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The fpml-recordkeeping-processes-5-10.xsd is missing several includes because of which it excludes several product substitution groups. This issue may be in other versions of Record keeping schema also. It was corrected by manually including them. The list of includes missing is as below: <xsd:include schemaLocation=”fpml-generic-5-10.xsd”/> <xsd:include schemaLocation=”fpml-standard-5-10.xsd”/> <xsd:include schemaLocation=”fpml-ird-5-10.xsd”/> <xsd:include schemaLocation=”fpml-fx-5-10.xsd”/> <xsd:include schemaLocation=”fpml-fx-targets-5-10.xsd”/> <xsd:include schemaLocation=”fpml-fx-accruals-5-10.xsd”/> <xsd:include schemaLocation=”fpml-eqd-5-10.xsd”/> … Continued

Support for “trade packages” was introduced at FpML 5-7. The PackageSummary type (instantiated as tradeHeader/originatingPackage) continues to have no annotation for any of its content (child elements). This should be remediated retrospectively for all versions from 5-7 onward. FpML should not accept content for integration in the Standard without appropriate schema documentation (at minimum, meaningful annotation for … Continued

Floating rate cashflow calculation periods may include historical rate observations by means of the floatingRateDefinition/rateObservation component (optional, unbounded). RateObservation includes a observationWeight element, annotated as (my emphasis): The number of days weighting to be associated with the rate observation, i.e. the number of days such rate is in effect. This is applicable in the case of a … Continued

Currently, trading venues operate out of two main regions: a SEF under Dodd-Frank and an MTF/OTF under MiFID II. These venues are preparing for Brexit, which will involve creating another entity and a third region. We are looking for the best way to consume this data piece, store it, and pass it on to FCMs … Continued

xmldsig subschema is not found in the schema package for versions: 5.9 Reporting view 5.8 Reporting view

Hi All, How to inlude Delta Cross (future/hedge) as part of the Equity Index Option Trade? SWBML (MarkitWire) have swExtendedTradeDetail contains deltacross details, IS there counterpart as part of FPML? Thanks in advance. Delta Cross Future Hedge Cross on Equity Index Option Trade

With the upcoming change to the GBP SONIA rates, I wondered if the floating rate option code would change on GBP OIS trades. The current option code is GBP-WMBA-SONIA-COMPOUND. I suspect the WMBA part will be dropped, but have not seen anything public confirming this. Will the coding schemes be updated? http://www.fpml.org/coding-scheme/floating-rate-index-2-0.xml Gary    

The annotation for the element lcIssuingBankPartyReference looks a copy of the annotation of the guarantorPartyReference. Both state the same: “Party references to any guarantors associated with the facility borrower.” I think the lcIssuingBankPartyReference annotation needs to be corrected.