Publication of FpML Set of Coding Schemes – Catalog Version 1.112

A new set of FpML Coding Schemes - Catalog Version 1.112 - has been published on December 16, 2019. This version includes the following changes compared to Catalog Version 1.111 published October 31, 2019: The following coding schemes have been updated:

• businessCenterScheme
  • added new value: INAH – Ahmedabad, India.
  • Source: FpML
  • Version changed from 7-27 to 7-28
  • Publication date: 2019-12-16
• floatingRateIndexScheme
  • added new values:
    • USD Swap Rate-BCMP1;
    • USD Treasury Rate-BCMP1 - Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
  • Source: ISDA
  • Version changed from 2-26 to 2-27
  • Publication date: 2019-12-16

New coding schemes, created to support business and reporting processes in FpML 5.11, have been updated:

• Removed status="working draft" from the following coding schemes:
  • creditQualityScheme; uri: http://www.fpml.org/coding-scheme/sftr-credit-quality; version: 1-0; publication date: 2019-08-02
  • collateralArrangementScheme; uri: http://www.fpml.org/coding-scheme/collateral-arrangement; version: 1-0; publication date: 2019-08-02
  • collateralizedExposureGroupingScheme; uri: http://www.fpml.org/coding-scheme/collateralized-exposure-grouping; version: 1-0; publication date: 2019-08-02
  • actionTypeScheme; uri: http://www.fpml.org/coding-scheme/sftr-action-type; version: 1-0; publication date: 2019-08-02
  • linkTypeScheme; uri: http://www.fpml.org/coding-scheme/link-type; version: 1-0; publication date: 2019-03-25

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 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