Publication of a new set of FpML Coding Schemes – Catalog Version 2-20

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-20 published on November 15, 2024. Below are the changes compared to the previous version 2-19 published on April 26, 2024.

• The following coding scheme have been added for the purpose of CSA (Canadian Securities Administration) reporting:
  • clearingExceptionReasonScheme
    • Source: FpML
    • Version 1-0
    • Publication Date: 2024-11-15
• The following coding schemes have been updated:
  • floatingRateIndexScheme
    • New FROs added:
      • EUR-EuroSTR ICE Swap Rate
      • IDR-INDONIA
      • IDR-INDONIA-OIS Compound
      • PHP-ORR
      • USD-SOFR ICE Swap Rate Spreads
    • Updated FROs:
      • amended the "Fixing Day" for the "KRW-KOFR" and "KRW-KOFR-OIS Compound" Floating Rate Options
      • updated the "Fixing Time" for the "THB-THOR" annd "THB-THOR-OIS Compound" Floating Rate Options
    • Source: FpML
    • Version changed from 3-9 to 3-10
    • Publication Date: 2024-11-15
  • rateAdministratorScheme
    • New administrator added:
      • Central Bank of the Philippines (Bangko Sentral ng Pilipinas)
    • Source: FpML
    • Version changed from 1-2 to 1-3
    • Publication Date: 2024-11-15
  • contractualDefinitionsScheme
    • New codes added:
      • ISDA2022VerifiedCarbonCredit
      • ISDA2023DigitalAsset
    • Source: FpML
    • Version changed from 3-8 to 3-9
    • Publication Date: 2024-11-15

• 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