Publication of a new set of FpML Coding Schemes – Catalog Versions 2-13

• The following coding schemes have been updated:
  • assetMeasureScheme
    • Added a new 'LastAvailableSpotPrice' code needed for ESMA EMIR Refit regulatory reporting.
    • Source: FpML
    • Version changed from 5-7 to 5-8
    • Publication Date: 2023-06-21
  • eventTypeScheme
    • Added codes 'Inception:Netting', 'Clear:Netting' and 'Modification:Netting' needed for ESMA EMIR Refit regulatory reporting.
    • Source: FpML
    • Version changed from 2-0 to 2-1
    • Publication Date: 2023-06-21
• The following coding schemes have been added:
  • regulatoryCorporateSectorScheme
    • Added a new 'esma-emir-refit-regulatory-corporate-sector-1-0' coding scheme needed for ESMA EMIR Refit regulatory reporting.
    • Source: FpML
    • Version 1-0
    • Publication Date: 2023-06-21
  • productTypeCryptoAssetIndicatorScheme
    • Added a new 'esma-emir-refit-crypto-asset-indicator' coding scheme needed for ESMA EMIR Refit regulatory reporting.
    • Source: FpML
    • Version 1-0
    • Publication Date: 2023-06-21
  • actionTypeScheme
    • Added a new 'esma-emir-refit-action-type-1-0' coding scheme needed for ESMA EMIR Refit regulatory reporting.
    • Source: FpML
    • Version 1-0
    • Publication Date: 2023-06-21
• Enhanced FpML Coding Scheme Catalog available:
  • ISDA has updated the enhanced coding-scheme catalog accordingly, to support the latest changes to the 2021 ISDA Definitions, including the metadata fields which provides additional information about each code in the scheme. In this catalog, only the floatingRateIndexScheme has been updated.
  • More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog