Publication of a new set of FpML Coding Schemes – Catalog Version 2-18

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-18 published on March 14, 2024. Below are the changes compared to the previous version 2-17 published on February 15, 2024.

• The following coding schemes have been updated:
  • masterAgreementTypeScheme
    • Added code "ISDAIIFM-TMA" for ISDA-IIFM Tahawwut (Hedging) Master Agreement (TMA).
    • Source: FpML
    • Version changed from 3-1 to 3-2
    • Publication Date: 2024-03-14
  • assetMeasureScheme
    • Added codes "ValuationAdjusted" and "ValuationUnadjusted" required for regulatory reporting (Ex: JFSA 39 Valuation Amount).
    • Source: FpML
    • Version changed from 5-8 to 5-9
    • Publication Date: 2024-03-14
  • linkIdScheme (external)
    • Reintroduced regulation and procedure agnostic URI for PTRR introduced in version 2.16 as a complement to regulation and procedure specific PTRR URIs introduced in version 2.17.
      • http://www.fpml.org/coding-scheme/external/compression-link-identifier
      • http://www.fpml.org/coding-scheme/external/esma-ptrr-compression
      • http://www.fpml.org/coding-scheme/external/esma-ptrr-portfolio-rebalancing
      • http://www.fpml.org/coding-scheme/external/esma-ptrr-margin-management
  • messageIdScheme (external)
    • Added URI representing the Technical Record Id: http://www.fpml.org/coding-scheme/external/technical-record-id

  Enhanced FpML Coding Scheme Catalog available:

• • ISDA has updated the enhanced coding-scheme catalog accordingly, including the metadata fields which provides additional information about FRO and CRP codes.
  • More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog