Publication of FpML Set of Coding Schemes – Catalog Version 1.109

A new Set of FpML Coding Schemes - Catalog Version 1.109 - has been published on August 29, 2019.

The new version includes the following changes compared with the previous Set of FpML Coding Scheme - Catalog Version 1.108 published 02 August 2019:

• The following new coding schemes created to support Securities Lending in SFTR reporting requirement (in FpML5-11) has been updated:
  • Renamed coding scheme from collateralizationLevelScheme to collateralizedExposureGroupingScheme
    • Removed values: 'Trade', 'Position' and 'Portfolio'
    • Added values:
    • "SingleTrade" - Code indicates collateralized exposure calculated on a trade by trade basis. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID 'Trade' value and to SFTR 'Collateralisation of net exposure' = 'False' value.
    • "Net" - Code indicates collateralized exposure calculated on a set of trades or transactions (more than 1) identified by a portfolio ID. The collateral exposure is based on the net position of the combined set of transactions rather than on a trade-by-trade basis. Value matches to CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID 'Portfolio' values, and to SFTR 'Collateralisation of net exposure' = 'True' value.
    • Scheme value source: "FpML"
    • No change to the initial version: 1-0
    • No change to publication date: 2019-08-02
    • No change to the status: working-draft
• The following existing coding scheme has been updated:
  • BusinessCenterScheme
    • added new value:
    • "ESSS" - San Sebastian, Spain.
    • Scheme value source: "FpML"
    • Version changed from 7-25 to 7-26
    • Publication date: 2019-08-29
• Created a new external coding scheme to support regulatory reporting requirement:
  • instrumentTypeScheme:
    • URI="http://www.fpml.org/coding-scheme/external/iso10962" - ISO 10962 CFI code for classification for security underlyers. SFTR requirement to specify 'Classification of a security'
    • AlternateURI uri="http://www.fpml.org/coding-scheme/external/esma-security-type" - SFTR requirement of 'Security type' ['GOVS' - Government securities; 'SUNS' - Supra-nationals and agencies securities; 'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions; 'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions], pointing to SFTR website

The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at: http://www.fpml.org/spec/coding-scheme/index.html

Thank you,

FpML Team