May 4, 2018

Publication of FpML Set of Coding Schemes – Catalog Version 1.96

The Coding Scheme Catalog has been updated with the following changes:

  • Deprecation of 4 floating rate codes reflecting the changes in ISDA Supplement 54 to the 2006 ISDA definitions. The codes are kept in FpML for backward compatibility purposes.

    • INR-MITOR-OIS-COMPOUND

    • INR-BMK

    • INR-INBMK-REUTERS

    • INR-CMT

SOFR is not part of the new coding scheme. More information on SOFR will follow shortly The detailed description of the changes can be found in the Coding scheme documentation, section  4. Changes in This Version 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, The FpML Team

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