Publication of FpML Set of Coding Schemes – Catalog Version 1.110

A new set of FpML Coding Schemes - Catalog Version 1.110 - has been published on October 1, 2019.   This version includes the following changes compared to catalog Version 1.109 published 29 August 2019:

• Updated coding schemes:
  • floatingRateIndexScheme
    • Added new value: ‘EUR-EuroSTR-COMPOUND’; Style='OIS'; Scheme value source: 'ISDA'
    • Added an attribute style='OIS' to value: INR-MIOIS to classify the floating rate index as an OIS index
    • Version changed from 2-25 to 2-26
    • Publication date: 2019-10-01
  • productTypeSimpleScheme
    • Added new value: ‘SecurityLending’ - Securities lending is the act of loaning a stock, derivative or other security to an investor or firm. Securities lending requires the borrower to put up collateral, whether cash, security or a letter of credit. When a security is loaned, the title and the ownership are also transferred to the borrower.
    • Scheme value source: 'FpML'
    • Version changed from 1-6 to 1-7
    • Publication date: 2019-10-01
  • assetClassScheme
    • Added new value: ‘SecuritiesFinancing’ – Securities Financing.
    • Scheme value source: 'FpML'
    • Version changed from 2-0 to 2-1
    • Publication date: 2019-10-01
• New external coding scheme to support Securities Lending and SFTR reporting in FpML 5.11, has been updated:
  • instrumentTypeScheme:
    • Location URL for alternateURI uri="http://www.fpml.org/coding-scheme/external/esma-security-type" to point to https://www.iso20022.org. ESMA SFTR Security Type (e.g. 'GOVS' - Government securities; 'SUNS' - Supra-nationals and agencies securities;). Currently, the list of values is defined in ISO20022 Enum.

The following coding scheme has been deprecated (since 2019-01-25):

• CFTC commodityReferencePriceScheme - THIS ITEM WILL REMAIN ON THIS NOTICE UNTIL JANUARY 25, 2020, AS A REMINDER.
  • The CFTC Commodity Reference Price coding scheme is DEPRECATED in first instance and ultimately, after 1 year period (on January 25, 2020), will be removed from the coding scheme archive on the FpML website. The 1 year deprecation period allows the industry to act on the pending removal which we will reconsider upon request during the deprecation period. Rationale for deprecation/removal: The external CFTC commodityReferencePriceScheme is a combination of the internal ISDA/FpML commodityReferencePriceScheme and the external CRP commodityCodeScheme. Keeping the scheme up-to-date requires constant synchronization and verification with the other two schemes. In addition, the different commodity code schemes seem to create confusion for implementers. Removing the CFTC commodityReferencePriceScheme simplifies the commodity code scheme structure.
  • Source: CFTC
  • Publication date: 2019-01-25

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