October 31, 2019

Publication of FpML Set of Coding Schemes – Catalog Version 1.111

A new set of FpML Coding Schemes - Catalog Version 1.111 - has been published on October 31, 2019.   This version includes the following changes compared to Catalog Version 1.110 published October 01, 2019:   New coding scheme, created to support Securities Lending and SFTR reporting in FpML 5.11, has been updated: The following coding schemes have been updated:
  • businessCenterScheme
    • added new value: CAFR – Fredericton, Canada. Covers all New Brunswick province.
    • Version changed from 7-26 to 7-27
    • Publication date: 2019-10-31
  • assetClassScheme
    • added new value: SecuritiesFinancing - Securities Financing.
    • Version changed from 2-0 to 2-1
    • Publication date: 2019-10-31
  • personRoleScheme
    • added new values:
      • 'LoanServicer' - Individual responsible for ongoing operational servicing of the asset. E.g. managing principal draws and repayments, interest and fee payments, etc.;
      • 'LoanCloser' - Individual responsible for managing the closing-related operational servicing of an asset.;
      • 'Custodian' - The operational contact at the custodian.
    • Scheme value source: 'FpML'
    • Version changed from 1-2 to 1-3
    • Publication date: 2019-10-31
  • facilityFeatureScheme
    • added new value:'Unitranche' - A hybrid loan facility structure that combines senior debt and subordinated debt into one facility bearing a blended interest rate. This type of financing is mainly aimed at middle market companies and used by private equity in leveraged buyouts.
    • Scheme value source: 'FpML'
    • Version changed from 1-0 to 1-1
    • Publication date: 2019-10-31
  • creditLimitTypeScheme
    • added new value: 'MaximumOrderQuantity' - The type of credit line expressed in Maximum Order Quantity.
    • Scheme value source: 'FpML'
    • Version changed from 1-0 to 1-1
    • Publication date: 2019-10-31
    The following coding scheme has been deprecated (since 2019-01-25):
    • 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 impl ementers. 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