILQ - Negotiated transactions in illiquid financial instruments (for equity instruments).
PRIC - Negotiated transactions subject to conditions other than the current market price of that equity financial instrument (for equity instruments).
RFPT - Reference price transaction (for equity instruments).
SIZE - Above specific size transaction (for non-equity instruments).
Initial version 1-0 (working draft)
Publication Date: 2016-06-13.
The following external coding schemes have been updated or added:
partyIdScheme (updated) - added alternative coding schemes:
http://www.fpml.org/coding-scheme/external/iso10383 - For a trading venue.
http://www.fpml.org/coding-scheme/external/mifir/extension-iso10383 (with description for XOFF and XXXX)
personIdScheme (added) - Scheme to Identify the type of person identifier. Added alternative coding schemes:
http://www.fpml.org/coding-scheme/external/person-id/national-identity-number - Identification of a person using a National Identity Number.
http://www.fpml.org/coding-scheme/external/person-id/passport-number - Identification of a person using a Passport Number.
http://www.fpml.org/coding-scheme/external/person-id/mifir/concatenation - Identification of a person using a concatenation of fields (proprietary scheme).
productTypeScheme (added) - Scheme to Identify the Product Classification. Added alternative coding scheme:
http://www.fpml.org/coding-scheme/external/product-classification/iso10962 - Identification using a CFI Code (Classification for Financial Instruments - ISO 10962).
FpML Set of Coding Schemes
1-76
http://www.fpml.org/coding-scheme/set-of-schemes
http://www.fpml.org/coding-scheme/set-of-schemes-1-76
http://www.fpml.org/coding-scheme/set-of-schemes-1-76.xml
Contains a code representing the type of an account, for example in a clearing or exchange model.
2016-06-13
http://www.fpml.org/coding-scheme/account-type
http://www.fpml.org/coding-scheme/account-type-1-1
http://www.fpml.org/coding-scheme/account-type-1-1.xml
Facility-level accruing fees.
2015-07-15
http://www.fpml.org/coding-scheme/accruing-fee-type
http://www.fpml.org/coding-scheme/accruing-fee-type-1-0
http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml
Action type as defined by the European Securities and Markets Authority (ESMA).
2015-06-24
http://www.fpml.org/coding-scheme/action-type
http://www.fpml.org/coding-scheme/action-type-1-0
http://www.fpml.org/coding-scheme/action-type-1-0.xml
Alternative to actionTypeScheme.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/report-status
http://www.fpml.org/coding-scheme/report-status-1-0
http://www.fpml.org/coding-scheme/report-status-1-0.xml
Defines the role of the algorithm.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/algorithm-role
http://www.fpml.org/coding-scheme/algorithm-role-1-0
http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml
Defines an allocation reporting status categorization. Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.
2012-04-20
http://www.fpml.org/coding-scheme/allocation-reporting-status
http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0
http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml
Defines the type of approval in a consent or approval process.
2014-01-23
http://www.fpml.org/coding-scheme/approval-type
http://www.fpml.org/coding-scheme/approval-type-1-0
http://www.fpml.org/coding-scheme/approval-type-1-0.xml
Defines a simple asset class categorization. Used for classification of the risk class of the trade.
http://www.fpml.org/coding-scheme/asset-class
http://www.fpml.org/coding-scheme/asset-class-2-0
http://www.fpml.org/coding-scheme/asset-class-2-0.xml
The type of measure about an asset. Used for escribing valuation, sensitivity, and risk measures.
2012-08-02
http://www.fpml.org/coding-scheme/asset-measure
http://www.fpml.org/coding-scheme/asset-measure-5-5
http://www.fpml.org/coding-scheme/asset-measure-5-5.xml
List of assignment fee payment rules.
2015-07-15
http://www.fpml.org/coding-scheme/assignment-fee-rule
http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0
http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml
Defines the type of Broker Confirm the FpML trade represents.
2013-01-15
http://www.fpml.org/coding-scheme/broker-confirmation-type
http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0
http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml
Defines where bullion is to be delivered for a Bullion Transaction.
http://www.fpml.org/coding-scheme/bullion-delivery-location
http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0
http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml
A business day calendar location
The codes are based on the business calendar location some of which based on the ISO country code or exchange code, or some other codes.
Additional business day calendar location codes could be built according to the following rules: the first two characters represent the ISO country code, the next two characters represent
a) the first two letters of the location, if the location name is one word,
b) the first letter of the first word followed by the first letter of the second word, if the location name consists of at least two words.
Note for creating new city codes for US and Canada: the two-letter combinations used in postal US states (http://pe.usps.gov/text/pub28/28apb.htm ) and Canadian provinces (http://www.canadapost.ca/tools/pg/manual/PGaddress-e.asp) abbreviations cannot be utilized (e.g. the code for Denver, United States is USDN and not USDE, because of the DE is the abbreviation for Delaware state ).
2016-06-02
http://www.fpml.org/coding-scheme/business-center
http://www.fpml.org/coding-scheme/business-center-7-18
http://www.fpml.org/coding-scheme/business-center-7-18.xml
Contains a code representing the type of business process a message (e.g. a status request) applies to.
2011-09-29
http://www.fpml.org/coding-scheme/business-process
http://www.fpml.org/coding-scheme/business-process-1-0
http://www.fpml.org/coding-scheme/business-process-1-0.xml
The type of cash flows associated with OTC derivatives contracts and their lifecycle events.
http://www.fpml.org/coding-scheme/cashflow-type
http://www.fpml.org/coding-scheme/cashflow-type-2-0
http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml
Contains a code representing the type of organization. Used to clarify which participant's information is being reported.
2011-09-29
http://www.fpml.org/coding-scheme/org-type-category
http://www.fpml.org/coding-scheme/org-type-category-1-0
http://www.fpml.org/coding-scheme/org-type-category-1-0.xml
A clearance system
http://www.fpml.org/coding-scheme/clearance-system
http://www.fpml.org/coding-scheme/clearance-system-1-0
http://www.fpml.org/coding-scheme/clearance-system-1-0.xml
Defines a list of clearing status codes.
2012-03-21
http://www.fpml.org/coding-scheme/clearing-status
http://www.fpml.org/coding-scheme/clearing-status-1-1
http://www.fpml.org/coding-scheme/clearing-status-1-1.xml
The reason a trade is exempted from a clearing mandate.
2015-02-11
http://www.fpml.org/coding-scheme/clearing-exception-reason
http://www.fpml.org/coding-scheme/clearing-exception-reason-1-0
http://www.fpml.org/coding-scheme/clearing-exception-reason-1-0.xml
ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA Collateral Asset Definitions.
2014-05-06
http://www.fpml.org/coding-scheme/collateral-asset-definitions
http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0
http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml
Defines a list of collateral dispute resolution method codes.
http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason
http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0
http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml
Defines a list of collateral interest response reason codes.
http://www.fpml.org/coding-scheme/collateral-interest-response-reason
http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml
Defines a list of collateral reason codes.
http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason
http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml
Defines a list of collateral response reason codes.
http://www.fpml.org/coding-scheme/collateral-response-reason
http://www.fpml.org/coding-scheme/collateral-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml
Defines a list of collateral retraction reason codes.
http://www.fpml.org/coding-scheme/collateral-retraction-reason
http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1
http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml
Defines a list of collateral substitution response reason codes.
http://www.fpml.org/coding-scheme/collateral-substitution-response-reason
http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0
http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml
Contains a code representing the type of collateral obtained by a party to offset its counterparty risk.
2012-03-07
http://www.fpml.org/coding-scheme/collateral-type
http://www.fpml.org/coding-scheme/collateral-type-1-0
http://www.fpml.org/coding-scheme/collateral-type-1-0.xml
Specifies the commodity business calendar.
2015-01-20
http://www.fpml.org/coding-scheme/commodity-business-calendar
http://www.fpml.org/coding-scheme/commodity-business-calendar-3-5
http://www.fpml.org/coding-scheme/commodity-business-calendar-3-5.xml
Defines a scheme of Coal Quality Adjustments.
http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments
http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0
http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml
Defines a scheme of Coal Product Sources.
2015-12-14
http://www.fpml.org/coding-scheme/commodity-coal-product-source
http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0
http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml
Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal Annex.
http://www.fpml.org/coding-scheme/commodity-coal-product-type
http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0
http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml
Defines a scheme of Coal Transportation Equipment values.
http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment
http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0
http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml
For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system
http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0
http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml
Specifies the event relative to which optional expiration(s) occur.
http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event
http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0
http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml
Specifies the frequency with which a price shall be observed.
http://www.fpml.org/coding-scheme/commodity-frequency-type
http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0
http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml
Specifies the method by which FX rate will be applied.
http://www.fpml.org/coding-scheme/commodity-fx-type
http://www.fpml.org/coding-scheme/commodity-fx-type-1-0
http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml
Defines a publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)
2014-09-15
http://www.fpml.org/coding-scheme/commodity-information-provider
http://www.fpml.org/coding-scheme/commodity-information-provider-4-0
http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml
Specifies the Disruption Fallbacks that are applicable.
http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback
http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0
http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml
Specifies the Market Disruption Events that are applicable.
http://www.fpml.org/coding-scheme/commodity-market-disruption
http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0
http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml
Specifies the brand manager of metal product for a physically settled metal trade.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-metal-brand-manager
http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0
http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml
Specifies the brand name of metal product for a physically settled metal trade.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-metal-brand-name
http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0
http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml
Specifies the types of metal product for a physically settled metal trade.
2015-01-20
http://www.fpml.org/coding-scheme/commodity-metal-product-type
http://www.fpml.org/coding-scheme/commodity-metal-product-type-2-0
http://www.fpml.org/coding-scheme/commodity-metal-product-type-2-0.xml
Specifies the shape(s) of metal product for a physically settled metal trade.
2012-08-02
http://www.fpml.org/coding-scheme/commodity-metal-shape
http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0
http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml
Defines a type of physical commodity product to be delivered.
2014-09-15
http://www.fpml.org/coding-scheme/commodity-oil-product-type
http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0
http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml
Specifies the event relative to which payment(s) occur.
2011-07-08
http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event
http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0
http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml
Specifies the frequency at which the Quantity or Notional Quantity is deemed to apply for purposes of calculating the Total Quantity or Total Notional Quantity.
2012-03-07
http://www.fpml.org/coding-scheme/commodity-quantity-frequency
http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2
http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml
Contains a code representing a CFTC Part 20 covered commodity
2012-08-02
http://www.fpml.org/coding-scheme/commodity-code
http://www.fpml.org/coding-scheme/commodity-code-1-0
Contains a code representing the Commodity Reference Price corresponding to the CFTC Part 20 covered commodities.
2016-02-26
http://www.fpml.org/coding-scheme/cftc-commodity-reference-price
http://www.fpml.org/coding-scheme/cftc-commodity-reference-price-1-0
http://www.fpml.org/coding-scheme/cftc-commodity-reference-price-1-0.xml
Defines a scheme of Commodity Reference Prices specified in the Annex to the 2005 ISDA Commodity Definitions.
2016-02-26
http://www.fpml.org/coding-scheme/commodity-reference-price
http://www.fpml.org/coding-scheme/commodity-reference-price-3-0
http://www.fpml.org/coding-scheme/commodity-reference-price-3-0.xml
The frequency at which a rate is compounded.
http://www.fpml.org/coding-scheme/compounding-frequency
http://www.fpml.org/coding-scheme/compounding-frequency-1-0
http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml
Indicates what type of trade compression activity took place.
2012-03-21
http://www.fpml.org/coding-scheme/compression-type
http://www.fpml.org/coding-scheme/compression-type-1-0
http://www.fpml.org/coding-scheme/compression-type-1-0.xml
Contains a code representing a trade could be confirmed (ie. how the legally binding terms of a derivatives contract could be documented and agreed.).
2012-11-05
http://www.fpml.org/coding-scheme/confirmation-method
http://www.fpml.org/coding-scheme/confirmation-method-1-1
http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml
Specifies a set of standard contract definitions relevant to the transaction
2015-07-15
http://www.fpml.org/coding-scheme/contractual-definitions
http://www.fpml.org/coding-scheme/contractual-definitions-3-7
http://www.fpml.org/coding-scheme/contractual-definitions-3-7.xml
Defines the supplements to a base set of ISDA Definitions that are applicable to the transaction.
2015-10-16
http://www.fpml.org/coding-scheme/contractual-supplement
http://www.fpml.org/coding-scheme/contractual-supplement-8-0
http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml
Defines a scheme of values for specifying the type of corporate action.
2013-07-26
http://www.fpml.org/coding-scheme/corporate-action
http://www.fpml.org/coding-scheme/corporate-action-1-1
http://www.fpml.org/coding-scheme/corporate-action-1-1.xml
Defines a scheme of values for specifying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.
http://www.fpml.org/coding-scheme/coupon-type
http://www.fpml.org/coding-scheme/coupon-type-1-0
http://www.fpml.org/coding-scheme/coupon-type-1-0.xml
The method jointly employed by the Credit Extender and Limit Checker for a given Credit User through which the credit value of a trade is verified to be within the credit limit prior to the placement of an order and the execution of a trade. Defines the pre-execution model.
2013-06-07
http://www.fpml.org/coding-scheme/credit-approval-model
http://www.fpml.org/coding-scheme/credit-approval-model-1-0
http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml
Indicates a type of credit document.
2012-03-21
http://www.fpml.org/coding-scheme/credit-document
http://www.fpml.org/coding-scheme/credit-document-1-0
http://www.fpml.org/coding-scheme/credit-document-1-0.xml
Standard code to indicate which type of credit limit check reason.
2014-08-29
http://www.fpml.org/coding-scheme/credit-limit-check-reason
http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0
http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml
"Standard code to indicate which type of credit line is being referred to.
2013-06-07
http://www.fpml.org/coding-scheme/credit-limit-type
http://www.fpml.org/coding-scheme/credit-limit-type-1-0
http://www.fpml.org/coding-scheme/credit-limit-type-1-0.xml
Specifies the credit rating agencies.
2014-05-06
http://www.fpml.org/coding-scheme/credit-rating-agency
http://www.fpml.org/coding-scheme/credit-rating-agency-1-0
http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml
Specifies the repayment precedence of a debt instrument.
2016-06-13
http://www.fpml.org/coding-scheme/credit-seniority
http://www.fpml.org/coding-scheme/credit-seniority-2-1
http://www.fpml.org/coding-scheme/credit-seniority-2-1.xml
Specifies the seniority of the reference obligation used in a single name credit default swap trade. It overrides the creditSeniorityScheme.
http://www.fpml.org/coding-scheme/credit-seniority-trading
http://www.fpml.org/coding-scheme/credit-seniority-trading-1-0
http://www.fpml.org/coding-scheme/credit-seniority-trading-1-0.xml
Specifies the type of ISDA Credit Support Agreement governing the transaction.
http://www.fpml.org/coding-scheme/credit-support-agreement-type
http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1
http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml
The specification of the cut name, or expiry date and time, for an FX OTC option.
http://www.fpml.org/coding-scheme/cut-name
http://www.fpml.org/coding-scheme/cut-name-1-0
http://www.fpml.org/coding-scheme/cut-name-1-0.xml
Specifies the denominator for accrual calculation to be used as part of the ISDA Standard CSA document.
2014-05-06
http://www.fpml.org/coding-scheme/day-count
http://www.fpml.org/coding-scheme/day-count-1-0
http://www.fpml.org/coding-scheme/day-count-1-0.xml
Defines a scheme of values for specifying how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.
http://www.fpml.org/coding-scheme/day-count-fraction
http://www.fpml.org/coding-scheme/day-count-fraction-2-2
http://www.fpml.org/coding-scheme/day-count-fraction-2-2.xml
Indicates the reason that a declear was requested.
2012-08-02
http://www.fpml.org/coding-scheme/declear-reason
http://www.fpml.org/coding-scheme/declear-reason-1-0
http://www.fpml.org/coding-scheme/declear-reason-1-0.xml
Defines the possible delivery methods for securities.
2015-02-11
http://www.fpml.org/coding-scheme/delivery-method
http://www.fpml.org/coding-scheme/delivery-method-1-0
http://www.fpml.org/coding-scheme/delivery-method-1-0.xml
Specifies how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight).
2012-08-02
http://www.fpml.org/coding-scheme/commodity-delivery-risk
http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0
http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml
Specifies the method by which a derivative is computed.
http://www.fpml.org/coding-scheme/derivative-calculation-method
http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0
http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml
Specifies the types of liens that can be associated with a loan facility. In practice there could be any number of liens. Practice shows that the number does not typically goes beyond 3.
http://www.fpml.org/coding-scheme/designated-priority
http://www.fpml.org/coding-scheme/designated-priority-1-0
http://www.fpml.org/coding-scheme/designated-priority-1-0.xml
Specifies the method according to which an amount or a date is determined.
2015-07-15
http://www.fpml.org/coding-scheme/determination-method
http://www.fpml.org/coding-scheme/determination-method-3-4
http://www.fpml.org/coding-scheme/determination-method-3-4.xml
Indicates a type of embedded option contained in an OTC derivative contract.
2012-05-11
http://www.fpml.org/coding-scheme/embedded-option-type
http://www.fpml.org/coding-scheme/embedded-option-type-1-0
http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml
This specifies the entity classification of a party.
2016-06-13
http://www.fpml.org/coding-scheme/entity-classification
http://www.fpml.org/coding-scheme/entity-classification-2-0
http://www.fpml.org/coding-scheme/entity-classification-2-0.xml
Specifies the dealer status of a party under Canadian Securities Administrators (CSA).
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/entity-classification-csa-dealer-status
http://www.fpml.org/coding-scheme/entity-classification-csa-dealer-status-1-0
http://www.fpml.org/coding-scheme/entity-classification-csa-dealer-status-1-0.xml
Specifies the local party status of a party under Canadian Securities Administrators (CSA).
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/entity-classification-csa-local-party-status
http://www.fpml.org/coding-scheme/entity-classification-csa-local-party-status-1-0
http://www.fpml.org/coding-scheme/entity-classification-csa-local-party-status-1-0.xml
Specifies the entity classification of a party under ESMA.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/entity-classification-esma
http://www.fpml.org/coding-scheme/entity-classification-esma-1-0
http://www.fpml.org/coding-scheme/entity-classification-esma-1-0.xml
Specifies the entity classification of a party under the U.S. Securities and Exchange Commission (SEC).
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/entity-classification-sec
http://www.fpml.org/coding-scheme/entity-classification-sec-1-0
http://www.fpml.org/coding-scheme/entity-classification-sec-1-0.xml
This specifies the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.
http://www.fpml.org/coding-scheme/entity-type
http://www.fpml.org/coding-scheme/entity-type-1-0
http://www.fpml.org/coding-scheme/entity-type-1-0.xml
Status of the set of payments once the matching process is performed.
2012-03-21
http://www.fpml.org/coding-scheme/event-status
http://www.fpml.org/coding-scheme/event-status-1-1
http://www.fpml.org/coding-scheme/event-status-1-1.xml
Contains a code representing an event type.
2014-11-06
http://www.fpml.org/coding-scheme/event-type
http://www.fpml.org/coding-scheme/event-type-1-0
http://www.fpml.org/coding-scheme/event-type-1-0.xml
Defines the alternate meaning for Exchange Date as specified in Paragraph 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law).
2015-01-20
http://www.fpml.org/coding-scheme/exchange-date
http://www.fpml.org/coding-scheme/exchange-date-2-0
http://www.fpml.org/coding-scheme/exchange-date-2-0.xml
Contains a code representing a trade could be executed (ie. how a legally enforceable contract could be agreed, as per CFTC's 17 CFR Part 43.
2011-06-24
http://www.fpml.org/coding-scheme/execution-type
http://www.fpml.org/coding-scheme/execution-type-1-0
http://www.fpml.org/coding-scheme/execution-type-1-0.xml
Contains a code representing the type of venue where a trade could be executed.
2015-06-24
http://www.fpml.org/coding-scheme/execution-venue-type
http://www.fpml.org/coding-scheme/execution-venue-type-1-2
http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml
Option Exercise Style.
2015-10-16
http://www.fpml.org/coding-scheme/generic-exercise-style
http://www.fpml.org/coding-scheme/generic-exercise-style-1-1
http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml
Contains a code representing the type of exposure.
2011-06-10
http://www.fpml.org/coding-scheme/exposure-type
http://www.fpml.org/coding-scheme/exposure-type-1-0
http://www.fpml.org/coding-scheme/exposure-type-1-0.xml
Various features associated with a given facility.
2015-07-15
http://www.fpml.org/coding-scheme/facility-feature
http://www.fpml.org/coding-scheme/facility-feature-1-0
http://www.fpml.org/coding-scheme/facility-feature-1-0.xml
Commodity Rate Options.
2013-02-12
http://www.fpml.org/coding-scheme/commodity-floating-rate-index
http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0
http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml
ISDA Rate Options as published by ISDA in either the 2006 ISDA Definitions or the Annex to the 2000 Definitions, Section 7.1. Rate Options.
2015-07-15
http://www.fpml.org/coding-scheme/floating-rate-index
http://www.fpml.org/coding-scheme/floating-rate-index-2-14
http://www.fpml.org/coding-scheme/floating-rate-index-2-14.xml
Syndicated Loans - Subset of ISDA floating rate indexes.
2015-07-15
http://www.fpml.org/coding-scheme/floating-rate-index-loan
http://www.fpml.org/coding-scheme/floating-rate-index-loan-1-0
http://www.fpml.org/coding-scheme/floating-rate-index-loan-1-0.xml
Contains a code representing the type of template terms used to define FX disruption events and thier fallbacks.
2013-04-26
http://www.fpml.org/coding-scheme/fx-template-terms
http://www.fpml.org/coding-scheme/fx-template-terms-1-0
http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml
Identification of the law governing the transaction.
In general the codes are the ISO country code where the applicable law is the law of an entire country
For countries that have more than one legal regime the code is constructed from the two-character ISO country code followed by two characters indicating the legal regime. In the cases of Canada and the United States of America, these two characters are the conventional abbreviations for the provinces and states respectively. In the case of the United Kingdom, the first two characters are "GB" followed by two characters indicating the legal regime.
The following are examples of valid codes, not an exhaustive list.
2012-03-21
http://www.fpml.org/coding-scheme/governing-law
http://www.fpml.org/coding-scheme/governing-law-1-2
http://www.fpml.org/coding-scheme/governing-law-1-2.xml
Defines the provisions under which the respective parties are permitted to hold collateral. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.
2014-05-06
http://www.fpml.org/coding-scheme/holding-posted-collateral
http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0
http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml
Specifies the way the independent amount is determined. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.
2014-05-06
http://www.fpml.org/coding-scheme/independent-amount-determination
http://www.fpml.org/coding-scheme/independent-amount-determination-1-0
http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml
Specifies the instances where the independent amount eligible collateral is not defined as a set of eligible collateral assets. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it.
2014-05-06
http://www.fpml.org/coding-scheme/independent-amount-eligibility
http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0
http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml
Defines a scheme of values for specifying the CDX index annex source.
http://www.fpml.org/coding-scheme/cdx-index-annex-source
http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0
http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml
The specification of the Index Descriptions based on Annex A to the 2008 ISDA Inflation Derivatives Definitions
2013-07-18
http://www.fpml.org/coding-scheme/inflation-index-description
http://www.fpml.org/coding-scheme/inflation-index-description-2-2
http://www.fpml.org/coding-scheme/inflation-index-description-2-2.xml
The specification of the Index Source.
2016-06-02
http://www.fpml.org/coding-scheme/inflation-index-source
http://www.fpml.org/coding-scheme/inflation-index-source-2-2
http://www.fpml.org/coding-scheme/inflation-index-source-2-2.xml
The specification of the Inflation Index Main Publication.
2013-02-22
http://www.fpml.org/coding-scheme/inflation-main-publication
http://www.fpml.org/coding-scheme/inflation-main-publication-1-1
http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml
The specification of a list of information providers and vendors who publish financial markets information. Their information sources will typically be used to determine a relevant market rate, price or index.
List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - Certain Published and Displayed Sources, and other sources.
2012-08-10
http://www.fpml.org/coding-scheme/information-provider
http://www.fpml.org/coding-scheme/information-provider-2-1
http://www.fpml.org/coding-scheme/information-provider-2-1.xml
Defines the interest rate terms applicable to the cash held/posted as independent amount. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it.
2014-05-06
http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms
http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0
http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml
Specifies the type of interpolation used.
http://www.fpml.org/coding-scheme/interpolation-method
http://www.fpml.org/coding-scheme/interpolation-method-1-1
http://www.fpml.org/coding-scheme/interpolation-method-1-1.xml
A scheme defining the list of Letter of Credit purposes.
2015-07-15
http://www.fpml.org/coding-scheme/lc-purpose
http://www.fpml.org/coding-scheme/lc-purpose-1-0
http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml
A scheme defining the different types of Letters of Credit.
2015-07-15
http://www.fpml.org/coding-scheme/lc-type
http://www.fpml.org/coding-scheme/lc-type-1-0
http://www.fpml.org/coding-scheme/lc-type-1-0.xml
Specifies the legal document name.
2014-05-06
http://www.fpml.org/coding-scheme/legal-document-name
http://www.fpml.org/coding-scheme/legal-document-name-1-0
http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml
Specifies the legal document publisher.
2014-05-06
http://www.fpml.org/coding-scheme/legal-document-publisher
http://www.fpml.org/coding-scheme/legal-document-publisher-1-0
http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml
Specifies the reference style applicable to the legal document.
2014-12-19
http://www.fpml.org/coding-scheme/legal-document-style
http://www.fpml.org/coding-scheme/legal-document-style-2-0
http://www.fpml.org/coding-scheme/legal-document-style-2-0.xml
The category the purchaser of a loan falls within, with respect to lender consent rules.
2015-07-15
http://www.fpml.org/coding-scheme/lender-classification
http://www.fpml.org/coding-scheme/lender-classification-1-0
http://www.fpml.org/coding-scheme/lender-classification-1-0.xml
Specifies a typology for loan facilities.
http://www.fpml.org/coding-scheme/facility-type
http://www.fpml.org/coding-scheme/facility-type-1-0
http://www.fpml.org/coding-scheme/facility-type-1-0
This overrides the countryScheme. Specifies the Local Jurisdiction that applies to a Transaction, for example for the purposes of defining which Local Taxes will apply.
2013-01-15
http://www.fpml.org/coding-scheme/local-jurisdiction
http://www.fpml.org/coding-scheme/local-jurisdiction-1-1
http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml
Allows the requestor to specify if they want this trade/trade set margining with an associated portfolio with the Clearing Organization or not.
2013-08-30
http://www.fpml.org/coding-scheme/margin-quote-type
http://www.fpml.org/coding-scheme/margin-quote-type-1-0
http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml
Defines the handling of a averaging date market disruption for an equity derivative transaction.
http://www.fpml.org/coding-scheme/market-disruption
http://www.fpml.org/coding-scheme/market-disruption-1-0
http://www.fpml.org/coding-scheme/market-disruption-1-0.xml
Defines the type of the master agreement governing the transaction.
2014-04-11
http://www.fpml.org/coding-scheme/master-agreement-type
http://www.fpml.org/coding-scheme/master-agreement-type-3-0
http://www.fpml.org/coding-scheme/master-agreement-type-3-0.xml
Defines the version of the master agreement governing the transaction.
2014-02-05
http://www.fpml.org/coding-scheme/master-agreement-version
http://www.fpml.org/coding-scheme/master-agreement-version-1-4
http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml
Defines the type of annex to be used with master confirmation agreement governing the transaction.
http://www.fpml.org/coding-scheme/master-confirmation-annex-type
http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6
http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml
Defines the type of master confirmation agreement governing the transaction.
2015-07-15
http://www.fpml.org/coding-scheme/master-confirmation-type
http://www.fpml.org/coding-scheme/master-confirmation-type-7-7
http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml
Defines a scheme of transaction types specified in the Credit Derivatives Physical Settlement Matrix.
2014-08-29
http://www.fpml.org/coding-scheme/credit-matrix-transaction-type
http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-10
http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-10.xml
Defines a scheme of transaction types specified in the Equity Derivatives Settlement Matrix.
2015-06-15
working-draft
http://www.fpml.org/coding-scheme/equity-matrix-transaction-type
http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0
http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml
Defines a scheme of values for identifying the form of applicable matrix.
2015-07-15
http://www.fpml.org/coding-scheme/matrix-type
http://www.fpml.org/coding-scheme/matrix-type-1-1
http://www.fpml.org/coding-scheme/matrix-type-1-1.xml
Specifies a mortgage typology.
http://www.fpml.org/coding-scheme/mortgage-sector
http://www.fpml.org/coding-scheme/mortgage-sector-1-0
http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml
Indicates a type of option contained in a complex OTC derivative contract.
2012-05-11
http://www.fpml.org/coding-scheme/option-type
http://www.fpml.org/coding-scheme/option-type-1-0
http://www.fpml.org/coding-scheme/option-type-1-0.xml
Indicates a type of organization characteristic.
2012-03-21
http://www.fpml.org/coding-scheme/organization-characteristic
http://www.fpml.org/coding-scheme/organization-characteristic-1-0
http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml
Indicates a type of organization.
2016-06-13
http://www.fpml.org/coding-scheme/organization-type
http://www.fpml.org/coding-scheme/organization-type-2-0
http://www.fpml.org/coding-scheme/organization-type-2-0.xml
Specifies the type of business event that triggered the origination of this trade. This is used to provide additional detail about how or why a trade originatated, particularly when this is not self-evident. For example, it can indicated that the trade was created as a result of netting, or as a result of a novation or transfer party initiated by a third party.
2016-06-13
http://www.fpml.org/coding-scheme/originating-event
http://www.fpml.org/coding-scheme/originating-event-1-3
http://www.fpml.org/coding-scheme/originating-event-1-3.xml
Specifies the OTC post-trade indicator, as defined under ESMA MiFID II.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/external/esma/mifir/otc-classification
http://www.fpml.org/coding-scheme/external/esma/mifir/otc-classification-1-0
http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-1-0.xml
Specifies the type of package.
2014-06-04
http://www.fpml.org/coding-scheme/package-type
http://www.fpml.org/coding-scheme/package-type-1-0
http://www.fpml.org/coding-scheme/package-type-1-0.xml
Qualifies a group of parties.
2015-11-04
http://www.fpml.org/coding-scheme/party-group-type
http://www.fpml.org/coding-scheme/party-group-type-1-0
http://www.fpml.org/coding-scheme/party-group-type-1-0.xml
Contains a code representing a related party role. This can be extended to provide custom roles.
2016-06-13
http://www.fpml.org/coding-scheme/party-role
http://www.fpml.org/coding-scheme/party-role-3-6
http://www.fpml.org/coding-scheme/party-role-3-6.xml
Contains a code representing a related party role type. A type refining the role a role played by a party in one or more transactions. This can be extended to provide custom types.
2011-04-24
http://www.fpml.org/coding-scheme/party-role-type
http://www.fpml.org/coding-scheme/party-role-type-1-0
http://www.fpml.org/coding-scheme/party-role-type-1-0.xml
A type is containing a code representing how two parties are related, e.g. Affiliated, Intragroup.
2015-05-10
http://www.fpml.org/coding-scheme/party-relationship-type
http://www.fpml.org/coding-scheme/party-relationship-type-1-1
http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml
Indicates the role of a person in a transaction.
2016-06-13
http://www.fpml.org/coding-scheme/person-role
http://www.fpml.org/coding-scheme/person-role-1-2
http://www.fpml.org/coding-scheme/person-role-1-2.xml
Specifies the type of perturbation applied to compute a derivative perturbatively.
http://www.fpml.org/coding-scheme/perturbation-type
http://www.fpml.org/coding-scheme/perturbation-type-1-0
http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml
Defines the types of business events which can cause a change in position for a given facility.
http://www.fpml.org/coding-scheme/position-change-type
http://www.fpml.org/coding-scheme/position-change-type-1-0
http://www.fpml.org/coding-scheme/position-change-type-1-0.xml
Indicates the status of the reconciliation of a position.
http://www.fpml.org/coding-scheme/position-status
http://www.fpml.org/coding-scheme/position-status-1-0
http://www.fpml.org/coding-scheme/position-status-1-0.xml
A code that describes the reason that an update occurred.
2012-03-21
http://www.fpml.org/coding-scheme/position-update-reason-code
http://www.fpml.org/coding-scheme/position-update-reason-code-1-1
http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml
Specifies the units in which a price is quoted.
2015-11-04
http://www.fpml.org/coding-scheme/price-quote-units
http://www.fpml.org/coding-scheme/price-quote-units-2-3
http://www.fpml.org/coding-scheme/price-quote-units-2-3.xml
Specifies the context in which the price was evaluated.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/pricing-context
http://www.fpml.org/coding-scheme/pricing-context-1-1
http://www.fpml.org/coding-scheme/pricing-context-1-1.xml
Specifies the type of pricing structure represented.
http://www.fpml.org/coding-scheme/pricing-input-type
http://www.fpml.org/coding-scheme/pricing-input-type-1-0
http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml
Defines a scheme of values for specifying the type of corporate action.
2016-06-13
http://www.fpml.org/coding-scheme/pricing-model
http://www.fpml.org/coding-scheme/pricing-model-1-1
http://www.fpml.org/coding-scheme/pricing-model-1-1.xml
Identifies the grade of physical commodity product to be delivered.
2012-09-14
http://www.fpml.org/coding-scheme/commodity-oil-product-grade
http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0
http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml
Contains a product type code based on the ISDA product taxonomy
2015-07-15
http://www.fpml.org/coding-scheme/product-taxonomy
http://www.fpml.org/coding-scheme/product-taxonomy-3-0
http://www.fpml.org/coding-scheme/product-taxonomy-3-0
A simple product typology, focused on identifing the type of financial instrument, without characterizing its features.
2015-12-14
http://www.fpml.org/coding-scheme/product-type-simple
http://www.fpml.org/coding-scheme/product-type-simple-1-5
http://www.fpml.org/coding-scheme/product-type-simple-1-5.xml
Specifies the query parameter operator.
http://www.fpml.org/coding-scheme/query-parameter-operator
http://www.fpml.org/coding-scheme/query-parameter-operator-1-0
http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml
Specifies the type of the time of the quote.
2016-06-13
http://www.fpml.org/coding-scheme/quote-timing
http://www.fpml.org/coding-scheme/quote-timing-1-2
http://www.fpml.org/coding-scheme/quote-timing-1-2.xml
Defines a list of machine interpretable error codes.
http://www.fpml.org/coding-scheme/reason-code
http://www.fpml.org/coding-scheme/reason-code-1-0
http://www.fpml.org/coding-scheme/reason-code-1-0.xml
Specifies Region
2011-11-30
http://www.fpml.org/coding-scheme/region
http://www.fpml.org/coding-scheme/region-1-0
http://www.fpml.org/coding-scheme/region-1-0.xml
Specifies Corporate sector as defined by or for regulators including ESMA, CFTC, etc.
2016-06-13
http://www.fpml.org/coding-scheme/regulatory-corporate-sector
http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2
http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml
Defines an overridable boolean scheme for regulatory reporting
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/reporting-boolean
http://www.fpml.org/coding-scheme/reporting-boolean
http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml
Defines an overridable boolean scheme for regulatory reporting, for ESMA specifications
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/external/esma/boolean
http://www.fpml.org/coding-scheme/external/esma/boolean
http://www.fpml.org/coding-scheme/external/esma/boolean-1-0.xml
Defines the type of currency that was used to report the value of an asset.
http://www.fpml.org/coding-scheme/reporting-currency-type
http://www.fpml.org/coding-scheme/reporting-currency-type-1-0
http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml
Defines a scheme for expressing the level of reporting for regulatory reporting
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/reporting-level
http://www.fpml.org/coding-scheme/reporting-level
http://www.fpml.org/coding-scheme/reporting-level-1-0.xml
Contains a code representing a reportingregime under which this transaction may be reported.
2016-06-13
http://www.fpml.org/coding-scheme/reporting-regime
http://www.fpml.org/coding-scheme/reporting-regime-1-5
http://www.fpml.org/coding-scheme/reporting-regime-1-5.xml
Contains a code representing the role of a party in a report. Used to clarify which participant's information is being reported.
2013-05-03
http://www.fpml.org/coding-scheme/reporting-role
http://www.fpml.org/coding-scheme/reporting-role-2-1
http://www.fpml.org/coding-scheme/reporting-role-2-1.xml
Contains a code representing the purpose of a report.
2011-11-14
http://www.fpml.org/coding-scheme/reporting-purpose
http://www.fpml.org/coding-scheme/reporting-purpose-1-0
http://www.fpml.org/coding-scheme/reporting-purpose-1-0.xml
Indicates the action that is requested to be performed, in a withdrawal request message.
2012-03-21
http://www.fpml.org/coding-scheme/requested-withdrawal-action
http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0
http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml
Indicates the action that is requested to be performed, for example in a consent request message.
2011-05-13
http://www.fpml.org/coding-scheme/requested-action
http://www.fpml.org/coding-scheme/requested-action-1-0
http://www.fpml.org/coding-scheme/requested-action-1-0.xml
Indicates the action that is requested to be performed. The purpose is to allow FCMs to specify how the allocations are to be processed.
2013-04-12
http://www.fpml.org/coding-scheme/requested-collateral-allocation-action
http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0
http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml
Contains a code representing the type of a resource (e.g. document).
2013-09-10
http://www.fpml.org/coding-scheme/resource-type
http://www.fpml.org/coding-scheme/resource-type-1-1
http://www.fpml.org/coding-scheme/resource-type-1-1.xml
Specifies the form of the restructuring credit event that is applicable to the credit default swap.
2015-01-20
http://www.fpml.org/coding-scheme/restructuring
http://www.fpml.org/coding-scheme/restructuring-1-1
http://www.fpml.org/coding-scheme/restructuring-1-1.xml
Defines the type of each scheduled date that is reported.
http://www.fpml.org/coding-scheme/scheduled-date-type
http://www.fpml.org/coding-scheme/scheduled-date-type-1-0
http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml
Contains a code representing the overall status of a service.
2012-03-07
http://www.fpml.org/coding-scheme/service-status
http://www.fpml.org/coding-scheme/service-status-1-0
http://www.fpml.org/coding-scheme/service-status-1-0.xml
Contains a code representing a processing event that occurred in a service.
2012-03-07
http://www.fpml.org/coding-scheme/service-processing-event
http://www.fpml.org/coding-scheme/service-processing-event-1-0
http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml
Contains a code representing a processing cycle that a service is performing.
2012-03-07
http://www.fpml.org/coding-scheme/service-processing-cycle
http://www.fpml.org/coding-scheme/service-processing-cycle-1-0
http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml
Contains a code representing a processing step (a stage within a processing cycle) that a service is performing.
2012-03-07
http://www.fpml.org/coding-scheme/service-processing-step
http://www.fpml.org/coding-scheme/service-processing-step-1-0
http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml
Contains a code representing the type or category of an advisory issued by a service.
2012-03-07
http://www.fpml.org/coding-scheme/service-advisory-category
http://www.fpml.org/coding-scheme/service-advisory-category-1-0
http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml
Specifies the settlement cycle. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.
2015-01-20
http://www.fpml.org/coding-scheme/settlement-day
http://www.fpml.org/coding-scheme/settlement-day-1-0
http://www.fpml.org/coding-scheme/settlement-day-1-0.xml
Used to specify the relevant settled entity matrix source.
http://www.fpml.org/coding-scheme/settled-entity-matrix-source
http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0
http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml
The specification of the method for settling a particular trade.
http://www.fpml.org/coding-scheme/settlement-method
http://www.fpml.org/coding-scheme/settlement-method-1-0
http://www.fpml.org/coding-scheme/settlement-method-1-0.xml
Specifies the method according to which an amount or a date is determined.
http://www.fpml.org/coding-scheme/settlement-price-default-election
http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0
http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml
The source from which the settlement price is to be obtained.
http://www.fpml.org/coding-scheme/settlement-price-source
http://www.fpml.org/coding-scheme/settlement-price-source-1-0
http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml
Defines a scheme of settlement rate options specified in the Annex A to the 1998 FX and Currency Option Definitions.
2014-04-11
http://www.fpml.org/coding-scheme/settlement-rate-option
http://www.fpml.org/coding-scheme/settlement-rate-option-2-7
http://www.fpml.org/coding-scheme/settlement-rate-option-2-7.xml
Specifies the type of short selling indicator, as defined under ESMA MiFID II.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/external/esma/mifir/short-sale
http://www.fpml.org/coding-scheme/external/esma/mifir/short-sale-1-0
http://www.fpml.org/coding-scheme/esma-mifir-short-sale-1-0.xml
Defines the type of each spread schedule type.
http://www.fpml.org/coding-scheme/spread-schedule-type
http://www.fpml.org/coding-scheme/spread-schedule-type-1-0
http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml
Contains a code representing a supervisory-body that may be supervising this transaction.
2014-04-24
http://www.fpml.org/coding-scheme/supervisory-body
http://www.fpml.org/coding-scheme/supervisory-body-2-0
http://www.fpml.org/coding-scheme/supervisory-body-2-0.xml
Specifies the type of business event that triggered the termination of this trade. This is used to provide additional detail about how or why a trade terminatated, particularly when this is not self-evident. For example, it can indicated that the trade was terminated as a result of netting, or as a result of a novation or transfer party initiated by a third party.
2015-12-14
http://www.fpml.org/coding-scheme/terminating-event
http://www.fpml.org/coding-scheme/terminating-event-1-1
http://www.fpml.org/coding-scheme/terminating-event-1-1.xml
Status of the set of payments once the matching process is performed.
http://www.fpml.org/coding-scheme/trade-cashflows-status
http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0
http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml
Specifies the type of waiver indicator, as defined under ESMA MiFID II.
2016-06-13
working-draft
http://www.fpml.org/coding-scheme/external/esma/mifir/trading-waiver
http://www.fpml.org/coding-scheme/external/esma/mifir/trading-waiver-1-0
http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-1-0.xml
Indicates a type of transaction characteristic.
2012-03-21
http://www.fpml.org/coding-scheme/transaction-characteristic
http://www.fpml.org/coding-scheme/transaction-characteristic-1-0
http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml
Defines the list of transport currencies admissible as part of the ISDA Standard Credit Support Annex document.
2014-05-06
http://www.fpml.org/coding-scheme/transport-currency
http://www.fpml.org/coding-scheme/transport-currency-1-0
http://www.fpml.org/coding-scheme/transport-currency-1-0.xml
Indicates the role of a unit in a transaction.
2016-06-13
http://www.fpml.org/coding-scheme/unit-role
http://www.fpml.org/coding-scheme/unit-role-2-1
http://www.fpml.org/coding-scheme/unit-role-2-1.xml
Indicates a type of verification status.
2012-03-21
http://www.fpml.org/coding-scheme/verification-status
http://www.fpml.org/coding-scheme/verification-status-1-0
http://www.fpml.org/coding-scheme/verification-status-1-0.xml
Contains a code representing a trade could be verified (ie. how the economic terms of a contract could be checked for consistency).
2012-06-01
http://www.fpml.org/coding-scheme/verification-method
http://www.fpml.org/coding-scheme/verification-method-1-0
http://www.fpml.org/coding-scheme/verification-method-1-0.xml
Defines a data provider. The list compiled from the Sub-Annex C to the 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations. Parties may wish to refer to the state meteorological authority in a particular location or to an exchange or other third party data provider. Parties may find the definitions in the Commodity Definitions useful as a means of identifying potential Data Providers.
2012-10-05
http://www.fpml.org/coding-scheme/weather-data-provider
http://www.fpml.org/coding-scheme/weather-data-provider-1-0
http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml
Specifies CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.
2012-08-02
http://www.fpml.org/coding-scheme/weather-index-reference-level
http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0
http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml
Indicates the reason that a withdrawal was requested.
2014-01-23
http://www.fpml.org/coding-scheme/withdrawal-reason
http://www.fpml.org/coding-scheme/withdrawal-reason-1-1
http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml
A list of reasons for withholding tax being applied to a cash flow.
2015-07-15
http://www.fpml.org/coding-scheme/withholding-tax-reason
http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0
http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml