Publication of a new set of FpML Coding Schemes – Catalog Versions 2-9

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-9 on July 15, 2022. Below are the changes compared to the previous version 2-8 published June 10, 2022.    

The following coding schemes have been updated:

• businessCenterScheme
  • Corrected the code for Yaounde, Cameroon:
    • The code has been corrected from CFYA to CMYA.
  • Source: FpML
  • Version changed from 8-2 to 9-0
  • Publication Date: 2022-07-15
• inflationIndexDescriptionScheme
  • New unit added:
    • UK-CPIH - GBP - Non-revised Consumer Prices Index including Housing.
  • Source: FpML
  • Version changed from 2-2 to 2-3
  • Publication Date: 2022-07-15
• priceQuoteUnitsScheme
  • New units added:
    • GBBTU - GB British Thermal Unit.
    • USBTU - US British Thermal Unit.
    • ISOBTU - ISO British Thermal Unit.
    • GBMBTU - Thousand GB British Thermal Units or GB Therm.
    • USMBTU - Thousand US British Thermal Units or US Therm.
    • ISOMBTU - Thousand ISO British Thermal Units or ISO Therm.
    • GBMMBTU - Million GB British Thermal Units or GB Dekatherm.
    • USMMBTU - Million US British Thermal Units or US Dekatherm.
    • ISOMMBTU - Million ISO British Thermal Units or ISO Dekatherm.
    • SGB - Standard Gold Bar.
    • HOGB - 100-troy ounces Gold Bar.
    • GBBSH - GB Bushel.
    • USBSH - US Bushel.
    • KWD - Kilowatt Day.
    • KWM - Kilowatt Month.
    • KWMIN - Kilowatt Minute.
    • KWY - Kilowatt Year.
    • MWD - Megawatt Day.
    • MWM - Megawatt Month.
    • MWMIN - Megawatt Minute.
    • MWY - Megawatt Year.
  • Deprecated units:
    • DTH - Dekatherm. MMBTU - Million British Thermal Units. Consolidated units with identical value
    • BTU - British Thermal Unit.
    • Therm - Therm.
    • DTH - Dekatherm.
    • Ingot - Ingot.
    • BSH - Bushel.
    • KWDC - Kilowatt Day Capacity.
    • KWHC - Kilowatt Hour Capacity.
    • KWMC - Kilowatt Month Capacity.
    • KWMINC - Kilowatt Minute Capacity.
    • KWYC - Kilowatt Year Capacity.
    • MWDC - Megawatt Day Capacity.
    • MWHC - Megawatt Hour Capacity.
    • MWMC - Megawatt Month Capacity.
    • MWMINC - Megawatt Minute Capacity.
    • MWYC - Megawatt Year Capacity.
  • Added information to the following units:
    • BBL - Barrel.
    • MB - Thousand Barrels (BBL).
    • MMBBL - Million Barrels.
    • CDD - Cooling Degree Day.
    • HDD - Heating Degree Day.
    • FEU - 40 ft. Equivalent Unit container.
    • TEU - 20 ft. Equivalent Unit container.
  • Source: FpML
  • Version changed from 2-4 to 2-5
  • Publication Date: 2022-07-15

    Both basic and value-added catalogs include all other FpML coding-schemes as well, so that all coding schemes can be downloaded in one place.​   The basic FpML Set of Coding Schemes version 2-9 can be found on the FpML website in the Specifications section at: https://www.fpml.org/spec/coding-scheme/index.html   The value-added coding schemes include more comprehensive metadata and are available and distributed through the ISDA Bookstore [https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog]. The catalog in a form of download (ZIP file) is available for purchase.​     There is an introductory offer for the first year, renewed on an annual subscription basis.     ISDA introduces the new coding-scheme format, which includes metadata. The following key coding-schemes (listed below), that are used to support 2021 ISDA Definitions, include metadata fields which provide additional information about each code in the scheme. ISDA plans to expand the metadata feature to some other coding schemes in the catalog. ​

• The floating-rate-index v.3-x includes:
  • The unique string/code identifying the ISDA Floating Rate Option (FRO). This is both basic and value-added coding scheme​.
• business-center v. 9-x includes:
  • The unique 4-character string/code of the real geographical business calendar location or FpML format of the rate publication calendar. This is both basic and value-added coding scheme.
• benchmark-rate-1-x includes:
  • The unique string/code identifying the benchmark rate. This is both basic and value-added coding scheme​.
• currency-defaults v. 1-x includes:
  • The unique ISO 3-character currency code identifying the currency, e.g. USD, based on the 2021 ISDA Currency Matrix. This is only present as a value-added coding scheme.
• rate-administrator v.1-x includes:
  • The information about the administrator for the rate or benchmark. This is only present as a value-added coding scheme​.

  Thank you, FpML Team