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 (Working Draft for Equity Definitions VE)
- 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 (Working Draft for Equity Definitions VE)
- 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:”
- Enhanced FpML Coding Scheme Catalog available:
