Publication of FpML Set of Coding Schemes – Catalog Versions 1.128 and 2.0 Working Draft

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new set of FpML Coding Scheme Catalog version 1.128 and re-published the FpML Coding Scheme Catalog versions 2.0-working-draft with the updates below.

ISDA goal and features of the Coding-Scheme-Catalog-2-0:
ISDA is in the process of developing a new format of the coding schemes which include the metadata data (additional information about each value in the scheme). Currently 3 coding schemes in the (basic) and 5 coding schemes in the (enhanced) Set-of-Coding-Schemes (Catalog) -2-0 include additional metadata. The most noticeable example of such is the floating-rate-index coding scheme. The Floating Rate Option metadata provides helpful informational and operational data about FRO in digital, compact, people and machine readable format to make it easier to consume. The ISDA member firms will now able to cross references different types of trading data and minimizes their time and money spend on looking it up. The difference in the benefits of the FRO metadata available in the basic vs enhanced floating-rate-index-3.x of Catalog 2-xis is outlined HERE.

A new set of FpML Coding Schemes - Catalog Version 1.128 - has been published on September 10, 2021.
This version includes the following changes compared to Catalog Version 1.127 published August 26, 2021.
The following coding schemes have been updated:

• floatingRateIndexScheme
  • Added new value:
    • USD-SOFR CME Term - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
    • INR-Modified MIFOR - Per 2006 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 2-38 to 2-39
  • Publication Date: 2021-09-10

The FpML Set of Coding Schemes version 1.128 can be found on the FpML website in the Specifications section at: https://www.fpml.org/spec/coding-scheme/index.html

A new set of FpML Coding Schemes - Catalog Version 2.0-working-draft (with basic metadata fields) - has been published on September 10, 2021.
This version includes the following changes compared to Catalog Version 2.0-working-draft (with basic metadata fields) published August 26, 2021.
The following coding scheme has been updated:

• floatingRateIndexScheme
  • Added new value:
    • USD-SOFR CME Term - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
    • INR-Modified MIFOR - Per 2006 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 3-0 (has not changed)
  • Status="working-draft"
  • Publication Date: 2021-08-02 (has not changed)

The FpML Set of Coding Scheme Catalog version 2-0- working-draft (with basic metadata fields) can be downloaded on the FpML website in the Specifications section at: https://www.fpml.org/spec/coding-scheme/codelist_2_0_wd_free_metadata.zip [A CAD-FROs with the full metadata sample is included in this catalog to demonstrate the benefits of the Enhanced Catalog version.



A new set of FpML Coding Schemes - Catalog Version 2.0-working-draft (with ENHANCED metadata fields) - has been published on September 10, 2021.
This version includes the following changes compared to Catalog Version 2.0-working-draft (with enhanced metadata fields) published August 26, 2021.
The following coding scheme has been updated:

• floatingRateIndexScheme
  • Added new value:
    • USD-SOFR CME Term - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
    • INR-Modified MIFOR - Per 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
  • Updated metadata 'UPDATE DATE' and 'LAST UPDATED IN' fields for existing values:
    • SAR-SRIOR-SUAA - updated (publication date) on 09/09/2021 in S86
    • SAR-SRIOR-Reference Banks: updated (publication date) on 09/09/2021 in S86
  • Source: ISDA
  • Version 3-0 (has not changed)
  • Status="working-draft"
  • Publication Date: 2021-08-02 (has not changed)

The FpML Set of Coding Scheme Catalog version 2-0-working-draft (with enhanced metadata fields) is distributed on the ISDA website via the Book Store at: https://www.isda.org/books/#jump-3 [The data can be found under “FpML & Miscellaneous ISDA Document” section by selecting the link titled: “Enhanced FpML Coding Schemes Catalog Version 2-0 Working Draft”.
Note: To demonstrate the added value of the Enhanced Catalog Version 2-0, a CAD-FROs with the full metadata sample is included in the free Catalog version 2-0-working-draft published on the FpML website see the link above]
Thank you, FpML Team