Publication of a new set of FpML Coding Schemes – Catalog Version 2-24

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-24 published on March 30, 2026. Below are the changes compared to the previous version 2-23 published on November 30, 2025.

• The following coding schemes have been updated:
  • commodityReferencePriceScheme
    • The CommodityReferencePriceScheme has been updated to reflect changes to Sub-Annex A of the 2005 ISDA Commodity Definitions (v6 published March 30th).
      • 162 new Energy (Natural Gas) CRPs. 34 CRPs have been updated.
    • Source: FpML
    • Version changed from 4-2 to 4-3
    • Publication Date: 2026-03-30
  • determinationMethodScheme
    • New codes added:
      • TWAPVE
      • TWAPVEExcludingClose
      • VWAPVE
      • VWAPVEExcludingClose
    • Source: FpML
    • Version changed from 3-4 to 3-5
    • Publication Date: 2026-03-30
• The following coding schemes have been added:
  • tradeIdScheme
    • Added alternative URI to provision packaged trade identifier.
    • Source: FpML
    • Publication Date: 2026-03-30
  • alternativePreNominatedIndexScheme
    • Specifies the index pre‑agreed by the parties to replace the original reference index for Equity trades if a benchmark event occurs.
    • Source: FpML
    • Publication Date: 2026-03-30
• Technical fix: The gcl: namespace was corrected (in 2-21) to start with “http:” instead of “https:”

• This announcement can also be found in the technical notifications on the website.
• The FpML Coding Schemes can be found at https://www.fpml.org/spec/coding-scheme/

• 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