February 4, 2020

Publication of FpML Set of Coding Schemes – Catalog Version 1.113

A new set of FpML Coding Schemes - Catalog Version 1.113 - has been published on February 4, 2020.  

This version includes the following changes compared to Catalog Version 1.112 published December 16, 2019:  

The following coding schemes have been updated:  
  • commodityBusinessCalendarScheme
    • Added new value: ADSM – Abu Dhabi Securities Exchange https://www.adx.ae/
    • Source: FpML
    • Version changed from 3-5 to 3-6
    • Publication date: 2020-02-04
  • floatingRateIndexScheme
    • Added new value: SGD-SORA-COMPOUND - Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
    • Style: OIS
    • Source: ISDA
    • Version changed from 2-27 to 2-28
    • Publication date: 2020-02-04
  • businessCenterScheme and commodityBusinessCalendarScheme
    • Coding scheme definitions have been updated
    • No versions changed
  • coding schemes clean-up
    • Removed white spaces from codes' definitions
    • No versions changed
The following coding scheme has been removed (It was deprecated in January 2019):
  • CFTC commodityReferencePriceScheme
    • Rationale for deprecation/removal: The external CFTC commodityReferenceProceScheme is a combination of the internal ISDA/FpML commodityReferenceProceScheme and the external CRP commodityCodeScheme. Keeping the scheme up-to-date requires constant synchronization and verification with the other two schemes. In addition, the different commodity code schemes seem to create confusion for implementers. Removing the CFTC commodityReferenceProceScheme simplifies the commodity code scheme structure.
The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at: http://www.fpml.org/spec/coding-scheme/index.html Thank you, FpML Team