November 3, 2023
Publication of a new set of FpML Coding Schemes – Catalog Version 2-16
NEW YORK, November 3, 2023 - The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog version 2-16. Below are the changes compared to the previous version 2-15 published August 7, 2023.- The following coding schemes have been added:
- commodityClassificationScheme
- Added new coding schemes required for ESMA EMIR Refit regulatory reporting:
- http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification
- http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification
- http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification
- http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification
- http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification
- http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification
- Source: FpML
- Version 1-0
- Publication Date: 2023-11-03
- Added new coding schemes required for ESMA EMIR Refit regulatory reporting:
- contractTypeScheme
- Added a new 'http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type' coding scheme required for ESMA EMIR Refit regulatory reporting.
- Source: FpML
- Version 1-0
- Publication Date: 2023-11-03
- linkIdScheme
- Added a new 'http://www.fpml.org/coding-scheme/external/compression-link-identifier' external coding scheme required for ESMA EMIR Refit regulatory reporting.
- Source: FpML
- Version 1-0
- Publication Date: 2023-11-03
- productIdScheme
- Added a new 'http://www.fpml.org/coding-scheme/external/iso4914' external coding scheme required to specify Unique Product Identifier (UPI) under ESMA EMIR Refit regulatory reporting.
- Source: FpML
- Version 1-0
- Publication Date: 2023-11-03
- commodityClassificationScheme
- The following coding schemes have been updated:
- businessCenterScheme
- Fixed reference to the proper 2021 Definitions sectioon for 4 business centers: AEAD, AEAB, NYFD, NYSE
- Source: FpML
- Version changed from 9-1 to 9-2
- Publication Date: 2023-11-03
- floatingRateIndexScheme
- Added new FRO code "CAD-CORRA CanDeal TMX Term"
- Source: FpML
- Version changed from 3-7 to 3-8
- Publication Date: 2023-11-03
- nonIsoCurrencyScheme
- Fixed the description for TVD (Tuvalu Dollar)
- Source: FpML
- Version changed from 1-0 to 1-1
- Publication Date: 2023-11-03
- originatingEventScheme
- Added new code "PortfolioRebalancing" required for ESMA EMIR Refit regulatory reporting.
- Source: FpML
- Version changed from 1-3 to 1-4
- Publication Date: 2023-11-03
- partyRoleScheme
- Added new codes "CompressionProvider" and "RebalancingProvider" required for ESMA EMIR Refit regulatory reporting.
- Source: FpML
- Version changed from 3-8 to 3-9
- Publication Date: 2023-11-03
- rateAdministratorScheme (enhanced scheme)
- Added new administrator "CanDeal Benchmark Administration Services Inc."
- Source: FpML
- Version changed from 1-1 to 1-2
- Publication Date: 2023-11-03
- terminatingEventScheme
- Added new code "PortfolioRebalancing" required for ESMA EMIR Refit regulatory reporting.
- Source: FpML
- Version changed from 1-1 to 1-2
- Publication Date: 2023-11-03
- businessCenterScheme
- Enhanced FpML Coding Scheme Catalog available:
- ISDA has updated the enhanced coding-scheme catalog accordingly, including the metadata fields which provides additional information about each CRP code in the scheme.
- More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog
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The FpML Coding Schemes can be found at https://www.fpml.org/spec/coding-scheme/
- Enhanced FpML Coding Schemes Catalog available:
- ISDA has updated the enhanced coding-scheme catalog accordingly, to support the latest changes to Sub-Annex A to the Commodity Definitions, including the metadata fields which provides additional information about each CRP in the scheme. In this catalog, only the commodityReferencePriceScheme has been updated.
- More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog
FpML is the industry standard for derivatives and complex products. A recommendation is the final step in the development process of a version. The latest version of the open-source standard is available on the FpML website: www.fpml.org.
FpML Team