HomeAbout FpML®SpecificationsDocumentsWorking Groups & CommitteesToolsJoin UsContact UsIssuesForum
View as PDF PDF -icon
 

FpML News

bullet First Working Draft for FpML Version 5.4

ISDA has published the First Working Draft for FpML Version 5.4 (build 1).

This version includes the following changes compared with the FpML 5.3 Recommendation (build 6) which was published on 2012-07-20:

  • Confirmation View:
    • Added support for Collateral Allocation messages (request/acknowledgement/rejection/acceptance).
  • Reporting View:
    • Added support for CFTC Part 22 - Collateral Allocation Report messages (report/exception).
    • Added support for CFTC Part 46 - Nonpublic Execution Report messages (report/acknowledgement/retraction/exception).
    • Added support for clearing status in EventActivityReport.
  • Transparency View:
    • Added support for Equity products (correlation swaps/variance swaps and options/dividend swaps and options/return swaps/equity forward and options).
    • Updated partyId in the examples to use the CFTC Interim Compliant Identifier (CICI) instead of LEI.
    • Fixed issuer ID in generated transparency view examples.
  • Recordkeeping View:
    • Added support for Equity products (correlation swaps/variance swaps and options/dividend swaps and options/return swaps/equity forward and options).
    • Updated partyId in the examples to use the CFTC Interim Compliant Identifier (CICI) instead of LEI.
  • Business Events (All Views):
    • Added support for multiple payments associated with a post-trade event.
    • (excluding Transparency View) Within 'Declear' complex type, added 'reason'. Rationale: to be consistent with similar events
  • Commodities Derivatives:
    • Added support for physically settled Base Metals Forwards and Options.
    • Added support for Average Price Forward.
    • Added support for physically settled Environmental Swaps and Options.
    • Added support for financially settled Weather Swaps and Options.

The Working Draft is available on the FpML website in the Specifications section at: http://www.fpml.org/spec/fpml-5-4-1-wd-1/

More information on the timing of version 5.3 and the coverage and timing of future versions can be found in the FpML roadmap: http://www.fpml.org/roadmap/roadmap.pdf.

Please send us your comments by filling in the form at http://www.fpml.org/issues .

 

The FpML Team