FpML Coding Schemes 15 November 2024

Version: 2.20

1 CHARACTER ENCODING AND CHARACTER REPERTOIRE

Producers of FpML documents intended for interchange with other parties must encode such documents using either UTF-8 or UTF-16. Consumers of FpML documents must be able to process documents encoded using UTF-8, as well as documents encoded using UTF-16.For more information, seehttp://www.w3.org/TR/REC-xml#charencoding

1.1 Character Encoding

FpML element content, as well as values of the FpML id and href attributes, may use any valid XML characters.For more information, seehttp://www.w3.org/TR/REC-xml#charsets

1.2 Character Repertoire

FpML element content, as well as values of the FpML id and href attributes, may use any valid XML characters.For more information, seehttp://www.w3.org/TR/REC-xml#charsets

2 DATATYPES AND CODING SCHEMES

FpML uses a subset of the built-in datatypes (both primitive and derived datatypes) as defined in XML Schema Part 2: Datatypes, W3C Recommendation 02 May 2001. The built-in datatypes are described at:http://www.w3.org/TR/2001/REC-xmlschema-2-20010502/#built-in-datatypesThe built-in datatypes used in FpML are the following:booleandatedecimalintegernonNegativeIntegerpositiveIntegerstringtime.The set of valid literals for each datatype are those defined in the XML Schema specification as being its lexical space. Additional constraints are imposed by FpML on the date and time built-in datatypes as described below.All elements of type date in FpML must contain date values with the format CCYY-MM-DD where "CC" represents the century, "YY" the year, "MM" the month and "DD" the day. The CCYY field must have exactly four digits, the MM and DD fields exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. A following time zone qualifier is not allowed and year values must be in the range 0001 to 9999. For example, 25 May 2000 would be represented in FpML as 2000-05-25.All elements of type time in FpML must represent daily recurring instant of time values with the format hh:mm:ss where "hh", "mm" and "ss" represent hour, minute and second respectively. The hh, mm and ss fields must have exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. FpML imposes the further restriction that the second (ss) component must be '00' and a time zero qualifier is not allowed. For example, 00:00:00 (midnight), 01:00:00 (1:00am), 12:00:00 (midday), 23:30:00 (11:30pm).

2.1 Datatypes

boolean
date
decimal
integer
nonNegativeInteger
positiveInteger
string
time.

The set of valid literals for each datatype are those defined in the XML Schema specification as being its lexical space. Additional constraints are imposed by FpML on the date and time built-in datatypes as described below.All elements of type date in FpML must contain date values with the format CCYY-MM-DD where "CC" represents the century, "YY" the year, "MM" the month and "DD" the day. The CCYY field must have exactly four digits, the MM and DD fields exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. A following time zone qualifier is not allowed and year values must be in the range 0001 to 9999. For example, 25 May 2000 would be represented in FpML as 2000-05-25.

2.1.1 date

All elements of type date in FpML must contain date values with the format CCYY-MM-DD where "CC" represents the century, "YY" the year, "MM" the month and "DD" the day. The CCYY field must have exactly four digits, the MM and DD fields exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. A following time zone qualifier is not allowed and year values must be in the range 0001 to 9999. For example, 25 May 2000 would be represented in FpML as 2000-05-25.

All elements of type time in FpML must represent daily recurring instant of time values with the format hh:mm:ss where "hh", "mm" and "ss" represent hour, minute and second respectively. The hh, mm and ss fields must have exactly two digits each; leading zeroes must be used if the field would otherwise have too few digits. FpML imposes the further restriction that the second (ss) component must be '00' and a time zero qualifier is not allowed. For example, 00:00:00 (midnight), 01:00:00 (1:00am), 12:00:00 (midday), 23:30:00 (11:30pm).

2.1.2 time

3 CODING SCHEMES

A number of data elements defined in FpML are restricted to holding one of a limited set of possible values, e.g. currency, business calendar locations, etc. Such restricted sets of values are frequently referred to as domains.In FpML, two different codings of domains are used. Domains that are small and not expected to change during the life of the specification are coded using XML schema enumerations. These domains are described elsewhere, in particular in the fpml-enum schema file. Other domains are coded using a strategy that has been defined by the Architecture Working Group, referred to as 'Schemes'. Each Scheme is associated with a URI. Coding Schemes can be categorized as one of the following:An external coding Scheme, which has a well-known URI. In this case the URI is assigned by an external body, and may or may not have its own versioning, date syntax and semantics. The external body may be an open standards organization, or it may be a market participant. It's worth stating that a scheme provides alternate identifiers for one identity. However it is not used to identify things other than the identity of the thing that contains it.An external coding Scheme, which does not have a well-known URI. In this case FpML assigns a URI as a proxy to refer to the concept of the external Scheme, but this URI will not be versioned or datedAn FpML-defined coding Scheme. In this case the Scheme is fully under FpML control and the URI will change reflecting newer versions and revisions as the scheme evolves and changes.In this section, the FpML-controlled Schemes and their associated URIs are defined, as well as URIs assigned by FpML to external coding schemes. The URI construction follows the FpML Architecture Version 2.1 recommendation.Note that FpML does not define a coding Scheme or URI for the following Schemes:Additional Data (additionalDataScheme)Conversation Identifier (conversationIdScheme)Event Identifier (eventIdScheme)Future Identifier (futureIdScheme)Index Name (indexNameScheme)Index Identifier (indexIdScheme)Language (languageScheme)Link Identifier (linkIdScheme)Message Identifier (messageIdScheme)MIME Type (mimeTypeScheme)Payment Type (paymentTypeScheme)Product Identifier (productIdScheme)Rate Source Page (rateSourcePageScheme)Reference Amount (referenceAmountScheme)Trade Identifier (tradeIdScheme)Trade Status (tradeStatusScheme)Trader (traderScheme)Portfolio Name (portfolioNameScheme)Query Parameter Identifier (queryParameterIdScheme)Reference Bank Identifier (referenceBankIdScheme)Resource Identifier (resourceIdScheme)Type (typeScheme)Validation (validationScheme)Commodity Pipeline Name (pipelineName)Commodity Delevery or Withdrawal Point (deliveryPointScheme)These are currently assumed to be specific to individual organizations or FpML based implementations.Although the initial set of Schemes are defined in this document we expect that new versions of Schemes will be released from time to time and published separately. Key benefits of using Schemes are that they allow:enumerations to be revised without requiring a re-issue of the FpML schema filesalternate Schemes to be used without requiring changes to the FpML schema files.

3.1 Introduction

An external coding Scheme, which has a well-known URI. In this case the URI is assigned by an external body, and may or may not have its own versioning, date syntax and semantics. The external body may be an open standards organization, or it may be a market participant. It's worth stating that a scheme provides alternate identifiers for one identity. However it is not used to identify things other than the identity of the thing that contains it.
An external coding Scheme, which does not have a well-known URI. In this case FpML assigns a URI as a proxy to refer to the concept of the external Scheme, but this URI will not be versioned or dated
An FpML-defined coding Scheme. In this case the Scheme is fully under FpML control and the URI will change reflecting newer versions and revisions as the scheme evolves and changes.

In this section, the FpML-controlled Schemes and their associated URIs are defined, as well as URIs assigned by FpML to external coding schemes. The URI construction follows the FpML Architecture Version 2.1 recommendation.Note that FpML does not define a coding Scheme or URI for the following Schemes:

Additional Data (additionalDataScheme)
Conversation Identifier (conversationIdScheme)
Event Identifier (eventIdScheme)
Future Identifier (futureIdScheme)
Index Name (indexNameScheme)
Index Identifier (indexIdScheme)
Language (languageScheme)
Link Identifier (linkIdScheme)
Message Identifier (messageIdScheme)
MIME Type (mimeTypeScheme)
Payment Type (paymentTypeScheme)
Product Identifier (productIdScheme)
Rate Source Page (rateSourcePageScheme)
Reference Amount (referenceAmountScheme)
Trade Identifier (tradeIdScheme)
Trade Status (tradeStatusScheme)
Trader (traderScheme)
Portfolio Name (portfolioNameScheme)
Query Parameter Identifier (queryParameterIdScheme)
Reference Bank Identifier (referenceBankIdScheme)
Resource Identifier (resourceIdScheme)
Type (typeScheme)
Validation (validationScheme)
Commodity Pipeline Name (pipelineName)
Commodity Delevery or Withdrawal Point (deliveryPointScheme)

These are currently assumed to be specific to individual organizations or FpML based implementations.Although the initial set of Schemes are defined in this document we expect that new versions of Schemes will be released from time to time and published separately. Key benefits of using Schemes are that they allow:

enumerations to be revised without requiring a re-issue of the FpML schema files
alternate Schemes to be used without requiring changes to the FpML schema files.

Coding Schemes (.zip file) - List of internal coding schemes defined in XML format.

3.2 Coding Schemes in XML Format

- List of internal coding schemes defined in XML format.

4 CHANGES IN THIS VERSION

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding-scheme catalog versions 2-20 published on November 15, 2024. Below are the changes compared to the previous version 2-19 published on April 26, 2024.

The following coding scheme have been added for the purpose of CSA (Canadian Securities Administration) reporting:
- clearingExceptionReasonScheme
  - Source: FpML
  - Version 1-0
  - Publication Date: 2024-11-15
The following coding schemes have been updated:
- floatingRateIndexScheme
  - New FROs added:
    - EUR-EuroSTR ICE Swap Rate
    - IDR-INDONIA
    - IDR-INDONIA-OIS Compound
    - PHP-ORR
    - USD-SOFR ICE Swap Rate Spreads
  - Updated FROs:
    - amended the "Fixing Day" for the "KRW-KOFR" and "KRW-KOFR-OIS Compound" Floating Rate Options
    - updated the "Fixing Time" for the "THB-THOR" annd "THB-THOR-OIS Compound" Floating Rate Options
  - Source: FpML
  - Version changed from 3-9 to 3-10
  - Publication Date: 2024-11-15
- rateAdministratorScheme
  - New administrator added:
    - Central Bank of the Philippines (Bangko Sentral ng Pilipinas)
  - Source: FpML
  - Version changed from 1-2 to 1-3
  - Publication Date: 2024-11-15
- contractualDefinitionsScheme
  - New codes added:
    - ISDA2022VerifiedCarbonCredit
    - ISDA2023DigitalAsset
  - Source: FpML
  - Version changed from 3-8 to 3-9
  - Publication Date: 2024-11-15
Enhanced FpML Coding Scheme Catalog available:
- ISDA has updated the enhanced coding-scheme catalog accordingly, including the metadata fields which provides additional information about each CRP code in the scheme.
- More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog

5 FpML SCHEME DEFINITIONS

5.1 accountTypeScheme

Scheme Definition:

Contains a code representing the type of an account, for example in a clearing or exchange model.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/account-type-1-1
Location URL: http://www.fpml.org/coding-scheme/account-type-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/account-type
Version: 1-1
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
AggregateClient	FpML	Aggregate client account, as defined under ESMA MiFIR.
Client	FpML	The account contains trading activity or positions that belong to a client of the firm that opened the account.
House	FpML	The account contains proprietary trading activity or positions, belonging to the firm that is the owner of the account.

5.2 accruingFeeTypeScheme

Scheme Definition:

Facility-level accruing fees.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/accruing-fee-type-1-0
Location URL: http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/accruing-fee-type
Version: 1-0
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Commitment	FpML	A fee paid by the borrower to keep loan in place until it can be used. For a revolver, the fee paid by a borrower on unused/funded commitments.
Facility	FpML	A fee that is paid on a facility's entire committed amount, regardless of usage; it is often charged on revolving credits to investment grade borrowers instead of a commitment fee because these facilities typically have a competitive-bid option (CBO) that allows a borrower to solicit the best bid from it syndicate group for a given borrowing. The lenders that do not lender until the CBO are still paid for their commitment.
Ticking	FpML	A fee associated with a long-term commitment to provide a Bridge Loan or Credit Facility, which starts accruing the day the Fee Letter is signed (or a specified number of days thereafter) and terminates when the underlying transaction is either consummated or terminated. The Ticking Fee is set forth in the Fee Letter.
Utilization	FpML	Calculated as a percentage of the utilized portion of the facility. This fee type is subject to banding rules - different portions of the utilization amount may be subject to different percentages.

5.3 actionTypeScheme

Scheme Definition:

Action type as defined by the European Securities and Markets Authority (ESMA).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/action-type-1-0
Location URL: http://www.fpml.org/coding-scheme/action-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/action-type
Version: 1-0
Publication Date: 2015-06-24

Coding Scheme

CODE	SOURCE	DESCRIPTION
C	FpML	Cancel (a termination of an existing contract).
E	FpML	Error (a cancellation of a wrongly submitted report).
M	FpML	Modify (a modification of details of a previously reported derivative contract).
N	FpML	New (a derivative contract reported for the first time).
O	FpML	Other (any other amendment to the report).
V	FpML	Valuation update (an update of a contract valuation).
Z	FpML	Compression (a compression of the reported contract).

5.4 actionTypeScheme

Scheme Definition:

Action type as defined in the European Market Infrastructure Regulation Refit (EMIR Refit) by the European Securities and Markets Authority (ESMA).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-action-type
Version: 1-0
Publication Date: 2023-06-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
CORR	ESMA	Correct: A report correcting the erroneous data fields of a previously submitted report.
EROR	ESMA	Error: A cancellation of a wrongly submitted entire report in case the derivative, at a trade or position level, never came into existence or was not subject to Regulation (EU) No 648/2012 reporting requirements but was reported to a trade repository by mistake or a cancellation of a duplicate report.
MODI	ESMA	Modify: A modification to the terms or details of a previously reported derivative, at a trade or position level, but not a correction of a report.
NEWT	ESMA	New: A report of a derivative, at a trade or position level, for the first time.
POSC	ESMA	Position component: A report of a new derivative that is included in a separate position report on the same day.
REVI	ESMA	Revive: Re-opening of a derivative, at a trade or position level, that was cancelled with action type ‘Error’ or terminated by mistake.
TERM	ESMA	Terminate: A termination of an existing derivative, at a trade or position level.
VALU	ESMA	Valuation: An update of a valuation of a derivative, at a trade or position level.

5.5 actionTypeScheme

Scheme Definition:

Action type as defined by SFTR. A notation to indicate whether the report is New, Modification, Valuation, Collateral update, Error, Correction, Termination / Early Termination or Position component.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/sftr-action-type-1-0
Location URL: http://www.fpml.org/coding-scheme/sftr-action-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/sftr-action-type
Version: 1-0
Publication Date: 2019-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
COLU	SFTR	Collateral update.
CORR	SFTR	Correction.
EROR	SFTR	Error.
ETRM	SFTR	Termination / Early Termination.
MODI	SFTR	Modification.
NEWT	SFTR	New.
POSC	SFTR	Position component.
VALU	SFTR	Valuation.

5.6 algorithmRoleScheme

Scheme Definition:

Defines the role of the algorithm.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/algorithm-role-1-0
Location URL: http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/algorithm-role
Version: 1-0
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
Execution	FpML	Algorithm responsible for the execution of the transaction.
InvestmentDecision	FpML	Specifies a role of investment decision for the algorithm.

5.7 allocationReportingStatusScheme

Scheme Definition:

Defines an allocation reporting status categorization. Specifies whether the trade is anticipated to be allocated, has been allocated, or will not be allocated.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0
Location URL: http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/allocation-reporting-status
Version: 1-0
Publication Date: 2012-04-20

Coding Scheme

CODE	SOURCE	DESCRIPTION
PostAllocation	FpML	An indication that the swap has been allocated.
PreAllocation	FpML	An indication that the swap is to be allocated.
Unallocated	FpML	An indication that the swap has not been allocated.

5.8 allocationSettlementTaskTypeScheme

Scheme Definition:

A list of settlement tasks at the allocation level, the completion of which are prerequisites to the settlement of a trade (or allocation).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0
Location URL: http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/allocation-settlement-task-type
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
AgentConsent	FpML	Agent consent to settling the allocation is required.
BorrowerConsent	FpML	Borrower consent to settling the allocation is required.
IssuerConsent	FpML	Issuer (commonly Letter of Credit Issuer) consent to the allocation is required.
LenderDueDiligence	FpML	Due diligence must be completed for the lender in order to settle the allocation.
LenderProfileDetails	FpML	The lender's party profile details are required to settle the allocation.
SwingLineLenderConsent	FpML	The Swing Line Lender's consent to the allocation is required.

5.9 applicablePurposeScheme

Scheme Definition:

The purpose of a person or business unit in relation to an asset or assets.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/applicable-purpose-1-0
Location URL: http://www.fpml.org/coding-scheme/applicable-purpose-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/applicable-purpose
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agency	FpML	Agency - Indicates details related to the agent relationship.
Brokerage	FpML	Brokerage - Indicates details related to the broker/dealer relationship.
CallBack	FpML	CallBack - Indicates details related to the team that verifies settlement instructions (i.e. the 'callback' team).
Credit	FpML	Credit - Indicates details for a specific credit (asset), usually a business contact that is involved in structuring the syndicated loan deal or facility.
Custody	FpML	Custody - Indicates details related to the custodian relationship.
DistressedLoanClosing	FpML	DistressedLoanClosing - Indicates details related to specifically the closing of a distressed syndicated loan deal or facility.
DistressedLoanServicing	FpML	DistressedLoanServicing - Indicates details related to specifically the ongoing loan servicing of a distressed syndicated loan deal or facility.
DistressedLoanTradeSettlement	FpML	DistressedLoanTradeSettlement - Indicates details related to specifically the settlement of distressed syndicated loan trades.
DistressedLoanTrading	FpML	DistressedLoanTrading - Indicates details related to specifically the trading of distressed syndicated loan facilities.
DueDiligence	FpML	DueDiligence - Indicates details specifically related to the due diligence process.
KnowYourCustomer	FpML	KnowYourCustomer - Indicates details specifically related to the know-your-customer (i.e. KYC) process.
Legal	FpML	Legal - Indicates legal department details.
LetterOfCreditServicing	FpML	LetterOfCreditServicing - Indicates details related to the ongoing servicing of letters of credit (i.e. L/C team).
LoanClosing	FpML	LoanClosing - Indicates details related to the closing of a syndicated loan deal or facility (i.e. the operations closing team).
LoanOrigination	FpML	LoanOrigination - May be used instead of the 'Credit' code, and is used to more explicitly indicate details related to the origination of a syndicated loan asset.
LoanServicing	FpML	LoanServicing - Indicates details related to the ongoing loan servicing of a syndicated loan deal or facility.
LoanTradeSettlement	FpML	LoanTradeSettlement - Indicates details related to the settlement of syndicated loan trades.
LoanTrading	FpML	LoanTrading - Indicates details related to the trading of syndicated loan facilities.
PrimaryLoanTradeSettlement	FpML	PrimaryLoanTradeSettlement - Indicates details related to specifically the settlement of syndicated loan trades in the primary stage.
SecondaryLoanTradeSettlement	FpML	SecondaryLoanTradeSettlement - Indicates details related to specifically the settlement of syndicated loan trades in the secondary stage.
Tax	FpML	Tax - Indicates tax department details.
Trust	FpML	Trust - Indicates details related to the trustee relationship.

5.10 applicableTransactionTypeScheme

Scheme Definition:

The transaction (event) types that the associated settlement instructions apply to.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0
Location URL: http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/applicable-transaction-type
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
AccruingFeePayment	FpML	AccruingFeePayment - Option reflecting an existing cash event type.
AccruingFeePaymentRetraction	FpML	AccruingFeePaymentRetraction - Option reflecting an existing cash event type.
Advance	FpML	Advance - Option reflecting an existing cash event type.
AdvanceRetraction	FpML	AdvanceRetraction - Option reflecting an existing cash event type.
AllocationPayment	FpML	AllocationPayment - Option reflecting an existing cash event type.
AllocationPaymentRetraction	FpML	AllocationPaymentRetraction - Option reflecting an existing cash event type.
InterestPayment	FpML	InterestPayment - Option reflecting an existing cash event type.
InterestPaymentRetraction	FpML	InterestPaymentRetraction - Option reflecting an existing cash event type.
NonRecurringFeePayment	FpML	NonRecurringFeePayment - Option reflecting an existing cash event type.
NonRecurringFeePaymentRetraction	FpML	NonRecurringFeePaymentRetraction - Option reflecting an existing cash event type.
Repayment	FpML	Repayment - Option reflecting an existing cash event type.
RepaymentRetraction	FpML	RepaymentRetraction - Option reflecting an existing cash event type.
TradePayment	FpML	TradePayment - Option epresents the payment object for all loan trading notifications.
TradePaymentRetraction	FpML	TradePaymentRetraction - Option epresents the payment object for all loan trading notifications.

5.11 approvalTypeScheme

Scheme Definition:

Defines the type of approval in a consent or approval process.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/approval-type-1-0
Location URL: http://www.fpml.org/coding-scheme/approval-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/approval-type
Version: 1-0
Publication Date: 2014-01-23

Coding Scheme

CODE	SOURCE	DESCRIPTION
PreClearingCredit	FpML	An indication that pre-clearing credit has been granted.

5.12 assetClassScheme

Scheme Definition:

Defines a simple asset class categorization. Used for classification of the risk class of the trade.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/asset-class-2-1
Location URL: http://www.fpml.org/coding-scheme/asset-class-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/asset-class
Version: 2-1
Publication Date: 2019-10-01

Coding Scheme

CODE	SOURCE	DESCRIPTION
Commodity	FpML	Commodity.
Credit	FpML	Credit.
Equity	FpML	Equity.
ForeignExchange	FpML	ForeignExchange.
InterestRate	FpML	InterestRate.
SecuritiesFinancing	FpML	SecuritiesFinancing.

5.13 assetMeasureScheme

Scheme Definition:

The type of measure about an asset. Used for escribing valuation, sensitivity, and risk measures.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/asset-measure-5-9
Location URL: http://www.fpml.org/coding-scheme/asset-measure-5-9.xml
Canonical URI: http://www.fpml.org/coding-scheme/asset-measure
Version: 5-9
Publication Date: 2024-03-14

Coding Scheme

CODE	SOURCE	DESCRIPTION
AccruedCoupon	FpML	The coupon accrued on the underlying bonds from that the most recent bond coupon payment date until the valuation date.
AccruedInterest	FpML	The value of interest accrued from the previous payment to the valuation date.
AccruedInterestResetPrice	FpML	The value of interest accrued for price at last Reset.
AdditionalPriceNotation	FpML	The secondary price field as required by CFTC's 17 CFR Part 43.
AverageExposure	FpML	The average exposure of this trade over its lifetime
BucketedCreditSpreadSensitivity	FpML	Change in NPV/value caused by a point change shift in the credit spread.
BucketedDefaultProbabilitySensitivity	FpML	Change in NPV/value caused by a point change shift in the default probability.
BucketedInterestRateConvexity	FpML	Change in interest rate sensitivity caused by a single point change in the yield curve (IR Gamma).
BucketedInterestRateSensitivity	FpML	Change in NPV/value caused by a single point change in the yield curve (IR Delta).
BucketedInterestRateVolatilitySensitivity	FpML	Change in NPV/value caused by a point change shift in the volatility matrix (vega).
BucketedRecoveryRateSensitivity	FpML	Change in NPV/value caused by a point change shift in the credit default recovery rate.
CalculatedStrike	FpML	The effective strike price of the option as derived from the underlying asset swap. (Used for options on asset swaps).
CAPMBeta	FpML	Systematic risk = Ratio of expected return to expected return of the market
Cash	FpML	A monetary amount paid or received. For example, a monetary amount payable on the valuation date, or a monetary amount payable on another specified date, such as a payment date.
CashEquivalent	FpML	The CashEquivalentLocalCurrency converted to the reporting currency (e.g. USD) at the spot exchange rate.
CashEquivalentLocalCurrency	FpML	The aggregated equivalent FX position in a specific currency. This includes the NPVs payable in that currency, plus equivalent positions generated by trades price sensitivity to FX rates.
CleanGrossCurrentMarketPrice	FpML	The price of an asset, expressed in par value, excluding accrued interest, excluding commissions, as observed on a market.
CleanGrossCurrentSettlementPrice	FpML	The price of an asset, expressed in par value, excluding accrued interest, excluding commissions, for settlement purposes.
CleanGrossResetPrice	FpML	The reset price of an asset, expressed in par value, excluding accrued interest, excluding commissions.
CleanNetCurrentMarketPrice	FpML	The price of an asset, expressed in par value, excluding accrued interest, including commissions, as observed on a market.
CleanNetCurrentSettlementPrice	FpML	The price of an asset, expressed in par value, excluding accrued interest, including commissions, for settlement purposes.
CleanNetResetPrice	FpML	The reset price of an asset, expressed in par value, excluding accrued interest, including commissions.
ConvexityAdjustment	FpML	An adjustment to the price of an instrument (such as a future) to compensate for its lack of convexity.
CreditSpread	FpML	The spread between the return of a credit instrument and of a corresponding risk free instrument.
CurrentNotional	FpML	The notional in effect on the valuation date.
DE@R	FpML	VAR for 1 day time horizon and 95% level of confidence
DeltaAdjustedLongSwaptionPosition	FpML	The Delta Adjusted Long Swaption Position.
DeltaAdjustedShortSwaptionPosition	FpML	The Delta Adjusted Short Swaption Position.
DeltaFactor	FpML	The Delta factor.
DirtyGrossCurrentMarketPrice	FpML	The price of an asset, expressed in par value, including accrued interest, excluding commissions, as observed on a market.
DirtyGrossCurrentSettlementPrice	FpML	The price of an asset, expressed in par value, including accrued interest, excluding commissions, for settlement purposes.
DirtyGrossResetPrice	FpML	The reset price of an asset, expressed in par value, including accrued interest, excluding commissions.
DirtyNetCurrentMarketPrice	FpML	The price of an asset, expressed in par value, including accrued interest, including commissions, as observed on a market.
DirtyNetCurrentSettlementPrice	FpML	The price of an asset, expressed in par value, including accrued interest, including commissions, for settlement purposes.
DirtyNetResetPrice	FpML	The reset price of an asset, expressed in par value, including accrued interest, including commissions.
DividendYield	FpML	The dividend payout ratio, expressed as a decimal (e.g. 0.03 = 3%) per year.
EconomicCapital	FpML	Capital which is kept aside to compensate for unexpected losses due to credit risk. (VAR for 1 year and 99.97%)
EquityAccrual	FpML	Unrealized profit or loss on an equity price based stream or product. This is based on the difference between current market price and the reset/reference price.
EVA	FpML	Economic Value Added = (Spread + Fees - Expected loss - Operating cost) -ROE*(Capital at risk)
FixedPrice	FpML	A numerical price (usually a stock or bond price or a commodity price) that is used to price a derivative.
FixedRate	FpML	A numerical rate (usually an interest or FX rate) that is used to price a derivative.
FundingOnRealizedGains	FpML	Funding-related interest charges associated with profit or loss on realized gains that have not yet been exchanged.
FXSpotSensitivity	FpML	Change in NPV/value caused by a change in FX spot rate
GrossNotional	FpML	The gross notional.
GrossNPV	FpML	The gross NPV.
ImpliedVolatility	FpML	The implied volatility of the underlying asset from the valuation date to the expiration of the option.
InterestOnRealizedGains	FpML	Accrued interest on realized gains, for portfolio swap agreements where unwind profit/loss not exchanged until reset.
JensensAlpha	FpML	The average excess return on a portfolio relative to the excess return predicted by CAPM
LastAvailableSpotPrice	FpML	The last available spot price at the time of the transaction of the underlying asset with no spread.
LoanEquivalent	FpML	The loan equivalent exposure of this asset.
LongNotionalPosition	FpML	The Long Notional Position.
LongSwapPosition	FpML	The Long Swap Position.
MarginalRisk	FpML	Change of a portfolio VAR with addition of a specified asset.
MarketQuote	FpML	The price of an instrument as quoted on an exchange or similar market.
ModifiedSharpeRatio	FpML	Sharpe ratio where both return and risk are defined relative to a benchmark portfolio
NonDeltaAdjustedLongSwaptionPosition	FpML	The Non Delta Adjusted Long Swaption Position.
NonDeltaAdjustedShortSwaptionPosition	FpML	The Non Delta Adjusted Short Swaption Position.
NPV	FpML	Net Present Value = sum of present values of all cash flows; excludes cash flows paid or received on the valution date.
NPVLocalCurrency	FpML	NPV in the trade currency.
NumberOfUnderlyingSecurities	FpML	Used for bond positions to report the product of the open units and the par value of the bond.
PackagePrice	FpML	Traded price of the entire package in which the reported derivative transaction is a component.
PackageSpread	FpML	Traded price of the entire package in which the reported derivative transaction is a component of a package transaction. Package transaction price when the price of the package is expressed as a spread, difference between two reference prices. See CFTC Amendments to Part 45 for full definition.
PAI	FpML	Price adjustment interest ... the amount of interest owing on the NPV over the previous calculation period (use in clearing models).
ParallelShiftCreditSpreadSensitivity	FpML	Change in NPV/value caused by a parallel shift in the credit spread.
ParallelShiftDefaultProbabilitySensitivity	FpML	Change in NPV/value caused by a parallel shift in the default probability.
ParallelShiftInterestRateSensitivity	FpML	Change in NPV/value caused by a parallel shift in the yield curve/risk free rate of interest (IR Delta, rho).
ParallelShiftInterestRateVolatilitySensitivity	FpML	Change in NPV/value caused by a parallel shift in the volatility matrix (vega).
ParallelShiftRecoveryRateSensitivity	FpML	Change in NPV/value caused by a parallel shift in the credit default recovery rate.
PayNPV	FpML	NPV of cash flows for which the base counterparty pays.
PeakExposure	FpML	The peak/potential exposure of this trade over its lifetime
Premium	FpML	A fee paid or received to purchase a contract (usually an option).
PriceNotation	FpML	The primary price field as required by CFTC's 17 CFR Part 43.
PriorNPV	FpML	Net Present Value for prior day/processing run = sum of present values of all cash flows; excludes cash flows paid or received on the valution date.
RAROC	FpML	Risk adjusted return on capital = (Adjusted income)/(Capital at risk)
RealizedTradingGains	FpML	Realized profit or loss that has not yet been exchanged. This is based on positions that have been closed out but not settled.
RealizedVariance	FpML	Realized variance between effective date and valuation date.
ReceiveNPV	FpML	NPV of cash flows for which the base counterparty receives.
RecoveryRate	FpML	The estimated amount that a creditor would receive in final satisfaction of the claims on a defaulted credit.
RegulatoryCapital	FpML	A provision for expected losses, required by the BIS.
ReturnOnEconomicCapital	FpML	The return from an asset expressed as a percentage of the amount of economic capital involved in holding that asset.
ReturnOnRegulatoryCapital	FpML	The return from an asset expressed as a percentage of the amount of regulatory capital involved in holding that asset.
RiskConcentration	FpML	Measures the amount of risk concentrated in individual counterparties, similar assets, common geographical locations, or common industries.
ROA	FpML	Return on assets = (Adjusted income)/Assets
RORAC	FpML	Return on risk-adjusted capital = (Adjusted income)/(BIS risk - based capital requirement)
SettlementFxRate	FpML	The FX rate used to compute a settlement amount.
SettlementPrice	FpML	The settlement price.
SharpeRatio	FpML	The ratio between portfolio return in excess of the risk-free return and portfolio risk (measured as volatility)
ShortNotionalPosition	FpML	The Short Notional Position.
ShortSwapPosition	FpML	The Short Swap Position.
SortinoRatio	FpML	Similar to Sharpe Ratio but risk defined as downside risk rather than portfolio variance.
StrikePrice	FpML	The strike price.
TransactedGrossPrice	FpML	The price, exclusive of any commission, at which a transaction has been conducted.
TransactedNetPrice	FpML	The actual price (inclusive of commissions, when applicable) at which a transaction has been conducted.
TreatedRate	FpML	A rate following rate treatment procedures.
TreynorRatio	FpML	Similar to Sharpe Ratio but risk defined as CAPM systematic risk (beta) rather than portfolio variance.
ValuationAdjusted	FpML	Adjusted valuation required for regulatory reporting (Ex: JFSA 39 Valuation Amount).
ValuationDateChangeSensitivity	FpML	Change in NPV/value caused by a change in valuation date (theta).
ValuationUnadjusted	FpML	Unadjusted valuation required for regulatory reporting (Ex: JFSA 39 Valuation Amount).
VAR	FpML	Value at Risk is the amount of money that could be lost over a pre-defined period of time with a a given level of confidence.
VariationMargin	FpML	Amount required to be posted to accommodate change in net value of trade or portfolio.
Volatility	FpML	The underlying price volatility used for calculating the value of this asset.

5.14 assignmentFeeRuleScheme

Scheme Definition:

List of assignment fee payment rules.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0
Location URL: http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/assignment-fee-rule
Version: 1-0
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
HalfFeePerMasterTrade	FpML	Half of the assignment fee, as set forth in the credit agreement, is charged for the entire trade regardless of the number of facilities included in the trade and regardless of the number of sub-allocations made.
OneFeePerAssignment	FpML	One full assignment fee, as fee set forth in the credit agreement, is charged for each separate allocation/assignment agreement under the master trade.
OneFeePerMasterTrade	FpML	One full assignment fee, as fee set forth in the credit agreement, is charged for the entire trade regardless of the number of facilities included in the trade and regardless of the number of sub-allocations made.
Waived	FpML	The assignment fee is waived for the entire trade.

5.15 benchmarkRateScheme

Scheme Definition:

FpML Benchmark rates

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/benchmark-rate-1-3
Location URL: http://www.fpml.org/coding-scheme/benchmark-rate-1-3.xml
Canonical URI: http://www.fpml.org/coding-scheme/benchmark-rate
Version: 1-3
Publication Date: 2022-11-30
Status:

Coding Scheme

CODE	SOURCE	DESCRIPTION
AMERIBOR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
AONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
CORRA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
CZEONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
DESTR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
DKK OIS	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
EFFR	ISDA	"EFFR" or "Fed Funds" per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
EONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
EuroSTR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
HONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
HUFONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
KOFR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
MIBOR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
MYOR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
NOWA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
NZIONA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
POLONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
RUONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
SARON	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
SFXROD	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
SHIR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
SOFR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
SONIA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
SORA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
STIBOR	ISDA	Per 2021 ISDA Definition up to V3, Section 10.3 Overnight Rate Benchmarks. What is defined as "SEK OIS" in the 2006 ISDA Collateral Cash Price Matrix up to November 10, 2021 publication.
SWESTR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
TELBOR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
THOR	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
TLREF	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.
TONA	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. What is defined as "TONAR" in the 2006 ISDA Collateral Cash Price Matrix.
WIRON	ISDA	Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks.

5.16 brokerConfirmationTypeScheme

Scheme Definition:

Defines the type of Broker Confirm the FpML trade represents.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0
Location URL: http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/broker-confirmation-type
Version: 5-0
Publication Date: 2013-01-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
ABX	FpML	Broker Confirmation Type representing ABX index trades.
AsiaCorporate	FpML	Broker Confirmation Type of Asia Corporate.
AsiaSovereign	FpML	Broker Confirmation Type of Asia Sovereign.
AustraliaCorporate	FpML	Broker Confirmation Type of Australia Corporate.
AustraliaSovereign	FpML	Broker Confirmation Type of Australia Sovereign.
CDSonLeveragedLoans	FpML	Broker Confirmation Type for use with Credit Derivative Transactions on Leveraged Loans.
CDSonMBS	FpML	Broker Confirmation Type for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement.
CDXEmergingMarkets	FpML	Broker Confirmation Type for CDX Emerging Markets Untranched Transactions.
CDXEmergingMarketsDiversified	FpML	Broker Confirmation Type for CDX Emerging Markets Diversified Untranched Transactions.
CDXSwaption	FpML	Broker Confirmation Type for CDX Swaption Transactions.
CDXTranche	FpML	Broker Confirmation Type for Dow Jones CDX Tranche Transactions.
CMBX	FpML	Broker Confirmation Type representing CMBX index trades.
DJ.CDX.EM	FpML	Broker Confirmation Type for CDS Index trades relating to Dow Jones CDX.EM index series.
DJ.CDX.NA	FpML	Broker Confirmation Type for CDS Index trades relating to Dow Jones CDX.NA.IG and Dow Jones CDX.NA.HY index series.
EmergingEuropeanAndMiddleEasternSovereign	FpML	Broker Confirmation Type of Emerging European and Middle Eastern Sovereign.
EmergingEuropeanCorporate	FpML	Broker Confirmation Type for EMERGING EUROPEAN CORPORATE.
EmergingEuropeanCorporateLPN	FpML	Broker Confirmation Type for EMERGING EUROPEAN CORPORATE LPN.
EuropeanCMBS	FpML	Broker Confirmation Type for Single Name European CMBS Transactions.
EuropeanCorporate	FpML	Broker Confirmation Type of European Corporate.
EuropeanRMBS	FpML	Broker Confirmation Type for Single Name European RMBS Transactions.
iTraxxAsiaExJapan	FpML	Broker Confirmation Type for iTraxx Asia Excluding Japan.
iTraxxAsiaExJapanSwaption	FpML	Broker Confirmation Type for iTraxx Asia Ex-Japan Swaption Transactions.
iTraxxAsiaExJapanTranche	FpML	Broker Confirmation Type for iTraxx Asia Excluding Japan Tranched Transactions.
iTraxxAustralia	FpML	Broker Confirmation Type for iTraxx Australia.
iTraxxAustraliaSwaption	FpML	Broker Confirmation Type for iTraxx Australia Swaption Transactions.
iTraxxAustraliaTranche	FpML	Broker Confirmation Type for iTraxx Australia Tranched Transactions.
iTraxxCJ	FpML	Broker Confirmation Type for iTraxx CJ.
iTraxxCJTranche	FpML	Broker Confirmation Type for iTraxx CJ Tranched Transactions.
iTraxxEurope	FpML	Broker Confirmation Type for iTraxx Europe.
iTraxxEurope	FpML	Broker Confirmation Type for iTraxx Europe Transactions
iTraxxEuropeSwaption	FpML	Broker Confirmation Type for iTraxx Europe Swaption Transactions.
iTraxxEuropeTranche	FpML	Broker Confirmation Type for iTraxx Europe Tranched Transactions.
iTraxxJapan	FpML	Broker Confirmation Type for iTraxx Japan.
iTraxxJapanSwaption	FpML	Broker Confirmation Type for iTraxx Japan Swaption Transactions.
iTraxxJapanTranche	FpML	Broker Confirmation Type for iTraxx Japan Tranched Transactions.
iTraxxLevX	FpML	Broker Confirmation Type for iTraxx LevX.
iTraxxSDI75	FpML	Broker Confirmation Type for iTraxx SDI 75 Transactions.
iTraxxSovX	FpML	Broker Confirmation Type for iTraxx SovX.
JapanCorporate	FpML	Broker Confirmation Type of Japan Corporate.
JapanSovereign	FpML	Broker Confirmation Type of Japan Sovereign.
LatinAmericaCorporate	FpML	Broker Confirmation Type of Latin America Corporate.
LatinAmericaCorporateBond	FpML	Broker Confirmation Type for LATIN AMERICA CORPORATE B.
LatinAmericaCorporateBondOrLoan	FpML	Broker Confirmation Type for LATIN AMERICA CORPORATE BL.
LatinAmericaSovereign	FpML	Broker Confirmation Type of Latin America Sovereign.
MBX	FpML	Broker Confirmation Type for MBX Transactions.
MCDX	FpML	Broker Confirmation Type for Municipal CDX Untranched Transactions.
NewZealandCorporate	FpML	Broker Confirmation Type of New Zealand Corporate.
NewZealandSovereign	FpML	Broker Confirmation Type of New Zealand Sovereign.
NorthAmericanCorporate	FpML	Broker ConfirmationType of North American Corporate.
PO	FpML	Broker Confirmation Type for PO Index Transactions.
SingaporeCorporate	FpML	Broker Confirmation Type of Singapore Corporate.
SingaporeSovereign	FpML	Broker Confirmation Type of Singapore Sovereign.
StandardAsiaCorporate	FpML	Broker Confirmation Type of STANDARD ASIA CORPORATE.
StandardAsiaSovereign	FpML	Broker Confirmation Type of STANDARD ASIA SOVEREIGN.
StandardAustraliaCorporate	FpML	Broker Confirmation Type of STANDARD AUSTRALIA CORPORATE.
StandardAustraliaSovereign	FpML	Broker Confirmation Type of STANDARD AUSTRALIA SOVEREIGN.
StandardCDXTranche	FpML	Broker Confirmation Type for Standard CDX Tranche Transactions.
StandardEmergingEuropeanAndMiddleEasternSovereign	FpML	Broker Confirmation Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN.
StandardEmergingEuropeanCorporate	FpML	Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE.
StandardEmergingEuropeanCorporateLPN	FpML	Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE LPN.
StandardEuropeanCorporate	FpML	Broker Confirmation Type for STANDARD EUROPEAN CORPORATE.
StandardiTraxxEuropeTranche	FpML	Broker Confirmation Type for Standard iTraxx Europe Tranched Transactions.
StandardJapanCorporate	FpML	Broker Confirmation Type of STANDARD JAPAN CORPORATE.
StandardJapanSovereign	FpML	Broker Confirmation Type of STANDARD JAPAN SOVEREIGN.
StandardLatinAmericaCorporateBond	FpML	Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE B.
StandardLatinAmericaCorporateBondOrLoan	FpML	Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE BL.
StandardLatinAmericaSovereign	FpML	Broker Confirmation Type of STANDARD LATIN AMERICA SOVEREIGN.
StandardLCDS	FpML	Standard Syndicated Secured Loan Credit Default Swap Broker Confirmation Type.
StandardLCDSBullet	FpML	Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions.
StandardLCDXBullet	FpML	Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions.
StandardLCDXBulletTranche	FpML	Broker Confirmation Type for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions.
StandardNewZealandCorporate	FpML	Broker Confirmation Type of STANDARD NEW ZEALAND CORPORATE.
StandardNewZealandSovereign	FpML	Broker Confirmation Type of STANDARD NEW ZEALAND SOVEREIGN.
StandardNorthAmericanCorporate	FpML	Broker Confirmation Type for STANDARD NORTH AMERICAN CORPORATE.
StandardSingaporeCorporate	FpML	Broker Confirmation Type of STANDARD SINGAPORE CORPORATE.
StandardSingaporeSovereign	FpML	Broker Confirmation Type of STANDARD SINGAPORE SOVEREIGN.
StandardSubordinatedEuropeanInsuranceCorporate	FpML	Broker Confirmation Type for STANDARD SUBORDINATED EUROPEAN INSURANCE CORPORATE.
StandardWesternEuropeanSovereign	FpML	Broker Confirmation Type for STANDARD WESTERN EUROPEAN SOVEREIGN.
SubordinatedEuropeanInsuranceCorporate	FpML	Broker Confirmation Type of Subordinated European Insurance Corporate.
SukukCorporate	FpML	Broker Confirmation Type of SUKUK CORPORATE.
SukukSovereign	FpML	Broker Confirmation Type of SUKUK SOVEREIGN.
SyndicatedSecuredLoanCDS	FpML	Syndicated Secured Loan Credit Default Swap Broker Confirmation Type.
TRX	FpML	Broker Confirmation Type for TRX Transactions.
TRX.II	FpML	Broker Confirmation Type for TRX.II Transactions.
USMunicipalFullFaithAndCredit	FpML	Broker Confirmation Type for U.S. MUNICIPAL FULL FAITH AND CREDIT.
USMunicipalGeneralFund	FpML	Broker Confirmation Type for U.S. MUNICIPAL GENERAL FUND.
USMunicipalRevenue	FpML	Broker Confirmation Type for U.S. MUNICIPAL REVENUE.
WesternEuropeanSovereign	FpML	Broker Confirmation Type of Western European Sovereign.

5.17 bullionDeliveryLocationScheme

Scheme Definition:

Defines where bullion is to be delivered for a Bullion Transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0
Location URL: http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/bullion-delivery-location
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
BankOfEngland	FpML	Delivery will be made to the Purchaser of Bullion's account with the Bank of England in London.
INCOActonPool	FpML	Delivery will be made to the INCO Acton Pool.
JMPennsylvaniaPool	FpML	Delivery will be made to the Johnson Matthey Pennsylvania Pool.
JMUKPool	FpML	Delivery will be made to the Johnson Matthey UK Pool.
London	FpML	Delivery will be made to the Purchaser of Bullion's custodian bank in London. Custodian bank to be agreed by the parties.
TBA	FpML	If parties are not intending to deliver the physical but are using a transaction to open a position that will be closed prior to settlement, the value TBA may be used to indicate that a delivery location needs to be agreed between the parties.
Zurich	FpML	Delivery will be made to the Purchaser of Bullion's custodian bank in Zurich. Custodian bank to be agreed by the parties.

5.18 businessCenterScheme

Scheme Definition:

The coding-scheme accepts a 4 character code of the real geographical business calendar location or FpML format of the rate publication calendar. While the 4 character codes of the business calendar location are implicitly locatable and used for identifying a bad business day for the purpose of payment and rate calculation day adjustments, the rate publication calendar codes are used in the context of the fixing day offsets.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/business-center-9-3
Location URL: http://www.fpml.org/coding-scheme/business-center-9-3.xml
Canonical URI: http://www.fpml.org/coding-scheme/business-center
Version: 9-3
Publication Date: 2024-02-15
Status:

Coding Scheme

CODE	SOURCE	DESCRIPTION
AEAB	FpML	Abu Dhabi, Business Day (as defined in 2021 ISDA Definitions Section 2.1.10 (ii))
AEAD	FpML	Abu Dhabi, Settlement Day (as defined in 2021 ISDA Definitions Section 2.1.10 (i))
AEDU	FpML	Dubai, United Arab Emirates
AMYE	FpML	Yerevan, Armenia
AOLU	FpML	Luanda, Angola
ARBA	FpML	Buenos Aires, Argentina
ATVI	FpML	Vienna, Austria
AUAD	FpML	Adelaide, Australia
AUBR	FpML	Brisbane, Australia
AUCA	FpML	Canberra, Australia
AUDA	FpML	Darwin, Australia
AUME	FpML	Melbourne, Australia
AUPE	FpML	Perth, Australia
AUSY	FpML	Sydney, Australia
AZBA	FpML	Baku, Azerbaijan
BBBR	FpML	Bridgetown, Barbados
BDDH	FpML	Dhaka, Bangladesh
BEBR	FpML	Brussels, Belgium
BGSO	FpML	Sofia, Bulgaria
BHMA	FpML	Manama, Bahrain
BMHA	FpML	Hamilton, Bermuda
BNBS	FpML	Bandar Seri Begawan, Brunei
BOLP	FpML	La Paz, Bolivia
BRBD	FpML	Brazil Business Day.
BRBR	FpML	Brasilia, Brazil.
BRRJ	FpML	Rio de Janeiro, Brazil.
BRSP	FpML	Sao Paulo, Brazil.
BSNA	FpML	Nassau, Bahamas
BWGA	FpML	Gaborone, Botswana
BYMI	FpML	Minsk, Belarus
CACL	FpML	Calgary, Canada
CAFR	FpML	Fredericton, Canada.
CAMO	FpML	Montreal, Canada
CAOT	FpML	Ottawa, Canada
CATO	FpML	Toronto, Canada
CAVA	FpML	Vancouver, Canada
CAWI	FpML	Winnipeg, Canada
CHBA	FpML	Basel, Switzerland
CHGE	FpML	Geneva, Switzerland
CHZU	FpML	Zurich, Switzerland
CIAB	FpML	Abidjan, Cote d'Ivoire
CLSA	FpML	Santiago, Chile
CMYA	FpML	Yaounde, Cameroon
CNBE	FpML	Beijing, China
CNSH	FpML	Shanghai, China
COBO	FpML	Bogota, Colombia
CRSJ	FpML	San Jose, Costa Rica
CWWI	FpML	Willemstad, Curacao
CYNI	FpML	Nicosia, Cyprus
CZPR	FpML	Prague, Czech Republic
DECO	FpML	Cologne, Germany
DEDU	FpML	Dusseldorf, Germany
DEFR	FpML	Frankfurt, Germany
DEHA	FpML	Hannover, Germany
DEHH	FpML	Hamburg, Germany
DELE	FpML	Leipzig, Germany
DEMA	FpML	Mainz, Germany
DEMU	FpML	Munich, Germany
DEST	FpML	Stuttgart, Germany
DKCO	FpML	Copenhagen, Denmark
DOSD	FpML	Santo Domingo, Dominican Republic
DZAL	FpML	Algiers, Algeria
ECGU	FpML	Guayaquil, Ecuador
EETA	FpML	Tallinn, Estonia
EGCA	FpML	Cairo, Egypt
ESAS	FpML	ESAS Settlement Day (as defined in 2006 ISDA Definitions Section 7.1 and Supplement Number 15 to the 2000 ISDA Definitions)
ESBA	FpML	Barcelona, Spain
ESMA	FpML	Madrid, Spain
ESSS	FpML	San Sebastian, Spain
ETAA	FpML	Addis Ababa, Ethiopia
EUR-ICESWAP	FpML	Publication dates for ICE Swap rates based on EUR-EURIBOR rates
EUTA	FpML	TARGET Settlement Day
FIHE	FpML	Helsinki, Finland
FRPA	FpML	Paris, France
GBED	FpML	Edinburgh, Scotland
GBLO	FpML	London, United Kingdom
GBP-ICESWAP	FpML	Publication dates for GBP ICE Swap rates
GETB	FpML	Tbilisi, Georgia
GGSP	FpML	Saint Peter Port, Guernsey
GHAC	FpML	Accra, Ghana
GIGI	FpML	Gibraltar, Gibraltar
GMBA	FpML	Banjul, Gambia
GNCO	FpML	Conakry, Guinea
GRAT	FpML	Athens, Greece
GTGC	FpML	Guatemala City, Guatemala
GUGC	FpML	Guatemala City, Guatemala [DEPRECATED, to be removed in 2024. Replaced by GTGC.]
HKHK	FpML	Hong Kong, Hong Kong
HNTE	FpML	Tegucigalpa, Honduras
HRZA	FpML	Zagreb, Republic of Croatia
HUBU	FpML	Budapest, Hungary
IDJA	FpML	Jakarta, Indonesia
IEDU	FpML	Dublin, Ireland
ILJE	FpML	Jerusalem, Israel
ILS-TELBOR	FpML	Publication dates of the ILS-TELBOR index.
ILTA	FpML	Tel Aviv, Israel
INAH	FpML	Ahmedabad, India
INBA	FpML	Bangalore, India
INCH	FpML	Chennai, India
INHY	FpML	Hyderabad, India
INKO	FpML	Kolkata, India
INMU	FpML	Mumbai, India
INND	FpML	New Delhi, India
IQBA	FpML	Baghdad, Iraq
IRTE	FpML	Teheran, Iran
ISRE	FpML	Reykjavik, Iceland
ITMI	FpML	Milan, Italy
ITRO	FpML	Rome, Italy
ITTU	FpML	Turin, Italy
JESH	FpML	St. Helier, Channel Islands, Jersey
JMKI	FpML	Kingston, Jamaica
JOAM	FpML	Amman, Jordan
JPTO	FpML	Tokyo, Japan
KENA	FpML	Nairobi, Kenya
KHPP	FpML	Phnom Penh, Cambodia
KRSE	FpML	Seoul, Republic of Korea
KWKC	FpML	Kuwait City, Kuwait
KYGE	FpML	George Town, Cayman Islands
KZAL	FpML	Almaty, Kazakhstan
LAVI	FpML	Vientiane, Laos
LBBE	FpML	Beirut, Lebanon
LKCO	FpML	Colombo, Sri Lanka
LULU	FpML	Luxembourg, Luxembourg
LVRI	FpML	Riga, Latvia
MACA	FpML	Casablanca, Morocco
MARA	FpML	Rabat, Morocco
MCMO	FpML	Monaco, Monaco
MNUB	FpML	Ulan Bator, Mongolia
MOMA	FpML	Macau, Macao
MTVA	FpML	Valletta, Malta
MUPL	FpML	Port Louis, Mauritius
MVMA	FpML	Male, Maldives
MWLI	FpML	Lilongwe, Malawi
MXMC	FpML	Mexico City, Mexico
MYKL	FpML	Kuala Lumpur, Malaysia
MYLA	FpML	Labuan, Malaysia
MZMA	FpML	Maputo, Mozambique
NAWI	FpML	Windhoek, Namibia
NGAB	FpML	Abuja, Nigeria
NGLA	FpML	Lagos, Nigeria
NLAM	FpML	Amsterdam, Netherlands
NLRO	FpML	Rotterdam, Netherlands
NOOS	FpML	Oslo, Norway
NPKA	FpML	Kathmandu, Nepal
NYFD	FpML	New York Fed Business Day (as defined in 2006 ISDA Definitions Section 1.9, 2000 ISDA Definitions Section 1.9, and 2021 ISDA Definitions Section 2.1.7)
NYSE	FpML	New York Stock Exchange Business Day (as defined in 2006 ISDA Definitions Section 1.10, 2000 ISDA Definitions Section 1.10, and 2021 ISDA Definitions Section 2.1.8)
NZAU	FpML	Auckland, New Zealand
NZWE	FpML	Wellington, New Zealand
OMMU	FpML	Muscat, Oman
PAPC	FpML	Panama City, Panama
PELI	FpML	Lima, Peru
PHMA	FpML	Manila, Philippines
PHMK	FpML	Makati, Philippines
PKKA	FpML	Karachi, Pakistan
PLWA	FpML	Warsaw, Poland
PRSJ	FpML	San Juan, Puerto Rico
PTLI	FpML	Lisbon, Portugal
QADO	FpML	Doha, Qatar
ROBU	FpML	Bucharest, Romania
RSBE	FpML	Belgrade, Serbia
RUMO	FpML	Moscow, Russian Federation
SAAB	FpML	Abha, Saudi Arabia
SAJE	FpML	Jeddah, Saudi Arabia
SARI	FpML	Riyadh, Saudi Arabia
SEST	FpML	Stockholm, Sweden
SGSI	FpML	Singapore, Singapore
SILJ	FpML	Ljubljana, Slovenia
SKBR	FpML	Bratislava, Slovakia
SLFR	FpML	Freetown, Sierra Leone
SNDA	FpML	Dakar, Senegal
SVSS	FpML	San Salvador, El Salvador
THBA	FpML	Bangkok, Thailand
TNTU	FpML	Tunis, Tunisia
TRAN	FpML	Ankara, Turkey
TRIS	FpML	Istanbul, Turkey
TTPS	FpML	Port of Spain, Trinidad and Tobago
TWTA	FpML	Taipei, Taiwan
TZDA	FpML	Dar es Salaam, Tanzania
TZDO	FpML	Dodoma, Tanzania
UAKI	FpML	Kiev, Ukraine
UGKA	FpML	Kampala, Uganda
USBO	FpML	Boston, Massachusetts, United States
USCH	FpML	Chicago, United States
USCR	FpML	Charlotte, North Carolina, United States
USD-ICESWAP	FpML	Publication dates for ICE Swap rates based on USD-LIBOR rates
USD-MUNI	FpML	Publication dates for the USD-Municipal Swap Index
USDC	FpML	Washington, District of Columbia, United States
USDN	FpML	Denver, United States
USDT	FpML	Detroit, Michigan, United States
USGS	FpML	U.S. Government Securities Business Day (as defined in 2006 ISDA Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11)
USHL	FpML	Honolulu, Hawaii, United States
USHO	FpML	Houston, United States
USLA	FpML	Los Angeles, United States
USMB	FpML	Mobile, Alabama, United States
USMN	FpML	Minneapolis, United States
USNY	FpML	New York, United States
USPO	FpML	Portland, Oregon, United States
USSA	FpML	Sacramento, California, United States
USSE	FpML	Seattle, United States
USSF	FpML	San Francisco, United States
USWT	FpML	Wichita, United States
UYMO	FpML	Montevideo, Uruguay
UZTA	FpML	Tashkent, Uzbekistan
VECA	FpML	Caracas, Venezuela
VGRT	FpML	Road Town, Virgin Islands (British)
VNHA	FpML	Hanoi, Vietnam
VNHC	FpML	Ho Chi Minh (formerly Saigon), Vietnam
YEAD	FpML	Aden, Yemen
ZAJO	FpML	Johannesburg, South Africa
ZMLU	FpML	Lusaka, Zambia
ZWHA	FpML	Harare, Zimbabwe

5.19 businessProcessScheme

Scheme Definition:

Contains a code representing the type of business process a message (e.g. a status request) applies to.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/business-process-1-0
Location URL: http://www.fpml.org/coding-scheme/business-process-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/business-process
Version: 1-0
Publication Date: 2011-09-29

Coding Scheme

CODE	SOURCE	DESCRIPTION
Allocation	FpML	Process for splitting a trade across accounts.
Clearing	FpML	Process for novating a trade to a central counterparty (with margining) for credit risk mitigation.
Confirmation	FpML	Process for verifying the terms of a trade.
Execution	FpML	Process for executing a trade.
Reconciliation	FpML	Process for comparing representations of a trade or portfolio for the purpose of identifying and resolving discrepancies.
Settlement	FpML	Process for calculating payment amounts and performing payments as required by the terms of a transaction.

5.20 cashflowTypeScheme

Scheme Definition:

The type of cash flows associated with OTC derivatives contracts and their lifecycle events.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/cashflow-type-2-0
Location URL: http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/cashflow-type
Version: 2-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AmendmentFee	FpML	A cash flow associated with an amendment lifecycle event.
AssignmentFee	FpML	A cash flow resulting from the assignment of a contract to a new counterparty.
Coupon	FpML	A cash flow corresponding to the periodic accrued interests.
CreditEvent	FpML	A cashflow resulting from a credit event.
DividendReturn	FpML	A cash flow corresponding to the synthetic dividend of an equity underlyer asset traded through a derivative instrument.
ExerciseFee	FpML	A cash flow associated with an exercise lifecycle event.
Fee	FpML	A generic term for describing a non-scheduled cashflow that can be associated either with the initial contract, with some later corrections to it (e.g. a correction to the day count fraction that has a cashflow impact) or with some lifecycle events. Fees that are specifically associated with termination and partial termination, increase, amendment, and exercise events are qualified accordingly.
IncreaseFee	FpML	A cash flow associated with an increase lifecycle event.
InterestReturn	FpML	A cash flow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
PartialTerminationFee	FpML	A cash flow associated with a partial termination lifecycle event.
Premium	FpML	The premium associated with an OTC contract such as an option or a cap/floor.
PriceReturn	FpML	A cash flow corresponding to the return of the price portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
PrincipalExchange	FpML	A cash flow which amount typically corresponds to the notional of the contract and that is exchanged between the parties on trade inception and reverted back when the contract is terminated.
TerminationFee	FpML	A cash flow associated with a termination lifecycle event.

5.21 categoryScheme

Scheme Definition:

Contains a code representing the type of organization. Used to clarify which participant's information is being reported.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/org-type-category-1-0
Location URL: http://www.fpml.org/coding-scheme/org-type-category-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/org-type-category
Version: 1-0
Publication Date: 2011-09-29

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agent	FpML	The trade or trade report represents the information from the perspective of the sender of the report, typically a clearing member firm or dealer (acting as an agent).
Counterparty	FpML	The trade or trade report represents the information from the perspective of the counterparty of the sender of the report, which is typically a clearing member firm or dealer.
Customer	FpML	The trade or trade report represents the information from the perspective of a client opposite the sender of the report, which is typically a clearing member firm or dealer.
Principal	FpML	The trade or trade report represents the information from the perspective of the sender of the report, typically a clearing member firm or dealer (acting as a principal).

5.22 categoryScheme

Scheme Definition:

Contains a flag for when a trade is being executed anonymously in a Swap Execution Facility (SEF). It is meant to cover the requirement under CFTC 37.9(d) https://www.cftc.gov/sites/default/files/2020/07/2020-14343a.pdf known as the PTNGU (Post-Trade Name Give-Up) Rule. The rule requires that trades executed anonymously on a SEF e.g. CLOB trades be guaranteed anonymity post-trade. Therefore the SEF requires the ability to flag a trade as executed anonymously so that anonymity is guaranteed throughout the workflow. Although the source of the trade is known, the SEF, not all trades executed on the SEF will be flagged as anonymous. Therefore this needs to be specified on a trade-by-trade basis.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0
Location URL: http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/category-anonymous-execution
Version: 1-0
Publication Date: 2020-12-14

Coding Scheme

CODE	SOURCE	DESCRIPTION
Anonymous	FpML	The counterparty to the trade is not being disclosed.
Disclosed	FpML	The counterparty to the trade is being disclosed.

5.23 clearanceSystemScheme

Scheme Definition:

A clearance system

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/clearance-system-1-0
Location URL: http://www.fpml.org/coding-scheme/clearance-system-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/clearance-system
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Clearstream	FpML	Clearstream International
CREST	FpML	CREST
DTCC	FpML	The Depository Trust and Clearing Corporation
Euroclear	FpML	Euroclear
MonteTitoli	FpML	Monte Titoli SPA

5.24 clearingExceptionReasonScheme

Scheme Definition:

The reason a trade is exempted from a clearing mandate.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1
Location URL: http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/clearing-exception-reason
Version: 1-1
Publication Date: 2016-09-16

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agent-Affiliate	FpML	Used to indicate a clearing exception where a firm is hedging and using an agent to do doing the hedging on its behalf.
Cooperative	FpML	Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative.
End-User	FpML	In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet.
Exception	FpML	Used to indicate an exception to a clearing requirement without elaborating on the type of exception.
Inter-Affiliate	FpML	In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities.
Treasury-Affiliate	FpML	In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates.

5.25 clearingExceptionReasonScheme

Scheme Definition:

The reason a trade is exempted from a clearing mandate.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1
Location URL: http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions
Version: 1-1
Publication Date: 2022-11-30

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agent-Affiliate	FpML	Used to indicate a clearing exception where a firm is hedging and using an agent to do doing the hedging on its behalf.
Cooperative	FpML	Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative.
End-User	FpML	In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet.
Exception	FpML	Used to indicate an exception to a clearing requirement without elaborating on the type of exception.
Inter-Affiliate	FpML	In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities.
NoActionLetter	FpML	No-action letter.
SmallBank	FpML	Small bank exemption, as defined in Regulation 50.50(d) in the US.
Treasury-Affiliate	FpML	In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates.

5.26 clearingExceptionReasonScheme

Scheme Definition:

The reason a trade is exempted from a clearing mandate as defined by the Canadian Securities Administrators (CSA).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions-1-0
Location URL: http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions
Version: 1-0
Publication Date: 2024-11-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Inter-Affiliate	FpML	Inter-affiliate exemption. See CSA fields 77-78 Clearing exceptions and exemptions.
Other	FpML	Other exceptions or exemptions. See CSA fields 77-78 Clearing exceptions and exemptions.

5.27 clearingStatusScheme

Scheme Definition:

Defines a list of clearing status codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/clearing-status-1-1
Location URL: http://www.fpml.org/coding-scheme/clearing-status-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/clearing-status
Version: 1-1
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
Accepted	FpML	The trade has passed CCP eligibility checks and is accepted as a request for clearing.
AwaitingAcceptance	FpML	The trade is awaiting approval by a clearing firm/broker before a registration can be confirmed.
Cancelled	FpML	The trade has been cancelled.
Decleared	FpML	The trade has been rescinded from clearing with the CCP.
Exercised	FpML	The option trade has been exercised (applicable where the CCP is the option executor).
Expired	FpML	The option trade has been expired (applicable where the CCP is the option executor).
Pending	FpML	The trade is pending an internal CCP process before registration can be confirmed.
PendingTheirApproval	FpML	The trade is awaiting approval by the other clearing firm/broker before a registration can be confirmed.
Received	FpML	The request for a trade to be cleared has been received by the CCP.
Registered	FpML	The trade is registered with the CCP and novation has taken place.
Rejected	FpML	The trade has failed CCP eligibility checks and is rejected as a request for clearing.
Settled	FpML	The trade has been settled (applicable where the CCP initiates settlement).
Uncleared	FpML	The trade has not been cleared and there is no pending clearing operation on it.

5.28 collateralArrangementScheme

Scheme Definition:

Method used to provide collateral. Indication whether the collateral is subject to a title transfer collateral arrangement, a securities financial collateral arrangement, or a securities financial with the right of use.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-arrangement-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-arrangement-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-arrangement
Version: 1-0
Publication Date: 2019-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
SecurityFinancial	FpML	Securities financial collateral arrangement.
SecurityFinancialWithRightOfUse	FpML	Securities financial with the right of use.
TitleTransfer	FpML	Title transfer collateral arrangement.

5.29 collateralAssetDefinitionsScheme

Scheme Definition:

ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA Collateral Asset Definitions.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-asset-definitions
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
AU-CASH	FpML	Australian Dollar (AUD) Cash.
AU-CIB	FpML	Australian Government Securities Capital-Indexed Bonds.
AU-FIB	FpML	Australian Semi-Government Securities Fixed Interest Bonds.
AU-FRB	FpML	Australian Government Securities Fixed Rate Bonds.
AU-ILB	FpML	Australian Semi-Government Securities Index Linked Bonds.
AU-NOTE	FpML	Australian Government Securities Treasury Notes.
AU-STATENOTE	FpML	Australian Semi-Government Securities Treasury Notes.
AU-TAB	FpML	Australian Government Securities Treasury Adjustable Rate Bonds.
BE-BEL20	FpML	BEL20 Equity Securities.
BE-CERT	FpML	Belgian Treasury Certificates.
BE-LINEAR	FpML	Belgian Linear Obligations.
BE-NOTE	FpML	Belgian Treasury notes.
BE-REGIONGT	FpML	Public sector issues guaranteed by Regional Authorities.
BE-STATEGT	FpML	Public sector issues guaranteed by the Belgian State.
BE-STATELOAN	FpML	Belgian State Loans.
CA-BOND	FpML	Canada Bonds.
CA-CASH	FpML	Canadian Dollar (CAD) Cash.
CA-RRB	FpML	Government of Canada Real Return Bonds.
CA-TBILL	FpML	Government of Canada Treasury Bills.
CH-CANTON	FpML	Public Authority Bond.
CH-CASH	FpML	Swiss Franc (CHF) Cash.
CH-FEDBOND	FpML	Federal Bond.
DE-BILL	FpML	Unverzinsliche Schatzanweisungen (Bills).
DE-BOND	FpML	Bundesanleihen (Bonds).
DE-ERBLAST	FpML	Negotiable Debt Obligations issued by or taken over and since serviced and managed by the Erblasttilgungsfond (Redemption Fund for Inherited Liabilities) backed by Federal Republic of Germany, including but not limited to former issues of the Treuhandanstalt, the Bundesbahn, the Bundespost, the Economic Recovery Program (ERP), the privatised Federal Railway (Bahn AG), the telecommunications element of the Federal Post Office (Telekom) and the German Unity Fund.
DE-MUNI	FpML	Kommunalschuldverschreib ungen (Municipal Bonds).
DE-NOTE2	FpML	Bundesschatzanweisungen (Notes).
DE-NOTE5.5	FpML	Bundesobligationen (Notes).
DE-PFAND	FpML	Hypothekenpfandbriefe (Mortgage Bonds).
DK-BILL	FpML	Skatkammerbeviser (Treasury Bills).
DK-BOLIGX	FpML	BoligX obligationer.
DK-BOND	FpML	Statsobligationer (Government Bonds).
DK-CALLMORT	FpML	Callable Mortgage Bonds.
DK-CASH	FpML	Danish Krone (DKK) Cash.
DK-KFX	FpML	KFX Equity Securities.
DK-MORT	FpML	Non-callable Mortgage Bonds.
DK-NOTE	FpML	Statsgaeldsbeviser (Treasury Notes).
ES-BILL	FpML	Treasury Bills - Letras del Tesoro.
ES-BOND	FpML	Public Government Debt.
ES-CEDULAS	FpML	Cedulas.
ES-CORP	FpML	Corporate Bonds.
ES-EQUITY	FpML	Equity securities issued by a Spanish company, and listed as an IBEX 35 constituent company as reported by the Sociedad de Bolsas, each share representing the minimum unit of participation of a shareholder in the stock capital of the company.
EU-CASH	FpML	Euro (EUR) Cash.
EU-EURO100	FpML	FTSE Euro 100 Index Equity Securities.
EU-EUROTOP300	FpML	FTSE Eurotop 300 Index Equity Securities.
EU-STOXX50	FpML	EuroSTOXX 50 Index Equity Securities.
EU-STOXX600	FpML	STOXX 600 Index Equity Securities.
FI-BILL	FpML	Treasury bills.
FI-BOND	FpML	Serial bonds (Finnish Government Bond).
FI-HEX	FpML	HEX Equity Securities.
FR-BDT	FpML	Commercial Paper: (Billet de Tresorerie).
FR-BTAN	FpML	Treasury Notes: Bons du Tresor a Taux Annuel (BTAN).
FR-BTF	FpML	Treasury Bills: Bons du Tresor a Taux Fixe (BTF).
FR-OAT	FpML	Government bonds: Obligations Assimilables du Tresor (OAT).
FR-STRIP	FpML	STRIPS.
GA-AU-GOV	FpML	Generally Accepted Australian Government Obligations.
GA-BE-GOV	FpML	Generally Accepted Belgian Government Obligations.
GA-CA-GOV	FpML	Generally Accepted Canadian Government Obligations.
GA-CH-GOV	FpML	Generally Accepted Swiss Government Obligations.
GA-DE-GOV	FpML	Generally Accepted German Government Obligations.
GA-DK-GOV	FpML	Generally Accepted Danish Government Obligations.
GA-ES-GOV	FpML	Generally Accepted Spanish Government Obligations.
GA-EU-GOV	FpML	Generally Accepted EU Member State Government Securities.
GA-EUROZONE-GOV	FpML	Generally Accepted Euro Zone Government Securities.
GA-FI-GOV	FpML	Generally Accepted Finnish Government Obligations.
GA-FR-GOV	FpML	Generally Accepted French Government Obligations.
GA-G5-GOV	FpML	Generally Accepted G5 Government Obligations.
GA-GB-GOV	FpML	Generally Accepted British Government Obligations.
GA-HK-GOV	FpML	Generally Accepted Hong Kong Government Obligations.
GA-IT-GOV	FpML	Generally Accepted Italian Government Obligations.
GA-JP-GOV	FpML	Generally Accepted Japanese Government Obligations.
GA-KR-GOV	FpML	Generally Accepted Korean Government Obligations.
GA-NL-GOV	FpML	Generally Accepted Netherlands Government Obligations.
GA-NO-GOV	FpML	Generally Accepted Norwegian Government Obligations.
GA-NZ-GOV	FpML	Generally Accepted New Zealand Government Obligations.
GA-SE-GOV	FpML	Generally Accepted Swedish Government Obligations.
GA-SG-GOV	FpML	Generally Accepted Singaporean Government Obligations.
GA-US-AGENCY	FpML	Generally Accepted US Agency Obligations.
GA-US-GOV	FpML	Generally Accepted US Government Obligations.
GA-US-MORTGAGES	FpML	Generally Accepted US Mortgage-Backed Obligations.
GB-CASH	FpML	British Pound Sterling (GBP) Cash.
GB-DDGILT	FpML	Double-dated Gilts.
GB-FT100	FpML	FTSE 100 Equity Securities.
GB-FT250	FpML	FTSE 250 Equity Securities.
GB-FT350	FpML	FTSE 350 Equity Securities.
GB-GILT	FpML	Conventional Gilts.
GB-INDEXGILT	FpML	Index-Linked Gilts.
GB-PERPGILT	FpML	Undated or Perpetual Gilts.
GB-RUMPGILT	FpML	Rump Stock.
GB-SUPR1	FpML	Bank of England Euro Bills.
GB-SUPR2	FpML	Bank of England Euro Notes.
GB-TBILL	FpML	UK Treasury Bills.
GB-ZEROGILT	FpML	Gilt Strips or Zero Coupon Gilts.
HK-BILL	FpML	Hong Kong Government Exchange Fund Bills.
HK-CASH	FpML	Hong Kong Dollar (HKD) Cash.
HK-NOTE	FpML	Hong Kong Government Exchange Fund Notes.
IT-BOT	FpML	Botbuoni Ordinari del Tesoro (BOT) zero coupon debt securities issued by the Italian Treasury with maturities up to 365 days.
IT-BTP	FpML	Buoni del Tesoro Poliennali fixed interest semi-annual debt securities issued by the Italian Treasury with original maturities between 3 and 30 years.
IT-CCT	FpML	Certificati di Credito del Tesoro a Cedola Variable (CCT) or floating rate interest bearing debt securities issued by the Italian Treasury.
IT-CORP	FpML	Corporate bonds.
IT-CTZ	FpML	Certificati del Tesoro zero coupon debt securities issued by the Italian Treasury with maturities between 18 and 24 months.
IT-MIB30	FpML	MIB30 Equity Securities.
IT-REP	FpML	Debt securities issued and marketed by the Republic of Italy outside the Italian market, traded as Eurobonds.
JP-CASH	FpML	Japanese Yen (JPY) Cash.
JP-CORPORATE	FpML	Corporate bonds including straight bonds.
JP-CP	FpML	Commercial Paper.
JP-EQUITY	FpML	Equity securities issued by a Japanese company, each share representing the minimum unit of participation of a partner in the stock capital of the company.
JP-EUROBOND	FpML	Yen-denominated foreign bonds.
JP-JGB	FpML	Japanese Government Bonds.
KR-BOND	FpML	Korean Treasury Bonds.
KR-CASH	FpML	Korean Won (KRW) Cash.
KR-EXIM	FpML	Non Korean Won denominated Export-Import Bank of Korea bonds.
KR-KDICKRW	FpML	Korean Development Insurance Corporation Bonds (Korean Won denominated).
KR-KDR	FpML	Non-Korean Won denominated Korea Development Bank bonds (KDBs).
KR-KEPCO	FpML	KEPCO bonds.
KR-MSB	FpML	Monetary Stabilisation Bonds.
KR-NHC	FpML	Non Korean Won denominated Korea National Housing Corporation bonds (KNHCs).
KR-ROK	FpML	Non-Korean Won denominated Republic of Korea bonds (ROKs).
NL-AEX	FpML	AEX Equity Securities.
NL-BILL	FpML	Dutch Treasury Certificates.
NL-BOND	FpML	Dutch State Loans.
NO-BOND	FpML	Norwegian Government Bonds.
NO-CASH	FpML	Norwegian Krone (NOK) Cash.
NO-OBX	FpML	OBX Equity Securities.
NO-TBILL	FpML	Norwegian T-Bills.
NZ-BOND	FpML	New Zealand Government Bonds.
NZ-CASH	FpML	New Zealand Dollar (NZD) Cash.
NZ-TBILL	FpML	New Zealand Government Treasury Bills.
SE-CASH	FpML	Swedish Krona (SEK) Cash.
SE-GOVT	FpML	Swedish Government Bonds (SGB).
SE-ILGOVT	FpML	Swedish Index Linked Government bonds.
SE-MORT	FpML	Swedish Mortgage Bonds.
SE-OMX	FpML	OMX Equity Securities.
SE-TBILL	FpML	Swedish Treasury Bills (STB).
SG-BOND	FpML	Singapore Government (SGS) Bonds.
SG-CASH	FpML	Singapore Dollar (SGD) Cash.
SG-TBILL	FpML	Singapore Government T-Bills (T-Bills).
SU-IADB	FpML	Inter-American Development Bank Bonds.
SU-IBRDDN	FpML	International Bank for Reconstruction and Development (World Bank) Discount Notes.
SU-IBRDGB	FpML	International Bank for Reconstruction and Development (World Bank or IBRD) Global Benchmark Bonds.
US-ARM	FpML	Adjustable Rate Mortgage (ARM) Bonds.
US-CASH	FpML	United States of America Dollar (USD) Cash.
US-DERIV	FpML	REMICs, CMOs and other derivative structures.
US-DOW	FpML	Dow Jones Industrial Average Equity Securities.
US-DOW-COMP	FpML	Dow Jones Composite Average Equity Securities.
US-DOW-TRAN	FpML	Dow Jones Transportation Average Equity Securities.
US-DOW-UTIL	FpML	Dow Jones Utilities Average Equity Securities.
US-FAMC	FpML	Federal Agricultural Mortgage Corp (Farmer Mac) Bonds.
US-FCS	FpML	Farm Credit System (FCS) Bonds.
US-FCSFAC	FpML	Farm Credit System Financial Assistance Corporation (FCSFAC) Bonds.
US-FHLB	FpML	Callable Agency Debt - Federal Home Loan Bank (FHLB).
US-FHLBNC	FpML	Non-Callable Federal Home Loan Bank Debt.
US-FHLBNCDN	FpML	Non-Callable Federal Home Loan Bank Discount Notes.
US-FHLMC	FpML	Callable Agency Debt - the Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac).
US-FHLMCMBS	FpML	Federal Home Loan Mortgage Corporation Certificates - Mortgage Backed Securities.
US-FICO	FpML	Financing Corp (FICO) Bonds.
US-FNMA	FpML	Callable Agency Debt - Federal National Mortgage Association (FNMA or Fannie Mae).
US-FNMAMBS	FpML	Federal National Mortgage Association Certificates - Mortgage Backed Securities.
US-GNMA	FpML	Callable Agency Debt - Government National Mortgage Association (GNMA).
US-GNMAMBS	FpML	Government National Mortgage Association Certificates - Mortgage Backed Securities (GNMA or Ginnie Mae)
US-LEHM-BOND	FpML	Lehman Brothers Credit Bond Index Debt Securities.
US-NAS-100	FpML	NASDAQ-100 Index Equity Securities.
US-NAS-COMP	FpML	NASDAQ Composite Index Equity Securities.
US-NCAD	FpML	Non-Callable Agency Debt - Various Issuers.
US-NCADN	FpML	Non-Callable Agency Discount Notes - Various Issuers.
US-NYSE-COMP	FpML	NYSE Composite Index Equity Securities.
US-REFCORP	FpML	Resolution Funding Corp (REFCorp) Bonds.
US-S&P100	FpML	Standard & Poor's 100 Index Equity Securities.
US-S&P400	FpML	Standard & Poor's Midcap 400 Equity Securities. corporations that are included within the Standard And Poor's Midcap 400 Index published by Standard And Poor's, a division of The McGraw-Hill Companies, Inc.
US-S&P500	FpML	Standard & Poor's 500 Index Equity Securities.
US-S&P600	FpML	Standard & Poor's Smallcap 600 Index Equity Securities.
US-SLMA	FpML	Student Loan Marketing Association (Sallie Mae) Bonds.
US-STRIP	FpML	US Treasury Strips.
US-TBILL	FpML	US Treasury Bills.
US-TBOND	FpML	US Treasury Bonds.
US-TIPS	FpML	US Treasury Inflation Protected Issues (TIPS).
US-TNOTE	FpML	US Treasury Notes.
US-TVA	FpML	Tennessee Valley Authority (TVA) Bonds.

5.30 collateralDisputeResolutionMethodReasonScheme

Scheme Definition:

Defines a list of collateral dispute resolution method codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0
Location URL: http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason
Version: 2-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
EvaluateMarginTerms	FpML	Evaluate Margin Terms
ReconcileCollateral	FpML	Reconcile Collateral
ReconcilePortfolio	FpML	Reconcile Portfolio
ReconcileSegregatedIndependentAmount	FpML	Reconcile Segregated Independent Amount

5.31 collateralInterestResponseReasonScheme

Scheme Definition:

Defines a list of collateral interest response reason codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-interest-response-reason
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
DisputedInterest	FpML	Disputed Interest
InterestNotificationAccepted	FpML	Interest Notification Accepted
RejectedValueDate	FpML	Rejected Value Date
RejectTreatmentType	FpML	Reject Treatment Type

5.32 collateralizedExposureGroupingScheme

Scheme Definition:

Collateralization Level. Indicates whether the trade is collateralized at the individual trade level, the portfolio level, or position level.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0
Location URL: http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateralized-exposure-grouping
Version: 1-0
Publication Date: 2019-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
Net	FpML	Code indicates collateralized exposure calculated on a set of trades or transactions (more than 1) identified by a portfolio ID. The collateral exposure is based on the net position of the combined set of transactions rather than on a trade-by-trade basis. Value matches to CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID 'Portfolio' values, and to SFTR 'Collateralisation of net exposure' = 'True' value.
SingleTrade	FpML	Code indicates collateralized exposure calculated on a trade by trade basis. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID 'Trade' value and to SFTR 'Collateralisation of net exposure' = 'False' value.

5.33 collateralMarginCallResponseReasonScheme

Scheme Definition:

Defines a list of collateral reason codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
BaseCurrencyMismatch	FpML	Base Currency Mismatch
CreditSupportAgreementMismatch	FpML	Credit Support Agreement Mismatch
HeldCollateralMismatch	FpML	Held Collateral Mismatch
IndependentAmountConventionMismatch	FpML	Independent Amount Convention Mismatch
MarkToMarketConventionMismatch	FpML	Mark To Market Convention Mismatch
MarkToMarketMismatch	FpML	Mark to Market Mismatch
NetOpenPositionIndependentAmountMismatch	FpML	Net Open Position Independent Amount Mismatch
PartyReferenceMismatch	FpML	The margin call was issued to the incorrect entity.
PendingCollateralMismatch	FpML	Pending Collateral Mismatch
SegregatedIndependentAmountMinimumTransferAmountMismatch	FpML	Segregated Independent Amount Minimum Transfer Amount Mismatch
SegregatedIndependentAmountRoundingMismatch	FpML	Segregated Independent Amount Rounding Mismatch
SegregatedIndependentAmountThresholdMismatch	FpML	Segregated Independent Amount Threshold Mismatch
TradeLevelIndependentAmountMismatch	FpML	Trade Level Independent Amount Mismatch
ValuationDateMismatch	FpML	Valuation Date Mismatch
ValueAtRiskIndependentAmountMismatch	FpML	Value At Risk Independent Amount Mismatch
VariationMarginMinimumTransferAmountMismatch	FpML	Variation Margin Minimum Transfer Amount Mismatch
VariationMarginRoundingMismatch	FpML	Variation Margin Rounding Mismatch
VariationMarginThresholdMismatch	FpML	Variation Margin Threshold Mismatch

5.34 collateralResponseReasonScheme

Scheme Definition:

Defines a list of collateral response reason codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-response-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-response-reason
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
ConcentrationLimitExceeded	FpML	Concentration Limit Exceeded
InsufficientCollateral	FpML	Insufficient Collateral
InvalidIdentifier	FpML	Invalid Identifier
NonEligibleSecurity	FpML	Non-Eligible Security

5.35 collateralRetractionReasonScheme

Scheme Definition:

Defines a list of collateral retraction reason codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1
Location URL: http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-retraction-reason
Version: 1-1

Coding Scheme

CODE	SOURCE	DESCRIPTION
NewerCalculations	FpML	Newer calculations are available.
PartyReferenceMismatch	FpML	The margin call was issued to the incorrect entity.
PendingCollateralMismatch	FpML	The pending collateral does not match.
RevisedMarginTerms	FpML	The margin terms were revised.

5.36 collateralSubstitutionResponseReasonScheme

Scheme Definition:

Defines a list of collateral substitution response reason codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-substitution-response-reason
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
InsufficientCollateral	FpML	Insufficient Collateral
InvalidIdentifier	FpML	Invalid Identifier

5.37 collateralTypeScheme

Scheme Definition:

Contains a code representing the type of collateral obtained by a party to offset its counterparty risk.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/collateral-type-1-0
Location URL: http://www.fpml.org/coding-scheme/collateral-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/collateral-type
Version: 1-0
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
Fully	FpML	Both initial margin (independent amount) and variation margin will be posted. For Transparency view, both parties will do this; for Recordkeeping view, this party will do this (a separate indicator in the other partyTradeInformation block is used for the other side).
OneWay	FpML	Applies to Transparency view only. One party will post some form of collateral (initial margin or variation margin.)
Partially	FpML	Variation margin (but not initial margin) will be posted. For Transparency view, both parties will do this; for Recordkeeping view, this party will do this (a separate indicator in the other partyTradeInformation block is used for the other side).
Uncollateralized	FpML	No collateral is posted for this trade. In Transparency view, no collateral is posted by either party; in Recordkeeping view, no collateral is posted by the counterparty.

5.38 commodityBusinessCalendarScheme

Scheme Definition:

Specifies the commodity business calendar.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6
Location URL: http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-business-calendar
Version: 3-6
Publication Date: 2020-02-04

Description:The commodity business calendar codes are based on the Section 7.2 of the 2005 ISDA Commodity Definitions, or exchange code, or some other codes.Exchange codes could be added based on the ISO 10383 MIC code [https://www.iso20022.org/sites/default/files/ISO10383_MIC/ISO10383_MIC.xls] according to the following rules: 1. it would be the acronym of the MIC. If acronym is not available, 2. it would be the MIC code. If the MIC code starts with an 'X', 3. the FpML AWG will compose the code.

Coding Scheme

CODE	SOURCE	DESCRIPTION
ADSM	FpML	Abu Dhabi Securities Exchange https://www.adx.ae/
AGRUS-FMB	FpML	Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer
APPI	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ARGUS-CRUDE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ARGUS-EUROPEAN-GAS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ARGUS-EUROPEAN-PRODUCTS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ARGUS-INTERNATIONAL-LPG	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ARGUS-MCCLOSKEYS-COAL-REPORT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ARGUS-US-PRODUCTS	FpML	The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products
ASX	FpML	Australian Securities Exchange http://www.asx.com.au/
AWB	FpML	Australian Wheat Board. www.awb.com.au
AWEX	FpML	Australian Wool Exchange. http://www.awex.com.au/home.html
BALTIC-EXCHANGE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
BANK-NEGARA-MALAYSIA-POLICY-COMMITTEE	FpML	The business calendar of the Bank Negara Malaysia Policy Committee.
BELPEX	FpML	The business calendar for the Belpex power exchange (www.belpex.be).
BLUENEXT	FpML	BlueNext Power Market.
BM&F	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
BURSA-MALAYSIA-SETTLEMENT	FpML	The settlement business calendar for Bursa Malaysia.
BURSA-MALAYSIA-TRADING	FpML	The trading business calendar for Bursa Malaysia.
CANADIAN-GAS-PRICE-REPORTER	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CBOT-SOFT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CMAI-AROMATICS-MARKET-REPORT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT	FpML	CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai
CMAI-METHANOL-MARKET-REPORT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CMAI-MONOMERS-MARKET-REPORT	FpML	CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai
CME-DAIRY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CME-NON-DAIRY-SOFT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
COMEX	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CRU	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
CRU-LONG	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
DEPARTMENT-OF-ENERGY	FpML	The business calendar for statistical publications by the by the United States Department of Energy (DOE).
DEWITT-BENZENE-DERIVATIVES	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
DME	FpML	Dubai Mercantile Exchange. http://www.dubaimerc.com/
DOW-JONES	FpML	Dow Jones US Calendar. http://www.dowjones.com/
DOW-JONES-ENERGY-SERVICE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
DowJonesPower	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
EEX-COAL	FpML	European Energy Exchange-Coal
EEX-EMISSIONS	FpML	European Energy Exchange-Emissions Rights
EEX-GAS	FpML	European Energy Exchange-Gas
EEX-POWER	FpML	European Energy Exchange-Power
EURONEX-MATIF	FpML	TBD.
FERTECON	FpML	FERTECON Limited Information Services. http://fertecon.com/current_information_services.asp
FERTILIZER-WEEK	FpML	Fertilizer Week. http://www.crugroup.com/market-analysis/products/fertilizerweek
GAS-DAILY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
GAS-DAILY-PRICE-GUIDE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
GLOBALCOAL	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
HEREN-REPORT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ICE-CANADA	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ICE-ECX	FpML	European Climate Exchange.
ICE-GAS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ICE-OIL	FpML	The business calendar oil and refined product contracts on ICE Futures Europe.
ICE-US-AGRICULTURAL	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ICE/10X-DAILY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ICE/10X-MONTHLY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
ICIS-PRICING-BENZENE-(EUROPE)	FpML	The business calendar for publication of ICIS Benzene (Europe) data.
ICIS-PRICING-ETHYLENE-(EUROPE)	FpML	The business calendar for publication of ICIS Ethylene (Europe) data.
ICIS-PRICING-POLYPROPYLENE-(EUROPE)	FpML	The business calendar for publication of ICIS Polyproylene (Europe) data.
INSIDE-FERC	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
JAPAN-MOF-TSRR	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
KCBOT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
KUALA-LUMPUR-BANK	FpML	The banking business calendar in Kuala Lumpur.
LABUAN-BANK	FpML	The business calendar for the Labuan Bank (Malaysia).
LIFFE-LONDON-SOFT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
LME	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
LONDON-BULLION-MARKET	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
LONDON-BULLION-MARKET-GOLD-A.M-ONLY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
LONDON-PLATINUM-PALLADIUM-MARKET	FpML	The London Platinum and Palladium Market in London on which members quote prices for the buying and selling of Platinum and Palladium.
MGEX	FpML	Minneapolis Grain Exchange http://www.mgex.com/
N2EX	FpML	The business calendar for the N2EX UK power exchange (https://www.n2ex.com/aboutn2ex).
NASDAQ-OMX	FpML	NASDAQ-OMX (Formerly known as Nordpool). http://www.nasdaqomx.com/commodities
NATURAL-GAS-WEEK	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
NERC	FpML	Per 2005 ISDA Commodity Definitions, Article XIV.
NGI	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
NGX	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
NUCLEAR-MARKET-REVIEW	FpML	The Nuclear Market Review report as published by Trade tech. http://www.uranium.info/nuclear_market_review.php
NYMEX-ELECTRICITY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
NYMEX-GAS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
NYMEX-NATURAL-GAS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
NYMEX-OIL	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
OFFICIAL-BOARD-MARKETS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
OPIS-LP-GAS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
OPIS-PROPANE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PAPER-PACKAGING-MONITOR	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PAPER-TRADER	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PERTAMINA	FpML	Pertamina-Indonesia. http://www.pertamina.com/
PETROCHEMWIRE	FpML	PetroChemWire Publication Calendar. http://www.petrochemwire.com/
PIX-PULP-BENCHMARK-INDICES	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-APAG-MARKETSCAN	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-BUNKERWIRE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-CLEAN-TANKERWIRE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-CRUDE-OIL-MARKETWIRE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-DIRTY-TANKERWIRE	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-EUROPEAN-GAS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-EUROPEAN-MARKETSCAN	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-METALS-ALERT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-OILGRAM	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PLATTS-TSI-IRON-ORE	FpML	The Steel Index Iron Ore Service. http://www.thesteelindex.com/en/iron-ore
PLATTS-TSI-SCRAP	FpML	The Steel Index Scrap Reference Prices. http://www.thesteelindex.com/en/scrapprices
PLATTS-TSI-STEEL	FpML	The Steel Index. http://www.thesteelindex.com/en/price-specifications
PLATTS-US-MARKETSCAN	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PULP-AND-PAPER-INTERNATIONAL	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
PULP-AND-PAPER-WEEK	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
RIM-PRODUCTS-INTELLIGENCE-DAILY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
SAFEX-SOFT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
SFE-SOFT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
SGX	FpML	Singapore Exchange. www.sgx.com
SICOM	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
SP-GSCI	FpML	Standard and Poor's GSCI. http://us.spindices.com/index-family/commodities/sp-gsci
STATISTICHES-BUNDESAMT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
TGE	FpML	Tokyo Grain Exchange. www.tge.or.jp
TOCOM-OIL	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
TOCOM-PRECIOUS	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
TOCOM-SOFT	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.
UX-WEEKLY	FpML	The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx
WORLD-PULP-MONTHLY	FpML	Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions Relating To Commodity Reference Prices.

5.39 commodityClassificationScheme

Scheme Definition:

Defines a scheme for commodity classification based upon the first layer of the classification in Sub-Annex A (2023 version) of the ISDA 2005 Commodity Definitions.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AgriculturalProducts	ISDA	Azuki Beans.
CompositeCommodityIndices	ISDA	Barley.
Energy	ISDA	Barley.
Freight	ISDA	Barley.
Metals	ISDA	Barley.
Paper	ISDA	Barley.

5.40 commodityClassificationScheme

Scheme Definition:

Defines a scheme for commodity classification based upon the second layer of the classification in Sub-Annex A (2023 version) of the ISDA 2005 Commodity Definitions.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification
Version: 1-0
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
Aluminum	ISDA	Aluminum.
AzukiBeans	ISDA	Azuki Beans.
BalticExchangeDryBulkRoutes	ISDA	Baltic Exchange Dry Bulk Routes.
BalticExchangeWetBulkRoutes	ISDA	Baltic Exchange Wet Bulk Routes.
Barley	ISDA	Barley.
Benzene	ISDA	Benzene.
Butter	ISDA	Butter.
Canola	ISDA	Canola.
Cheese	ISDA	Cheese.
Coal	ISDA	Coal.
Cocoa	ISDA	Cocoa.
Coffee	ISDA	Coffee.
Containerboard	ISDA	Containerboard.
Copper	ISDA	Copper.
Corn	ISDA	Corn.
Cotton	ISDA	Cotton.
DieselFuel	ISDA	Diesel Fuel.
DJAIGCISM	ISDA	DJ AIGCISM.
DJAIGCITRSM	ISDA	DJ AIGCITRSM.
Electricity	ISDA	Electricity.
Ethanol and Biofuels	ISDA	Ethanol and Biofuels.
FuelOil	ISDA	Fuel Oil.
GasOil	ISDA	Gas Oil.
Gasoline	ISDA	Gasoline.
Gold	ISDA	Gold.
GSAGER	ISDA	GSAG ER.
GSAGTR	ISDA	GSAG TR.
GSCIER	ISDA	GSCI ER.
GSCITR	ISDA	GSCI TR.
HeatingOil	ISDA	Heating Oil.
JetFuelKerosene	ISDA	Jet Fuel Kerosene.
Lead	ISDA	Lead.
Livestock	ISDA	Livestock.
Lumber	ISDA	Lumber.
Methanol	ISDA	Methanol.
Milk	ISDA	Milk.
Naphtha	ISDA	Naphtha.
Natural Gas	ISDA	Natural Gas.
NaturalGasLiquids	ISDA	Natural Gas Liquids.
Newsprint	ISDA	Newsprint.
Nickel	ISDA	Nickel.
Oats	ISDA	Oats.
Oil	ISDA	Oil.
Orange Juice	ISDA	Orange Juice.
Palladium	ISDA	Palladium.
Palm Oil	ISDA	Palm Oil.
Platinum	ISDA	Platinum.
PlattsCleanTankerwire	ISDA	Platts Clean Tankerwire.
Pulp	ISDA	Pulp.
Rapeseed	ISDA	Rapeseed.
Recovered Paper	ISDA	Recovered Paper.
Rice	ISDA	Rice.
Rubber	ISDA	Rubber.
Silver	ISDA	Silver.
Soybeans	ISDA	Soybeans.
Steel	ISDA	Steel.
Sugar	ISDA	Sugar.
Sunflower Seeds	ISDA	Sunflower Seeds.
Tin	ISDA	Tin.
UltraLowSulphurDiesel	ISDA	Ultra Low Sulphur Diesel.
Wheat	ISDA	Wheat.
Zinc	ISDA	Zinc.

5.41 commodityClassificationScheme

Scheme Definition:

Defines a scheme for commodity classification based upon the third layer of the classification in Sub-Annex A (2023 version) of the ISDA 2005 Commodity Definitions.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification
Version: 1-0
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
DiAmmoniumPhosphateDAP	ISDA	Di Ammonium Phosphate DAP.
MonoAmmoniumPhosphateMAP	ISDA	Mono Ammonium Phosphate MAP.
OilBrent	ISDA	Oil Brent.
OilDubai	ISDA	Oil Dubai.
OilJCC	ISDA	Oil JCC.
OilMiddleEast	ISDA	Oil Middle East.
OilOman	ISDA	Oil Oman.
OilTapis	ISDA	Oil Tapis.
OilWestTexasSour	ISDA	Oil West Texas Sour.
OilWTI	ISDA	Oil WTI.
Urea	ISDA	Urea.
UreaAmmoniumNitrateUAN	ISDA	Urea Ammonium Nitrate UAN.

5.42 commodityClassificationScheme

Scheme Definition:

Defines a scheme for commodity classification based upon the first layer of the classification in Table 4 of the Annex of the Comission Implementing Regulation (EU)laying down implementing technical standards for the application of Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to the standards, formats, frequency and methods and arrangements for reporting for EMIR Refit.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification
Version: 1-0
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
AGRI	ESMA	Agricultural.
ENVR	ESMA	Environmental.
FRGT	ESMA	Freight.
FRTL	ESMA	Fertilizer.
INDP	ESMA	Industrial products.
INFL	ESMA	Inflation.
MCEX	ESMA	Multi Commodity Exotic.
METL	ESMA	Metals.
NRGY	ESMA	Energy.
OEST	ESMA	Official economic statistics.
OTHC	ESMA	‘Other C10 derivatives’ as defined in Table 10.1 of Annex III to Commission Delegated Regulation (EU) 2017/583.
OTHR	ESMA	Other.
PAPR	ESMA	Paper.
POLY	ESMA	Polypropylene.

5.43 commodityClassificationScheme

Scheme Definition:

Defines a scheme for commodity classification based upon the second layer of the classification in Table 4 of the Annex of the Comission Implementing Regulation (EU)laying down implementing technical standards for the application of Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to the standards, formats, frequency and methods and arrangements for reporting for EMIR Refit.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification
Version: 1-0
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
AMMO	ESMA	Ammonia.
CBRD	ESMA	Containerboard.
COAL	ESMA	Coal.
CRBR	ESMA	Carbon related.
CSHP	ESMA	Containerships.
CSTR	ESMA	Construction.
DAPH	ESMA	DAP (Diammonium Phosphate).
DIRY	ESMA	Dairy.
DIST	ESMA	Distillates.
DRYF	ESMA	Dry.
ELEC	ESMA	Electricity.
EMIS	ESMA	Emissions.
FRST	ESMA	Forestry.
GRIN	ESMA	Grain.
GROS	ESMA	Grains Oil Seeds.
INRG	ESMA	Inter Energy.
LGHT	ESMA	Light ends.
LSTK	ESMA	Livestock.
MFTG	ESMA	Manufacturing.
NGAS	ESMA	Natural Gas.
NPRM	ESMA	Non Precious.
NSPT	ESMA	Newsprint.
OILP	ESMA	Oil.
OOLI	ESMA	Olive oil.
OTHR	ESMA	Other.
PLST	ESMA	Plastic.
POTA	ESMA	Potato.
PRME	ESMA	Precious.
PTSH	ESMA	Potash.
PULP	ESMA	Pulp.
RCVP	ESMA	Recovered paper.
RNNG	ESMA	Renewable energy.
SEAF	ESMA	Seafood.
SLPH	ESMA	Sulphur.
SOFT	ESMA	Softs.
UAAN	ESMA	UAN (urea and ammonium nitrate).
UREA	ESMA	Urea.
WETF	ESMA	Wet.
WTHR	ESMA	Weather.

5.44 commodityClassificationScheme

Scheme Definition:

Defines a scheme for commodity classification based upon the third layer of the classification in Table 4 of the Annex of the Comission Implementing Regulation (EU)laying down implementing technical standards for the application of Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to the standards, formats, frequency and methods and arrangements for reporting for EMIR Refit.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification
Version: 1-0
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
ALUA	ESMA	Aluminium Alloy.
ALUM	ESMA	Aluminium.
BAKK	ESMA	Bakken.
BDSL	ESMA	Biodiesel.
BRNT	ESMA	Brent.
BRNX	ESMA	Brent NX.
BRWN	ESMA	Raw Sugar.
BSLD	ESMA	Base load.
CBLT	ESMA	Cobalt.
CCOA	ESMA	Cocoa.
CERE	ESMA	CER.
CNDA	ESMA	Canadian.
COND	ESMA	Condensate.
COPR	ESMA	Copper.
CORN	ESMA	Maize.
DBCR	ESMA	Dry bulk carriers.
DSEL	ESMA	Diesel.
DUBA	ESMA	Dubai.
ERUE	ESMA	ERU.
ESPO	ESMA	ESPO.
ETHA	ESMA	Ethanol.
EUAA	ESMA	EUAA.
EUAE	ESMA	EUA.
FITR	ESMA	Financial Transmission Rights.
FOIL	ESMA	Fuel Oil.
FUEL	ESMA	Fuel.
FWHT	ESMA	Feed Wheat.
GASP	ESMA	GASPOOL.
GOIL	ESMA	Gasoil.
GOLD	ESMA	Gold.
GSLN	ESMA	Gasoline.
HEAT	ESMA	Heating Oil.
IRON	ESMA	Iron ore.
JTFL	ESMA	Jet Fuel.
KERO	ESMA	Kerosene.
LAMP	ESMA	Lampante.
LEAD	ESMA	Lead.
LLSO	ESMA	Light Louisiana Sweet (LLS).
LNGG	ESMA	LNG.
MARS	ESMA	Mars.
MOLY	ESMA	Molybdenum.
MWHT	ESMA	Milling Wheat.
NAPH	ESMA	Naphta.
NASC	ESMA	NASAAC.
NBPG	ESMA	NBP.
NCGG	ESMA	NCG.
NGLO	ESMA	NGL.
NICK	ESMA	Nickel.
OFFP	ESMA	Off-peak.
OTHR	ESMA	Other.
PKLD	ESMA	Peak load.
PLDM	ESMA	Palladium.
PTNM	ESMA	Platinum.
RICE	ESMA	Rice.
ROBU	ESMA	Robusta Coffee.
RPSD	ESMA	Rapeseed.
SLVR	ESMA	Silver.
SOYB	ESMA	Soybeans.
STEL	ESMA	Steel.
TAPI	ESMA	Tapis.
TINN	ESMA	Tin.
TNKR	ESMA	Tankers.
TTFG	ESMA	TTF.
URAL	ESMA	Urals.
WHSG	ESMA	White Sugar.
WTIO	ESMA	WTI.
ZINC	ESMA	Zinc.

5.45 commodityCoalProductSourceScheme

Scheme Definition:

Defines a scheme of Coal Product Sources.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0
Location URL: http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-coal-product-source
Version: 3-0
Publication Date: 2015-12-14

Coding Scheme

CODE	SOURCE	DESCRIPTION
CAPP-CSXStandard	FpML	Any rail loadout located on the CSX railroad within the Kanawha Rate District or the Big Sandy Rate District capable of loading 100 car/10,000 Ton Unit Trains in four hours or less.
CAPP-NSStandard	FpML	Any rail loadout located on the Norfolk Southern railroad within the Kenova Rate District or the Thacker Rate Districts capable of loading 100 car/10,000 Ton Unit Trains in four hours or less.
NYMEXStandard	FpML	Any dock located on the Ohio River between MP 306 and MP 317 or on the Big Sandy River.
PRBStandard	FpML	Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.

5.46 commodityCoalProductTypeScheme

Scheme Definition:

Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal Annex.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0
Location URL: http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-coal-product-type
Version: 2-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
CAR125CS	FpML	Per Exhibit A to the ISDA Coal Annex.
CAR125LS	FpML	Any rail loadout located on the Norfolk Southern railroad within the Kenova Rate District or the Thacker Rate Districts capable of loading 100 car/10,000 Ton Unit Trains in four hours or less.
NXLA	FpML	Any dock located on the Ohio River between MP 306 and MP 317 or on the Big Sandy River.
PR84	FpML	Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.
PR88	FpML	Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.
PR88LS	FpML	Any rail loadout located on the joint line (Burlington Northern Santa Fe/Union Pacific) in the Southern Powder River Basin within Converse or Campbell Counties, Wyoming capable of loading 12,000 to 15,000 Ton Unit Trains.

5.47 commodityCoalQualityAdjustmentsScheme

Scheme Definition:

Defines a scheme of Coal Quality Adjustments.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0
Location URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments
Version: 2-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Clause10Appendix1	FpML	Per clause 10 of Appendix 1 to the ISDA Coal Annex.

5.48 commodityCoalTransportationEquipmentScheme

Scheme Definition:

Defines a scheme of Coal Transportation Equipment values.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0
Location URL: http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment
Version: 2-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Barge	FpML	Delivery will take place by Barge.
Railcar	FpML	Delivery will take place by Railcar.
Truck	FpML	Delivery will take place by Truck.

5.49 commodityEnvironmentalTrackingSystemScheme

Scheme Definition:

For US Emissions Allowance Transactions. A system where all electronic certificates are stored and emissions are tracked.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
COATS	FpML	RGGI CO2 Allowance Tracking System.

5.50 commodityExpireRelativeToEventScheme

Scheme Definition:

Specifies the event relative to which optional expiration(s) occur.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0
Location URL: http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event
Version: 2-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
NominationDeadline	FpML	The date by which nomination must be received for a given Delivery Period.

5.51 commodityFloatingRateIndexScheme

Scheme Definition:

Commodity Rate Options.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-floating-rate-index
Version: 1-0
Publication Date: 2013-02-12

Coding Scheme

CODE	SOURCE	DESCRIPTION
GOFO	FpML	Gold Forward Rate.

5.52 commodityFrequencyTypeScheme

Scheme Definition:

Specifies the frequency with which a price shall be observed.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-frequency-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
All	FpML	The price will be observed on all days (day type is defined in the message) in the Calculation Period.
First	FpML	The price will be observed only on the first day (day type is defined in the message) in the Calculation Period.
Last	FpML	The price will be observed only on the last day (day type is defined in the message) in the Calculation Period.
Penultimate	FpML	The price will be observed only on the penultimate day (day type is defined in the message) in the Calculation Period.

5.53 commodityFxTypeScheme

Scheme Definition:

Specifies the method by which FX rate will be applied.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-fx-type-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-fx-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AverageAtPeriodEnd	FpML	An average FX rate will be applied to the Floating Amount when this is calculated.
Daily	FpML	The prevailing FX spot rate will be applied to the observed Commodity Reference Price on each Pricing Date.
SpotAtPeriodEnd	FpML	The prevailing FX spot rate will be applied to the Floating Amount when this is calculated.

5.54 commodityMarketDisruptionFallbackScheme

Scheme Definition:

Specifies the Disruption Fallbacks that are applicable.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AverageDailyPriceDisruption	FpML	Average Daily Price Disruption as defined in section 7.5 para (c) subpara (vi) of the ISDA 1993 Commodity Derivative definitions.
CalculationAgentDetermination	FpML	Calculation Agent Determination as defined in section 7.5 para (c) subpara (vi) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (v) of the ISDA 1993 Commodity Derivative definitions as applicable.
DelayedPublicationOrAnnouncement	FpML	Delayed Publication or Announcement as defined in section 7.5 para (c) subpara (vii) of the ISDA 2005 Commodity Derivative definitions.
FallbackReferenceDealers	FpML	Fallback Reference Dealers as defined in section 7.5 para (c) subpara (i) of the ISDA 2005 Commodity Derivative definitions.
FallbackReferencePrice	FpML	Fallback Reference Price as defined in section 7.5 para (c) subpara (ii) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (i) of the ISDA 1993 Commodity Derivative definitions as applicable.
NegotiatedFallback	FpML	Negotiated Fallback as defined in section 7.5 para (c) subpara (iii) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (ii) of the ISDA 1993 Commodity Derivative definitions as applicable.
NoFaultTermination	FpML	No Fault Termination as defined in section 7.5 para (c) subpara (iv) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (iii) of the ISDA 1993 Commodity Derivative definitions as applicable.
Postponement	FpML	Postponement as defined in section 7.5 para (c) subpara (v) of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (iv) of the ISDA 1993 Commodity Derivative definitions as applicable.

5.55 commodityMarketDisruptionScheme

Scheme Definition:

Specifies the Market Disruption Events that are applicable.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-market-disruption
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
DeMinimisTrading	FpML	De Minimis Trading as defined in section 7.4 para (c) subpara (vi) of the ISDA 1993 Commodity Derivative definitions.
DisappearanceOfCommodityReferencePrice	FpML	Disappearance of Commodity Reference Price as defined in section 7.4 para (c) subpara (iii) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (iii) of the ISDA 1993 Commodity Derivative definitions as applicable.
MaterialChangeInContent	FpML	Material Change in Content as defined in section 7.4 para (c) subpara (v) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (v) of the ISDA 1993 Commodity Derivative definitions as applicable.
MaterialChangeInFormula	FpML	Material Change in Formula as defined in section 7.4 para (c) subpara (iv) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (iv) of the ISDA 1993 Commodity Derivative definitions as applicable.
PriceSourceDisruption	FpML	Price Source Disruption as defined in section 7.4 para (c) subpara (i) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (i) of the ISDA 1993 Commodity Derivative definitions as applicable.
TaxDisruption	FpML	Tax Disruption as defined in section 7.4 para (c) subpara (vi) of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (vii) of the ISDA 1993 Commodity Derivative definitions as applicable.
TradingDisruption	FpML	Trading Disruption as defined in section 7.4 para (c) subpara (ii) of the ISDA 2005 Commodity Derivative definitions.
TradingLimitation	FpML	Trading Limitation as defined in section 7.4 para (c) subpara (viii) of the ISDA 1993 Commodity Derivative definitions.
TradingSuspension	FpML	Trading Suspension as defined in section 7.4 para (c) subpara (ii) of the ISDA 1993 Commodity Derivative definitions.

5.56 commodityMetalBrandManagerScheme

Scheme Definition:

Specifies the brand manager of metal product for a physically settled metal trade.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-metal-brand-manager
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
CME	FpML	CME Group.
LME	FpML	London Metals Exchange.

5.57 commodityMetalBrandNameScheme

Scheme Definition:

Specifies the brand name of metal product for a physically settled metal trade.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-metal-brand-name
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
A-1	FpML	Source: LME.
AAM	FpML	Source: LME.
ABCQ	FpML	Source: LME.
ABCQ	FpML	Source: LME.
ABI	FpML	Source: LME.
ABRA	FpML	Source: LME.
AD	FpML	Source: LME.
AE	FpML	Source: LME.
AE-SX-EW	FpML	Source: LME.
AFJA	FpML	Source: LME.
AHRESTY	FpML	Source: LME.
AIM	FpML	Source: LME.
AL	FpML	Source: LME.
ALBA	FpML	Source: LME.
ALBRAS	FpML	Source: LME.
ALCAN	FpML	Source: LME.
ALCAN-BEAUHARNOIS	FpML	Source: LME.
ALCAN-LO	FpML	Source: LME.
ALCAN-SEBREE	FpML	Source: LME.
ALCASA	FpML	Source: LME.
ALCHEVSK	FpML	Source: LME.
ALCOA	FpML	Source: LME.
ALCOA-BRASIL	FpML	Source: LME.
ALCOA-INESPAL-AV	FpML	Source: LME.
ALCOA-MASSENA-EAST	FpML	Source: LME.
ALCOA-OF-AUSTRALIA	FpML	Source: LME.
ALCOA-SC	FpML	Source: LME.
ALENOY	FpML	Source: LME.
ALLIED-METAL-CO	FpML	Source: LME.
ALMA	FpML	Source: LME.
ALOUETTE	FpML	Source: LME.
ALRO	FpML	Source: LME.
ALUAR	FpML	Source: LME.
ALUCAM	FpML	Source: LME.
ALUMINIUM-PECHINEY-SJ	FpML	Source: LME.
ALUSIGMA	FpML	Source: LME.
AMSTEEL-BANTING	FpML	Source: LME.
AMSTEEL-KLANG	FpML	Source: LME.
AMURMETAL-KOMSOMOLSK	FpML	Source: LME.
ANGLO-SZ-SHG	FpML	Source: LME.
ANN-JOO-PRAI	FpML	Source: LME.
ANTARA-PASIR-GUDANG	FpML	Source: LME.
Any-LME-registered	FpML	Material may be any LME registered brand.
AoG	FpML	Source: LME.
ASK	FpML	Source: LME.
AST	FpML	Source: LME.
ASTUZINC-ELECTRO-99.995%	FpML	Source: LME.
ATR	FpML	Source: LME.
AUDUBON	FpML	Source: LME.
AURUBIS-F99.985	FpML	Source: LME.
AZ-SHG-Zn-99995	FpML	Source: LME.
AZC	FpML	Source: LME.
B.M.	FpML	Source: LME.
BALCO	FpML	Source: LME.
BANKA	FpML	Source: LME.
BAZ-SUAL	FpML	Source: LME.
BBU	FpML	Source: LME.
BCH	FpML	Source: LME.
BCL-EMPRESS	FpML	Source: LME.
BEHR-METALS-CO	FpML	Source: LME.
BERA	FpML	Source: LME.
BERMCO	FpML	Source: LME.
BHARATAL	FpML	Source: LME.
BHN	FpML	Source: LME.
BHP-BILLITON-NICKEL-BRIQUETTES	FpML	Source: LME.
BIRLA-COPPER	FpML	Source: LME.
BIRLA-COPPER-II	FpML	Source: LME.
BK	FpML	Source: LME.
BLCO-9997%	FpML	Source: LME.
BLCO-9999%	FpML	Source: LME.
BMC	FpML	Source: LME.
BMC1	FpML	Source: LME.
BMZ-ZHLOBIN	FpML	Source: LME.
BOLIDEN-A	FpML	Source: LME.
BRX	FpML	Source: LME.
BSB	FpML	Source: LME.
BSL	FpML	Source: LME.
BTL	FpML	Source: LME.
BUDEL-ZINK-Z1	FpML	Source: LME.
BYXY-SHG	FpML	Source: LME.
CAC	FpML	Source: LME.
CAL	FpML	Source: LME.
CALVISANO	FpML	Source: LME.
CASH	FpML	Source: LME.
CASS	FpML	Source: LME.
CAST	FpML	Source: LME.
CBA	FpML	Source: LME.
CBCC	FpML	Source: LME.
CbM	FpML	Source: LME.
CC	FpML	Source: LME.
CCC-SBL	FpML	Source: LME.
cCc-SX-EW	FpML	Source: LME.
CCCP	FpML	Source: LME.
CDA	FpML	Source: LME.
CENTURY	FpML	Source: LME.
CEZINC-SHG	FpML	Source: LME.
CHELYABINSK-METALLURGICAL	FpML	Source: LME.
CHOW-KABINBURI	FpML	Source: LME.
CHUQUI-P	FpML	Source: LME.
CISHAN-SHG	FpML	Source: LME.
CMBA	FpML	Source: LME - (produced on or after April 26 2011).
CMC-STEEL-ALABAMA	FpML	Source: LME.
CMC-STEEL-SOUTH-CAROLINA	FpML	Source: LME.
CMC-STEEL-TEXAS	FpML	Source: LME.
CMCC	FpML	Source: LME.
COLAKOGLU-METALURJI-DILISKELESI	FpML	Source: LME.
COLLAHUASI	FpML	Source: LME - (produced after December 1998).
COMALCO	FpML	Source: LME.
COMINCO-CANADA-SHG	FpML	Source: LME.
CORRUGADOS-AZPEITIA	FpML	Source: LME.
CP-PERU-INDUSTRIA-PERUANA	FpML	Source: LME.
CP-PERU-INDUSTRIA-PERUANA-99995+	FpML	Source: LME.
CTB	FpML	Source: LME.
CY	FpML	Source: LME.
CZP-SHG	FpML	Source: LME.
DELFZIJL	FpML	Source: LME.
DEMZ-DONETSK	FpML	Source: LME.
DESCHAMBAULT	FpML	Source: LME.
DIK	FpML	Source: LME.
DILER-DILOVASI	FpML	Source: LME.
DINH-VU-HAI-PHONG	FpML	Source: LME.
DJ-A	FpML	Source: LME.
DNEPROVSKY	FpML	Source: LME.
DOE-RUN	FpML	Source: LME.
DUBAL	FpML	Source: LME.
DUBUC	FpML	Source: LME.
EAGLE-9997	FpML	Source: LME.
EAM	FpML	Source: LME.
EASTALCO	FpML	Source: LME.
ECO-BAT	FpML	Source: LME.
EGYPTALUM	FpML	Source: LME.
EKINCILER-SARISEKI	FpML	Source: LME.
ELEKTROSTAL-KURAKHOVO	FpML	Source: LME.
EMAL	FpML	Source: LME.
EMC-H	FpML	Source: LME.
EMC-K	FpML	Source: LME.
EMK-K	FpML	Source: LME.
EMK-T	FpML	Source: LME.
ENAF	FpML	Source: LME.
ENM	FpML	Source: LME.
ESF-RIESA	FpML	Source: LME.
ESOX	FpML	Source: LME.
EVER-STAR-99.80	FpML	Source: LME.
EVER-STAR-99.98	FpML	Source: LME.
EVRAZ-DMZP	FpML	Source: LME.
EVRAZ-NKMK	FpML	Source: LME.
EVRAZ-NTMK	FpML	Source: LME.
EVRAZ-ZSMK	FpML	Source: LME.
EXIDE	FpML	Source: LME.
F	FpML	Source: LME.
FAK	FpML	Source: LME.
FESA	FpML	Source: LME.
FHG	FpML	Source: LME.
FL	FpML	Source: LME.
FMB-PB970R	FpML	Source: LME.
FMS	FpML	Source: LME.
G*L	FpML	Source: LME.
G-CI-SHAN-SHG	FpML	Source: LME.
GAST-970R	FpML	Source: LME.
GB99.99+	FpML	Source: LME.
GBAIE	FpML	Source: LME.
GNB	FpML	Source: LME.
GOLDEN-CAMEL-9965	FpML	Source: LME.
GOLDEN-CAMEL-9995	FpML	Source: LME.
GRESIK	FpML	Source: LME.
GROWTH-SUMATRA-MEDAN	FpML	Source: LME.
GUIYE	FpML	Source: LME.
GUORUN	FpML	Source: LME.
H20POLSKAMS	FpML	Source: LME.
HAMCO	FpML	Source: LME.
HAW	FpML	Source: LME.
HBMS-CANADA-SHG	FpML	Source: LME.
HELLENIC-HALYVOURGIA-ASPROPYRGOS	FpML	Source: LME.
HELLENIC-HALYVOURGIA-VELESTINO	FpML	Source: LME.
HHMG-SMD	FpML	Source: LME.
HILLSIDE	FpML	Source: LME.
HINDALCO	FpML	Source: LME.
HINDALCO-HK	FpML	Source: LME.
HJ-ENTHOVEN-&-SONS	FpML	Source: LME.
HK	FpML	Source: LME.
HKA3	FpML	Source: LME.
HMD	FpML	Source: LME.
HMG-B	FpML	Source: LME.
HML	FpML	Source: LME.
HOBOKEN-EXTRA-RAFFINE	FpML	Source: LME.
HP	FpML	Source: LME.
HP6/OU3-99.97%	FpML	Source: LME.
HP6/OU3-99.985%	FpML	Source: LME.
HP6/OU3-99.99%	FpML	Source: LME.
HR	FpML	Source: LME.
HSC-SHG	FpML	Source: LME.
HV	FpML	Source: LME.
HX	FpML	Source: LME.
HYDRO	FpML	Source: LME.
HYDRO-99723	FpML	Source: LME.
HYDRO-U	FpML	Source: LME.
HZL-SHG-99.995	FpML	Source: LME.
IBIS	FpML	Source: LME.
ICDAS-BIGA	FpML	Source: LME.
ICDAS-GUNESLI	FpML	Source: LME.
ID	FpML	Source: LME.
IDC-ALIAGA	FpML	Source: LME.
IMCO-M	FpML	Source: LME.
IMCO-M2	FpML	Source: LME.
IMCO-SWA	FpML	Source: LME.
IMCO-T	FpML	Source: LME.
IMLI	FpML	Source: LME.
IMM-SLP	FpML	Source: LME.
IMPALA-NICKEL	FpML	Source: LME.
INTALCO	FpML	Source: LME.
IRALCO	FpML	Source: LME.
IRKAZ-SUAL	FpML	Source: LME.
IS	FpML	Source: LME.
ISA	FpML	Source: LME.
ISAL	FpML	Source: LME.
JBMI	FpML	Source: LME.
JCC	FpML	Source: LME.
JH	FpML	Source: LME.
JINDA-MOLY	FpML	Source: LME.
JINTUN	FpML	Source: LME - (produced after August 1997).
JINTUO-GRADE-1	FpML	Source: LME - (produced after August 1997).
JL	FpML	Source: LME.
JL-FRENCH-CORPORATION	FpML	Source: LME.
JLF	FpML	Source: LME.
JMZ***	FpML	Source: LME.
JNMC	FpML	Source: LME.
K	FpML	Source: LME.
KAP	FpML	Source: LME.
KAPTAN-MARMARA-EREGLISI	FpML	Source: LME.
KAS	FpML	Source: LME.
KAZ-SUAL	FpML	Source: LME.
KCCL	FpML	Source: LME.
KETY-A	FpML	Source: LME.
KEYSTONE	FpML	Source: LME.
KIDD-SHG	FpML	Source: LME.
KIT	FpML	Source: LME.
KK	FpML	Source: LME.
KKH	FpML	Source: LME.
KLK-9995	FpML	Source: LME.
KMOLY	FpML	Source: LME.
KOBA	FpML	Source: LME.
KOKKOLA-ZINC-SHG	FpML	Source: LME.
KPA3	FpML	Source: LME.
KUC	FpML	Source: LME.
KUM-99.97%	FpML	Source: LME.
KUM-99.99%	FpML	Source: LME.
KUM-99.995	FpML	Source: LME.
KUNDUR	FpML	Source: LME.
KZ-LEAD	FpML	Source: LME.
KZ-SHG-99.995	FpML	Source: LME.
LA-ESTRELLA	FpML	Source: LME.
LA-ESTRELLA	FpML	Source: LME.
LAC	FpML	Source: LME.
LAC	FpML	Source: LME.
LAT	FpML	Source: LME.
LBF	FpML	Source: LME.
LL2	FpML	Source: LME.
LLL	FpML	Source: LME.
LMI	FpML	Source: LME.
LUCKY	FpML	Source: LME.
LUOMU	FpML	Source: LME.
M	FpML	Source: LME.
MAK-1	FpML	Source: LME.
MALAYSIA-SMELTING-CORPORATION	FpML	Source: LME.
MALAYSIA-STEEL-KLANG	FpML	Source: LME.
MAMORE	FpML	Source: LME.
Material-must-be-LME-registered-and-warrantable	FpML	Material must be a LME registered brand and LME warrantable.
MB	FpML	Source: LME.
MC	FpML	Source: LME.
MCM	FpML	Source: LME.
MCM-V9B	FpML	Source: LME.
MCM-V9C	FpML	Source: LME.
MCM-V9X	FpML	Source: LME - (produced on or after 24 March 2010).
MCR-MADE-IN-BELGIUM	FpML	Source: LME.
ME-ALCOA	FpML	Source: LME.
ME-WESER	FpML	Source: LME.
ME-WESER-E-ZINK	FpML	Source: LME.
MENTOK	FpML	Source: LME.
MET	FpML	Source: LME.
MET-AL	FpML	Source: LME.
MIC-P	FpML	Source: LME.
MIC-T	FpML	Source: LME.
MINARA-HIGH-GRADE-NICKEL-BRIQUETTES	FpML	Source: LME.
MITSUBISHI	FpML	Source: LME.
MK-MBC	FpML	Source: LME.
MOLDOVA-STEEL-WORKS-RYBNITSA	FpML	Source: LME.
MOLYMET	FpML	Source: LME.
MOLYMEX	FpML	Source: LME.
MOLYNOR	FpML	Source: LME.
MONYWA-S&K	FpML	Source: LME.
MOTTAL	FpML	Source: LME.
MOZAL	FpML	Source: LME.
MRISB-MALAYSIA	FpML	Source: LME.
MT-HOLLY	FpML	Source: LME.
MTW	FpML	Source: LME.
MV	FpML	Source: LME.
MW	FpML	Source: LME.
MZ	FpML	Source: LME.
NA	FpML	Source: LME.
NA-(NORDDEUTSCHE-AFFINERIE)-F99985	FpML	Source: LME.
NA-ESN	FpML	Source: LME.
NALCO	FpML	Source: LME.
NAZ-SUAL	FpML	Source: LME.
NF	FpML	Source: LME.
NH-R	FpML	Source: LME.
NH-SHG	FpML	Source: LME.
NICKEL-HP	FpML	Source: LME.
NICO	FpML	Source: LME.
NIKKELVERK-NICKEL	FpML	Source: LME.
NM-M	FpML	Source: LME.
NM-T	FpML	Source: LME.
NOK-99.9	FpML	Source: LME.
NORANDA	FpML	Source: LME - (produced after October 1999).
NORANDA-ALUMINUM-INC	FpML	Source: LME.
NORILSK-COMBINE-H-1	FpML	Source: LME.
NORILSK-COMBINE-H-1Y	FpML	Source: LME.
NORILSK-K1A	FpML	Source: LME.
NORILSK-K1AY	FpML	Source: LME.
NORILSK-NICKEL-HARJAVALTA-BRIQUETTES	FpML	Source: LME.
NORILSK-NICKEL-HARJAVALTA-CATHODES	FpML	Source: LME.
NORZINK-MADE-IN-NORWAY	FpML	Source: LME.
NOVA-PB	FpML	Source: LME.
NOVA-PB-9997	FpML	Source: LME.
NOVOROSMETALL	FpML	Source: LME.
NUOVA-SAMIM-Zn-99.995%	FpML	Source: LME.
NYRSTAR-A-Z-Z1	FpML	Source: LME.
NYRSTAR-CLARKSVILLE-Z1	FpML	Source: LME.
NYRSTAR-OVERPELT-Z1	FpML	Source: LME.
NZAS	FpML	Source: LME.
OETINGER-BERLIN	FpML	Source: LME.
OLEN	FpML	Source: LME.
OLYDA	FpML	Source: LME.
OMCO	FpML	Source: LME.
ONSAN-I	FpML	Source: LME.
ONSAN-II	FpML	Source: LME.
ORMET	FpML	Source: LME.
OSR	FpML	Source: LME.
OVERCOR-99.995-ZINC	FpML	Source: LME.
P*D	FpML	Source: LME.
P.-COLOMBO	FpML	Source: LME.
PADAENG-THAILAND-SHG	FpML	Source: LME.
PDSS	FpML	Source: LME.
PENOLES	FpML	Source: LME.
PEOPLES-STEEL-KARACHI	FpML	Source: LME.
PERWAJA-KEMAMAN	FpML	Source: LME.
PGL	FpML	Source: LME.
PGMA	FpML	Source: LME.
PHUKET	FpML	Source: LME.
PIPSA-99.970%	FpML	Source: LME.
PIRDOP	FpML	Source: LME.
PMC	FpML	Source: LME.
PMS	FpML	Source: LME.
PODOLSK	FpML	Source: LME.
PODOLSK-5	FpML	Source: LME.
PODOLSK-8	FpML	Source: LME.
PORTLAND	FpML	Source: LME.
PSR-ISABEL	FpML	Source: LME.
PTM	FpML	Source: LME.
PZ-MAROC	FpML	Source: LME.
Q-JIN-SHA-9999+	FpML	Source: LME.
QATALUM	FpML	Source: LME.
QB	FpML	Source: LME.
QHAS	FpML	Source: LME.
QIANAN-RONGXIN	FpML	Source: LME.
QIANAN-YANSHAN	FpML	Source: LME.
QTX	FpML	Source: LME.
R.M.	FpML	Source: LME.
RAY	FpML	Source: LME.
RBT	FpML	Source: LME.
REC	FpML	Source: LME.
RECOBAT-PB	FpML	Source: LME.
REDISA	FpML	Source: LME.
REFINAL	FpML	Source: LME.
REFINALSA	FpML	Source: LME.
REMETAL	FpML	Source: LME.
REVERE	FpML	Source: LME.
RG	FpML	Source: LME.
RIVA	FpML	Source: LME.
RMC	FpML	Source: LME.
RSR-CLFR	FpML	Source: LME.
RSR-INDY	FpML	Source: LME.
RT	FpML	Source: LME.
RTA-LYN	FpML	Source: LME.
RUSAL-B	FpML	Source: LME.
RUSAL-K	FpML	Source: LME.
RUSAL-KH	FpML	Source: LME.
RUSAL-N	FpML	Source: LME.
RUSAL-S	FpML	Source: LME.
RUSTENBURG-NICKEL	FpML	Source: LME.
S	FpML	Source: LME.
SAC	FpML	Source: LME.
SACAL	FpML	Source: LME.
SADACI	FpML	Source: LME.
SAG	FpML	Source: LME.
SAN-GAVINO	FpML	Source: LME.
SANDERS	FpML	Source: LME.
SANKO	FpML	Source: LME.
SAO-LUIS	FpML	Source: LME.
SBI	FpML	Source: LME.
SEB	FpML	Source: LME.
SEPON	FpML	Source: LME.
SEVERONICKEL-COMBINE-H-1	FpML	Source: LME.
SHA	FpML	Source: LME.
SHERRITT-NICKEL-BRIQUETTE	FpML	Source: LME.
SIMS-ALUMINIUM	FpML	Source: LME.
SJ	FpML	Source: LME.
SK	FpML	Source: LME.
SKS	FpML	Source: LME.
SKS-SHG	FpML	Source: LME.
SLOVALCO	FpML	Source: LME.
SMC	FpML	Source: LME.
SMCV	FpML	Source: LME.
SME	FpML	Source: LME.
SMI	FpML	Source: LME.
SML	FpML	Source: LME.
SMM	FpML	Source: LME.
SMM-CO-99.8%	FpML	Source: LME.
SMZ-KRASNY-SULIN	FpML	Source: LME.
SNS-SHG	FpML	Source: LME.
SOERAL	FpML	Source: LME.
SOHAR	FpML	Source: LME.
SPCC-ILO	FpML	Source: LME.
SPCC-SXEW	FpML	Source: LME.
SPENCE	FpML	Source: LME.
SR-P	FpML	Source: LME.
SSM	FpML	Source: LME.
STCM-970R	FpML	Source: LME.
STENA-A	FpML	Source: LME.
STENA-A	FpML	Source: LME.
STERLING-STEEL	FpML	Source: LME.
STERLITE	FpML	Source: LME.
STERLITE-T	FpML	Source: LME.
STOLBERG	FpML	Source: LME.
STY	FpML	Source: LME.
SUMIKO-N	FpML	Source: LME.
SUMIKO-S	FpML	Source: LME.
SUMIKO-T	FpML	Source: LME.
SUMITOMO-METAL-MINING-CO.-LTD	FpML	Source: LME.
SUPERIOR	FpML	Source: LME.
SVINETS-99.97	FpML	Source: LME.
SVINETS-99.99	FpML	Source: LME.
SZ-SHG	FpML	Source: LME.
TAG	FpML	Source: LME.
TAK	FpML	Source: LME.
TAMANO	FpML	Source: LME.
TAMANO	FpML	Source: LME.
TAMANO-P	FpML	Source: LME.
TECK-COMINCO	FpML	Source: LME.
TECK-COMINCO-CANADA-SHG	FpML	Source: LME.
TG	FpML	Source: LME.
THAISARCO	FpML	Source: LME.
THAMESTEEL-SHEERNESS	FpML	Source: LME.
THREE-DIAMOND	FpML	Source: LME.
TIE-FENG	FpML	Source: LME.
TIMCO	FpML	Source: LME.
TIMCO-TX	FpML	Source: LME.
TMC	FpML	Source: LME.
TMI	FpML	Source: LME.
TMP	FpML	Source: LME.
TN-ALCOA	FpML	Source: LME.
TOCANTINS	FpML	Source: LME.
TOCANTINS-ALLOY-GRADE-99.8%	FpML	Source: LME.
TOHO-SHG	FpML	Source: LME.
TOMAGO	FpML	Source: LME.
TONOLLI-CANADA	FpML	Source: LME.
TORCH	FpML	Source: LME.
TORCH-II	FpML	Source: LME.
TORCH-SHG	FpML	Source: LME.
TUDOR	FpML	Source: LME.
TUSSO	FpML	Source: LME.
UAZ-SUAL	FpML	Source: LME.
UMC-CHONBURI	FpML	Source: LME.
UMICORE-99.97	FpML	Source: LME.
UMICORE-99.985	FpML	Source: LME.
UMICORE-99.99	FpML	Source: LME.
UMMC	FpML	Source: LME.
URV	FpML	Source: LME.
VALE-ELECTROLYTIC-NICKEL	FpML	Source: LME.
VALE-INCO-ELECTROLYTIC-COBALT-ROUNDS	FpML	Source: LME.
VALE-INCO-ELECTROLYTIC-NICKEL	FpML	Source: LME.
VALE-INCO-NICKEL-PELLETS*	FpML	Source: LME.
VALE-NICKEL-PELLETS	FpML	Source: LME.
VAW-IMCO-E	FpML	Source: LME.
VAW-IMCO-Innwerk	FpML	Source: LME.
VAWICC	FpML	Source: LME.
VAWICCN	FpML	Source: LME.
VEDANI	FpML	Source: LME.
VEDANTA-99.99	FpML	Source: LME.
VEDANTA-SHG-99.995	FpML	Source: LME.
VEDANTA-ZN-SHG-99.995	FpML	Source: LME.
VEDANTAL	FpML	Source: LME.
VENALUM	FpML	Source: LME.
VGAZ-SUAL	FpML	Source: LME.
VM	FpML	Source: LME.
VM-99995+%	FpML	Source: LME.
VOTORANTIM-CJ-ZINC-SHG	FpML	Source: LME.
VOTORANTIM-JF-ZINC-SHG	FpML	Source: LME.
VOTORANTIM-TM-ZINC-SHG	FpML	Source: LME.
WABASH-D	FpML	Source: LME.
WABASH-M	FpML	Source: LME.
WABASH-S	FpML	Source: LME.
WABASH-T	FpML	Source: LME.
WABASH-V	FpML	Source: LME.
WABASH-V	FpML	Source: LME.
WABASH-W	FpML	Source: LME.
WAR-ALCOA	FpML	Source: LME.
WE-ALCOA	FpML	Source: LME.
WEI-CHIH-KUAN-TIEN	FpML	Source: LME.
WF	FpML	Source: LME.
WORLD-BEST-KAOHSIUNG	FpML	Source: LME.
XF	FpML	Source: LME.
XGC	FpML	Source: LME.
XINXIN.BML-99.994	FpML	Source: LME.
YAZICI-SARISEKI	FpML	Source: LME.
YE-CHIU	FpML	Source: LME.
YECHIU-TC	FpML	Source: LME.
YG	FpML	Source: LME.
YG-SHG	FpML	Source: LME.
YK	FpML	Source: LME.
YL-YL	FpML	Source: LME.
YP-SHG	FpML	Source: LME.
YQ-99994	FpML	Source: LME.
YQ99.995	FpML	Source: LME.
YS	FpML	Source: LME.
YT	FpML	Source: LME.
YT-99.99	FpML	Source: LME.
YUBEI-99.994	FpML	Source: LME.
YUGUANG	FpML	Source: LME.
YUNHENG	FpML	Source: LME.
YUNSHA-PB99.994%MIN	FpML	Source: LME.
YX99.995Q	FpML	Source: LME.
YY-PB-99.994PCT	FpML	Source: LME.
ZALCO	FpML	Source: LME.
ZALDIVAR	FpML	Source: LME.
ZAO-VOLGA-FEST-FROLOVO	FpML	Source: LME.
ZF	FpML	Source: LME.
ZGH-Z1	FpML	Source: LME.
ZHUHAI-YUEYUFENG	FpML	Source: LME.
ZINIFEX-BHAS-BROKEN-HILL-AUSTRALIA-9997	FpML	Source: LME.
ZINIFEX-BHAS-BROKEN-HILL-AUSTRALIA-9999	FpML	Source: LME.
ZMZ-ZLATOUST	FpML	Source: LME.
ZS-GL	FpML	Source: LME.
ZSM	FpML	Source: LME.

5.58 commodityMetalProductTypeScheme

Scheme Definition:

Specifies the types of metal product for a physically settled metal trade. Note: the coding scheme is intended for non-precious metals only.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0
Location URL: http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-metal-product-type
Version: 3-0
Publication Date: 2016-09-16

Coding Scheme

CODE	SOURCE	DESCRIPTION
Aluminum-Alloy	FpML	Alloy Aluminum alloy conforming to the Aluminum Association Inc. A380.1 specification (1989).
Aluminum-Primary	FpML	Primary Aluminium 99.70% purity.
Cobalt	FpML	Cobalt.
Copper	FpML	Copper.
Lead	FpML	Lead.
Molybdenum	FpML	Molybdenum.
NASAAC	FpML	Aluminum alloy conforming to the LME NA380.1 specification.
Nickel	FpML	Nickel.
Steel	FpML	Steel.
Tin	FpML	Tin.
Uranium	FpML	Uranium.
Zinc	FpML	Zinc.

5.59 commodityMetalShapeScheme

Scheme Definition:

Specifies the shape(s) of metal product for a physically settled metal trade.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-metal-shape
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
Billet	FpML	Billet.
Cathodes	FpML	Cathodes.
Cathodes-Cut	FpML	Cathodes-Cut.
Cathodes-Full-Plate	FpML	Cathodes-Full Plate.
Drums	FpML	Drums.
Ingots	FpML	Ingots.
Pellets	FpML	Pellets.
Sows	FpML	Sows.
Sows-Large	FpML	Sows-Large.
Sows-Small	FpML	Sows-Small.
T-bars	FpML	T-bars.

5.60 commodityOilProductTypeScheme

Scheme Definition:

Defines a type of physical commodity product to be delivered.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0
Location URL: http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-oil-product-type
Version: 3-0
Publication Date: 2014-09-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Benzene	FpML	Benzene (C6H6)
DieselFuel	FpML	Diesel Fuel
Ethylene	FpML	Ethylene or Ethene (C2H4)
FuelOil	FpML	Fuel Oil
GasOil	FpML	Gas Oil
Gasoline	FpML	Gasoline
HeatingOil	FpML	Heating Oil
JetFuel	FpML	Jet Fuel
Kerosene	FpML	Kerosene
Naphtha	FpML	Naphtha
Oil	FpML	Crude Oil
Propylene	FpML	Propylene or propene (C3H6)

5.61 commodityPayRelativeToEventScheme

Scheme Definition:

Specifies the event relative to which payment(s) occur.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event
Version: 1-0
Publication Date: 2011-07-08

Coding Scheme

CODE	SOURCE	DESCRIPTION
BillOfLading	FpML	The date on which a Bill of Lading is issued.
CompletionOfDischarge	FpML	The date on which Completion of Discharge occurs.
NoticeOfReadiness	FpML	The date on which a Notice of Readiness is issued.

5.62 commodityQuantityFrequencyScheme

Scheme Definition:

Specifies the frequency at which the Quantity or Notional Quantity is deemed to apply for purposes of calculating the Total Quantity or Total Notional Quantity.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2
Location URL: http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-quantity-frequency
Version: 1-2
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
PerBusinessDay	FpML	The Notional Quantity is deemed to apply once per Commodity Business Day for purposes of calculating the Total Notional Quantity.
PerCalculationPeriod	FpML	The Quantity or Notional Quantity is deemed to apply once per Calculation Period for purposes of calculating the Total Quantity or Total Notional Quantity.
PerCalendarDay	FpML	The Quantity or Notional Quantity is deemed to apply once per Calendar Day for purposes of calculating the Total Quantity or Total Notional Quantity.
PerHour	FpML	The Quantity or Notional Quantity is deemed to apply once per hour for purposes of calculating the Total Quantity or Total Notional Quantity.
PerMonth	FpML	The Notional Quantity is deemed to apply once per Month for purposes of calculating the Total Notional Quantity.
PerSettlementPeriod	FpML	The Quantity or Notional Quantity is deemed to apply once per Settlement Period for purposes of calculating the Total Quantity or Total Notional Quantity.
Term	FpML	The Quantity or Notional Quantity is deemed to apply once over the term of the trade for purposes of calculating the Total Quantity or Total Notional Quantity.

5.63 commodityReferencePriceScheme

Scheme Definition:

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-reference-price-4-0
Location URL: http://www.fpml.org/coding-scheme/commodity-reference-price-4-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-reference-price
Version: 4-0
Publication Date: 2023-08-07
Status:

Coding Scheme

CODE	SOURCE	DESCRIPTION
AGRI-AZUKI BEANS-OSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-BARLEY-FEED-ASX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-BUTTER-CASH SETTLED-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-BUTTER-DAILY CASH TRADING-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-BUTTER-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CANOLA-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CATTLE-FEEDER-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CATTLE-LIVE-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CHEESE-BARRELS-DAILY CASH TRADING-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CHEESE-BLOCKS-DAILY CASH TRADING-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CHEESE-PRODUCT PRICE AVERAGES-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-COCOA-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-COCOA-LONDON-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-COFFEE-ARABICA-BMandF	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-COFFEE-ARABICA-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-COFFEE-ROBUSTA-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CORN-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CORN-CBOT-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-CORN-EURONEXT MATIF	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-COTTON-NO. 2-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-DAP-CENTRAL FLORIDA-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-DAP-FOB-NOLA BARGE-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-DAP-FOB-TAMPA-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-DAP-METRIC TONNE-FOB-TAMPA-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-HOGS-LEAN-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-LUMBER-RANDOM LENGTH-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MAP-CFR-BRAZIL-DAILY-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MAP-CFR-BRAZIL-WEEKLY-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MILK-CLASS III-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MILK-CLASS IV-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MILK-NONFAT-DRY-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MILK-NONFAT-DRY-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-MILK-WMP-SGX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-OATS-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-ORANGE JUICE-FROZEN CONCENTRATED-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-PALM OIL-CRUDE-FCPO-BMD	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-PORK-CUTOUT-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-RAPESEED-EURONEXT MATIF	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-RICE-ROUGH-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-RUBBER-RSS3-OSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-RUBBER-RSS3-SGX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-RUBBER-TSR20-OSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-RUBBER-TSR20-SGX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEAN-MEAL-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEAN-MEAL-CBOT-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEAN-OIL-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEAN-OIL-CBOT-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEANS-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEANS-CBOT-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SOYBEANS-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SUGAR-NO. 11-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SUGAR-NO. 16-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-SUNFLOWER SEEDS-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UAN-FOB-NOLA BARGE-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-GRANULAR-FOB-EGYPT-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-GRANULAR-FOB-NOLA BARGE-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-GRANULAR-FOB-NOLA BARGE-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-GRANULAR-FOB-US GULF-DAILY-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-GRANULAR-FOB-US GULF-WEEKLY-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-PRILLED-FOB-YUZHNYY-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-UREA-PRILLED-FOB-YUZHNYY-FERTILIZER INDEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-FEED-UK-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-HRW-KC-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-HRW-MGEX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-MILLING-ASX	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-MILLING-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEAT-MILLING-NO. 2-EURONEXT MATIF	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHEY-DRY-USDA	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHITE MAIZE-WM1-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHITE MAIZE-WM2-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-WHITE SUGAR-ICE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-YELLOW MAIZE-YM1-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
AGRI-YELLOW MAIZE-YM2-JSE	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-BIODIESEL-RED FAME-0 DEGREES CELSIUS CFPP-FOB-ARA-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-BIODIESEL-RED RAPESEED OME-FOB-ARA-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-BIODIESEL-RIN-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-BIODIESEL-SME-B100-FOB-HOUSTON-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-BIOFUEL-ADVANCED-RIN-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-ETHANOL-BM&F	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-ETHANOL-CHICAGO PIPE-PLATTS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-ETHANOL-CHICAGO-CBOT	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-ETHANOL-CME	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-ETHANOL-NYH BARGE-MO01-PLATTS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions
ENER-ETHANOL-RIN-ARGUS	ISDA	Per Sub-Annex A to the 2005 ISDA Commodity Definitions

5.64 compoundingFrequencyScheme

Scheme Definition:

The frequency at which a rate is compounded.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/compounding-frequency-1-0
Location URL: http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/compounding-frequency
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Annual	FpML	The curve represents annual compounding.
Continuous	FpML	The curve represents continuous compounding.
Daily	FpML	The curve represents daily compounding.

5.65 compressionTypeScheme

Scheme Definition:

Indicates what type of trade compression activity took place.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/compression-type-1-0
Location URL: http://www.fpml.org/coding-scheme/compression-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/compression-type
Version: 1-0
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
Netting	FpML	Similar trades were combined into a single net trade.
PortfolioCompression	FpML	A large pool of trades was combined into a small number of trades with a similar risk position.

5.66 confirmationMethodScheme

Scheme Definition:

Contains a code representing a trade could be confirmed (ie. how the legally binding terms of a derivatives contract could be documented and agreed.).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/confirmation-method-1-1
Location URL: http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/confirmation-method
Version: 1-1
Publication Date: 2012-11-05

Coding Scheme

CODE	SOURCE	DESCRIPTION
Electronic	FpML	Confirmation via a shared confirmation facility or platform, or a private/bilateral electronic system.
NonElectronic	FpML	Confirmation via a human-readable written document (possibly transmitted electronically).
NotConfirmed	FpML	This trade has not been confirmed and is not expected to be confirmed in any form. For example, this could include situations where the trade is an inter-affiliate trade and no confirmation is required, or cases were confirmation is negative only. For trades that have not yet been confirmed but are expected to be confirmed, one of the other values should be used.

5.67 contractTypeScheme

Scheme Definition:

Defines a contract type classification under ESMA EMIR Refit Comission Delegated Regulation (EU) 2022/1855 Table 2 Section 2b – Contract information field 2.10 Contract type.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type
Version: 1-0
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
CFDS	ESMA	Financial contracts for difference.
FRAS	ESMA	Forward rate agreements.
FUTR	ESMA	Futures.
OPTN	ESMA	Option.
OTHR	ESMA	Other.
SPDB	ESMA	Spreadbet.
SWAP	ESMA	Swap.
SWPT	ESMA	Swaption.

5.68 contractualDefinitionsScheme

Scheme Definition:

Specifies a set of standard contract definitions relevant to the transaction

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/contractual-definitions-3-9
Location URL: http://www.fpml.org/coding-scheme/contractual-definitions-3-9.xml
Canonical URI: http://www.fpml.org/coding-scheme/contractual-definitions
Version: 3-9
Publication Date: 2024-11-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
ISDA1991	FpML	ISDA 1991 Definitions
ISDA1993Commodity	FpML	ISDA 1993 Commodity Derivatives Definitions
ISDA1996Equity	FpML	ISDA 1996 Equity Derivatives Definitions
ISDA1997Bullion	FpML	ISDA 1997 Bullion Definitions
ISDA1997GovernmentBond	FpML	ISDA 1997 Government Bond Option Definitions
ISDA1998FX	FpML	ISDA 1998 FX and Currency Option Definitions
ISDA1999Credit	FpML	ISDA 1999 Credit Derivatives Definitions
ISDA2000	FpML	ISDA 2000 Definitions
ISDA2002Equity	FpML	ISDA 2002 Equity Derivatives Definitions
ISDA2003Credit	FpML	ISDA 2003 Credit Derivatives Definitions
ISDA2004Novation	FpML	ISDA 2004 Novation Definitions
ISDA2005Commodity	FpML	ISDA 2005 Commodity Derivatives Definitions
ISDA2006	FpML	ISDA 2006 Definitions
ISDA2006Inflation	FpML	ISDA 2006 Inflation Derivatives Definitions
ISDA2008Inflation	FpML	ISDA 2008 Inflation Derivatives Definitions
ISDA2011Equity	FpML	ISDA 2011 Equity Derivatives Definitions
ISDA2014Credit	FpML	ISDA 2014 Credit Derivatives Definitions
ISDA2021	FpML	ISDA 2021 Interest Rate Derivatives Definitions
ISDA2022VerifiedCarbonCredit	FpML	ISDA 2022 Verified Carbon Credit Transactions Definitions
ISDA2023DigitalAsset	FpML	ISDA 2023 Digital Asset Definitions

5.69 contractualSupplementScheme

Scheme Definition:

Defines the supplements to a base set of ISDA Definitions that are applicable to the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/contractual-supplement-8-0
Location URL: http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/contractual-supplement
Version: 8-0
Publication Date: 2015-10-16

Coding Scheme

CODE	SOURCE	DESCRIPTION
ABX	FpML	Standard Terms Supplement for ABX Transactions.
ABXTranche	FpML	Standard Terms Supplement for Asset-Backed Tranche Transactions.
CDSonLeveragedLoans	FpML	ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Leveraged Loans.
CDSonMBS	FpML	ISDA Standard Terms Supplement for use with Credit Derivative Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical Settlement.
CDX	FpML	Standard Terms Supplement for CDX Untranched Transactions.
CDXEmergingMarkets	FpML	Standard Terms Supplement for CDX Emerging Markets Untranched Transactions.
CDXEmergingMarketsDiversified	FpML	Standard Terms Supplement for CDX Emerging Markets Diversified Untranched Transactions..
CDXSwaption	FpML	Standard Terms Supplement for CDX Swaption Transactions.
CDXTranche	FpML	Standard Terms Supplement for Dow Jones CDX Tranche Transactions.
CMBX	FpML	Standard Terms Supplement for CMBX Transactions.
EuropeanCMBS	FpML	Standard Terms Supplement for Single Name European CMBS Transactions.
EuropeanRMBS	FpML	Standard Terms Supplement for Single Name European RMBS Transactions.
IOS	FpML	Standard Terms Supplement for IOS Transactions.
ISDA1999CreditConvertibleExchangeableAccretingObligations	FpML	Supplement to the 1999 ISDA Credit Derivatives Definitions Relating to Convertible, Exchangeable or Accreting Obligations dated November 9, 2001.
ISDA1999CreditRestructuring	FpML	Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions dated May 11, 2001.
ISDA1999CreditSuccessorAndCreditEvents	FpML	Supplement Relating to Successor and Credit Events to the 1999 ISDA Credit Derivatives Definitions dated November 28, 2001.
ISDA2003AdditionalProvisionsLPN	FpML	Additional Provisions for LPN dated December 6, 2007.
ISDA2003ContingentCreditSpreadTransaction	FpML	Additional Provisions for Contingent Credit Spread Transactions dated August 15, 2008.
ISDA2003Credit2005MatrixSupplement	FpML	2005 Matrix Supplement to the 2003 ISDA Credit Derivatives.
ISDA2003CreditArgentineRepublic	FpML	Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations dated December 21, 2005.
ISDA2003CreditAuctionSupplement	FpML	ISDA Credit Derivatives Determinations Committees and Auction Settlement Supplement to the 2003 ISDA Credit Derivatives Definitions (published on [TBD]).
ISDA2003CreditMay2003	FpML	May 2003 Supplement to the 2003 ISDA Credit Derivatives Definitions.
ISDA2003CreditMonolineInsurers	FpML	Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated May 9, 2003.
ISDA2003CreditMonolineInsurers2005	FpML	Additional Provisions for Physically Settled Default Swaps Monoline Insurer as Reference Entity dated January 21, 2005.
ISDA2003CreditRepublicOfHungary	FpML	Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004.
ISDA2003CreditRepublicOfHungary2005	FpML	Additional Provisions for the Republic of Hungary: Obligation Characteristics and Deliverable Obligation Characteristics dated February 14, 2005.
ISDA2003CreditRussianFederation	FpML	Additional Provisions for the Russian Federation: Obligation Characteristics and Deliverable Obligation Characteristics dated August 13, 2004.
ISDA2003CreditUSMunicipals	FpML	Additional Provisions for Credit Derivative Transactions - U.S. Municipal Entity as Reference Entity dated September 17, 2004.
ISDA2003STMicroelectronicsNV	FpML	Additional Provisions for STMicroelectronics NV dated December 6, 2007.
ISDA2007FullLookthroughDepositoryReceiptSupplement	FpML	2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Derivatives Definitions.
ISDA2007PartialLookthroughDepositoryReceiptSupplement	FpML	2007 Partial Lookthrough Depository Receipt Supplement to the 2002 ISDA Equity Derivatives Definitions.
ISDACreditMonolineInsurers	FpML	Additional Provisions for Physically Settled Default Swaps Monoline Insurer.
ISDADeliveryRestrictions	FpML	Additional Provisions for Fixed Recovery Credit Default Swap Transactions
ISDAFixedRecovery	FpML	Additional Provisions for Fixed Recovery Credit Default Swap Transactions.
ISDALPNReferenceEntities	FpML	Additional Provisions for LPN Reference Entities.
ISDAMarch2004EquityCanadianSupplement	FpML	Canadian Supplement to the 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement dated March 29, 2004.
ISDARecoveryLock	FpML	Additional Provisions for Recovery Lock Credit Default Swap Transactions.
ISDASecuredDeliverableObligationCharacteristic	FpML	Additional Provisions for Secured Deliverable Obligation Characteristic.
iTraxxAsiaExJapan	FpML	Standard Terms Supplement for iTraxx Asia Excluding Japan.
iTraxxAsiaExJapanSwaption	FpML	Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption Transactions.
iTraxxAsiaExJapanTranche	FpML	Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched Transactions.
iTraxxAustralia	FpML	Standard Terms Supplement for iTraxx Australia.
iTraxxAustraliaSwaption	FpML	Standard Terms Supplement for iTraxx Australia Swaption Transactions.
iTraxxAustraliaTranche	FpML	Standard Terms Supplement for iTraxx Australia Tranched Transactions.
iTraxxCJ	FpML	Standard Terms Supplement for iTraxx CJ.
iTraxxCJTranche	FpML	Standard Terms Supplement for iTraxx CJ Tranched Transactions.
iTraxxEurope	FpML	Standard Terms Supplement for iTraxx Europe Transactions.
iTraxxEuropeDealer	FpML	Standard Terms Supplement for iTraxx Europe Dealer Form.
iTraxxEuropeNonDealer	FpML	Standard Terms Supplement for iTraxx Europe Non-Dealer Form.
iTraxxEuropeSwaption	FpML	Standard Terms Supplement for iTraxx Europe Swaption Transactions.
iTraxxEuropeTranche	FpML	Standard Terms Supplement for iTraxx Europe Tranched Transactions.
iTraxxJapan	FpML	Standard Terms Supplement for iTraxx Japan.
iTraxxJapanSwaption	FpML	Standard Terms Supplement for iTraxx Japan Swaption Transactions.
iTraxxJapanTranche	FpML	Standard Terms Supplement for iTraxx Japan Tranched Transactions.
iTraxxLevX	FpML	Standard Terms Supplement for iTraxx LevX.
iTraxxSDI75Dealer	FpML	Standard Terms Supplement for iTraxx SDI 75 Dealer Transactions.
iTraxxSDI75NonDealer	FpML	Standard Terms Supplement for iTraxx SDI 75 Non-Dealer Transactions.
iTraxxSovX	FpML	Standard Terms Supplement for iTraxx SovX.
LCDX	FpML	Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Transactions.
LCDXTranche	FpML	Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap Index Tranche Transactions.
MBX	FpML	Standard Terms Supplement for MBX Transactions.
MCDX	FpML	Standard Terms Supplement for Municipal CDX Untranched Transactions.
PO	FpML	Standard Terms Supplement for PO Index Transactions.
PrimeX	FpML	Standard Terms Supplement for PrimeX Transactions.
StandardCDXTranche	FpML	Standard Terms Supplement for Standard CDX Tranche Transactions.
StandardiTraxxEuropeTranche	FpML	Standard Terms Supplement for Standard iTraxx Europe Tranched Transactions.
StandardLCDS	FpML	Standard Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.
StandardLCDSBullet	FpML	Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Bullet Transactions.
StandardLCDXBullet	FpML	Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Transactions.
StandardLCDXBulletTranche	FpML	Standard Terms Supplement for Standard Syndicated Secured Loan Credit Default Swap Index Bullet Tranche Transactions.
SyndicatedSecuredLoanCDS	FpML	Syndicated Secured Loan Credit Default Swap Standard Terms Supplement.
TRX	FpML	Standard Terms Supplement for TRX Transactions.
TRX.II	FpML	Standard Terms Supplement for TRX.II Transactions.

5.70 corporateActionScheme

Scheme Definition:

Defines a scheme of values for specifying the type of corporate action.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/corporate-action-1-1
Location URL: http://www.fpml.org/coding-scheme/corporate-action-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/corporate-action
Version: 1-1
Publication Date: 2013-07-26

Coding Scheme

CODE	SOURCE	DESCRIPTION
Bankruptcy	FpML	Corporate action triggered by bankruptcy. A legal proceeding involving a person or business that is unable to repay outstanding debts. The bankruptcy process begins with a petition filed by the debtor (most common) or on behalf of creditors (less common). All of the debtor's assets are measured and evaluated, whereupon the assets are used to repay a portion of outstanding debt. Upon the successful completion of bankruptcy proceedings, the debtor is relieved of the debt obligations incurred prior to filing for bankruptcy. The value maps closely to the ISO code (BRUP) defined as the legal status of a company unable to pay creditors. Bankruptcy usually involves a formal court ruling. Securities may become valueless.
BonusIssue	FpML	Corporate action triggered by a bonus issue. A bonus issue or bonus share is a free share of stock given to current shareholders in a company, based upon the number of shares that the shareholder already owns. While the issue of bonus shares increases the total number of shares issued and owned, it does not change the value of the company. The value maps closely to the ISO code (BONU) defined as a bonus, scrip or capitalisation issue. Security holders receive additional assets free of payment from the issuer, in proportion to their holding.
ClassAction	FpML	Corporate action triggered by a Class Action. An action where an individual represents a group in a court claim. The judgment from the suit is for all the members of the group (class). The value maps closely to the ISO code (CLSA) defined as the situation where interested parties seek restitution for financial loss. The security holder may be offered the opportunity to join a class action proceeding and would need to respond with an instruction.
CreditEvent	FpML	Corporate action triggered by a credit event. A credit event is any sudden and tangible (negative) change in a borrower's credit standing or decline in credit rating. A credit event brings into question the borrower's ability to repay its debt. It is the defining trigger in a credit derivative contract, or credit default swap. If the borrower experiences a credit event, then the buyer of the contract must pay the seller an agreed-upon sum to cover the loss. The value maps closely to the ISO code (CREV) defined as an occurrence of credit derivative for which the issuer of one or several underlying securities is unable to fulfill his financial obligations (as defined in terms and conditions).
Default	FpML	Corporate action triggered by a default. The failure to promptly pay interest or principal when due. Default occurs when a debtor is unable to meet the legal obligation of debt repayment. Borrowers may default when they are unable to make the required payment or are unwilling to honor the debt. The value maps closely to the ISO code (DFLT) defined as the failure by the company to perform obligations defined as default events under the bond agreement and that have not been remedied.
EarlyRedemption	FpML	Corporate action triggered by an early redemption. The value maps closely to the ISO code (MCAL) defined as the redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, before final maturity.
EquityRights	FpML	Corporate action triggered by Equity Rights.
Liquidation	FpML	Corporate action triggered by a liquidation. When a business or firm is terminated or bankrupt, its assets are sold (liquidated) and the proceeds pay creditors. Any leftovers are distributed to shareholders. The value maps closely to the ISO code (LIQU) defined as a distribution of cash, assets or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security.
Merger	FpML	Corporate action triggered by a merger. Mergers and acquisitions (abbreviated M&A) is an aspect of corporate strategy, corporate finance and management dealing with the buying, selling, dividing and combining of different companies and similar entities that can help an enterprise grow rapidly in its sector or location of origin, or a new field or new location, without creating a subsidiary, other child entity or using a joint venture. The distinction between a "merger" and an "acquisition" has become increasingly blurred in various respects (particularly in terms of the ultimate economic outcome), although it has not completely disappeared in all situations. The value maps closely to the ISO code (MRGR) defined as an offer made to shareholders, normally by a third party, requesting them to sell (tender) or exchange their equities.
ReverseSplit	FpML	Corporate action triggered by a reverse split. A reverse stock split or reverse split is a process by a company of issuing to each shareholder in that company a smaller number of new shares in proportion to that shareholder's original shares that are subsequently canceled. A reverse stock split is also called a stock merge. The reduction in the number of issued shares is accompanied by a proportional increase in the share price. The value maps closely to the ISO code (SPLR) defined as a decrease in a company's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are increased accordingly.
SpinOff	FpML	Corporate action triggered by a spin Off. A spin-out, also known as a spin-off or a starburst, refers to a type of corporate action where a company "splits off" sections of itself as a separate business. The value maps closely to the ISO code (SOFF) defined as a a distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture usually resulting in an independent company or in an existing company. For example, demerger, distribution, unbundling.
StockReclassification	FpML	Corporate action triggered by a Stock Reclassification.
StockSplit	FpML	Corporate action triggered by a stock split. A stock split or stock divide increases the number of shares in a public company. The price is adjusted such that the before and after market capitalization of the company remains the same and dilutiondoes not occur. The value maps closely to the ISO code (SPLF) defined as a distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture usually resulting in an independent company or in an existing company. For example, demerger, distribution, unbundling.
Takeover	FpML	Corporate action triggered by a takeover. A takeover is the purchase of onecompany (the target) by another (the acquirer, or bidder). The value maps to the ISO code (TEND) but is finer grained than TEND which emcompasses Tender/Acquisition/Takeover/Purchase Offer/Buyback. ISO defines the TEND code as an offer made to shareholders, normally by a third party, requesting them to sell (tender) or exchange their equities.

5.71 couponTypeScheme

Scheme Definition:

Defines a scheme of values for specifying if the bond has a variable coupon, step-up/down coupon or a zero-coupon.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/coupon-type-1-0
Location URL: http://www.fpml.org/coding-scheme/coupon-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/coupon-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Fixed	FpML	Bond has fixed rate coupon.
Float	FpML	Bond has floating rate coupon.
Struct	FpML	Bond has structured coupon.

5.72 creditApprovalModelScheme

Scheme Definition:

The method jointly employed by the Credit Extender and Limit Checker for a given Credit User through which the credit value of a trade is verified to be within the credit limit prior to the placement of an order and the execution of a trade. Defines the pre-execution model.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-approval-model-1-0
Location URL: http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-approval-model
Version: 1-0
Publication Date: 2013-06-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
Ping	FpML	Ping pre-execution model
Plus1ToPing	FpML	Plus One To Ping pre-execution model
Plus1ToStop	FpML	Plus One To Stop pre-execution model
PushToPing	FpML	Push To Ping pre-execution model
PushToStop	FpML	Push To Stop pre-execution model

5.73 creditDocumentScheme

Scheme Definition:

Indicates a type of credit document.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-document-1-0
Location URL: http://www.fpml.org/coding-scheme/credit-document-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-document
Version: 1-0
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
CreditSupportAgreement	FpML
Guaranty	FpML
OtherFinancing	FpML
PledgeOfCollateral	FpML
RelianceOnAvailableFinancing	FpML

5.74 creditEventTypeScheme

Scheme Definition:

Defines a scheme of values for specifying the type of credit event.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-event-type-1-0
Location URL: http://www.fpml.org/coding-scheme/credit-event-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-event-type
Version: 1.0
Publication Date: 2022-11-18

Coding Scheme

CODE	SOURCE	DESCRIPTION
Bankruptcy	FpML	The reference entity has been dissolved or has become insolvent. It also covers events that may be a precursor to insolvency such as instigation of bankruptcy or insolvency proceedings. Sovereign trades are not subject to Bankruptcy as "technically" a Sovereign cannot become bankrupt. ISDA 2003 Term: Bankruptcy.
DistressedRatingsDowngrade	FpML	Results from the fact that the rating of the reference obligation is downgraded to a distressed rating level. From a usage standpoint, this credit event is typically not applicable in case of RMBS trades.
FailureToPay	FpML	This credit event triggers, after the expiration of any applicable grace period, if the reference entity fails to make due payments in an aggregrate amount of not less than the payment requirement on one or more obligations (e.g. a missed coupon payment). ISDA 2003 Term: Failure to Pay.
FailureToPayInterest	FpML	Corresponds to the failure by the Reference Entity to pay an expected interest amount or the payment of an actual interest amount that is less than the expected interest amount. ISDA 2003 Term: Failure to Pay Interest.
FailureToPayPrincipal	FpML	Corresponds to the failure by the Reference Entity to pay an expected principal amount or the payment of an actual principal amount that is less than the expected principal amount. ISDA 2003 Term: Failure to Pay Principal.
GovernmentalIntervention	FpML	A governmental intervention is an event resulting from an action by a governmental authority that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2014 Term: Governmental Intervention.
ImpliedWritedown	FpML	Results from the fact that losses occur to the underlying instruments that do not result in reductions of the outstanding principal of the reference obligation.
MaturityExtension	FpML	Results from the fact that the underlier fails to make principal payments as expected.
ObligationAcceleration	FpML	One or more of the obligations have been declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay (preferred by the market over Obligation Default, because more definitive and encompasses the definition of Obligation Default - this is more favorable to the Seller). Subject to the default requirement amount. ISDA 2003 Term: Obligation Acceleration.
ObligationDefault	FpML	One or more of the obligations have become capable of being declared due and payable before they would otherwise have been due and payable as a result of, or on the basis of, the occurrence of a default, event of default or other similar condition or event other than failure to pay. ISDA 2003 Term: Obligation Default.
RepudiationMoratorium	FpML	The reference entity, or a governmental authority, either refuses to recognise or challenges the validity of one or more obligations of the reference entity, or imposes a moratorium thereby postponing payments on one or more of the obligations of the reference entity. Subject to the default requirement amount. ISDA 2003 Term: Repudiation/Moratorium.
Restructuring	FpML	A restructuring is an event that materially impacts the reference entity's obligations, such as an interest rate reduction, principal reduction, deferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring.
Writedown	FpML	Results from the fact that the underlier writes down its outstanding principal amount.

5.75 creditLimitCheckReasonScheme

Scheme Definition:

Standard code to indicate which type of credit limit check reason.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-limit-check-reason
Version: 1-0
Publication Date: 2014-08-29

Coding Scheme

CODE	SOURCE	DESCRIPTION
LimitExceeded	FpML	The credit limit was exceeded.

5.76 creditLimitTypeScheme

Scheme Definition:

"Standard code to indicate which type of credit line is being referred to.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-limit-type-1-1
Location URL: http://www.fpml.org/coding-scheme/credit-limit-type-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-limit-type
Version: 1-1
Publication Date: 2019-10-31

Coding Scheme

CODE	SOURCE	DESCRIPTION
CS01	FpML	The type of credit line expressed in CS01. The sensitivity with respect to changes in the CDS spread.
DV01	FpML	The type of credit line expressed in DV01. The dollar value of a one basis point decrease in interest rates. It shows the change in a bond's price compared to a decrease in the bond's yield.
IM	FpML	The type of credit line expressed in IM value.
MaximumOrderQuantity	FpML	The type of credit line expressed in Maximum Order Quantity
Notional	FpML	The type of credit line expressed in Notional amount.
PV01	FpML	The type of credit line expressed in PV01. The value of a one dollar or one basis point annuity.

5.77 creditQualityScheme

Scheme Definition:

SFTR specified the credit quality type: 'INVG' - Investment grade; 'NIVG' - Non-investment grade; 'NOTR' - Non-rated. Note: 'NOAP' - "Not applicable" is indicated by the absence of the 'creditQuality' element;

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0
Location URL: http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/sftr-credit-quality
Version: 1-0
Publication Date: 2019-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
INVG	SFTR	Investment grade.
NIVG	SFTR	Non-investment grade.
NOTR	SFTR	Non-rated.

5.78 creditRatingAgencyScheme

Scheme Definition:

Specifies the credit rating agencies.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-rating-agency-1-0
Location URL: http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-rating-agency
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
AMBest	FpML	A. M. Best
CBRS	FpML	Canadian Bond Rating Service
DBRS	FpML	Dominion Bond Rating Service
Fitch	FpML	Fitch
Japanagency	FpML	Japan Credit Rating Agency, Ltd.
Moodys	FpML	Moody's
RatingAndInvestmentInformation	FpML	Rating And Investment Information, Inc.
StandardAndPoors	FpML	Standard And Poor's

5.79 creditSeniorityScheme

Scheme Definition:

Specifies the repayment precedence of a debt instrument.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-seniority-2-3
Location URL: http://www.fpml.org/coding-scheme/credit-seniority-2-3.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-seniority
Version: 2-3
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
Other	FpML	Other as defined under EMIR.
SeniorLossAbsorbingCapacity	FpML	Senior Loss Absorbing Capacity (RED Tier Code: SNRLAC).
SeniorSec	FpML	Senior domestic (RED Tier Code: SECDOM).
SeniorUnSec	FpML	Senior foreign (RED Tier Code: SNRFOR).
SubLowerTier2	FpML	Subordinate, Lower Tier 2 (RED Tier Code: SUBLT2).
SubTier1	FpML	Subordinate Tier 1 (RED Tier Code: PREFT1).
SubTier3	FpML	Subordinate, Tier 3.
SubUpperTier2	FpML	Subordinate, Upper Tier 2 (RED Tier Code: JRSUBUT2).

5.80 creditSeniorityTradingScheme

Scheme Definition:

Specifies the seniority of the reference obligation used in a single name credit default swap trade. It overrides the creditSeniorityScheme.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1
Location URL: http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-seniority-trading
Version: 1-1
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
Senior	FpML	Top precedence.
SeniorLossAbsorbingCapacity	FpML	Senior Loss Absorbing Capacity. A tier of debt, which is between Senior and Subordinate.
Subordinate	FpML	Subordinate

5.81 creditSupportAgreementTypeScheme

Scheme Definition:

Specifies the type of ISDA Credit Support Agreement governing the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1
Location URL: http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-support-agreement-type
Version: 1-1

Coding Scheme

CODE	SOURCE	DESCRIPTION
ISDA1994CreditSupportAnnexNewYorkLaw	FpML	The ISDA 1994 Credit Support Annex New York Law (pledge) applies.
ISDA1995CreditSupportAnnexEnglishLaw	FpML	The ISDA 1995 Credit Support Annex English Law (title transfer) applies.
ISDA1995CreditSupportAnnexJapaneseLaw	FpML	The ISDA 1995 Credit Support Annex Japanese Law applies.
ISDA1995CreditSupportDeedEnglishLaw	FpML	The ISDA 1995 Credit Support Deed English Law (charge) applies.
ISDA2001MarginProvisions	FpML	The ISDA 2001 Margin Provisions applies.
ISDA2013StandardCreditSupportAgreement	FpML	The ISDA 2013 Standard Credit Support Agreement.
ISDA2014StandardCreditSupportAgreement	FpML	The ISDA 2014 Standard Credit Support Agreement.

5.82 currencyPairClassificationScheme

Scheme Definition:

Currency pair classification as defined under ESMA MiFID II.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-currency-pair-classification
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
FXCR	ESMA	FX Cross Rates.
FXEM	ESMA	Emerging Markets.
FXMJ	ESMA	FX Majors.

5.83 currencyScheme

Scheme Definition:

The FpML currency code coding scheme is the union of the ISO 4217 currency scheme (currencyScheme) and the FpML non ISO currency scheme (nonIsoCurrency).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/currency-1-0
Location URL: http://www.fpml.org/coding-scheme/currency-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/currency
Version: 1-0
Publication Date: 2016-10-28

5.84 cutNameScheme

Scheme Definition:

The specification of the cut name, or expiry date and time, for an FX OTC option.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/cut-name-1-0
Location URL: http://www.fpml.org/coding-scheme/cut-name-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/cut-name
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Comex	FpML	2:30 p.m. New York time.
ECB	FpML	1:30 p.m. London time.
LondonEveningGold	FpML	3:00 p.m. London time.
LondonEveningPgm	FpML	2:00 p.m. London time.
LondonMorningGold	FpML	10:30 a.m. London time.
LondonMorningPgm	FpML	9:45 a.m. London time.
Mexico	FpML	12:30 p.m. New York time.
NewYork	FpML	10:00 a.m. New York time.
NewYorkPgm	FpML	9:30 a.m. New York time.
SilverLondon	FpML	12:15 p.m. London time.

5.85 dateAdjustmentTypeScheme

Scheme Definition:

A structure used to uniquely identify a date adjustment type, based on a business case (e.g. grace days).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/date-adjustment-type-1-0
Location URL: http://www.fpml.org/coding-scheme/date-adjustment-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/date-adjustment-type
Version: 1-0
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
GraceDays	FpML	Indication that the date adjustment type is for grace days.
LeadingDays	FpML	Indication that the date adjustment type is for leading days.
TrailingDays	FpML	Indication that the date adjustment type is for trailing days.

5.86 dayCountFractionScheme

Scheme Definition:

Defines a scheme of values for specifying how the number of days between two dates is calculated for purposes of calculation of a fixed or floating payment amount and the basis for how many days are assumed to be in a year.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/day-count-fraction-2-3
Location URL: http://www.fpml.org/coding-scheme/day-count-fraction-2-3.xml
Canonical URI: http://www.fpml.org/coding-scheme/day-count-fraction
Version: 2-3
Publication Date: 021-06-25

Coding Scheme

CODE	SOURCE	DESCRIPTION
1/1	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (i) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (a).
30/360	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (vi) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (e).
30E/360	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (vii) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (f). Note that the algorithm defined for this day count fraction has changed between the 2000 ISDA Definitions and 2006 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.
30E/360.ISDA	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (viii) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Note the algorithm for this day count fraction under the 2006 ISDA Definitions is designed to yield the same results in practice as the version of the 30E/360 day count fraction defined in the 2000 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.
ACT/360	FpML	er 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (v) or Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (d).
ACT/365.FIXED	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (iv) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (c).
ACT/365L	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (ix) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i).
ACT/ACT.AFB	FpML	The Fixed/Floating Amount will be calculated in accordance with the "BASE EXACT/EXACT" day count fraction, as defined in the "Definitions Communes plusieurs Additifs Techniques" published by the Association Francaise des Banques in September 1994.
ACT/ACT.ICMA	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (iii) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). This day count fraction code is applicable for transactions booked under the 2006 ISDA Definitions. Transactions under the 2000 ISDA Definitions should use the ACT/ACT.ISMA code instead.
ACT/ACT.ISDA	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (ii) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (b). Note that going from FpML 2.0 Recommendation to the FpML 3.0 Trial Recommendation the code in FpML 2.0 'ACT/365.ISDA' became 'ACT/ACT.ISDA'.
ACT/ACT.ISMA	FpML	The Fixed/Floating Amount will be calculated in accordance with Rule 251 of the statutes, by-laws, rules and recommendations of the International Securities Market Association, as published in April 1999, as applied to straight and convertible bonds issued after December 31, 1998, as though the Fixed/Floating Amount were the interest coupon on such a bond. This day count fraction code is applicable for transactions booked under the 2000 ISDA Definitions. Transactions under the 2006 ISDA Definitions should use the ACT/ACT.ICMA code instead.
BUS/252	FpML	The number of Business Days in the Calculation Period or Compounding Period in respect of which payment is being made divided by 252. Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (v) - Calculation/252
RBA	FpML	Per 2021 ISDA Definitions, Section 4.6.1 Day Count Fractions, paragraph (xi) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (j)(k) or (l)- RBA Bond Basis. The calculation mechanics are driven deterministically by the Calculation Period Frequency.

5.87 dayCountScheme

Scheme Definition:

Specifies the denominator for accrual calculation to be used as part of the ISDA Standard CSA document.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/day-count-1-0
Location URL: http://www.fpml.org/coding-scheme/day-count-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/day-count
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
360	FpML	360
365	FpML	365

5.88 declearReasonScheme

Scheme Definition:

Indicates the reason that a declear was requested.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/declear-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/declear-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/declear-reason
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
ClearedInError	FpML	The trade was cleared in error (but the trade itself remains in effect).
RemovedFromClearing	FpML	The trade will no longer be cleared. For example, the trade was amended and is no longer eligible for clearing, the clearing service no longer clears this type of trade, etc.
TradeCancelled	FpML	The trade was cancelled, e.g. due to an error in creation of the trade.
TransferredClearingService	FpML	The trade was relocated to a new clearing service.

5.89 deliveryMethodScheme

Scheme Definition:

Defines the possible delivery methods for securities.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/delivery-method-1-0
Location URL: http://www.fpml.org/coding-scheme/delivery-method-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/delivery-method
Version: 1-0
Publication Date: 2015-02-11

Coding Scheme

CODE	SOURCE	DESCRIPTION
DeliveryVersusPayment	FpML	Indicates that a securities delivery must be made against payment in simultaneous transmissions and stipulate each other.
FreeOfPayment	FpML	Indicates that a securities delivery can be made without a simultaneous cash payment in exchange and not depending on if payment obligations are fulfilled or not and vice versa.
PreDelivery	FpML	Indicates that a securities delivery must be made in full before the payment for the securities; fulfillment of payment obligations depends on securities delivery obligations fulfillment.
PrePayment	FpML	Indicates that a payment in full amount must be made before the securities delivery; fulfillment of securities delivery obligations depends on payment obligations fulfillment.

5.90 deliveryRiskScheme

Scheme Definition:

Specifies how the parties to the trade aportion responsibility for the delivery of the commodity product (for example Free On Board, Cost, Insurance, Freight).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-delivery-risk
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
CFR	FpML	Cost and Freight (requires names port of destination) Abbreviation was formerly C&F.
CIF	FpML	Cost, Insurance and Freight (required name port of destination).
CIP	FpML	Carriage and Insurance Paid To (requires named place of destination).
CPT	FpML	Carriage Paid To (requires named place of destination).
DAF	FpML	Deliver at Frontier (requires named place of destination) DAF was in Incoterms 2000 but was eliminated from Incoterms 2010.
DAP	FpML	Deliver at Place (requires named place of destination).
DDP	FpML	Delivered Duty Paid (requires named place of destination).
DDU	FpML	Delivered Duty Unpaid (requires named place of destination).
DEQ	FpML	Delivered Ex Quay (requires named of port of delivery).
DES	FpML	Delivered Ex Ship (requires named of port of delivery).
EXW	FpML	Ex Works (requires named place of delivery).
FAS	FpML	Free Alongside Ship (requires named port of shipment).
FCA	FpML	Free Carrier (requires named place of delivery).
FOB	FpML	Free On Board (requires name port of shipment).

5.91 derivativeCalculationMethodScheme

Scheme Definition:

Specifies the method by which a derivative is computed.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0
Location URL: http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/derivative-calculation-method
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Analytic	FpML	The derivative is computed analytically, e.g. by a closed form analytical equation.
Numerical	FpML	The derivative is computed by other (non-perturbative) numerical means, such as a direct output from a numerical model.
Perturbation	FpML	The derivative is computed by a numerical difference method, ie. by numerically perturbing the input, recalculating the measure, and dividing by the amount of the perturbation.
Substitution	FpML	The derivative is computed by finite difference based on the substitution of a supplied pricing input, e.g. a bumped yield curve.

5.92 designatedPriorityScheme

Scheme Definition:

Specifies the types of liens that can be associated with a loan facility. In practice there could be any number of liens. Practice shows that the number does not typically goes beyond 3.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/designated-priority-1-0
Location URL: http://www.fpml.org/coding-scheme/designated-priority-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/designated-priority
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
FirstLienLoan	FpML	First lien.
SecondLienLoan	FpML	Second lien.
ThirdLienLoan	FpML	Third lien.
Unknown	FpML	It is unknown whether a lien is associated with a loan facility.

5.93 determinationMethodScheme

Scheme Definition:

Specifies the method according to which an amount or a date is determined.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/determination-method-3-4
Location URL: http://www.fpml.org/coding-scheme/determination-method-3-4.xml
Canonical URI: http://www.fpml.org/coding-scheme/determination-method
Version: 3-4
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
AgreedInitialPrice	FpML	Agreed separately between the parties.
AsSpecifiedInMasterConfirmation	FpML	As specified in Master Confirmation.
CalculationAgent	FpML	Determined by the Calculation Agent.
ClosingPrice	FpML	Official Closing Price.
DividendCurrency	FpML	Determined by the Currency of Equity Dividends.
ExpiringContractLevel	FpML	The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.
HedgeExecution	FpML	Determined by the Hedging Party.
IssuerPaymentCurrency	FpML	Issuer Payment Currency.
NAV	FpML	Net Asset Value.
OpenPrice	FpML	Opening Price of the Market.
OSPPrice	FpML	OSP Price.
SettlementCurrency	FpML	Settlement Currency.
StrikeDateDetermination	FpML	Date on which the strike is determined in respect of a forward starting swap.
TWAPPrice	FpML	Official TWAP Price.
ValuationTime	FpML	Price determined at valuation time.
VWAPPrice	FpML	Official VWAP Price.

5.94 embeddedOptionTypeScheme

Scheme Definition:

Indicates a type of embedded option contained in an OTC derivative contract.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/embedded-option-type-1-0
Location URL: http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/embedded-option-type
Version: 1-0
Publication Date: 2012-05-11

Coding Scheme

CODE	SOURCE	DESCRIPTION
CancelableProvision	FpML	The right but not the obligation to terminate a trade early without additional payment.
ExtendibleProvision	FpML	The right but not the obligation to increase the term of a trade (without changing other terms) without additional payment.
OptionalEarlyTerminationProvision	FpML	The right but not the obligation to terminate a trade early with payment of fair market replacement value of the trade by the out of the money counterparty.

5.95 entityClassificationScheme

Scheme Definition:

This specifies the entity classification of a party.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/entity-classification-2-0
Location URL: http://www.fpml.org/coding-scheme/entity-classification-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/entity-classification
Version: 2-0
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
Other	FpML	Indicates an organization with respect to the reporting Regime that does not fit any other classification.

5.96 entityClassificationScheme

Scheme Definition:

Specifies the dealer status of a party under Canadian Securities Administrators (CSA).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0
Location URL: http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification
Version: 2-0
Publication Date: 2017-03-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
Dealer	FpML	Indicates the organization with respect to the reporting Regime is a Dealer, for example in Canadian reporting.
NonDealer	FpML	Indicates the organization with respect to the reporting Regime is a Non Dealer, for example in Canadian reporting.

5.97 entityClassificationScheme

Scheme Definition:

Specifies the local party status of a party under Canadian Securities Administrators (CSA).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0
Location URL: http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification
Version: 2-0
Publication Date: 2017-03-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
LocalParty	FpML	Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a Local Party, for example in Canadian reporting.
NonLocalParty	FpML	Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a Non Local Party, for example in Canadian reporting.

5.98 entityClassificationScheme

Scheme Definition:

Specifies the entity classification of a party under ESMA.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-entity-classification-2-0
Location URL: http://www.fpml.org/coding-scheme/esma-entity-classification-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-entity-classification
Version: 2-0
Publication Date: 2017-03-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
CentralCounterparty	FpML	Indicates the organization with respect to the reporting Regime is a Central Counterparty, for example under ESMA EMIR.
Exempt	FpML	Parties that are exempted from reporting Financial, NonFinancial status as per Article 1(5) of EMIR, such as Multilateral Development Banks.
Financial	FpML	Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a Financial Entity, for example in ESMA reporting.
NonFinancial	FpML	Indicates the organization referenced by the partyTradeInformation with respect to the reporting Regime is a NonFinancial Entity, for example in ESMA reporting.

5.99 entityClassificationScheme

Scheme Definition:

Specifies the entity classification of a party under the U.S. Securities and Exchange Commission (SEC).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/sec-entity-classification-2-0
Location URL: http://www.fpml.org/coding-scheme/sec-entity-classification-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/sec-entity-classification
Version: 2-0
Publication Date: 2017-03-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
CA	FpML	Indicates the organization with respect to the reporting Regime is a Clearing Agency, for example under SEC. CA under SEC has the same meaning as CentralCounterparty under ESMA.
MSBSP	FpML	Indicates the organization with respect to the reporting Regime is a Major Security-based Swap Participant, for example under SEC SBSR.
non-SBSD/MSBSP	FpML	Indicates the organization with respect to the reporting Regime is neither a Security-based Swap Dealer nor a Major Security-based Swap Participant, for example under SEC SBSR.
Participant	FpML	Indicates an organization with respect to the reporting Regime is a participant.
SBSD	FpML	Indicates the organization with respect to the reporting Regime is Security-based Swap Dealer, for example under SEC SBSR.

5.100 entityClassificationScheme

Scheme Definition:

Financial Entity Indicator as defined by the CFTC.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/cftc-entity-classification
Version: 1-0
Publication Date: 2022-11-18

Coding Scheme

CODE	SOURCE	DESCRIPTION
CommodityPool	FpML	A commodity pool as defined in CFTC CEA § 2(h)(7)(C).
EmployeeBenefitPlan	FpML	An employee benefit plan as defined in paragraphs (3) and (32) of section 1002 of title 29 of the Commodity Exchange Act (CEA).
FinancialSectorPerson	FpML	A person predominantly engaged in activities that are in the business of banking, or in activities that are financial in nature, as defined in section 1843(k) of title 12 of the Commodity Exchange Act (CEA).
MSBSP	FpML	A major security based swap participant as defined in CFTC CEA § 2(h)(7)(C).
MSP	FpML	A major swap participant as defined in CFTC CEA § 2(h)(7)(C).
None	FpML	None of the other codes apply.
PrivateFund	FpML	A private fund as defined in section 80b-2(a) of title 15 of the Commodity Exchange Act (CEA).
SBSD	FpML	A security-based swap dealer as defined in CFTC CEA § 2(h)(7)(C).
SD	FpML	A swap dealer as defined in CFTC CEA § 2(h)(7)(C).

5.101 entityTypeScheme

Scheme Definition:

This specifies the reference entity types corresponding to a list of types defined in the ISDA First to Default documentation.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/entity-type-1-0
Location URL: http://www.fpml.org/coding-scheme/entity-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/entity-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Asian	FpML	Entity Type of Asian.
AustralianAndNewZealand	FpML	Entity Type of Australian and New Zealand.
EuropeanEmergingMarkets	FpML	Entity Type of European Emerging Markets.
Japanese	FpML	Entity Type of Japanese.
NorthAmericanHighYield	FpML	Entity Type of North American High Yield.
NorthAmericanInsurance	FpML	Entity Type of North American Insurance.
NorthAmericanInvestmentGrade	FpML	Entity Type of North American Investment Grade.
Singaporean	FpML	Entity Type of Singaporean.
WesternEuropean	FpML	Entity Type of Western European.
WesternEuropeanInsurance	FpML	Entity Type of Western European Insurance.

5.102 esmaProductClassificationScheme

Scheme Definition:

FpML coding scheme supporting the ESMA Asset Class and Sub Asset Class product classification. Each value contains an FpML defined taxonomy style code for the corresponding ESMA codes. The description of the code contains the full string ESMA value. This coding scheme should be used in the productType element.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-product-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-product-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-product-classification
Version: 1-0
Publication Date: 2016-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
CDS:BespokeCreditDefaultSwap	FpML	Bespoke basket credit default swap (CDS)
CDS:FreightDerivatives	FpML	Freight derivatives
CDS:IndexCreditDefaultSwap	FpML	Index credit default swap (CDS)
CDS:IndexOption	FpML	CDS index options
CDS:Other	FpML	Other credit derivatives
CDS:SingleNameCreditDefaultSwap	FpML	Single name credit default swap (CDS)
CDS:SingleNameOption	FpML	Single name CDS options
Commodity:AgriculturalCommodityFutureForward	FpML	Agricultural commodity futures/forwards
Commodity:AgriculturalCommodityOption	FpML	Agricultural commodity options
Commodity:AgriculturalCommoditySwap	FpML	Agricultural commodity swaps
Commodity:EnergyCommoditySwap	FpML	Energy commodity swaps
Commodity:Other	FpML	Other commodity derivatives
EmissionAllowances:CertifiedEmissionReductions	FpML	Certified Emission Reductions (CER)
EmissionAllowances:EmissionReductionUnits	FpML	Emission Reduction Units (ERU)
EmissionAllowances:EuropeanUnionAllowances	FpML	European Union Allowances (EUA)
EmissionAllowances:EuropeanUnionAviationAllowances	FpML	European Union Aviation Allowances (EUAA)
EmissionAllowances:Other	FpML	Other Emission allowance derivatives
Equity:DividendIndexFutureForward	FpML	Dividend index futures/ forwards
Equity:DividendIndexOption	FpML	Dividend index options
Equity:ETFFutureForward	FpML	ETF futures/ forwards
Equity:ETFOption	FpML	ETF options
Equity:Other	FpML	Other equity derivatives
Equity:PortfolioSwap	FpML	Portfolio Swaps
Equity:StockDividendFutureForward	FpML	Stock dividend futures/ forwards
Equity:StockDividendOption	FpML	Stock dividend options
Equity:StockFutureForward	FpML	Stock futures/ forwards
Equity:StockIndexFutureForward	FpML	Stock index futures/ forwards
Equity:StockIndexOption	FpML	Stock index options
Equity:StockOption	FpML	Stock options
Equity:Swap	FpML	Swaps
Equity:VolatilityIndexFutureForward	FpML	Volatility index futures/ forwards
Equity:VolatilityIndexOption	FpML	Volatility index options
FX:DeliverableForward	FpML	Deliverable forward (DF)
FX:DeliverableOption	FpML	Deliverable FX options (DO)
FX:DeliverableSwap	FpML	Deliverable FX swaps (DS)
FX:Future	FpML	FX futures
FX:NonDeliverableForward	FpML	Non-deliverable forward (NDF)
FX:NonDeliverableOption	FpML	Non-Deliverable FX options (NDO)
FX:NonDeliverableSwap	FpML	Non-Deliverable FX swaps (NDS)
FX:Other	FpML	Other Foreign Exchange Derivatives
InterestRate:BondFutureForward	FpML	Bond futures/forwards
InterestRate:BondOption	FpML	Bond options
InterestRate:FixedFixed:CrossCurrency	FpML	Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency swaps’ and futures/forwards on Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency swaps’
InterestRate:FixedFixed:SingleCurrency	FpML	Fixed-to-Fixed 'single currency swaps' and futures/forwards on Fixed-to-Fixed 'single currency swaps'
InterestRate:FixedFloat:CrossCurrency	FpML	Fixed-to-Float 'multi-currency swaps' or ‘cross-currency swaps’ and futures/forwards on Fixed-to-Float 'multi-currency swaps' or ‘cross-currency swaps’
InterestRate:FixedFloat:SingleCurrency	FpML	Fixed-to-Float 'single currency swaps' and futures/forwards on Fixed-to-Float 'single currency swaps'
InterestRate:FloatFloat:CrossCurrency	FpML	Float-to-Float 'multi-currency swaps' or ‘cross-currency swaps’ and futures/forwards on Float-to-Float 'multi-currency swaps' or ‘cross-currency swaps’
InterestRate:FloatFloat:SingleCurrency	FpML	Float-to-Float 'single currency swaps' and futures/forwards on Float-to-Float 'single currency swaps'
InterestRate:FutureFra	FpML	IR futures and FRA
InterestRate:Inflation:CrossCurrency	FpML	Inflation 'multi-currency swaps' or ‘cross-currency swaps’ and futures/forwards on Inflation 'multi-currency swaps' or ‘cross-currency swaps’
InterestRate:Inflation:SingleCurrency	FpML	Inflation 'single currency swaps' and futures/forwards on Inflation 'single currency swaps'
InterestRate:OIS:CrossCurrency	FpML	Overnight Index Swap (OIS) 'multi-currency swaps' or ‘cross-currency swaps’ and futures/forwards on Overnight Index Swap (OIS) 'multi-currency swaps' or ‘cross-currency swaps’
InterestRate:OIS:SingleCurrency	FpML	Overnight Index Swap (OIS) 'single currency swaps' and futures/forwards on Overnight Index Swap (OIS) 'single currency swaps'
InterestRate:Option	FpML	IR options
InterestRate:Other	FpML	Other Interest Rate Derivatives
InterestRate:Swaption	FpML	Swaptions

5.103 eventStatusScheme

Scheme Definition:

Status of the set of payments once the matching process is performed.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/event-status-1-1
Location URL: http://www.fpml.org/coding-scheme/event-status-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/event-status
Version: 1-1
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
Alleged	FpML	No corresponding payment (or set of payments) was found in "your" submitted sets.
Cancelled	FpML	One or the other side's values were cancelled.
Matched	FpML	Both sides have the same payment (or set of payments) information within matching policies.
Mismatched	FpML	Both sides have the same payment (or set of payments), but there are differences greater than the acceptable tolerance in the matching policies.
Unmatched	FpML	No corresponding payment (or set of payments) was found in the "other party's" submitted sets.

5.104 eventTypeScheme

Scheme Definition:

Contains a code representing an event type. This major version of the scheme introduces a simpler structure for describing reportable events in which the events against each trade are reported separately. The type of event is indicated by a structured code value. The first part of the code indicates the general action while subsequent parts provide the specific context. Some codes signal that the trade has reached an 'end of life' state where we not normally expect to see any further activity once any final settlements have occurred. This new event classification is associated with the Reporting Redesign Work available in FpML version 5.11 Recordkeeping View.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/event-type-2-1
Location URL: http://www.fpml.org/coding-scheme/event-type-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/event-type
Version: 2-1
Publication Date: 2023-06-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
Allocation	FpML	The Allocation code has been deprecated in favor of Inception:Allocation. The code is kept in FpML for backward compatibility purposes. Indicates that the trade results from an allocation.
Allocation:Full	FpML	The elimination of a trade through an allocation operation, as the entire size of the trade is allocated. (End of Life = Yes).
Allocation:Partial	FpML	The reduction in size of a trade caused by an allocaiton operation, as only part of the size of the trade is allocated. (End of Life = No).
Amendment	FpML	A negotiated change to the terms of a trade. (End of Life = No).
BasketChange	FpML	The BasketChange code has been deprecated in favor of Modification:BasketChange. The code is kept in FpML for backward compatibility purposes. Indicates that the trade was affected by a change to the composition of a basket that underlay it.
Cancel:BarrierStrike	FpML	The elimination of a trade that was cancelled because an observed rate or price crossed a pre-determined barrier (knock-out). (End of Life = Yes).
Cancel:Error	FpML	The elimination of a trade that was raised in error. (End of Life = Yes).
Cancel:Legal	FpML	The elimination of a trade that cancelled for legal reasons (e.g prohibited by law or regulation). (End of Life = Yes).
Cancel:Rebooking	FpML	The elimination of a trade because it was replaced by a corrected trade (via an Inception:Rebooking event). (End of Life = Yes).
Cancel:Withdrawal	FpML	The elimination of a trade that withdrawn from reporting from the reporting service. (End of Life = Yes).
Clear	FpML	The elimination of a trade because it was cleared via a central counterparty clearing house. (End of Life = Yes).
Clear:Netting	FpML	The elimination of a trade by the netting of cleared trades in a clearing house. (End of Life = Yes).
Cleared	FpML	The Cleared code has been deprecated in favor of Clear. The code is kept in FpML for backward compatibility purposes. Indicates that the trade is the result of a clearing operation. Applies in the context of an alpha trade.
Clearing	FpML	The Clearing code has been deprecated in favor of Clear. The code is kept in FpML for backward compatibility purposes. Indicates that the trade is the result of a clearing operation. Applies in the context of a beta or gamma trade.
Compression	FpML	The elimination of a trade because it was replaced in a portfolio compression operation (via an Inception:Compression event). (End of Life = Yes).
CorporateAction	FpML	The CorporateAction code has been deprecated in favor of Modification:CorporateAction. The code is kept in FpML for backward compatibility purposes. Indicates that the trade experienced a corporate action (e.g., strategic restructuring, renaming, merger, acquisition).
Exercise	FpML	The Exercise code has been deprecated in favor of Inception:Exercise. The code is kept in FpML for backward compatibility purposes. Indicates that the trade results from an exercise event or experienced an exercise.
Exercise:Full	FpML	The elimination of a trade because it was a fully exercised option (possibly via an Inception:Exercise event if physically settled). (End of Life = Yes).
Exercise:Partial	FpML	The reduction in size of a trade because it is an option that was partially exercised (possibly via an Inception:Exercise event if physically settled). (End of Life = No).
Expiration	FpML	The Expiration code has been deprecated in favor of Expiry. The code is kept in FpML for backward compatibility purposes. Indicates that the option in the trade expired worthless.
Expiry	FpML	The elimination of a trade because it was an option that expired without being exercised. (End of Life = Yes).
Inception:Allocation	FpML	The creation of a trade as an allocation of another trade. (End of Life = No).
Inception:Clear	FpML	The creation of a trade through a clearing operation. (This trade will have a central counterparty clearinghouse as one counterparty). (End of Life = No).
Inception:Compression	FpML	The creation of a trade through a portfolio compression operation. (End of Life = No).
Inception:Exercise	FpML	The creation of a trade through an exercise of a physically settled option. (End of Life = No).
Inception:Netting	FpML	The creation of a trade by the netting of cleared trades in a clearing house. (End of Life = No).
Inception:NewTrade	FpML	The creation of a trade through a new, standalone trade. (End of Life = No).
Inception:Novation	FpML	The creation of a trade through the novation of another trade, in which the counterparty iss assigned to another party. (End of Life = No).
Inception:Rebooking	FpML	The creation of a trade because of the cancellation and rebooking of another trade. (End of Life = No).
Increase	FpML	The negotiated modification of a trade in which it size (notional, number of option, volume, etc.) is increased. (End of Life = No).
IndexChange	FpML	The IndexChange code has been deprecated in favor of Modification:IndexChange. The code is kept in FpML for backward compatibility purposes. Indicates that the trade was affected by an external change to a published index.
Maturity	FpML	The elimination of a trade because all of its terms have been satisfied due to the passage of time. (End of Life = Yes).
Modification:BarrierStrike	FpML	A change in terms of the trade because an observed rate or price crossed a predetermined barrier (e.g. knock-in, partial knock-out, etc.) (End of Life = No).
Modification:BasketChange	FpML	A change in terms of the trade caused by a change to the composition of a basket that underlay it. (End of Life = No).
Modification:CorporateAction	FpML	A change in terms of the trade caused by a corporate action (e.g. merger, acquisition, name change, strategic restructuring). (End of Life = No).
Modification:CreditEvent	FpML	A reduction in the size of a trade caused by a credit event experienced by an underlying reference entity. (End of Life = No).
Modification:IndexChange	FpML	A change in terms of the trade caused by a change to an index (renaming, discontinuation, etc.). (End of Life = No).
Modification:Legal	FpML	A change in the terms of the trade caused by a legally mandated change (e.g. act of government). (End of Life = No).
Modification:Netting	FpML	The modification of a trade by the netting of cleared trades in a clearing house. (End of Life = No).
Modification:Other	FpML	A non-negotiated change to the terms of the trade caused by unspecified reasons. (End of Life = No).
Modification:Reset	FpML	A change in the terms of the trade, such as its notional, caused by a resetting event, generally the observation of a rate or price. (End of Life = No).
Novation	FpML	The Novation code has been deprecated in favor of Novation:Full, Novation:Full:StepOut or Novation:Partial. The code is kept in FpML for backward compatibility purposes. Indicates that the trade was novated (transferred fully or in part to another counterparty).
Novation:Full	FpML	The elimination of a trade through a novation operation, in which the counterparty is assigned to another party. (End of Life = No).
Novation:Full:StepOut	FpML	The elimination of a trade through a novation operation, in which the risk-taking party must change legal entities due to reassignment of the counterparty. (End of Life = Yes).
Novation:Partial	FpML	The reduction in size of a trade caused by a novation operation, in which which some of the size of the trade is assigned to another counterparty. (End of Life = No).
Regulatory:Change	FpML	The resubmission of a trade because its regulatory reportability has changed (e.g. now reportable to another regulator, or no longer reportable to a certain regulator). This event is not considered a trade lifecycle event. (End of Life = No).
Reset	FpML	The Reset code has been deprecated in favor of Modification:Reset. The code is kept in FpML for backward compatibility purposes. Indicates that the trade's terms, such as notional, were changed by a resetting event (for example an equity swap reset, or an fx-linked notional swap reset).
Termination:Full	FpML	The elimination of a trade caused by a negotiated agreement between the two parties, generally involving a payment from one party to the other. (End of Life = Yes).
Termination:Partial	FpML	The reduction in size (notional, number of options, volume, etc.) of a trade caused by a negotiated agreement between the two parties, generally involving a payment from one party to the other. (End of Life = No).
Trade	FpML	The Trade code has been deprecated in favor of Inception:NewTrade. The code is kept in FpML for backward compatibility purposes. Indicates that the trade or trade package is the result of a new trading activity.
Valuation	FpML	The Valuation code has been deprecated. The code is kept in FpML for backward compatibility purposes. Indicates that the trade is being reported to update its valuation.
Withdrawal	FpML	The Withdrawal code has been deprecated in favor of Cancel:Withdrawal. The code is kept in FpML for backward compatibility purposes. Indicates that the trade was withdrawn from the reporting service.

5.105 exchangeDateScheme

Scheme Definition:

Defines the alternate meaning for Exchange Date as specified in Paragraph 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/exchange-date-2-0
Location URL: http://www.fpml.org/coding-scheme/exchange-date-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/exchange-date
Version: 2-0
Publication Date: 2015-01-20

Coding Scheme

CODE	SOURCE	DESCRIPTION
T	FpML	The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than the date on which the Transferee receives the New Credit Support (the "Exchange Date").
T+2	FpML	The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than Two Settlement Days following the date on which the Transferee receives the New Credit Support (the "Exchange Date").
T+3	FpML	The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than Three Settlement Days following the date on which the Transferee receives the New Credit Support (the "Exchange Date").
T+4	FpML	The Transferee will be obliged to transfer to the Transferor IA Equivalent Credit Support in respect of the Original Credit Support no later than four Settlement Days following the date on which the Transferee receives the New Credit Support (the "Exchange Date").

5.106 executionTypeScheme

Scheme Definition:

Contains a code representing a trade could be executed (ie. how a legally enforceable contract could be agreed, as per CFTC's 17 CFR Part 43.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/execution-type-1-0
Location URL: http://www.fpml.org/coding-scheme/execution-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/execution-type
Version: 1-0
Publication Date: 2011-06-24

Coding Scheme

CODE	SOURCE	DESCRIPTION
Electronic	FpML	Execution via electronic execution facility, derivatives contract market, or other electronic message such as an instant message.
Voice	FpML	Execution via a spoken agreement, for example over a telephone call.
Written	FpML	Execution via a written document.

5.107 executionVenueTypeScheme

Scheme Definition:

Contains a code representing the type of venue where a trade could be executed.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/execution-venue-type-1-2
Location URL: http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/execution-venue-type
Version: 1-2
Publication Date: 2015-06-24

Coding Scheme

CODE	SOURCE	DESCRIPTION
DCM	FpML	Registered Designated Contract Market.
ETP	FpML	Electronic Trading Platform as defined in the Japanese Financial Instruments and Exchange Act.
MTF	FpML	Registered Multilateral Trading Facility (MiFID and MiFID II) - Pursuant to MiFID II, refers to a multilateral system operated by an investment firm or market operator, which brings together multiple third-party buying and selling interests in financial instruments in the system, in accordance with non-discretionary rules, in a way that results in a contract in accordance with the provisions of Title II of the MiFID II.
OffFacility	FpML	Bilateral execution between counterparties not pursuant to the rules of a SEF or DCM.
OTF	FpML	Organised Trading Facility (MiFID II). A multilateral system which is not a regulated market or MTF and in which multiple third party buying and selling interests in bonds, structured finance product, emissions allowances or derivatives are able to interact in the system in a way which results in a contract.
SEF	FpML	Registered Swaps Execution Facility.

5.108 exerciseStyleScheme

Scheme Definition:

Option Exercise Style.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/generic-exercise-style-1-1
Location URL: http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/generic-exercise-style
Version: 1-1
Publication Date: 2015-10-16

Coding Scheme

CODE	SOURCE	DESCRIPTION
American	FpML	Option can be exercised on any date between a commencement date and an expiration date.
Bermuda	FpML	Option can be exercised on a specific set of exercise dates.
European	FpML	Option can be exercised once on a specified expiration date.

5.109 exposureTypeScheme

Scheme Definition:

Contains a code representing the type of exposure.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/exposure-type-1-0
Location URL: http://www.fpml.org/coding-scheme/exposure-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/exposure-type
Version: 1-0
Publication Date: 2011-06-10

Coding Scheme

CODE	SOURCE	DESCRIPTION
IndexOrBasket	FpML	Risk that is a component of an overall index or multi-commodity/multi-asset basket.
Other	FpML	Risk with no special or mitigating characteristics.
TwoComponentIntercommoditySpread	FpML	Risk generated by a trade based on a spread between two commodities.
TwoComponentLocationalBasis	FpML	Risk generated by a trade based on a basis between a single commodity at different delivery locations.

5.110 facilityFeatureScheme

Scheme Definition:

Various features associated with a given facility.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/facility-feature-1-1
Location URL: http://www.fpml.org/coding-scheme/facility-feature-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/facility-feature
Version: 1-1
Publication Date: 2019-10-31

Coding Scheme

CODE	SOURCE	DESCRIPTION
ABL	FpML	Asset -Based Loan (ABL): a loan that is secured by specific assets (typically receivables or inventory) an made on the basis of a borrowing formula (borrowing base) that reflects a percentage of the value of such assets.
Acquisition	FpML	A specific type of loan that typically cannot be reborrowed. Funds can be drawn down from the line of credit only for a specific period of time and only to purchase specified assets.
Add-On	FpML	An increase to an existing facility.
Advance	FpML	An individual borrowing under a credit facility.
BankersAcceptance	FpML	A promised future payment, or time draft, which is accepted and guaranteed by a bank and drawn on a deposit at the bank. The banker's acceptance specifies the amount of money, the date, and the person to which the payment is due. After acceptance, the draft becomes an unconditional liability of the bank. But the holder of the draft can sell (exchange) it for cash at a discount to a buyer who is willing to wait until the maturity date for the funds in the deposit.
Bridge	FpML	A Credit Facility pursuant to which Lenders make Bridge Loans which are short-term loans (generally maturing in one year) that typically (although not always) are not intended to be funded. The purpose of the Bridge Loan is to provide a bidder with a committed financing in the context of an action for a business in case the Notes offering contemplated as part of the acquisition financing cannot be consummated prior to the consumption of the acquisition (i.e., to "bridge" the gap in financing). Traditionally, Bridge Loans are used by Financial Buyers (Sponsors) in auction situations, but corporate buyers also sometimes use Bridge Loans to finance acquisitions.
Capex	FpML	A facility whose loans are used to fund capital expenditures which are defined as any expenditure in respect of a capital asset of the borrower, i.e., an expenditure that does not flow through the borrower's income statement.
DIP	FpML	Debtor-In-Possession (DIP Loan Facility: A credit agreement entered into by a borrower during the course of its Chapter 11 bankruptcy case, which is secured and has priority over existing debt and other claims.
Exit	FpML	Financing that takes place when a debtor is ready to confirm a plan and exit Bankruptcy. It is through Exit Financing that the debtor is able to fund its plan of reorganization. In most, if not all, plans of reorganization, Exit Financing is required to be available before a debtor can reach the effective date for its plan.
Extended	FpML	Credit Facility that is extended beyond its original maturity date. When all or a portion of the initial facilitiy remains and is not extended, the extended portion becomes a new facility.
Guarantee	FpML	A Guarantor's agreement to purchase or otherwise become contingently liable for the debts or other obligations of another entity. With respect to a group of companies guarantees can be "upstream" (a subsidiary guaranteeing debt of its parent), "cross-stream" (a subsidiary guaranteeing debt of a "sister" company, where both are ultimately owned by the same parent) and "downstream" (a parent guaranteeing debt of a subsidiary).
Incremental	FpML	A post-Closing addition to an existing Credit Facility on substantially the same terms as the existing Credit Facility, typically used to finance acquisitions, investments or even dividends. The existing Lenders do not precommit to provide the Incremental Facility, but do pre-approve the incremental leverage. At the time the Borrower desires to add on to the existing Credit Facility, it must seek new commitments from existing or new Lenders. Incremental Facility debt is additional Secured Debt that shares Collateral with the pre-existing First or Second Lien Debt.
Mezzanine	FpML	An unsecured debt instrument with certain equity-like characteristics. The Mezzanine component of a capital structure is subordinate in right of payment to Senior Debt and carries a coupon similar to high yield bonds. Mezzanine debt is often issued at the holdco level. Mezzanine debt often has equity features, frequently referred to as equity kickers, which may take the form of warrants that permit the holder to purchase equity at a preset price, or conversion features upon certain events (such as change of control). The combination of the debt coupon and the equity kicker gives Mezzanine investors a higher return than high yield bonds.
Non-Extended	FpML	Credit Facility that is not extended beyond its original maturity date.
PIK	FpML	"Payment in Kind" interest is a form of payment where the interest owed by the borrower is added to the principal amount owed to a lender. A separate PIK facility is comprised of this interest.
PIKToggle	FpML	An interest rate feature that gives the Borrower the option to pay all, half or none of the interest for any period (generally during a non-call period) in kind. Typically, an interest rate step up will apply to any portion of interest that is paid in kind. PIK Toggles are attractive to Borrowers because of the ability to "toggle" out of cash interest payments in times of a liquidity crunch - meaning if the Borrower is short on cash, it can stop making cash interest payments and just let the interest PIK.
Synthetic	FpML	Typically refers to letters of credit.
Unitranche	FpML	A hybrid loan facility structure that combines senior debt and subordinated debt into one facility bearing a blended interest rate. This type of financing is mainly aimed at middle market companies and used by private equity in leveraged buyouts.

5.111 financialMetricTypeScheme

Scheme Definition:

A structure used to uniquely identify a financial metric type, described by a scheme.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type
Version: 1-0
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
AccountsPayable	FpML	Indicates a financial metric type of accounts payable.
AccountsReceivable	FpML	Indicates a financial metric type of accounts receivable.
AccruedSalariesAndWages	FpML	Indicates a financial metric type of accrued salaries and wages.
CapitalExpenditures	FpML	Indicates a financial metric type of capital expenditures.
CashAndEquivalents	FpML	Indicates a financial metric type of cash and equivalents.
CommonStock	FpML	Indicates a financial metric type of common stock.
CurrentAssets	FpML	Indicates a financial metric type of current assets.
CurrentLiabilities	FpML	Indicates a financial metric type of current liabilities.
CurrentPortionOfLongTermDebt	FpML	Indicates a financial metric type of current portion of long term debt.
DeferredTaxes	FpML	Indicates a financial metric type of deferred taxes.
EBIT	FpML	Indicates a financial metric type of earnings before interest and taxes.
EBITD	FpML	Indicates a financial metric type of earnings before interest, taxes, and depreciation.
EBITDA	FpML	Indicates a financial metric type of earnings before interest, taxes, depreciation, and amortization.
EBITDAR	FpML	Indicates a financial metric type of earnings before interest, taxes, depreciation, amortization, and restructuring or rent costs.
FixedAssets	FpML	Indicates a financial metric type of fixed assets.
Inventory	FpML	Indicates a financial metric type of inventory.
LongTermInvestments	FpML	Indicates a financial metric type of long term investments.
LongTermLiabilities	FpML	Indicates a financial metric type of long term liabilities.
NetRevenue	FpML	Indicates a financial metric type of net revenue.
OperatingExpenses	FpML	Indicates a financial metric type of operating expenses.
OwnerEquity	FpML	Indicates a financial metric type of owner's equity.
PrepaidExpenses	FpML	Indicates a financial metric type of prepaid expenses.
PropertyPlantAndEquipment	FpML	Indicates a financial metric type of property, plant, and equipment.
RetainedEarnings	FpML	Indicates a financial metric type of ratings and earnings.
SellingGeneralAndAdministrativeExpenses	FpML	Indicates a financial metric type of selling, general, and administrative expenses.
ShortTermInvestments	FpML	Indicates a financial metric type of short term investments.
StockholderEquity	FpML	Indicates a financial metric type of stockholder's equity.
TaxesPayable	FpML	Indicates a financial metric type of taxes payable.
TotalAssets	FpML	Indicates a financial metric type of total assets.
TotalLiabilities	FpML	Indicates a financial metric type of total liabilities.
UnearnedRevenue	FpML	Indicates a financial metric type of unearned revenue.
WorkingCapital	FpML	Indicates a financial metric type of working capital.

5.112 floatingRateIndexScheme

Scheme Definition:

The FpML floating rate index codes contained in this document are based on the ISDA Floating Rate Options as published by ISDA in the 2021 ISDA Definitions, the 2006 ISDA Definitions, the Annex to the 2000 Definitions, Section 7.1. Rate Options, and other sources, including broker rates. The codes correspond to their respective ISDA FRO only in the context of a transaction incorporating the corresponding contractual definitions.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/floating-rate-index-3-10
Location URL: http://www.fpml.org/coding-scheme/floating-rate-index-3-10.xml
Canonical URI: http://www.fpml.org/coding-scheme/floating-rate-index
Version: 3-10
Publication Date: 2024-11-15
Status:

Coding Scheme

CODE	SOURCE	DESCRIPTION	(CALCULATION) METHOD	IN LOAN?
AED-EBOR-Reuters	ISDA	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.	OIS	NO
AED-EIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
AUD-AONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
AUD-AONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
AUD-AONIA-OIS-COMPOUND	ISDA	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.	OIS	NO
AUD-AONIA-OIS-COMPOUND-SwapMarker	ISDA	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.	OIS	NO
AUD-BBR-AUBBSW	ISDA	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.		NO
AUD-BBR-BBSW	ISDA	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.		NO
AUD-BBR-BBSW-Bloomberg	ISDA	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.		NO
AUD-BBR-BBSY (BID)	ISDA	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.		NO
AUD-BBR-ISDC	ISDA	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.		NO
AUD-BBSW	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
AUD-BBSW Quarterly Swap Rate ICAP	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
AUD-BBSW Semi Annual Swap Rate ICAP	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
AUD-BBSY Bid	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
AUD-LIBOR-BBA	ISDA	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.		NO
AUD-LIBOR-BBA-Bloomberg	ISDA	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.		NO
AUD-LIBOR-Reference Banks	ISDA	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.		NO
AUD-Quarterly Swap Rate-ICAP	ISDA	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.		NO
AUD-Quarterly Swap Rate-ICAP-Reference Banks	ISDA	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.		NO
AUD-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
AUD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks	ISDA	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.		NO
AUD-Semi-annual Swap Rate-ICAP	ISDA	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.		NO
AUD-Semi-Annual Swap Rate-ICAP-Reference Banks	ISDA	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.		NO
AUD-Swap Rate-Reuters	ISDA	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.		NO
BRL-CDI	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CAD-BA-CDOR	ISDA	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.		NO
CAD-BA-CDOR-Bloomberg	ISDA	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.		NO
CAD-BA-ISDD	ISDA	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.		NO
CAD-BA-Reference Banks	ISDA	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.		NO
CAD-BA-Reuters	ISDA	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.		NO
CAD-BA-Telerate	ISDA	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.		NO
CAD-CDOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CAD-CORRA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
CAD-CORRA CanDeal TMX Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
CAD-CORRA Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
CAD-CORRA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
CAD-CORRA-OIS-COMPOUND	ISDA	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.	OIS	NO
CAD-ISDA-Swap Rate	ISDA	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.		NO
CAD-LIBOR-BBA	ISDA	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.		NO
CAD-LIBOR-BBA-Bloomberg	ISDA	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.		NO
CAD-LIBOR-BBA-SwapMarker	ISDA	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.		NO
CAD-LIBOR-Reference Banks	ISDA	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.		NO
CAD-REPO-CORRA	ISDA	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.		NO
CAD-TBILL-ISDD	ISDA	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.		NO
CAD-TBILL-Reference Banks	ISDA	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.		NO
CAD-TBILL-Reuters	ISDA	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.		NO
CAD-TBILL-Telerate	ISDA	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.		NO
CHF USD-Basis Swaps-11:00-ICAP	ISDA	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.		NO
CHF-3M LIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
CHF-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP	ISDA	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.		NO
CHF-3M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg	ISDA	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.		NO
CHF-6M LIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP	ISDA	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.		NO
CHF-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg	ISDA	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.		NO
CHF-6M LIBORSWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
CHF-Annual Swap Rate	ISDA	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.		NO
CHF-Annual Swap Rate-11:00-ICAP	ISDA	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.		NO
CHF-Annual Swap Rate-Reference Banks	ISDA	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.		NO
CHF-Basis Swap-3m vs 6m-LIBOR-11:00-ICAP	ISDA	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.		NO
CHF-ISDAFIX-Swap Rate	ISDA	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.		NO
CHF-LIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CHF-LIBOR-BBA	ISDA	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.		NO
CHF-LIBOR-BBA-Bloomberg	ISDA	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.		NO
CHF-LIBOR-ISDA	ISDA	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.		NO
CHF-LIBOR-Reference Banks	ISDA	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.		NO
CHF-OIS-11:00-ICAP	ISDA	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.	OIS	NO
CHF-SARON	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
CHF-SARON Average 12M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Average 1M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Average 1W	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Average 2M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Average 3M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Average 6M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Average 9M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
CHF-SARON-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
CHF-SARON-OIS-COMPOUND	ISDA	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.	OIS	NO
CHF-TOIS-OIS-COMPOUND	ISDA	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.	OIS	NO
CL-CLICP-Bloomberg	ISDA	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.		NO
CLP-ICP	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CLP-TNA	EMTA-ISDA	Refers to the Indice Camara Promedio ("ICP") rate for Chilean Pesos which, for a Reset Date, is determined and published by the Asociacion de Bancos e Instituciones Financieras de Chile A.G. ("ABIF") in accordance with the "Reglamento Indice de Camara Promedio" of the ABIF as published in the Diario Oficial de la Republica de Chile (the "ICP Rules") and which is reported on the ABIF website by not later than 10:00 a.m., Santiago time, on that Reset Date.		NO
CNH-HIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CNH-HIBOR-Reference Banks	ISDA	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.		NO
CNH-HIBOR-TMA	ISDA	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.		NO
CNY 7-Repo Compounding Date	ISDA	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.		NO
CNY-CNREPOFIX=CFXS-Reuters	ISDA	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.		NO
CNY-Deposit Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CNY-Fixing Repo Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CNY-LPR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CNY-PBOCB-Reuters	ISDA	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.		NO
CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION	ISDA	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.		NO
CNY-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION-Reference Banks	ISDA	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.		NO
CNY-Quarterly 7D Repo NDS Rate Tradition	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
CNY-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
CNY-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
CNY-SHIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CNY-SHIBOR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
CNY-Shibor-OIS-Compounding	ISDA	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.	OIS	NO
CNY-SHIBOR-Reuters	ISDA	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..		NO
COP-IBR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
COP-IBR-OIS-COMPOUND	ISDA	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.	OIS	NO
CZK-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
CZK-Annual Swap Rate-Reference Banks	ISDA	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.		NO
CZK-CZEONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CZK-CZEONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
CZK-PRIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
CZK-PRIBOR-PRBO	ISDA	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.		NO
CZK-PRIBOR-Reference Banks	ISDA	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.		NO
DKK-CIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
DKK-CIBOR-DKNA13	ISDA	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.		NO
DKK-CIBOR-DKNA13-Bloomberg	ISDA	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.		NO
DKK-CIBOR-Reference Banks	ISDA	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.		NO
DKK-CIBOR2	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
DKK-CIBOR2-Bloomberg	ISDA	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.		NO
DKK-CIBOR2-DKNA13	ISDA	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.		NO
DKK-CITA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
DKK-CITA-DKNA14-COMPOUND	ISDA	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.		NO
DKK-DESTR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
DKK-DESTR Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
DKK-DESTR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
DKK-DKKOIS-OIS-COMPOUND	ISDA	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.	OIS	NO
DKK-Tom Next-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
EUR Basis Swap-EONIA vs 3m EUR+IBOR Swap Rates-A/360-10:00-ICAP	ISDA	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.		NO
EUR EURIBOR-Annual Bond Swap vs 1m-11:00-ICAP	ISDA	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.		NO
EUR EURIBOR-Basis Swap-1m vs 3m-Euribor-11:00-ICAP	ISDA	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.		NO
EUR EURIBOR-Basis Swap-3m vs 6m-11:00-ICAP	ISDA	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.		NO
EUR USD-Basis Swaps-11:00-ICAP	ISDA	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.		NO
EUR-3M EURIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
EUR-3M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP	ISDA	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.		NO
EUR-3M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg	ISDA	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.		NO
EUR-6M EURIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
EUR-6M EURIBOR SWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP	ISDA	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.		NO
EUR-6M EURIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg	ISDA	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.		NO
EUR-Annual Swap Rate-10:00	ISDA	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.		NO
EUR-Annual Swap Rate-10:00-BGCANTOR	ISDA	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.		NO
EUR-Annual Swap Rate-10:00-Bloomberg	ISDA	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.		NO
EUR-Annual Swap Rate-10:00-ICAP	ISDA	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.		NO
EUR-Annual Swap Rate-10:00-SwapMarker	ISDA	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.		NO
EUR-Annual Swap Rate-10:00-TRADITION	ISDA	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.		NO
EUR-Annual Swap Rate-11:00	ISDA	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.		NO
EUR-Annual Swap Rate-11:00-Bloomberg	ISDA	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.		NO
EUR-Annual Swap Rate-11:00-ICAP	ISDA	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.		NO
EUR-Annual Swap Rate-11:00-SwapMarker	ISDA	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.		NO
EUR-Annual Swap Rate-3 Month	ISDA	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.		NO
EUR-Annual Swap Rate-3 Month-SwapMarker	ISDA	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.		NO
EUR-Annual Swap Rate-4:15-TRADITION	ISDA	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.		NO
EUR-Annual Swap Rate-Reference Banks	ISDA	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.		NO
EUR-CNO TEC10	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
EUR-EONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
EUR-EONIA-AVERAGE	ISDA	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.		NO
EUR-EONIA-Average	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
EUR-EONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
EUR-EONIA-OIS-10:00-BGCANTOR	ISDA	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.	OIS	NO
EUR-EONIA-OIS-10:00-ICAP	ISDA	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.	OIS	NO
EUR-EONIA-OIS-10:00-TRADITION	ISDA	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.	OIS	NO
EUR-EONIA-OIS-11:00-ICAP	ISDA	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.	OIS	NO
EUR-EONIA-OIS-4:15-TRADITION	ISDA	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.	OIS	NO
EUR-EONIA-OIS-COMPOUND	ISDA	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.	OIS	NO
EUR-EONIA-OIS-COMPOUND-Bloomberg	ISDA	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.	OIS	NO
EUR-EONIA-Swap-Index	ISDA	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.		NO
EUR-EURIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
EUR-EURIBOR ICE Swap Rate-11:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
EUR-EURIBOR ICE Swap Rate-12:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
EUR-EURIBOR-Act/365	ISDA	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.		NO
EUR-EURIBOR-Act/365-Bloomberg	ISDA	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.		NO
EUR-EURIBOR-Reference Banks	ISDA	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.		NO
EUR-EURIBOR-Reuters	ISDA	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.		NO
EUR-EURIBOR-Telerate	ISDA	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.		NO
EUR-EURONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
EUR-EURONIA-OIS-COMPOUND	ISDA	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.	OIS	NO
EUR-EuroSTR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
EUR-EuroSTR Average 12M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
EUR-EuroSTR Average 1M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
EUR-EuroSTR Average 1W	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
EUR-EuroSTR Average 3M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
EUR-EuroSTR Average 6M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
EUR-EuroSTR Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
EUR-EuroSTR FTSE Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
EUR-EuroSTR ICE Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
EUR-EuroSTR ICE Compounded Index 0 Floor	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
EUR-EuroSTR ICE Compounded Index 0 Floor 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
EUR-EuroSTR ICE Compounded Index 0 Floor 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
EUR-EuroSTR ICE Compounded Index 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
EUR-EuroSTR ICE Compounded Index 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
EUR-EuroSTR ICE Swap Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
EUR-EuroSTR Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
EUR-EuroSTR-COMPOUND	ISDA	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.	OIS	YES
EUR-EuroSTR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
EUR-ISDA-EURIBOR Swap Rate-11:00	ISDA	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.		NO
EUR-ISDA-EURIBOR Swap Rate-12:00	ISDA	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.		NO
EUR-ISDA-LIBOR Swap Rate-10:00	ISDA	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.		NO
EUR-ISDA-LIBOR Swap Rate-11:00	ISDA	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.		NO
EUR-LIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
EUR-LIBOR-BBA	ISDA	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.		NO
EUR-LIBOR-BBA-Bloomberg	ISDA	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.		NO
EUR-LIBOR-Reference Banks	ISDA	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.		NO
EUR-TAM-CDC	ISDA	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.		NO
EUR-TEC10-CNO	ISDA	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.		NO
EUR-TEC10-CNO-SwapMarker	ISDA	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.		NO
EUR-TEC10-Reference Banks	ISDA	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.		NO
EUR-TEC5-CNO	ISDA	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.		NO
EUR-TEC5-CNO-SwapMarker	ISDA	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.		NO
EUR-TEC5-Reference Banks	ISDA	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.		NO
EUR-TMM-CDC-COMPOUND	ISDA	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.		NO
GBP USD-Basis Swaps-11:00-ICAP	ISDA	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.		NO
GBP-6M LIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
GBP-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP	ISDA	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.		NO
GBP-6M LIBOR SWAP-EUREX vs LCH-ICAP-Bloomberg	ISDA	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.		NO
GBP-ISDA-Swap Rate	ISDA	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.		NO
GBP-LIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
GBP-LIBOR ICE Swap Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
GBP-LIBOR-BBA	ISDA	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.		NO
GBP-LIBOR-BBA-Bloomberg	ISDA	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.		NO
GBP-LIBOR-ISDA	ISDA	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.		NO
GBP-LIBOR-Reference Banks	ISDA	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.		NO
GBP-RONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
GBP-RONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
GBP-Semi Annual Swap Rate-11:00-TRADITION	ISDA	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.		NO
GBP-Semi Annual Swap Rate-4:15-TRADITION	ISDA	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.		NO
GBP-Semi-Annual Swap Rate	ISDA	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.		NO
GBP-Semi-Annual Swap Rate-11:00-ICAP	ISDA	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.		NO
GBP-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
GBP-Semi-Annual Swap Rate-SwapMarker26	ISDA	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.		NO
GBP-SONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
GBP-SONIA Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
GBP-SONIA FTSE Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
GBP-SONIA ICE Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
GBP-SONIA ICE Compounded Index 0 Floor	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
GBP-SONIA ICE Compounded Index 0 Floor 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
GBP-SONIA ICE Compounded Index 0 Floor 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
GBP-SONIA ICE Compounded Index 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
GBP-SONIA ICE Compounded Index 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
GBP-SONIA ICE Swap Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
GBP-SONIA ICE Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
GBP-SONIA Swap Rate	ISDA	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.		NO
GBP-SONIA-COMPOUND	ISDA	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.	OIS	NO
GBP-SONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
GBP-SONIA-OIS-11:00-ICAP	ISDA	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.	OIS	NO
GBP-SONIA-OIS-11:00-TRADITION	ISDA	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.	OIS	NO
GBP-SONIA-OIS-4:15-TRADITION	ISDA	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.	OIS	NO
GBP-UK Base Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
GBP-WMBA-RONIA-COMPOUND	ISDA	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.	OIS	NO
GBP-WMBA-SONIA-COMPOUND	ISDA	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.	OIS	NO
GRD-ATHIBOR-ATHIBOR	ISDA	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.		NO
GRD-ATHIBOR-Reference Banks	ISDA	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.		NO
GRD-ATHIBOR-Telerate	ISDA	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.		NO
GRD-ATHIMID-Reference Banks	ISDA	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.		NO
GRD-ATHIMID-Reuters	ISDA	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.		NO
HKD-HIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
HKD-HIBOR-HIBOR-Bloomberg	ISDA	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.		NO
HKD-HIBOR-HIBOR=	ISDA	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.		NO
HKD-HIBOR-HKAB	ISDA	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.		NO
HKD-HIBOR-HKAB-Bloomberg	ISDA	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.		NO
HKD-HIBOR-ISDC	ISDA	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.		NO
HKD-HIBOR-Reference Banks	ISDA	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.		NO
HKD-HONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
HKD-HONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
HKD-HONIX-OIS-COMPOUND	ISDA	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.	OIS	NO
HKD-ISDA-Swap Rate-11:00	ISDA	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.		NO
HKD-ISDA-Swap Rate-4:00	ISDA	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.		NO
HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
HKD-Quarterly-Annual Swap Rate-11:00-TRADITION	ISDA	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.		NO
HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR	ISDA	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.		NO
HKD-Quarterly-Annual Swap Rate-Reference Banks	ISDA	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.		NO
HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP	ISDA	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.		NO
HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP	ISDA	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.		NO
HKD-Quarterly-Quarterly Swap Rate-Reference Banks	ISDA	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.		NO
HUF-BUBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
HUF-BUBOR-Reference Banks	ISDA	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.		NO
HUF-BUBOR-Reuters	ISDA	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.		NO
HUF-HUFONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
HUF-HUFONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding
IDR-IDMA-Bloomberg	ISDA	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.		NO
IDR-IDRFIX	ISDA	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.		YES
IDR-INDONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
IDR-INDONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
IDR-JIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
IDR-JIBOR-Reuters	ISDA	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.		NO
IDR-SBI-Reuters	ISDA	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.		NO
IDR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon	ISDA	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.		NO
IDR-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
IDR-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
IDR-SOR-Reference Banks	ISDA	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.		NO
IDR-SOR-Reuters	ISDA	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.		NO
IDR-SOR-Telerate	ISDA	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.		NO
ILS-SHIR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
ILS-SHIR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding
ILS-TELBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
ILS-TELBOR-Reference Banks	ISDA	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.		NO
ILS-TELBOR01-Reuters	ISDA	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.		NO
INR-BMK	ISDA	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.		NO
INR-CMT	ISDA	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.		NO
INR-FBIL-MIBOR-OIS-COMPOUND	ISDA	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.	OIS	NO
INR-INBMK-REUTERS	ISDA	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.		NO
INR-MIBOR OIS	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
INR-MIBOR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
INR-MIBOR-OIS-COMPOUND	ISDA	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.	OIS	NO
INR-MIFOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
INR-MIOIS	ISDA	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.	OIS	NO
INR-MITOR-OIS-COMPOUND	ISDA	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.	OIS	NO
INR-Modified MIFOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
INR-Reference Banks	ISDA	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.		NO
INR-Semi Annual Swap Rate-Non-deliverable-16:00-Tullett Prebon	ISDA	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.		NO
INR-Semi-Annual Swap Rate-11:30-BGCANTOR	ISDA	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.		NO
INR-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
ISK-REIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
ISK-REIBOR-Reference Banks	ISDA	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.		NO
ISK-REIBOR-Reuters	ISDA	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.		NO
JPY USD-Basis Swaps-11:00-ICAP	ISDA	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.		NO
JPY-Annual Swap Rate-11:00-TRADITION	ISDA	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.		NO
JPY-Annual Swap Rate-3:00-TRADITION	ISDA	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.		NO
JPY-BBSF-Bloomberg-10:00	ISDA	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.		NO
JPY-BBSF-Bloomberg-15:00	ISDA	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.		NO
JPY-Euroyen TIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
JPY-ISDA-Swap Rate-10:00	ISDA	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.		NO
JPY-ISDA-Swap Rate-15:00	ISDA	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.		NO
JPY-LIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
JPY-LIBOR TSR-10:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
JPY-LIBOR TSR-15:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
JPY-LIBOR-BBA	ISDA	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.		NO
JPY-LIBOR-BBA-Bloomberg	ISDA	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.		NO
JPY-LIBOR-FRASETT	ISDA	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.		NO
JPY-LIBOR-ISDA	ISDA	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.		NO
JPY-LIBOR-Reference Banks	ISDA	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.		NO
JPY-LTPR MHBK	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
JPY-LTPR-MHCB	ISDA	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.		NO
JPY-LTPR-TBC	ISDA	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.		NO
JPY-MUTANCALL-TONAR	ISDA	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.		NO
JPY-OIS-11:00-ICAP	ISDA	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.	OIS	NO
JPY-OIS-11:00-TRADITION	ISDA	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.	OIS	NO
JPY-OIS-3:00-TRADITION	ISDA	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.	OIS	NO
JPY-Quoting Banks-LIBOR	ISDA	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.		NO
JPY-STPR-Quoting Banks	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
JPY-TIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
JPY-TIBOR-17096	ISDA	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.		NO
JPY-TIBOR-17097	ISDA	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.		NO
JPY-TIBOR-DTIBOR01	ISDA	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.		NO
JPY-TIBOR-TIBM	ISDA	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.		NO
JPY-TIBOR-TIBM (10 Banks)	ISDA	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.		NO
JPY-TIBOR-TIBM (5 Banks)	ISDA	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.		NO
JPY-TIBOR-TIBM (All Banks)	ISDA	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.		NO
JPY-TIBOR-TIBM (All Banks)-Bloomberg	ISDA	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.		NO
JPY-TIBOR-TIBM-Reference Banks	ISDA	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.		NO
JPY-TIBOR-ZTIBOR	ISDA	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.		NO
JPY-TONA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
JPY-TONA Average 180D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
JPY-TONA Average 30D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
JPY-TONA Average 90D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
JPY-TONA Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
JPY-TONA ICE Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA ICE Compounded Index 0 Floor	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA ICE Compounded Index 0 Floor 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA ICE Compounded Index 0 Floor 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA ICE Compounded Index 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA ICE Compounded Index 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA TSR-10:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA TSR-15:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
JPY-TONA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
JPY-TONA-OIS-COMPOUND	ISDA	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.	OIS	NO
JPY-TORF QUICK	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
JPY-TSR-Reference Banks	ISDA	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.		NO
JPY-TSR-Reuters-10:00	ISDA	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.		NO
JPY-TSR-Reuters-15:00	ISDA	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.		NO
JPY-TSR-Telerate-10:00	ISDA	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.		NO
JPY-TSR-Telerate-15:00	ISDA	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.		NO
KRW-Bond-3222	ISDA	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.		NO
KRW-CD 91D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
KRW-CD-3220	ISDA	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.		NO
KRW-CD-KSDA-Bloomberg	ISDA	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.		NO
KRW-KOFR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
KRW-KOFR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding
KRW-Quarterly Annual Swap Rate-3:30-ICAP	ISDA	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.		NO
MXN-TIIE	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
MXN-TIIE ON	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
MXN-TIIE ON-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
MXN-TIIE-Banxico	ISDA	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.		NO
MXN-TIIE-Banxico-Bloomberg	ISDA	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.		NO
MXN-TIIE-Banxico-Reference Banks	ISDA	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.		NO
MXN-TIIE-Reference Banks	ISDA	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.		NO
MYR-KLIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
MYR-KLIBOR-BNM	ISDA	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.		NO
MYR-KLIBOR-Reference Banks	ISDA	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.		NO
MYR-MYOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
MYR-MYOR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding
MYR-Quarterly Swap Rate-11:00-TRADITION	ISDA	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.		NO
MYR-Quarterly Swap Rate-TRADITION-Reference Banks	ISDA	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.		NO
NOK-NIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
NOK-NIBOR-NIBR	ISDA	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.		NO
NOK-NIBOR-NIBR-Bloomberg	ISDA	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.		NO
NOK-NIBOR-NIBR-Reference Banks	ISDA	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.		NO
NOK-NIBOR-OIBOR	ISDA	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.		NO
NOK-NIBOR-Reference Banks	ISDA	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.		NO
NOK-NOWA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
NOK-NOWA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS/OIS Compounding	NO
NZD-BBR-BID	ISDA	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.		NO
NZD-BBR-FRA	ISDA	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.		NO
NZD-BBR-ISDC	ISDA	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.		NO
NZD-BBR-Reference Banks	ISDA	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.		NO
NZD-BBR-Telerate	ISDA	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.		NO
NZD-BKBM Bid	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
NZD-BKBM FRA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
NZD-BKBM FRA Swap Rate ICAP	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
NZD-NZIONA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
NZD-NZIONA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
NZD-NZIONA-OIS-COMPOUND	ISDA	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.	OIS	NO
NZD-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
NZD-Semi-Annual Swap Rate-BGCANTOR-Reference Banks	ISDA	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.		NO
NZD-Swap Rate-ICAP	ISDA	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.		NO
NZD-Swap Rate-ICAP-Reference Banks	ISDA	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.		NO
PHP-ORR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
PHP-PHIREF	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
PHP-PHIREF-BAP	ISDA	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.		NO
PHP-PHIREF-Bloomberg	ISDA	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.		NO
PHP-PHIREF-Reference Banks	ISDA	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.		NO
PHP-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
PHP-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
PLN-POLONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
PLN-POLONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
PLN-POLONIA-OIS-COMPOUND	ISDA	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.	OIS	NO
PLN-WIBID	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
PLN-WIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
PLN-WIBOR-Reference Banks	ISDA	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.		NO
PLN-WIBOR-WIBO	ISDA	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.		NO
PLN-WIRON	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
PLN-WIRON-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding
PLZ-WIBOR-Reference Banks	ISDA	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.		NO
PLZ-WIBOR-WIBO	ISDA	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.		NO
REPOFUNDS RATE-FRANCE-OIS-COMPOUND	ISDA	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.	OIS	NO
REPOFUNDS RATE-GERMANY-OIS-COMPOUND	ISDA	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.	OIS	NO
REPOFUNDS RATE-ITALY-OIS-COMPOUND	ISDA	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.	OIS	NO
RON-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
RON-Annual Swap Rate-Reference Banks	ISDA	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.		NO
RON-RBOR-Reuters	ISDA	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.		NO
RON-ROBID	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
RON-ROBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
RUB-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
RUB-Annual Swap Rate-12:45-TRADITION	ISDA	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.		NO
RUB-Annual Swap Rate-4:15-TRADITION	ISDA	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.		NO
RUB-Annual Swap Rate-Reference Banks	ISDA	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.		NO
RUB-Annual Swap Rate-TRADITION-Reference Banks	ISDA	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.		NO
RUB-Key Rate CBRF	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
RUB-MosPrime	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
RUB-MOSPRIME-NFEA	ISDA	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.		NO
RUB-MOSPRIME-Reference Banks	ISDA	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.		NO
RUB-RUONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
RUB-RUONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
RUB-RUONIA-OIS-COMPOUND	ISDA	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.	OIS	NO
SAR-SAIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
SAR-SRIOR-Reference Banks	ISDA	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.		NO
SAR-SRIOR-SUAA	ISDA	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.		NO
SEK-Annual Swap Rate	ISDA	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.		NO
SEK-Annual Swap Rate-SESWFI	ISDA	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.		NO
SEK-SIOR-OIS-COMPOUND	ISDA	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.	OIS	NO
SEK-STIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
SEK-STIBOR-Bloomberg	ISDA	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.		NO
SEK-STIBOR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
SEK-STIBOR-Reference Banks	ISDA	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.		NO
SEK-STIBOR-SIDE	ISDA	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.		NO
SEK-SWESTR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR Average 1M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR Average 1W	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR Average 2M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR Average 3M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR Average 6M	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
SEK-SWESTR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.	OIS/OIS Compounding
SGD-Semi-Annual Currency Basis Swap Rate-11:00-Tullett Prebon	ISDA	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.		NO
SGD-Semi-Annual Currency Basis Swap Rate-16:00-Tullett Prebon	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-11.00-TRADITION	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-11:00-Tullett Prebon	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-16:00-Tullett Prebon	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-ICAP	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-ICAP-Reference Banks	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
SGD-Semi-Annual Swap Rate-TRADITION-Reference Banks	ISDA	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.		NO
SGD-SIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
SGD-SIBOR-Reference Banks	ISDA	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.		NO
SGD-SIBOR-Reuters	ISDA	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.		NO
SGD-SIBOR-Telerate	ISDA	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.		NO
SGD-SONAR-OIS-COMPOUND	ISDA	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.	OIS	NO
SGD-SONAR-OIS-VWAP-COMPOUND	ISDA	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.	OIS	NO
SGD-SOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
SGD-SOR-Reference Banks	ISDA	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.		NO
SGD-SOR-Reuters	ISDA	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.		NO
SGD-SOR-Telerate	ISDA	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.		NO
SGD-SOR-VWAP	ISDA	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.		NO
SGD-SOR-VWAP-Reference Banks	ISDA	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.		NO
SGD-SORA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
SGD-SORA-COMPOUND	ISDA	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.	OIS	NO
SGD-SORA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
SKK-BRIBOR-Bloomberg	ISDA	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.		NO
SKK-BRIBOR-BRBO	ISDA	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.		YES
SKK-BRIBOR-NBSK07	ISDA	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.		NO
SKK-BRIBOR-Reference Banks	ISDA	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.		NO
THB-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
THB-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
THB-SOR-Reference Banks	ISDA	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.		NO
THB-SOR-Reuters	ISDA	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.		NO
THB-SOR-Telerate	ISDA	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.		NO
THB-THBFIX	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
THB-THBFIX-Reference Banks	ISDA	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.		NO
THB-THBFIX-Reuters	ISDA	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.		NO
THB-THOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
THB-THOR-COMPOUND	ISDA	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.	OIS	NO
THB-THOR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
TRY Annual Swap Rate-11:00-TRADITION	ISDA	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.		NO
TRY-Annual Swap Rate-11:15-BGCANTOR	ISDA	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.		NO
TRY-Annual Swap Rate-Reference Banks	ISDA	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.		NO
TRY-Semi-Annual Swap Rate-TRADITION-Reference Banks	ISDA	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.		NO
TRY-TLREF	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
TRY-TLREF-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
TRY-TLREF-OIS-COMPOUND	ISDA	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.	OIS	NO
TRY-TRLIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
TRY-TRYIBOR-Reference Banks	ISDA	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.		NO
TRY-TRYIBOR-Reuters	ISDA	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.		NO
TWD-Quarterly-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
TWD-Quarterly-Annual Swap Rate-Reference Banks	ISDA	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.		NO
TWD-Reference Dealers	ISDA	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.		NO
TWD-Reuters-6165	ISDA	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.		NO
TWD-TAIBIR01	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
TWD-TAIBIR02	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
TWD-TAIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
TWD-TAIBOR-Bloomberg	ISDA	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.		NO
TWD-TAIBOR-Reuters	ISDA	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.		NO
TWD-Telerate-6165	ISDA	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.		NO
TWD-TWCPBA	ISDA	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.		NO
UK Base Rate	ISDA	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.		NO
USD Swap Rate-BCMP1	ISDA	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.		NO
USD Treasury Rate-BCMP1	ISDA	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.		NO
USD-3M LIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
USD-3M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
USD-6M LIBOR SWAP-CME vs LCH-ICAP	ISDA	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.		NO
USD-6M LIBOR SWAP-CME vs LCH-ICAP-Bloomberg	ISDA	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.		NO
USD-AMERIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-AMERIBOR Average 30D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-AMERIBOR Average 90D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-AMERIBOR Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-AMERIBOR Term Structure	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
USD-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
USD-Annual Swap Rate-11:00-TRADITION	ISDA	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.		NO
USD-Annual Swap Rate-4:00-TRADITION	ISDA	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.		NO
USD-AXI Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
USD-BA-H.15	ISDA	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.		YES
USD-BA-Reference Dealers	ISDA	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.		NO
USD-BMA Municipal Swap Index	ISDA	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.		NO
USD-BSBY	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-CD-H.15	ISDA	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.		NO
USD-CD-Reference Dealers	ISDA	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.		NO
USD-CMS-Reference Banks	ISDA	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.		NO
USD-CMS-Reference Banks-ICAP SwapPX	ISDA	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.		NO
USD-CMS-Reuters	ISDA	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.		NO
USD-CMS-Telerate	ISDA	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.		NO
USD-CMT	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-CMT Average 1W	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-CMT-T7051	ISDA	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.		NO
USD-CMT-T7052	ISDA	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.		NO
USD-COF11-FHLBSF	ISDA	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.		NO
USD-COF11-Reuters	ISDA	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.		NO
USD-COF11-Telerate	ISDA	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.		NO
USD-COFI	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-CP-H.15	ISDA	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.		NO
USD-CP-Money Market Yield	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-CP-Reference Dealers	ISDA	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.		NO
USD-CRITR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-Federal Funds	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-Federal Funds-H.15	ISDA	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.		NO
USD-Federal Funds-H.15-Bloomberg	ISDA	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.		NO
USD-Federal Funds-H.15-OIS-COMPOUND	ISDA	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.	OIS	NO
USD-Federal Funds-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
USD-Federal Funds-Reference Dealers	ISDA	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.		NO
USD-FFCB-DISCO	ISDA	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.		NO
USD-FXI Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
USD-ISDA-Swap Rate	ISDA	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.		NO
USD-ISDA-Swap Rate-3:00	ISDA	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.		NO
USD-ISDAFIX3-Swap Rate	ISDA	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.		NO
USD-ISDAFIX3-Swap Rate-3:00	ISDA	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.		NO
USD-LIBOR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-LIBOR ICE Swap Rate-11:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
USD-LIBOR ICE Swap Rate-15:00	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
USD-LIBOR-BBA	ISDA	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.		NO
USD-LIBOR-BBA-Bloomberg	ISDA	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.		NO
USD-LIBOR-ISDA	ISDA	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.		NO
USD-LIBOR-LIBO	ISDA	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.		NO
USD-LIBOR-Reference Banks	ISDA	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.		NO
USD-Municipal Swap Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-Municipal Swap Libor Ratio-11:00-ICAP	ISDA	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.		NO
USD-Municipal Swap Rate-11:00-ICAP	ISDA	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.		NO
USD-OIS-11:00-BGCANTOR	ISDA	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.	OIS	NO
USD-OIS-11:00-LON-ICAP	ISDA	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.	OIS	NO
USD-OIS-11:00-NY-ICAP	ISDA	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.	OIS	NO
USD-OIS-11:00-TRADITION	ISDA	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.	OIS	NO
USD-OIS-3:00-BGCANTOR	ISDA	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.	OIS	NO
USD-OIS-3:00-NY-ICAP	ISDA	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.	OIS	NO
USD-OIS-4:00-TRADITION	ISDA	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.	OIS	NO
USD-Overnight Bank Funding Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-Prime	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-Prime-H.15	ISDA	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.		NO
USD-Prime-Reference Banks	ISDA	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.		NO
USD-S&P Index-High Grade	ISDA	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.		NO
USD-SandP Index High Grade	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
USD-SIBOR-Reference Banks	ISDA	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.		NO
USD-SIBOR-SIBO	ISDA	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.		NO
USD-SIFMA Municipal Swap Index	ISDA	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.		NO
USD-SOFR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-SOFR Average 180D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-SOFR Average 30D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-SOFR Average 90D	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		YES
USD-SOFR CME Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.		NO
USD-SOFR ICE Compounded Index	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Compounded Index 0 Floor	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Compounded Index 0 Floor 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Compounded Index 0 Floor 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Compounded Index 2D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Compounded Index 5D Lag	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Swap Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix and 2006 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction.
USD-SOFR ICE Swap Rate Spreads	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
USD-SOFR ICE Term	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.
USD-SOFR-COMPOUND	ISDA	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.	OIS	NO
USD-SOFR-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO
USD-TBILL Auction High Rate	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
USD-TBILL Secondary Market-Bond Equivalent Yield	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
USD-TBILL-H.15	ISDA	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.		YES
USD-TBILL-H.15-Bloomberg	ISDA	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.		YES
USD-TBILL-Secondary Market	ISDA	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.		YES
USD-TIBOR-ISDC	ISDA	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.		YES
USD-TIBOR-Reference Banks	ISDA	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.		NO
USD-Treasury Rate-ICAP BrokerTec	ISDA	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.		NO
USD-Treasury Rate-SwapMarker100	ISDA	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.		NO
USD-Treasury Rate-SwapMarker99	ISDA	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.		NO
USD-Treasury Rate-T19901	ISDA	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.		NO
USD-Treasury Rate-T500	ISDA	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.		NO
USD-Treasury-19901-3:00-ICAP	ISDA	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.		NO
VND-Semi-Annual Swap Rate-11:00-BGCANTOR	ISDA	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.		NO
VND-Semi-Annual Swap Rate-Reference Banks	ISDA	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.		NO
ZAR-DEPOSIT-Reference Banks	ISDA	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.		NO
ZAR-DEPOSIT-SAFEX	ISDA	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.		YES
ZAR-JIBAR	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
ZAR-JIBAR-Reference Banks	ISDA	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.		NO
ZAR-JIBAR-SAFEX	ISDA	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.		NO
ZAR-Prime Average	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		YES
ZAR-PRIME-AVERAGE	ISDA	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.		NO
ZAR-PRIME-AVERAGE-Reference Banks	ISDA	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.		NO
ZAR-Quarterly Swap Rate-1:00-TRADITION	ISDA	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.		NO
ZAR-Quarterly Swap Rate-5:30-TRADITION	ISDA	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.		NO
ZAR-Quarterly Swap Rate-TRADITION-Reference Banks	ISDA	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.		NO
ZAR-ZARONIA	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.		NO
ZAR-ZARONIA-OIS Compound	ISDA	Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction.	OIS Compounding	NO

5.113 fxTemplateTermsScheme

Scheme Definition:

Contains a code representing the type of template terms used to define FX disruption events and thier fallbacks.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/fx-template-terms-1-0
Location URL: http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/fx-template-terms
Version: 1-0
Publication Date: 2013-04-26

Coding Scheme

CODE	SOURCE	DESCRIPTION
Bilateral	FpML	The terms have been agreed by the trading parties.
EMTA	FpML	The terms are defined by an EMTA template.
ISDA	FpML	The terms are defined by an ISDA template.

5.114 governingLawScheme

Scheme Definition:

Identification of the law governing the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/governing-law-1-2
Location URL: http://www.fpml.org/coding-scheme/governing-law-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/governing-law
Version: 1-2
Publication Date: 2012-03-21

Description:In general the codes are the ISO country code where the applicable law is the law of an entire countryFor countries that have more than one legal regime the code is constructed from the two-character ISO country code followed by two characters indicating the legal regime. In the cases of Canada and the United States of America, these two characters are the conventional abbreviations for the provinces and states respectively. In the case of the United Kingdom, the first two characters are "GB" followed by two characters indicating the legal regime.The following are examples of valid codes, not an exhaustive list.

Coding Scheme

CODE	SOURCE	DESCRIPTION
AsSpecifiedInMasterAgreement	FpML	The Governing Law is determined by reference to the relevant master agreement.
CAAB	FpML	Alberta law
CABC	FpML	British Columbia Law
CAMN	FpML	Manitoba law
CAON	FpML	Ontario law
CAQC	FpML	Quebec law
DE	FpML	German law
FR	FpML	French law
GBEN	FpML	English law
GBGY	FpML	The law of the island of Guernsey
GBIM	FpML	The law of the Isle of Man
GBJY	FpML	The law of the island of Jersey
GBSC	FpML	Scottish law
JP	FpML	Japanese law
USCA	FpML	Californian law
USDE	FpML	Delaware law
USIL	FpML	Illinois law
USNY	FpML	New York law

5.115 hedgeTypeScheme

Scheme Definition:

List of assignment fee payment rules.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/hedge-type-1-0
Location URL: http://www.fpml.org/coding-scheme/hedge-type-1-0
Canonical URI: http://www.fpml.org/coding-scheme/hedge-type
Version: 1-0
Publication Date: 2017-06-09

Coding Scheme

CODE	SOURCE	DESCRIPTION
BasisRiskNeutral	FpML	Hedge based on BR01, e.g. a Basis2x trade where you would hedge 3M LIBOR Swap vs 6M LIBOR Swap.
DeltaNeutral	FpML	Hedged instrument so that delta is 0 (within some tolerance).
EqualNotional	FpML	Instrument has equal notional on all legs (eg IMM/MAC roll).

5.116 holdingPostedCollateralScheme

Scheme Definition:

Defines the provisions under which the respective parties are permitted to hold collateral. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0
Location URL: http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/holding-posted-collateral
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
AcceptableCustodian	FpML	The custodian is acceptable to the other party to the agreement.

5.117 independentAmountDeterminationScheme

Scheme Definition:

Specifies the way the independent amount is determined. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/independent-amount-determination-1-0
Location URL: http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/independent-amount-determination
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
ApprovedInternalModel	FpML	Independent amount is determined according to an internal approved model.
FixedAmount	FpML	A fixed amount.
InAccordanceWithApplicableRegulation	FpML	In accordance with the applicable regulation.
IsdaSimm	FpML	Independent amount is determined according to the ISDA Standard Initial Margin Model (SIMM).
NoneUnlessSpecifiedInConfirmation	FpML	None, unless otherwise specified in a Confirmation.
PercentageOfNotional	FpML	Percentage of notional.

5.118 independentAmountEligibilityScheme

Scheme Definition:

Specifies the instances where the independent amount eligible collateral is not defined as a set of eligible collateral assets. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0
Location URL: http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/independent-amount-eligibility
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
None	FpML	None.
NoneUnlessSpecifiedInConfirmation	FpML	None, unless otherwise specified in a Confirmation.

5.119 indexAnnexSourceScheme

Scheme Definition:

Defines a scheme of values for specifying the CDX index annex source.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0
Location URL: http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/cdx-index-annex-source
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
MasterConfirmation	FpML	As defined in the relevant form of Master Confirmation applicable to the confirmation of Dow Jones CDX indices.
Publisher	FpML	As defined in the relevant form of Master Confirmation applicable to the confirmation of Dow Jones CDX indices.

5.120 ineligiblePartyReasonTypeScheme

Scheme Definition:

A structure used to describe the reason why a party (i.e. lender) may be ineligible to vote on a legal action approval.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0
Location URL: http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/ineligible-party-reason-type
Version: 1-0
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
CovLightLender	FpML	Lender holds a commitment in a covenant light structure, and therefore is not eligible to vote on the legal action.
DefaultingLender	FpML	The Lender is a defaulting lender, per Credit Agreement criteria, and is therefore ineligible to vote on approval.
InsufficientLenderShare	FpML	The lender's share of the deal or facility is insufficient for the lender to be eligible to vote.
LegalInjunction	FpML	There is a legal injunction prohibiting a lender from voting.

5.121 inflationIndexDescriptionScheme

Scheme Definition:

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/inflation-index-description-2-3
Location URL: http://www.fpml.org/coding-scheme/inflation-index-description-2-3.xml
Canonical URI: http://www.fpml.org/coding-scheme/inflation-index-description
Version: 2-3
Publication Date: 2022-07-15

Description:The specification of the Index Descriptions based on Annex A to the 2008 ISDA Inflation Derivatives Definitions

Coding Scheme

CODE	SOURCE	DESCRIPTION
AUD-CPI	FpML	Australia: AUD - Non-revised Consumer Price Index (CPI)
AUS-CPI	FpML	Austria: AUS - Non-revised Consumer Price Index (CPI)
AUS-HICP	FpML	Austria: AUS - Non-revised Harmonised Indices of Consumer Prices (HICP)
BLG-CPI-GI	FpML	Belgium: BLG - Non-revised Consumer Price Index - General Index (CPI)
BLG-CPI-HI	FpML	Belgium: BLG - Non-revised Consumer Price Index - Health Index (CPI)
BLG-HICP	FpML	Belgium: BLG - Non-revised Harmonised Consumer Price Index (HICP)
BRL-IGPM	FpML	Brazil: BRL - Non-revised Price Index (IGP-M)
BRL-IPCA	FpML	Brazil: BRL - Non-revised Consumer Price Index (IPCA)
CAD-CPI	FpML	Canada: CAD - Non-revised Consumer Price Index (CPI)
CLP-CPI	FpML	Chile: CLP - Non-revised Consumer Price Index (CPI)
CNY-CPI	FpML	China: CNY - Non-revised Consumer Price Index (CPI)
CZK-CPI	FpML	Czech Republic: CZK - Non-revised Consumer Price Index (CPI)
DEK-CPI	FpML	code retained for backward compatibility with inflation-index-description-2-0."DEK" code retained for backward compatibility with inflation-index-description-2-0.See: 2006 ISDA Inflation Derivatives Definitions, Section 1.12. "Index Descriptions", paragraph (e). Denmark: DEK - Non-revised Consumer Price Index (CPI)
DEK-HICP	FpML	code retained for backward compatibility with inflation-index-description-2-0."DEK" code retained for backward compatibility with inflation-index-description-2-0.See: 2006 ISDA Inflation Derivatives Definitions, Section 1.12. "Index Descriptions", paragraph (e). Denmark: DEK - Non-revised Harmonised Consumer Price Index (HICP)
DEM-CPI	FpML	Germany: DEM - Non-revised Consumer Price Index (CPI)
DEM-CPI-NRW	FpML	Germany: DEM - Non-revised Consumer Price Index for North Rhine-Westphalia
DEM-HICP	FpML	Germany: DEM - Non-revised Harmonised Consumer Price Index (HICP)
ESP-CPI	FpML	Spain: ESP - National-Non-revised Consumer Price Index (CPI)
ESP-HICP	FpML	Spain: ESP - Harmonised-Non-revised Consumer Price Index (HICP)
ESP-R-CPI	FpML	Spain: ESP - National-Revised Consumer Price Index (CPI).
ESP-R-HICP	FpML	Spain: ESP - Harmonised-Revised Consumer Price Index (HICP)
EUR-AI-CPI	FpML	European Union: EUR - All Items-Non-revised Consumer Price Index
EUR-AI-R-CPI	FpML	European Union: EUR - All Items-Revised Consumer Price Index
EUR-EXT-CPI	FpML	European Union: EUR - Excluding Tobacco-Non-revised Consumer Price Index
EUR-EXT-R-CPI	FpML	European Union: EUR - Excluding Tobacco-Revised Consumer Price Index
FIN-CPI	FpML	Finland: FIN - Non-revised Consumer Price Index (CPI)
FIN-HICP	FpML	Finland: FIN - Harmonised-Non-revised Consumer Price Index (HICP)
FRC-EXT-CPI	FpML	France: FRC - Excluding Tobacco-Non-Revised Consumer Price Index
FRC-HICP	FpML	France: FRC - Harmonised-Non-revised Consumer Price Index (HICP)
GRD-CPI	FpML	Greece: GRD - Non-revised Consumer Price Index (CPI)
GRD-HICP	FpML	Greece: GRD - Harmonised-Non-revised Consumer Price Index (HICP)
HKD-CPI	FpML	Hong Kong: HKD - Non-revised Consumer Price Index (CPI)
HUF-CPI	FpML	Hungary: HUF - Non-revised Consumer Price Index (CPI)
IDR-CPI	FpML	Indonesia: IDR - Non-revised Consumer Price Index (CPI)
ILS-CPI	FpML	Israel: ILS - Non-revised Consumer Price Index (CPI)
IRL-CPI	FpML	Ireland: IRL - Non-revised Consumer Price Index (CPI)
IRL-HICP	FpML	Ireland: IRL - Harmonised-Non-revised Consumer Price Index (HICP)
ISK-CPI	FpML	Iceland: ISK - Non-revised Consumer Price Index (CPI)
ISK-HICP	FpML	Iceland: ISK - Harmonised Consumer Price Index (HICP)
ITL-BC-EXT-CPI	FpML	Italy: ITL - Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index
ITL-BC-INT-CPI	FpML	Italy: ITL - Inflation for Blue Collar Workers and Employees-Including Tobacco Consumer Price Index
ITL-HICP	FpML	Italy: ITL - Non-revised Harmonised Consumer Price Index (HICP)
ITL-WC-EXT-CPI	FpML	Italy: ITL - Whole Community - Excluding Tobacco Consumer Price Index
ITL-WC-INT-CPI	FpML	Italy: ITL - Whole Community - Including Tobacco Consumer Price Index
JPY-CPI-EXF	FpML	Japan: JPY - Non-revised Consumer Price Index Nationwide General Excluding Fresh Food (CPI)
KRW-CPI	FpML	South Korea: KRW - Non-revised Consumer Price Index (CPI)
LUX-CPI	FpML	Luxembourg: LUX - Non-revised Consumer Price Index (CPI)
LUX-HICP	FpML	Luxembourg: LUX - Harmonised-Non-revised Consumer Price Index (HICP)
MXN-CPI	FpML	Mexico: MXN - Non-revised Consumer Price Index (CPI)
MXN-UDI	FpML	Mexico: MXN - Unidad de Inversion Index (UDI)
MYR-CPI	FpML	Malaysia: MYR - Non-revised Consumer Price Index (CPI)
NLG-CPI	FpML	Netherlands: NLG - Non-revised Consumer Price Index (CPI)
NLG-HICP	FpML	Netherlands: NLG - Harmonised-Non-revised Consumer Price Index (HICP)
NOK-CPI	FpML	Norway: NOK - Non-revised Consumer Price Index (CPI)
NZD-CPI	FpML	New Zealand: NZD - Non-revised Consumer Price Index (CPI)
PER-CPI	FpML	Peru: PER - Non-revised Consumer Price Index (CPI)
PLN-CPI	FpML	Poland: PLN - Non-Revised Consumer Price Index (CPI)
POR-CPI	FpML	Portugal: POR - Non-revised Consumer Price Index (CPI)
POR-HICP	FpML	Portugal: POR - Harmonised-Non-revised Consumer Price Index (HICP)
RUB-CPI	FpML	Russia: RUB - Non-revised Consumer Price Index (CPI)
SEK-CPI	FpML	Sweden: SEK - Non-revised Consumer Price Index (CPI)
SGD-CPI	FpML	Singapore: SGD - Non-revised Consumer Price Index (CPI)
SWF-CPI	FpML	Switzerland: SWF - Non-revised Consumer Price Index (CPI)
TRY-CPI	FpML	Turkey: TRY - Non-revised Consumer Price Index (CPI)
TWD-CPI	FpML	Taiwan: TWD - Non-revised Consumer Price Index (CPI)
UK-CPIH	FpML	United Kingdom: GBP - Non-revised Consumer Prices Index including Housing (UKCPIH)
UK-HICP	FpML	United Kingdom: GBP - Harmonised-Non-revised Consumer Price Index (HICP)
UK-RPI	FpML	United Kingdom: GBP - Non-revised Retail Price Index (UKRPI)
UK-RPIX	FpML	United Kingdom: GBP - Non-revised Retail Price Index Excluding Mortgage Interest Payments (UKRPIX)
USA-CPI-U	FpML	United States: USA - Non-revised Consumer Price Index - Urban (CPI-U)
ZAR-CPI	FpML	South Africa: ZAR - Non-revised Consumer Price Index (CPI)
ZAR-CPIX	FpML	South Africa: ZAR - Non-revised Consumer Price Index Excluding Mortgages (CPIX)

5.122 inflationIndexSourceScheme

Scheme Definition:

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/inflation-index-source-2-4
Location URL: http://www.fpml.org/coding-scheme/inflation-index-source-2-4.xml
Canonical URI: http://www.fpml.org/coding-scheme/inflation-index-source
Version: 2-4
Publication Date: 2022-11-18

Description:The specification of the Index Source.

Coding Scheme

CODE	SOURCE	DESCRIPTION
AUCPI	Bloomberg	Bloomberg Screen AUCP.
BZSXPRTA	Bloomberg	Bloomberg Screen BZSXPRTA.
CACPI	Bloomberg	Bloomberg Screen CACPI.
CPALBE	Bloomberg	Bloomberg Screen CPALBE.
CPALEMU	Bloomberg	Bloomberg Screen CPALEMU.
CPTFEMU	Bloomberg	Bloomberg Screen CPTFEMU.
CPTFIEU	Bloomberg	Bloomberg Screen CPTFIEU.
CPURNSA	Bloomberg	Bloomberg Screen CPURNSA.
DNCPINEW	Bloomberg	Bloomberg Screen DNCPINEW.
FRCPXTOB	Bloomberg	Bloomberg Screen FRCPXTOB.
GRCP2000	Bloomberg	GRCP2000.
HICPFIX	Reuters	Reuters Screen HICPFIX.
ITCPFOI	Bloomberg	Bloomberg Screen ITCPFOI.
ITCPI	Bloomberg	Bloomberg Screen ITCPI.
ITCPNIC	Bloomberg	Bloomberg Screen ITCPNIC.
ITCPNICT	Bloomberg	Bloomberg Screen ITCPNICT.
JCPNGENF	Bloomberg	Bloomberg Screen JCPNGENF.
JCPNJGBI	Bloomberg	Bloomberg Screen JCPNJGBI.
OATINFLATION01	Reuters	Reuters Screen OATINFLATION01.
SPCPEU	Bloomberg	Bloomberg Screen SPCPEU.
SPIPC	Bloomberg	Bloomberg Screen SPIPC.
SWCPI	Bloomberg	Bloomberg Screen SWCPI.
UKRPCHVJ	Bloomberg	Bloomberg Screen UKRPCHVJ. This code corresponds to the ISDA inflation index "GBP – Harmonised-Non-revised Consumer Price Index (HICP)" as published in Annex A to the 2008 ISDA Inflation Derivatives Definitions.
UKRPI	Bloomberg	Bloomberg Screen UKRPI.
UKRPIX	Bloomberg	Bloomberg Screen UKRPXMIP.

5.123 inflationMainPublicationScheme

Scheme Definition:

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/inflation-main-publication-1-1
Location URL: http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/inflation-main-publication
Version: 1-1
Publication Date: 2013-02-22

Description:The specification of the Inflation Index Main Publication.

Coding Scheme

CODE	SOURCE	DESCRIPTION
ABS	FpML	Bloomberg Screen AUCP.
BLS	FpML	Bureau of Labor Statistics, on internet website: www.bls.gov/cpi/home.htm
CSOI	FpML	Central Statistics Office Ireland.
DS	FpML	Danmark Statistik, on internet website www.dst.dk.
ECBMB	FpML	European Central Bank Monthly Bulletin.
Eurostat	FpML	Eurostat, on internet website: www.europa.eu.int/comm/eurostat.
INE	FpML	Instituto Nacional de Estadistica, on internet website: www.ine.es.
INSEEOJ	FpML	INSEE Journal Officiel.
ISTAT	FpML	ISTAT website: www.istat.it/English/index.htm.
MIA	FpML	Japan Ministry of Internal Affairs.
ONS	FpML	Office of National Statistics, on internet website www.statistics.gov.uk/instantfigures.asp
SB	FpML	Statistiches Bundesmat.
SS	FpML	Statistics Sweden.
STCA	FpML	STCA - Statistics Canada.
STSA	FpML	Statistics South Africa.

5.124 informationProviderScheme

Scheme Definition:

Defines a publication in which the rate, price, index or factor is to be found. (e.g Gas Daily, Platts Bloomberg.)

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-information-provider-4-0
Location URL: http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-information-provider
Version: 4-0
Publication Date: 2014-09-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Argus	FpML	TBD.
Argus-Americas-Crude-Report	FpML	TBD.
Argus-Biofuel-Report	FpML	TBD.
Argus-Crude-Report	FpML	TBD.
Argus-European-Products-Report	FpML	TBD.
Argus-FMB	FpML	Argus Media Fertilizer Reports. http://www.argusmedia.com/Fertilizer
Argus-International-LPG-Report	FpML	TBD.
Argus-LPG	FpML	TBD.
Argus-Nat-Gas	FpML	TBD.
ARGUS-US-PRODUCTS	FpML	The Argus US Products report. http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products
Argus/McCloskey's	FpML	TBD.
AssocBanksSingapore	ISDA	The Association of Banks in Singapore.
BankOfCanada	ISDA	The central bank of Canada.
BankOfEngland	ISDA	The Bank Of England.
BankOfJapan	ISDA	The central bank of Japan.
Bloomberg	ISDA	Bloomberg LP.
CAISO	FpML	http://www.caiso.com
Canadian-Gas-Price-Reporter	FpML	TBD.
Canadian-Gas-Reporter	FpML	TBD.
Chemical-Markets-Association	FpML	TBD.
CMAI-Aromatics-Market-Report	FpML	TBD.
CMAI-GLOBAL-PLASTICS-AND-POLYMERS-MARKET-REPORT	FpML	CMAI Monomers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai"
CMAI-MONOMERS-MARKET-REPORT	FpML	CMAI Global Plastics and Polymers Market Report. http://www.ihs.com/products/chemical/index.aspx?pu=1&=cmai
CMAI-Weekly-Methanol-Market-Report	FpML	TBD.
CRU-Steel-Long-Product-Monitor	FpML	TBD.
CRU-Steel-Sheet-Products-Monitor	FpML	http://www.crugroup.com
DEPARTMENT-OF-ENERGY	FpML	US Energy Information Adminstration publishes prices as reported by the US Department of Energy. http://www.eia.gov/petroleum/gasdiesel/
DEPARTMENT-OF-LABOR	FpML	US Department of Labor Bureau of Labor Statistics. http://data.bls.gov/cgi-bin/surveymost?wp
Dow-Jones-Energy-Service	FpML	TBD.
Dow-Jones-Energy-Service-Screen	FpML	TBD.
Dow-Jones-Nat-Gas	FpML	TBD.
ERCOT	FpML	http://www.ercot.com
EuroCentralBank	ISDA	The European Central Bank.
FederalReserve	ISDA	The Federal Reserve, the central bank of the United States.
FERTECON	FpML	FERTECON Limited Information Services. http://fertecon.com/current_information_services.asp
Fertilizer-Week	FpML	Fertilizer Week. http://www.crugroup.com/market-analysis/products/fertilizerweek
FHLBSF	ISDA	The Federal Home Loan Bank of San Francisco, or its successor.
Gas-Daily	FpML	TBD.
Gas-Daily-Price-Guide	FpML	TBD.
GlobalCoal	FpML	TBD.
Heren-Report	FpML	TBD.
ICIS	FpML	TBD.
Inside-FERC	FpML	TBD.
ISDA	ISDA	International Swaps and Derivatives Association, Inc.
ISO-New-England	FpML	http://www.iso-ne.com
JAPAN-MOF-TSRR	FpML	Japanese Ministry of Finance Trade Statistics Reference Room.
LEBA	FpML	TBD.
London-Bullion-Market-Association	FpML	TBD.
Megawatt-Daily	FpML	TBD.
Metal-Bulletin	FpML	TBD.
MISO	FpML	http://www.midwestiso.com
Natural-Gas-Week	FpML	TBD.
Net-Energy	FpML	Canadian Net-Energy.
NGI-Bidweek-Survey	FpML	TBD.
NUCLEAR-MARKET-REVIEW	FpML	The Nuclear Market Review report as published by Trade tech. http://www.uranium.info/nuclear_market_review.php
NYISO	FpML	http://www.nyiso.com
OPIS	FpML	TBD.
Paper-Trader	FpML	TBD.
PERTAMINA	FpML	Pertamina-Indonesia. http://www.pertamina.com/
PETROCHEMWIRE	FpML	PetroChemWire Publication Calendar. http://www.petrochemwire.com/
PIX	FpML	PIX Pulp Benchmark Indexes, or any successor publication, published by FOEX Indexes Ltd. or its successor (http://www.foex.fi).
PJM	FpML	http://www.pjm.com
Platts-Asia-Pacific	FpML	TBD.
Platts-Asia-Pacific/Arab-Marketscan	FpML	TBD.
Platts-Clean-Tankerwire	FpML	TBD.
Platts-Coal-Trader	FpML	TBD.
Platts-Crude-Oil-Marketwire	FpML	TBD.
Platts-Dirty-Takerwire	FpML	TBD.
Platts-ENGR	FpML	TBD.
Platts-European	FpML	TBD.
Platts-European-Marketscan	FpML	TBD.
Platts-Gas-Daily	FpML	TBD.
Platts-Gas-Daily-Price-Guide	FpML	TBD.
Platts-Inside-FERC	FpML	TBD.
Platts-LPG	FpML	http://www.platts.com/Products/lpgaswire
Platts-Marketwire	FpML	TBD.
Platts-Megawatt-Daily	FpML	TBD.
Platts-Metals-Alert	FpML	TBD.
Platts-Oilgram	FpML	TBD.
Platts-Oilgram-Bunkerwire	FpML	TBD.
Platts-Polymerscan	FpML	http://www.platts.com/Products/polymerscan
Platts-TSI-Iron-Ore	FpML	The Steel Index Iron Ore Service. http://www.thesteelindex.com/en/iron-ore
Platts-TSI-Scrap	FpML	The Steel Index Scrap Reference Prices. http://www.thesteelindex.com/en/scrapprices
Platts-TSI-Steel	FpML	The Steel Index. http://www.thesteelindex.com/en/price-specifications
Platts-U.S.	FpML	TBD.
Platts-U.S.-Marketscan	FpML	TBD.
PPM	FpML	Paper Packaging Monitor, or any successor publication, published by RISI or its successor (http://www.www.risiinfo.com).
PPM-Europe	FpML	Paper Packaging Monitor-Europe, or any successor publication, published by RISI or its successor (http://www.www.risiinfo.com).
PPW	FpML	Pulp & Paper Week, or any successor publication, published by RISI or its successor (http://www.www.risiinfo.com).
ReserveBankAustralia	ISDA	The Reserve Bank of Australia.
ReserveBankNewZealand	ISDA	The Reserve Bank of New Zealand.
Reuters	ISDA	Reuters Group Plc.
Reuters-Screen	FpML	TBD.
RIM-Intelligence-Products	FpML	TBD.
SeaPac	FpML	SeaPac Services.
Telerate	ISDA	Telerate, Inc.
Telerate-Screen	FpML	TBD.
UX-WEEKLY	FpML	The Ux Consulting Company. http://www.uxc.com/products/uxw_overview.aspx
World-Crude-Report	FpML	TBD.
World-Pulp-Monthly	FpML	TBD.

5.125 informationProviderScheme

Scheme Definition:

The specification of a list of information providers and vendors who publish financial markets information. Their information sources will typically be used to determine a relevant market rate, price or index.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/information-provider-2-4
Location URL: http://www.fpml.org/coding-scheme/information-provider-2-4.xml
Canonical URI: http://www.fpml.org/coding-scheme/information-provider
Version: 2-4
Publication Date: 2022-11-18

Description:List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - Certain Published and Displayed Sources, and other sources.

Coding Scheme

CODE	SOURCE	DESCRIPTION
AssocBanksSingapore	ISDA	The Association of Banks in Singapore.
BancoCentralChile	ISDA	The central bank of Chile.
BankOfCanada	ISDA	The central bank of Canada.
BankOfEngland	ISDA	The Bank Of England.
BankOfJapan	ISDA	The central bank of Japan.
Bloomberg	ISDA	Bloomberg LP.
EuroCentralBank	ISDA	The European Central Bank.
FederalReserve	ISDA	The Federal Reserve, the central bank of the United States.
FHLBSF	ISDA	The Federal Home Loan Bank of San Francisco, or its successor.
ICESWAP	FpML	ICESWAP Rate Administrator which means ICE Benchmark Administration, or any successor thereto, as administrator of the ICE Swap Rate.
ISDA	ISDA	International Swaps and Derivatives Association, Inc.
Refinitiv	FpML	Refinitiv, formerly Thomson Reuters Financial & Risk.
ReserveBankAustralia	ISDA	The Reserve Bank of Australia.
ReserveBankNewZealand	ISDA	The Reserve Bank of New Zealand.
Reuters	ISDA	Reuters Group Plc.
SAFEX	ISDA	South African Futures Exchange, or its successor.
Telerate	ISDA	Telerate, Inc.
TOKYOSWAP	FpML	The Tokyo Swap Reference Rate (or TSR) Administrator, which means Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of the TSR.

5.126 initialMarginInterestRateTermsScheme

Scheme Definition:

Defines the interest rate terms applicable to the cash held/posted as independent amount. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0
Location URL: http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
AsAgreedInWriting	FpML	As agreed in writing by the parties.

5.127 interpolationMethodScheme

Scheme Definition:

Specifies the type of interpolation used.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/interpolation-method-1-2
Location URL: http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/interpolation-method
Version: 1-2
Publication Date: 2020-06-08

Coding Scheme

CODE	SOURCE	DESCRIPTION
Linear	FpML	Linear Interpolation applicable.
LinearZeroYield	FpML	value has been deprecated in favor "Linear" as per ISDA 2006 Definitions. The value is kept in FpML for backward compatibility purposes."LinearZeroYield" value has been deprecated in favor "Linear" as per ISDA 2006 Definitions. The value is kept in FpML for backward compatibility purposes. Linear Interpolation applicable.
None	FpML	No Interpolation applicable.

5.128 lcPurposeScheme

Scheme Definition:

A scheme defining the list of Letter of Credit purposes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/lc-purpose-1-0
Location URL: http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/lc-purpose
Version: 1-0
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Documentary	FpML	Letter of credit extended on documents of title or other legal documents.
Financial	FpML	A Letter of Credit that provides a means of facilitating payments between parties in the normal course of business, supporting the shipment of and payment for goods.
Performance	FpML	A Letter of Credit that supports the performance of non-financial obligations.

5.129 lcTypeScheme

Scheme Definition:

A scheme defining the different types of Letters of Credit.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/lc-type-1-0
Location URL: http://www.fpml.org/coding-scheme/lc-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/lc-type
Version: 1-0
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Commercial	FpML	A Letter of Credit that provides a means of facilitating payments between parties in the normal course of business, supporting the shipment of and payment for goods. Commercial Letters of Credit are intended to be drawn on.
Standby	FpML	A Letter of Credit the purpose of which is to provide credit support only in the event of a performance default by the account party (i.e. the borrower) or some other contingent event. The Standby Letter of Credit supports an obligation to make a payment to the beneficiary.
Synthetic	FpML	A Letter of Credit under a facility that has been "pre-funded" by the lenders on the closing date (with the proceeds from such funding typically being deposited in a cash collateral account) rather than being funded on a later date upon the occurrence of a contingent event requiring payment under the L/C to the third party.

5.130 legalDocumentNameScheme

Scheme Definition:

Specifies the legal document name.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/legal-document-name-1-0
Location URL: http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/legal-document-name
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
CreditSupportAnnex	FpML	An Credit Support Annex.
MasterAgreement	FpML	A Master Agreement.
StandardCreditSupportAnnex	FpML	An Standard Credit Support Annex.

5.131 legalDocumentPublisherScheme

Scheme Definition:

Specifies the legal document publisher.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/legal-document-publisher-1-0
Location URL: http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/legal-document-publisher
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
AFB	FpML	Association Francaise des Banques.
ISDA	FpML	International Swaps and Derivatives Association, Inc.

5.132 legalDocumentStyleScheme

Scheme Definition:

Specifies the reference style applicable to the legal document.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/legal-document-style-2-1
Location URL: http://www.fpml.org/coding-scheme/legal-document-style-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/legal-document-style
Version: 2-1
Publication Date: 2019-08-31

Coding Scheme

CODE	SOURCE	DESCRIPTION
EnglishLaw	FpML	English Law.
FrenchLaw	FpML	French Law.
IrishLaw	FpML	Irish Law.
JapaneseLaw	FpML	Japanese Law.
NewYorkLaw	FpML	New York Law.

5.133 lenderClassificationScheme

Scheme Definition:

The category the purchaser of a loan falls within, with respect to lender consent rules.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/lender-classification-1-0
Location URL: http://www.fpml.org/coding-scheme/lender-classification-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/lender-classification
Version: 1-0
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
AffiliateOfAgent	FpML	The loan purchaser controls, is controlled by or is under common control with the agent bank.
AffiliateOfExistingLender	FpML	The loan purchaser controls, is controlled by or is under common control with a current lender.
ApprovedFund	FpML	As used in the LSTA's Model Credit Agreement Provisions, any fund that is (a) administered or managed by a lender, (b) an affiliate of a lender or (c) an entity or an affiliate of an entity that administers or manages a lender.
ExistingLender	FpML	An entity that is currently extending credit to a borrower or borrowers pursuant to the terms of the credit agreement governing a credit facility.

5.134 linkTypeScheme

Scheme Definition:

Qualifies the link identifier allowing the trade to be associated with other related trades. For new implementations, the use of the "linkedTrade" element is preferred.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/link-type-1-0
Location URL: http://www.fpml.org/coding-scheme/link-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/link-type
Version: 1-0
Publication Date: 2019-03-25

Coding Scheme

CODE	SOURCE	DESCRIPTION
AllocatedFrom	FpML	The trade id of the block trade that originated this trade in an allocation process. This is used by each one of the allocated trades to reference the block trade.
AllocatedTo	FpML	The trade id of an allocated trade. This is used by the block trade to reference the trades resulting from the allocaiton process.
BackToBackFrom	FpML	The trade id of a trade that this one was created to emulate the economic characteristics of. This trade is in a different legal entity from the original trade. Typically used as part of a prime brokerage, agency, or similar operation. Distinguished from MirroredFrom, in which the mirror trade is booked into the same legal entity (but a different book) than the original trade.
BackToBackTo	FpML	The trade id of a trade that was created to emulate the economic characteristics of this trade. This trade is in a different legal entity from the original trade. Typically used as part of a prime brokerage, agency, or similar operation. Distinguished from MirroredTo, in which the mirror trade is booked into the same legal entity (but a different book) than the original trade.
ClearedFrom	FpML	The ID of the trade that was submitted for clearing, from which this trade was created. Equivalent to "originating trade" for a clearing operation.
ClearedTo	FpML	The trade id of a resulting trade (beta or gamma trade) that resulted from this trade during a clearing operation. Equivalent to "resulting trade".
CompressedFrom	FpML	The trade id of a trade that belonged to a portfolio that this one was created to emulate the characteristics of, so that portfolio trades could be cancelled to simplify processing. Typically in compression multiple trades that are similar but not necessarily identical are emulated by a single trade or smaller number of trades that combine the risk profile of the original trade.
CompressedTo	FpML	The trade id of a trade that emulate the characteristics of a portfolio of trades, so that portfolio trades could be cancelled to simplify processing. Typically in compression multiple trades that are similar but not necessarily identical are emulated by a single trade or smaller number of trades that combine the risk profile of the original trade.
ExercisedFrom	FpML	The ID of an option trade that was exercised to create this trade.
ExercisedInto	FpML	The ID of a trade that was created from this option trade when the option was exercise physically.
MirroredFrom	FpML	The trade id of a trade that this one was created to emulate the economic characteristics of. This trade is in then legal entity as the original trade. Typically used as part of a prime brokerage, agency, or similar operation. Distinguished from BackToBackFrom, in which the back-to-back trade is booked into a different legal entity from the original trade.
MirroredTo	FpML	The trade id of a trade that was created to emulate the economic characteristics of this trade. This trade is in the same legal entity as the original trade. Typically used as part of a prime brokerage, agency, or similar operation. Distinguished from BackToBackTo, in which the back-to-back trade is booked into a different legal entity from the original trade.
NettedFrom	FpML	The trade id of a trade that was combined with others more or less identical in characteristics, except possibly size and/or direction, into this trade. This is typically done to simplify processing.
NettedTo	FpML	The trade id of a trade that resulted from combinining this trade with others that were more or less identical in characteristics, except possibly size and/or direction, to simplify processing.
NovatedFrom	FpML	In a novation process, the ID of the original trade that was novated to create this one.
NovatedTo	FpML	In a novation process, the ID of the new trade that was created based on this one.
RebookedFrom	FpML	In a cancellation-rebooking process, the previous (cancelled) version of the trade.
RebookedTo	FpML	In a cancellation-rebooking process, the replacement (rebooked) version of the trade.
StructureComponent	FpML	Where a single, structured trade which is traded with a counterparty is decomposed into constituent trades for internal risk management, this represents the ID of the consitutent trade to which this structured trade is decomposed.
StructureMember	FpML	Where a series of trades are grouped into a structure for trading purposes, this represents the trade ID of another member of that structure.
StructureParent	FpML	Where a single, structured trade which is traded with a counterparty is decomposed into constituent trades for internal risk management, this represents the ID of the structured trade to which this consistuent trade belongs.

5.135 loanCovenantObligationCategoryTypeScheme

Scheme Definition:

A structure used to uniquely identify a loan covenant obligation category type (e.g. affirmative, negative, or financial) based on a scheme.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
Affirmative	FpML	A covenant requiring a borrower/issuer to affirmatively perform an action or maintain a specified condition.
Financial	FpML	A covenant based on a borrower's/issuer's financial performance.
Negative	FpML	A covenant forbidding a borrower/issuer from performing a certain action or creating a specified condition.

5.136 loanCovenantObligationMetricTypeScheme

Scheme Definition:

A structure used to uniquely identify a loan covenant obligation metric type.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
CurrentRatio	FpML	Current Ratio: ratio of assets to liabilities.
DebtServiceRatio	FpML	Debt Service Ratio: the ratio of EBITDA to scheduled debt payments (principal plus interest).
FixedChargesCoverageRatio	FpML	Fixed Charge Coverage Ratio: the ratio of EBITDA to Debt Service plus capital expenditure plus taxes plus dividends.
InterestCoverageRatio	FpML	Interest Coverage Ratio: the ratio of EBITDA to interest expenses.
LeasePayments	FpML	Lease Payments: the amount of lease payments, usually expressed as a specified amount or % of EBITDA.
LeverageRatio	FpML	Leverage Ratio: the ratio of debt at a fiscal end date (usually quarter-end) to EBITDA for the previous two or four quarters.
NetWorth	FpML	Net Worth: the net worth (usually stock value + assets + x% of revenue) of borrower and subsidiaries.
NetWorthRatio	FpML	Net Worth Ratio: ratio of total liabilities to tangible net worth.
WorkingCapital	FpML	Working Capital: excess of assets over current liabilities.

5.137 loanCovenantObligationTaskTypeScheme

Scheme Definition:

A structure used to uniquely identify a loan covenant obligation task type.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
FulfillCovenantObligation	FpML	Indicates that the recipient must fulfill a covenant obligation.
WaiveCovenantObligation	FpML	Indicates a request for the recipient to waive a covenant obligation.

5.138 loanCovenantObligationTypeScheme

Scheme Definition:

A structure used to uniquely identify a loan covenant obligation type.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
AffiliateTransactions	FpML	Restricts dealings between the borrower and its affiliates.
AmendmentsToOrganicDocumentsAndOtherAgreements	FpML	Restricts changes to other legal documents that might adversely affect the credit agreement without consent of the administrative agent and lenders.
AnnualFinancialStatements	FpML	An obligation to provide the administrative agent with audited financial statements within a certain number of days of fiscal year-end.
BooksAndRecords	FpML	An obligation of the borrower to keep proper books and records.
BurdensomeAgreements	FpML	Limits on the ability of a borrower to enter into negative pledges with third parties.
CatchallProvisions	FpML	An obligation to furnish the administrative agent and each lender documents filed with the SEC, as well as any other information upon request by the administrative agent or lenders.
ComplianceCertificates	FpML	An obligation of the borrower to certify to administrative agent and each lender that they have complied with the covenants. A representation of calcultions supporting the certification and affirmation by a Financial Officer must be included.
ComplianceWithLaw	FpML	An obligation of the borrower to comply with applicable laws. There may be special mention of sanctions and anti-corruption laws.
Debt	FpML	Limits the amount of additional debt the borrower may incur. There are several debt types that may be routinely allowed.
Delivery	FpML	Specification as to how documents and reports are to be delivered (direct mail, doc upload to a hosting site, etc.).
Derivatives	FpML	Prohibits speculative derivative trading. Some types of derivative hedging are often allowed.
DisqualifiedStock	FpML	A prohibition on the borrower from issuing certain types of stock that contain debt-like provisions.
DividendsAndEquityRepurchases	FpML	Places limits on or precludes dividend payments and stock buybacks. There may be permitted types of dividend payments.
EqualAndRatableSharing	FpML	If liens are granted by the borrower to a third party, the lenders must be equally and ratably secured.
ExistenceAndFranchises	FpML	An obligation of the borrower to try to keep itself in business with exceptions for approved mergers and liquidations.
FinancialRatio	FpML	Indicates that the covenant obligation is related to maintenance of a financial ratio.
FinancialValue	FpML	Indicates that the covenant obligation is related to maintenance of a financial value.
FiscalPeriodsAndAccountingChanges	FpML	Prohibits the borrower from changing accounting treatment and/or last days of fiscal year and quarters.
FundamentalChangesAssetSalesAndAcquisitions	FpML	A restriction on transactions that would fundamentally change the nature of the borrower’s business.
FurtherAssurances	FpML	Specifies actions the borrower must take to ensure lenders maintain a good lien on collateral.
GovernmentApprovals	FpML	An obligation of the borrower to maintain approvals, licenses, authorizations, etc., required by any governmental agency necessary under the laws of the borrower’s country pertaining to the credit agreement.
GuaranteesOrContingentLiabilities	FpML	Places limits on or precludes the borrower and subsidiaries from guaranteeing other debt.
InspectionRights	FpML	An obligation of the borrower to allow representatives of the administrative agent and lenders to inspect its properties upon reasonable prior notice.
Insurance	FpML	Specifies certain types of insurance and coverage levels that the borrower is obligated to carry.
InterestRateProtection	FpML	An obligation of the borrower to purchase interest rate protection for a specified term and amount.
Investments	FpML	Prohibits most additional investments by the borrower, with some permitted investment types and allowed investment amounts.
LienCovenant	FpML	An obligation to prohibits additional liens against the borrower’s assets. Often there are permitted lien types specified. Examples of permitted liens include (a) additional liens favorable to existing lenders, (b) grandfathered liens, (c) permitted encumbrances, (d)purchase money liens (covers property that secures financing for purchase), construction or improvement of property, (e) acquisition liens, (f) secured debt liens, (g)non-guarantor liens, (h) general lien basket (i.e. additional non-specified liens permitted up to a certain amount).
LinesOfBusiness	FpML	Prohibits the borrower from expanding to other business lines.
ModificationAndPrepaymentOfOtherDebt	FpML	A requirement that the borrower not modify or restructure other debt outside the credit agreement without the consent of the administrative agent and lenders.
NoticesOfMaterialEvents	FpML	An obligation to notify administrative agent and each lender promptly of a material event that occurs. Examples of material events include, (a) Default, (b) legal action that could result in liability exceeding a certain amount, (c) ERISA events that could result in liability exceeding a certain amount, and (c) environment claims that could result in liability exceeding a certain amount.
PariPassuRanking	FpML	An obligation of the borrower to ensure payment obligations are pari passu with other debt obligations.
PassiveHoldingCompany	FpML	Limits how the borrower can organize under a holding company for purposes of the credit agreement.
PaymentOfTaxesAndOtherObligations	FpML	An obligation of the borrower to pay taxes and meet other financial obligations.
Properties	FpML	An obligation of the borrower to keep properties maintained and in good order.
QuarterlyFinancialStatements	FpML	An obligation to provide the administrative agent with financial statements (interim or audited) within a certain number of days of fiscal quarter-end.
RestrictionsOnSubsidiaryDistributions	FpML	Prohibits the borrower from agreeing with other third parties that dividends and distributions by subsidiaries to the borrower are constrained. There may be permitted exceptions.
SaleLeasebacks	FpML	Limits the ability of the borrower to sell an asset and then immediately lease it back from the buyer.
SubstantiveConsolidation	FpML	An obligation of the borrower and subsidiaries to maintain a separate and distinct existence from a parent entity to avoid substantive consolidation under bankruptcy.
TaxSharingPaymentsAndPermittedTaxDistributions	FpML	Places restrictions on the amount of tax funneled upstream to the parent in tax-sharing plans under Section 1504 of the IRS tax code.
UseOfProceeds	FpML	Specifies what the loan monies can and cannot be used for.

5.139 loanLegalActionApprovalStatusTypeScheme

Scheme Definition:

A structure used to identify a legal action approval status type, based on a scheme.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
Approved	FpML	The legal action was approved.
Pending	FpML	The legal action approval decision is still pending.
Rejected	FpML	The legal action was rejected.

5.140 loanLegalActionStatusTypeScheme

Scheme Definition:

A structure used to identify a loan legal action status type, based on a scheme.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-legal-action-status-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
Completed	FpML	The legal action itself is complete.
NotFulfilled	FpML	The legal action was not fulfilled or completed.
Pending	FpML	The legal action itself is pending.

5.141 loanLegalActionTaskTypeScheme

Scheme Definition:

A structure that uniquely identifies a task type within a legal action structure.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-legal-action-task-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
ProvideFeedback	FpML	The recipient must provide their feedback on the legal action.
ProvideVote	FpML	The recipient must provide their vote on the legal action.

5.142 loanLegalActionTypeScheme

Scheme Definition:

A structure used to uniquely identify a legal action type; e.g. Amendment, Amended and Restated Agreement, Restructure.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-legal-action-type
Version:
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
AmendedAndRestatedAgreement	FpML	An amended and restated credit agreement.
Amendment	FpML	An amendment to a credit agreement.
AssignmentAndAssumption	FpML	Assignment and assumption of debt by another borrower/issuer.
Bankruptcy	FpML	Borrower/issuer bankruptcy.
CorporateAction	FpML	Material corporate action taken by a borrower/issuer.
Default	FpML	Borrower/issuer default.
Modification	FpML	A modification to a credit agreement.
Remedy	FpML	A remedy to a covenant breach or some other contractual breach.
Restructure	FpML	A restructure of a credit agreement.
Waiver	FpML	A waiver of a requirement.

5.143 loanTypeScheme

Scheme Definition:

Specifies a typology for loan facilities.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/facility-type-2-0
Location URL: http://www.fpml.org/coding-scheme/facility-type-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/facility-type
Version: 2-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
BridgeLoan	FpML	Bridge loan.
DelayedDrawTerm	FpML	Delayed Draw Term.
LetterOfCredit	FpML	Letter of credit, i.e. commitment by a bank or syndicate to provide a certain amount of funding.
Revolver	FpML	Revolving loan.
SwinglineFunding	FpML	Swingline funding, which refers to the portion of revolving loan facility that can be funded without advance notice. Sometimes, the swingline is traded separately from the rest of the loan facility.
Term	FpML	Term loan.
TradeClaim	FpML	Trade claim, i.e. claim on assets that result from a restructuring or bankruptcy.

5.144 localJurisdictionScheme

Scheme Definition:

This overrides the countryScheme. Specifies the Local Jurisdiction that applies to a Transaction, for example for the purposes of defining which Local Taxes will apply.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/local-jurisdiction-1-1
Location URL: http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/local-jurisdiction
Version: 1-1
Publication Date: 2013-01-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Afghanistan	FpML	Afghan Local Jurisdiction applies.
Applicable	FpML	Follows Local Jurisdiction as per MCA to this Transaction.
Australia	FpML	Australian Local Jurisdiction applies.
China	FpML	Chinese Local Jurisdiction applies.
HongKong	FpML	Hong Kong Local Jurisdiction applies.
India	FpML	Indian Local Jurisdiction applies.
Indonesia	FpML	Indonesian Local Jurisdiction applies.
Japan	FpML	Japanese Local Jurisdiction applies.
Korea	FpML	Korean Local Jurisdiction applies.
Malaysia	FpML	Malaysian Local Jurisdiction applies.
NewZealand	FpML	New Zealand Local Jurisdiction applies.
NotApplicable	FpML	No Local Jurisdiction applies to this Transaction.
Pakistan	FpML	Pakistani Local Jurisdiction applies.
Philippines	FpML	Philippine Local Jurisdiction applies.
Singapore	FpML	Singaporean Local Jurisdiction applies.
Taiwan	FpML	Taiwanese Local Jurisdiction applies.
Thailand	FpML	Thai Local Jurisdiction applies.
Vietnam	FpML	Vietnamese Local Jurisdiction applies.

5.145 marginQuoteTypeScheme

Scheme Definition:

Allows the requestor to specify if they want this trade/trade set margining with an associated portfolio with the Clearing Organization or not.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/margin-quote-type-1-0
Location URL: http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/margin-quote-type
Version: 1-0
Publication Date: 2013-08-30

Coding Scheme

CODE	SOURCE	DESCRIPTION
TradeAndPortfolio	FpML	Indicates margining applies to the trade and its associated portfolio.
TradeOnly	FpML	Indicates margining only applies to the trade.

5.146 marketDisruptionScheme

Scheme Definition:

Defines the handling of a averaging date market disruption for an equity derivative transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/market-disruption-1-0
Location URL: http://www.fpml.org/coding-scheme/market-disruption-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/market-disruption
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
ModifiedPostponement	FpML	As defined in section 6.7 para (c) subpara (iii) of the ISDA 2002 Equity Derivative definitions.
Omission	FpML	As defined in section 6.7 para (c) subpara (i) of the ISDA 2002 Equity Derivative definitions.
Postponement	FpML	As defined in section 6.7 para (c) subpara (ii) of the ISDA 2002 Equity Derivative definitions.

5.147 masterAgreementTypeScheme

Scheme Definition:

Defines the type of the master agreement governing the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/master-agreement-type-3-2
Location URL: http://www.fpml.org/coding-scheme/master-agreement-type-3-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/master-agreement-type
Version: 3-2
Publication Date: 2024-03-14

Coding Scheme

CODE	SOURCE	DESCRIPTION
AFB	FpML	AFB Master Agreement for Foreign Exchange and Derivatives Transactions
Bespoke	FpML	A Bespoke (custom) Master Agreement, including one-off agreements for transactions
CMA	FpML	Clearing Master Agreement
CMOF	FpML	Contrato Marco de Operaciones Financieras
EEIPower	FpML	EEI Master Power Purchase and Sale Agreement
EFETElectricity	FpML	EFET General Agreement Concerning the Delivery and Acceptance of Electricity
EFETGas	FpML	EFET General Agreement Concerning The Delivery And Acceptance of Natural Gas
EMA	FpML	European Master Agreement and the Derivatives Annex (Banking Federation of the European Union)
FBF	FpML	Master Agreement Relating to transactions on Forward Financial Instruments (Federation Bancaire Francaise)
GasEDI	FpML	GasEDI Base Contract for Short-term Sale and Purchase of Natural Gas
German	FpML	German Master Agreement for Financial derivatives and Addendum for Options on Stock Exchange Indices or Securities
GMRA	FpML	ICMA Global Master Agreement for REPO Trades
GMSLA	FpML	ISLA Global Master Agreement for Securities Lending
GTMA	FpML	FOA Grid Trade Master Agreement
ICOM	FpML	International Currency Options Market Master Agreement
IETA-ERPA	FpML	International Emissions Trading Association Emissions Reduction Purchase Agreement
IETA-ETMA	FpML	International Emissions Trading Association Emissions Trading Master Agreement
IETA-IETMA	FpML	International Emissions Trading Association International Emissions Trading Master Agreement
IFEMA	FpML	International Foreign Exchange Master Agreement
IFEOMA	FpML	International Foreign Exchange and Options Master Agreement
ISDA	FpML	ISDA Master Agreement
ISDAFIA-CDEA	FpML	ISDA-FIA Cleared Derivatives Execution Agreement
ISDAIIFM-TMA	FpML	ISDA-IIFM Tahawwut (Hedging) Master Agreement (TMA)
JSCC	FpML	Master agreement of Japan Securities Clearing Corporation
LBMA	FpML	International Bullion Master Agreement Terms published by the London Bullion Market Association
LEAP	FpML	Leadership in Energy Automated Processing
MCPSA	FpML	CTA Master Coal Purchase and Sales Agreement
NAESBGas	FpML	NAESB Base Contract for Sale and Purchase of Natural Gas
NBP	FpML	Short Term Flat NBP Trading Terms and Conditions
RussianDerivatives	FpML	Standard Documentation for Derivative Transactions on the Russian Financial Markets
RussianRepo	FpML	Master Agreement and Contractual Terms for Repurchase Agreements on the Russian Financial Market
SCoTA	FpML	globalCOAL Standard Coal Trading Agreement
Swiss	FpML	Swiss Master Agreement for OTC Derivatives Instruments
TTF	FpML	TTF Hub Natural Gas Trading Terms and Conditions
ZBT	FpML	Zeebrugge Hub Natural Gas Trading Terms and Conditions

5.148 masterAgreementVersionScheme

Scheme Definition:

Defines the version of the master agreement governing the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/master-agreement-version-1-4
Location URL: http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml
Canonical URI: http://www.fpml.org/coding-scheme/master-agreement-version
Version: 1-4
Publication Date: 2014-02-05

Coding Scheme

CODE	SOURCE	DESCRIPTION
1987	FpML	ISDA 1987 Master Agreement
1992	FpML	ISDA 1992 Master Agreement
1994	FpML	LBMA 1994 International Bullion Master Agreement Terms
1995	FpML	ICMA Global Master Repurchase Agreement (GMRA) 1995
1997	FpML	NBP 1997 Short Term Flat NBP Trading Terms and Conditions
2000	FpML	ICMA Global Master Repurchase Agreement (GMRA) 2000
2002	FpML	ISDA 2002 Master Agreement
2004	FpML	ZBT 2004 Zeebrugge Hub Natural Gas Trading Terms and Conditions
2006	FpML	MCPSA 2006 CTA Master Coal Purchase and Sales Agreement
2007	FpML	Master Agreement and Contractual Terms for Repurchase Agreements on the Russian Financial Market 2007
2009	FpML	Standard Documentation for Derivative Transactions on the Russian Financial Markets 2009
2010	FpML	ISLA Global Master Agreement for Securities Lending 2010
2011	FpML	ICMA Global Master Repurchase Agreement (GMRA) 2011, Standard Documentation for Derivative Transactions on the Russian Financial Markets 2011, Master Agreement and Contractual Terms for Repurchase Agreements on the Russian Financial Market 2011
ERPA-v-3-0	FpML	International Emissions Trading Association Emissions Reduction Purchase Agreement Version 3.0
ETMA-v-2-1	FpML	International Emissions Trading Association Emissions Trading Master Agreement Version 2.1
ETMA-v-3-0	FpML	International Emissions Trading Association Emissions Trading Master Agreement Version 3.0
IETMA-v-1-0	FpML	International Emissions Trading Association International Emissions Trading Master Agreement Version 1.0

5.149 masterConfirmationAnnexTypeScheme

Scheme Definition:

Defines the type of annex to be used with master confirmation agreement governing the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6
Location URL: http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml
Canonical URI: http://www.fpml.org/coding-scheme/master-confirmation-annex-type
Version: 2-6

Coding Scheme

CODE	SOURCE	DESCRIPTION
ISDA2004IndexVarianceSwapAmericasInterdealer	FpML	The Index Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2004ShareVarianceSwapAmericasInterdealer	FpML	The Share Variance Swap 2004 Annex to the ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2007DispersionVarianceSwapEuropean	FpML	The Dispersion Variance Swap Annex to the Revised 2007 ISDA European Variance Swap Master Confirmation Agreement applies.
ISDA2007EquityFinanceSwapEuropean	FpML	The EFS (Equity Share Finance Swap) 2007 Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies.
ISDA2007IndexVarianceSwapAmericasInterdealer	FpML	The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2007ShareVarianceSwapAmericasInterdealer	FpML	The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2007VarianceOptionEuropean	FpML	The Variance Option Standard Terms Appendix to the Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies.
ISDA2008EquityFinanceSwapAsiaExcludingJapan	FpML	The Cash-settled Open Market EFS (Equity Finance Share Swap) 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityFinanceSwapAsiaExcludingJapanRev1	FpML	The Cash-settled Open Market EFS (Equity Finance Share Swap) Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityOptionAsiaExcludingJapan	FpML	The Open Market Equity Option 2008 Annex to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityOptionAsiaExcludingJapanRev1	FpML	The Open Market Equity Option Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityOptionJapan	FpML	The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies.
ISDA2009ClosedMarketsOptionsAsiaExcludingJapan	FpML	The Cash-settled Closed Market Index and Share Options 2009 Annex to the Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2009EquityEuropeanInterdealerSS	FpML	The Interdealer Share Swap 2009 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2009EquityEuropeanIS	FpML	The Index Swap 2009 Annex to the ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies.
ISDA2009IndexShareOptionAmericas	FpML	The Index and Share Options 2009 Annex to the ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies.
ISDA2009IndexSwapEuropeanInterdealer	FpML	The Interdealer Index Swap 2009 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2009IndexSwapPanAsiaInterdealer	FpML	The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2009ShareSwapPanAsia	FpML	The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2010FairValueShareSwapEuropeanInterdealer	FpML	The Fair Value Interdealer Share Swap 2010 Annex to the ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2010IndexShareOptionEMEAInterdealer	FpML	The Cash-settled Index Option/Cash/Physically-settled Share Option 2010 Annex to the ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement applies.

5.150 masterConfirmationTypeScheme

Scheme Definition:

Defines the type of master confirmation agreement governing the transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/master-confirmation-type-7-7
Location URL: http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml
Canonical URI: http://www.fpml.org/coding-scheme/master-confirmation-type
Version: 7-7
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
2003CreditIndex	FpML	Used for CDS Index trades. Relevant Master Confirmation determined by the contents of the creditDefaultSwap element. Best practice is to use the most specific code that applies.
2004EquityEuropeanInterdealer	FpML	A privately negotiated European Interdealer Master Confirmation Agreement applies.
2005VarianceSwapEuropeanInterdealer	FpML	A privately negotiated European Interdealer Master Confirmation Agreement applies.
2006DividendSwapEuropean	FpML	A European Interdealer Master Confirmation Agreement not defined by ISDA, and modified by the parties to the transaction applies.
2006DividendSwapEuropeanInterdealer	FpML	A European Interdealer Master Confirmation Agreement not defined by ISDA applies.
2014CreditAsia	FpML	Dummy MCA value mirroring the matrix term value AsiaCorporate.
2014CreditAsiaFinancial	FpML	Dummy MCA value mirroring the matrix term value AsiaFinancialCorporate.
2014CreditAustraliaNewZealand	FpML	Dummy MCA value mirroring the matrix term value AustraliaCorporate/NewZealandCorporate.
2014CreditAustraliaNewZealandFinancial	FpML	Dummy MCA value mirroring the matrix term value AustraliaFinancialCorporate/NewZealandFinancialCorporate.
2014CreditEuropean	FpML	Dummy MCA value mirroring the matrix term value EuropeanCorporate.
2014CreditEuropeanCoCoFinancial	FpML	Dummy MCA value mirroring the matrix term value EuropeanCoCoFinancialCorporate.
2014CreditEuropeanFinancial	FpML	Dummy MCA value mirroring the matrix term value EuropeanFinancialCorporate.
2014CreditJapan	FpML	Dummy MCA value mirroring the matrix term value JapanCorporate.
2014CreditJapanFinancial	FpML	Dummy MCA value mirroring the matrix term value JapanFinancialCorporate.
2014CreditNorthAmerican	FpML	Dummy MCA value mirroring the matrix term value NorthAmericanCorporate.
2014CreditNorthAmericanFinancial	FpML	Dummy MCA value mirroring the matrix term value NorthAmericanFinancialCorporate.
2014CreditSingapore	FpML	Dummy MCA value mirroring the matrix term values SingaporeCorporate.
2014CreditSingaporeFinancial	FpML	Dummy MCA value mirroring the matrix term values SingaporeFinancialCorporate.
2014CreditSovereignAsia	FpML	Dummy MCA value mirroring the matrix term value AsiaSovereign.
2014CreditSovereignEmergingEuropeanAndMiddleEastern	FpML	Dummy MCA value mirroring the matrix term value EmergingEuropeanAndMiddleEasternSovereign.
2014CreditSovereignJapan	FpML	Dummy MCA value mirroring the matrix term value JapanSovereign.
2014CreditSovereignLatinAmerican	FpML	Dummy MCA value mirroring the matrix term value LatinAmericaSovereign.
2014CreditSovereignWesternEuropean	FpML	Dummy MCA value mirroring the matrix term value WesternEuropeanSovereign.
2014StandardCreditAsia	FpML	Dummy MCA value mirroring the matrix term values StandardAsiaCorporate.
2014StandardCreditAsiaFinancial	FpML	Dummy MCA value mirroring the matrix term values StandardAsiaFinancialCorporate.
2014StandardCreditAustraliaNewZealand	FpML	Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate and StandardNewZealandCorporate.
2014StandardCreditAustraliaNewZealandFinancial	FpML	Dummy MCA value mirroring the matrix term values StandardAustraliaFinancialCorporate and StandardNewZealandFinancialCorporate.
2014StandardCreditEuropean	FpML	Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate.
2014StandardCreditEuropeanCoCoFinancial	FpML	Dummy MCA value mirroring the matrix term value StandardEuropeanCoCoFinancialCorporate.
2014StandardCreditEuropeanFinancial	FpML	Dummy MCA value mirroring the matrix term value StandardEuropeanFinancialCorporate.
2014StandardCreditJapan	FpML	Dummy MCA value mirroring the matrix term values StandardJapanCorporate.
2014StandardCreditJapanFinancial	FpML	Dummy MCA value mirroring the matrix term value StandardJapanFinancialCorporate.
2014StandardCreditNorthAmerican	FpML	Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate.
2014StandardCreditNorthAmericanFinancial	FpML	Dummy MCA value mirroring the matrix term value standardNorthAmericanFinancialCorporate.
2014StandardCreditSingapore	FpML	Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate.
2014StandardCreditSingaporeFinancial	FpML	Dummy MCA value mirroring the matrix term value StandardSingaporeFinancialCorporate.
2014StandardCreditSovereignAsia	FpML	Dummy MCA value mirroring the matrix term value StandardAsiaSovereign.
2014StandardCreditSovereignEmergingEuropeanAndMiddleEastern	FpML	Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign.
2014StandardCreditSovereignJapan	FpML	Dummy MCA value mirroring the matrix term values StandardJapanSovereign.
2014StandardCreditSovereignLatinAmerican	FpML	Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign.
2014StandardCreditSovereignWesternEuropean	FpML	Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign.
DJ.CDX.EM	FpML	Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Master Confirmation.
DJ.CDX.EM.DIV	FpML	Used for CDS Index trades executed under the Dow Jones CDX Emerging Markets Diversified Master Confirmation.
DJ.CDX.NA	FpML	Used for CDS Index trades executed under the Dow Jones CDX Master Confirmation that covers CDX.NA.IG, CDX.NA.HY, and CDX.NA.XO.
DJ.iTraxx.Europe	FpML	Used for CDS Index trades executed under the Dow Jones iTraxx Europe Master Confirmation Agreement.
EquityAmericas	FpML	A general reference to the types of Americas Master Confirmation Agreements. Use the more specific values to reference a specific type of Americas Master Confirmation Agreement.
EquityAsia	FpML	A general reference to the types of Asia Master Confirmation Agreements. Use the more specific values to reference a specific type of Asia Master Confirmation Agreement.
EquityEuropean	FpML	A general reference to the types of European Master Confirmation Agreements. Use the more specific values to reference a specific type of European Master Confirmation Agreement.
ISDA1999Credit	FpML	ISDA 1999 Master Credit Derivatives Confirmation Agreement
ISDA2003CreditAsia	FpML	ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditAustraliaNewZealand	FpML	ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Australia and New Zealand had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditEuropean	FpML	ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if European had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditJapan	FpML	ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditNorthAmerican	FpML	ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if North American had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditSingapore	FpML	ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Singapore had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2003CreditSovereignAsia	FpML	ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignCentralAndEasternEurope	FpML	ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Central and Eastern Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignJapan	FpML	ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignLatinAmerica	FpML	ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Latin America had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignMiddleEast	FpML	ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Middle East had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003CreditSovereignWesternEurope	FpML	ISDA Sovereign 2003 Master Credit Derivatives Confirmation Agreement interpreted as if Western Europe had been specified as the relevant Transaction Type in the Transaction Supplement. The 2003 Sovereign Master Confirmation has been superceded by the 2004.
ISDA2003StandardCreditAsia	FpML	Dummy MCA value mirroring the matrix term values StandardAsiaCorporate.
ISDA2003StandardCreditAustraliaNewZealand	FpML	Dummy MCA value mirroring the matrix term values StandardAustraliaCorporate/Sovereign and StandardNewZealandCorporate/Sovereign.
ISDA2003StandardCreditEuropean	FpML	Dummy MCA value mirroring the matrix term value StandardEuropeanCorporate.
ISDA2003StandardCreditJapan	FpML	Dummy MCA value mirroring the matrix term values StandardJapanCorporate.
ISDA2003StandardCreditNorthAmerican	FpML	Dummy MCA value mirroring the matrix term value StandardNorthAmericanCorporate.
ISDA2003StandardCreditSingapore	FpML	Dummy MCA value mirroring the matrix term values StandardSingaporeCorporate/Sovereign.
ISDA2004CreditSovereignAsia	FpML	ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Asia had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignEmergingEuropeanAndMiddleEastern	FpML	ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Emerging European and Middle Eastern had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignJapan	FpML	ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Japan had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignLatinAmerican	FpML	ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Latin American had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004CreditSovereignWesternEuropean	FpML	ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement interpreted as if Western European had been specified as the relevant Transaction Type in the Transaction Supplement.
ISDA2004EquityAmericasInterdealer	FpML	The ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2004EquityAmericasInterdealerRev1	FpML	The Revised ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2004StandardCreditSovereignAsia	FpML	Dummy MCA value mirroring the matrix term values StandardAsiaSovereign.
ISDA2004StandardCreditSovereignEmergingEuropeanAndMiddleEastern	FpML	Dummy MCA value mirroring the matrix term value StandardEmergingEuropeanAndMiddleEasternSovereign.
ISDA2004StandardCreditSovereignJapan	FpML	Dummy MCA value mirroring the matrix term values StandardJapanSovereign.
ISDA2004StandardCreditSovereignLatinAmerican	FpML	Dummy MCA value mirroring the matrix term value StandardLatinAmericaSovereign.
ISDA2004StandardCreditSovereignWesternEuropean	FpML	Dummy MCA value mirroring the matrix term value StandardWesternEuropeanSovereign.
ISDA2005EquityAsiaExcludingJapanInterdealer	FpML	ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2005EquityAsiaExcludingJapanInterdealerRev2	FpML	Second Revised ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2005EquityJapaneseInterdealer	FpML	The ISDA 2005 Japanese Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2006VarianceSwapJapanese	FpML	ISDA 2006 Variance Swap Japanese Confirmation Agreement applies.
ISDA2006VarianceSwapJapaneseInterdealer	FpML	ISDA 2006 Variance Swap Japanese Interdealer Confirmation Agreement applies.
ISDA2007EquityEuropean	FpML	The ISDA 2007 European Master Equity Derivatives Confirmation Agreement applies.
ISDA2007VarianceSwapAmericas	FpML	The ISDA 2007 Americas Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapAsiaExcludingJapan	FpML	The ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapAsiaExcludingJapanRev1	FpML	The Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapAsiaExcludingJapanRev2	FpML	The Second Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement applies.
ISDA2007VarianceSwapEuropean	FpML	The ISDA 2007 European Variance Swap Master Confirmation Agreement applies.
ISDA2007VarianceSwapEuropeanRev1	FpML	The Revised ISDA 2007 European Variance Swap Master Confirmation Agreement applies.
ISDA2008DividendSwapJapan	FpML	The ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies.
ISDA2008DividendSwapJapaneseRev1	FpML	The Revised ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement applies.
ISDA2008EquityAmericas	FpML	The ISDA 2008 Americas Master Designated/Exchange-Traded Contract Option Confirmation Agreement applies.
ISDA2008EquityAsiaExcludingJapan	FpML	The ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityAsiaExcludingJapanRev1	FpML	The Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives Confirmation Agreement applies.
ISDA2008EquityJapan	FpML	The ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement applies.
ISDA2009EquityAmericas	FpML	The ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement applies.
ISDA2009EquityEuropeanInterdealer	FpML	The ISDA 2009 European Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2009EquityPanAsia	FpML	2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2010EquityEMEAInterdealer	FpML	The ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation Agreement applies.
ISDA2013VolatilitySwapAmericas	FpML	The ISDA 2013 Americas Master Volatility Swap Confirmation Agreement applies.
ISDA2013VolatilitySwapAsiaExcludingJapan	FpML	The ISDA 2013 AEJ Master Volatility Swap Confirmation Agreement applies.
ISDA2013VolatilitySwapEuropean	FpML	The ISDA 2013 European Volatility Swap Master Confirmation Agreement applies.
ISDA2013VolatilitySwapJapanese	FpML	The ISDA 2013 Volatility Swap Japanese Confirmation Agreement applies.

5.151 matrixTermScheme

Scheme Definition:

Defines a scheme of transaction types specified in the Credit Derivatives Physical Settlement Matrix.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12
Location URL: http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12.xml
Canonical URI: http://www.fpml.org/coding-scheme/credit-matrix-transaction-type
Version: 3-12
Publication Date: 2021-12-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
AsiaCorporate	FpML	Matrix Transaction Type of ASIA CORPORATE.
AsiaFinancialCorporate	FpML	Matrix Transaction Type of ASIA FINANCIAL CORPORATE.
AsiaSovereign	FpML	Matrix Transaction Type of ASIA SOVEREIGN.
AustraliaCorporate	FpML	Matrix Transaction Type of AUSTRALIA CORPORATE.
AustraliaFinancialCorporate	FpML	Matrix Transaction Type of AUSTRALIA FINANCIAL CORPORATE.
AustraliaSovereign	FpML	Matrix Transaction Type of AUSTRALIA SOVEREIGN.
EmergingEuropeanAndMiddleEasternSovereign	FpML	Matrix Transaction Type of EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN.
EmergingEuropeanCorporate	FpML	Matrix Transaction Type of EMERGING EUROPEAN CORPORATE.
EmergingEuropeanCorporateLPN	FpML	Matrix Transaction Type of EMERGING EUROPEAN CORPORATE LPN.
EmergingEuropeanFinancialCorporate	FpML	Matrix Transaction Type of EMERGING EUROPEAN FINANCIAL CORPORATE.
EmergingEuropeanFinancialCorporateLPN	FpML	Matrix Transaction Type of EMERGING EUROPEAN FINANCIAL CORPORATE LPN.
EuropeanCoCoFinancialCorporate	FpML	Matrix Transaction Type of EUROPEAN COCO FINANCIAL CORPORATE.
EuropeanCorporate	FpML	Matrix Transaction Type of EUROPEAN CORPORATE.
EuropeanFinancialCorporate	FpML	Matrix Transaction Type of EUROPEAN FINANCIAL CORPORATE.
EuropeanLimitedRecourseCorporate	FpML	Matrix Transaction Type of EUROPEAN LIMITED RECOURSE CORPORATE.
EuropeanSeniorNonPreferredFinancialCorporate	FpML	Matrix Transaction Type of EUROPEAN SENIOR NON PREFERRED FINANCIAL CORPORATE.
JapanCorporate	FpML	Matrix Transaction Type of JAPAN CORPORATE.
JapanFinancialCorporate	FpML	Matrix Transaction Type of JAPAN FINANCIAL CORPORATE.
JapanSovereign	FpML	Matrix Transaction Type of JAPAN SOVEREIGN.
LatinAmericaCorporate	FpML	Matrix Transaction Type of LATIN AMERICA CORPORATE.
LatinAmericaCorporateBond	FpML	Matrix Transaction Type of LATIN AMERICA CORPORATE B.
LatinAmericaCorporateBondOrLoan	FpML	Matrix Transaction Type of LATIN AMERICA CORPORATE BL.
LatinAmericaFinancialCorporateBond	FpML	Matrix Transaction Type of LATIN AMERICA FINANCIAL CORPORATE B.
LatinAmericaFinancialCorporateBondOrLoan	FpML	Matrix Transaction Type of LATIN AMERICA FINANCIAL CORPORATE BL.
LatinAmericaSovereign	FpML	Matrix Transaction Type of LATIN AMERICA SOVEREIGN.
NewZealandCorporate	FpML	Matrix Transaction Type of NEW ZEALAND CORPORATE.
NewZealandFinancialCorporate	FpML	Matrix Transaction Type of NEW ZEALAND FINANCIAL CORPORATE.
NewZealandSovereign	FpML	Matrix Transaction Type of NEW ZEALAND SOVEREIGN.
NorthAmericanCorporate	FpML	Matrix Transaction Type of NORTH AMERICAN CORPORATE.
NorthAmericanFinancialCorporate	FpML	Matrix Transaction Type of NORTH AMERICAN FINANCIAL CORPORATE.
SingaporeCorporate	FpML	Matrix Transaction Type of SINGAPORE CORPORATE.
SingaporeFinancialCorporate	FpML	Matrix Transaction Type of SINGAPORE FINANCIAL CORPORATE.
SingaporeSovereign	FpML	Matrix Transaction Type of SINGAPORE SOVEREIGN.
StandardAsiaCorporate	FpML	Matrix Transaction Type of STANDARD ASIA CORPORATE.
StandardAsiaFinancialCorporate	FpML	Matrix Transaction Type of STANDARD ASIA FINANCIAL CORPORATE.
StandardAsiaSovereign	FpML	Matrix Transaction Type of STANDARD ASIA SOVEREIGN.
StandardAustraliaCorporate	FpML	Matrix Transaction Type of STANDARD AUSTRALIA CORPORATE.
StandardAustraliaFinancialCorporate	FpML	Matrix Transaction Type of STANDARD AUSTRALIA FINANCIAL CORPORATE.
StandardAustraliaSovereign	FpML	Matrix Transaction Type of STANDARD AUSTRALIA SOVEREIGN.
StandardEmergingEuropeanAndMiddleEasternSovereign	FpML	Matrix Transaction Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN SOVEREIGN.
StandardEmergingEuropeanCorporate	FpML	Matrix Transaction Type of STANDARD EMERGING EUROPEAN CORPORATE.
StandardEmergingEuropeanCorporateLPN	FpML	Matrix Transaction Type of STANDARD EMERGING EUROPEAN CORPORATE LPN.
StandardEmergingEuropeanFinancialCorporate	FpML	Matrix Transaction Type of STANDARD EMERGING EUROPEAN FINANCIAL CORPORATE.
StandardEmergingEuropeanFinancialCorporateLPN	FpML	Matrix Transaction Type of STANDARD EMERGING EUROPEAN FINANCIAL CORPORATE LPN.
StandardEuropeanCoCoFinancialCorporate	FpML	Matrix Transaction Type of STANDARD EUROPEAN COCO FINANCIAL CORPORATE.
StandardEuropeanCorporate	FpML	Matrix Transaction Type of STANDARD EUROPEAN CORPORATE.
StandardEuropeanFinancialCorporate	FpML	Matrix Transaction Type of STANDARD EUROPEAN FINANCIAL CORPORATE.
StandardEuropeanLimitedRecourseCorporate	FpML	Matrix Transaction Type of STANDARD EUROPEAN LIMITED RECOURSE CORPORATE.
StandardEuropeanSeniorNonPreferredFinancialCorporate	FpML	Matrix Transaction Type of STANDARD EUROPEAN SENIOR NON PREFERRED FINANCIAL CORPORATE.
StandardJapanCorporate	FpML	Matrix Transaction Type of STANDARD JAPAN CORPORATE.
StandardJapanFinancialCorporate	FpML	Matrix Transaction Type of STANDARD JAPAN FINANCIAL CORPORATE.
StandardJapanSovereign	FpML	Matrix Transaction Type of STANDARD JAPAN SOVEREIGN.
StandardLatinAmericaCorporateBond	FpML	Matrix Transaction Type of STANDARD LATIN AMERICA CORPORATE B.
StandardLatinAmericaCorporateBondOrLoan	FpML	Matrix Transaction Type of STANDARD LATIN AMERICA CORPORATE BL.
StandardLatinAmericaFinancialCorporateBond	FpML	Matrix Transaction Type of STANDARD LATIN AMERICA FINANCIAL CORPORATE B.
StandardLatinAmericaFinancialCorporateBondOrLoan	FpML	Matrix Transaction Type of STANDARD LATIN AMERICA FINANCIAL CORPORATE BL.
StandardLatinAmericaSovereign	FpML	Matrix Transaction Type of STANDARD LATIN AMERICA SOVEREIGN.
StandardNewZealandCorporate	FpML	Matrix Transaction Type of STANDARD NEW ZEALAND CORPORATE.
StandardNewZealandFinancialCorporate	FpML	Matrix Transaction Type of STANDARD NEW ZEALAND FINANCIAL CORPORATE.
StandardNewZealandSovereign	FpML	Matrix Transaction Type of STANDARD NEW ZEALAND SOVEREIGN.
StandardNorthAmericanCorporate	FpML	Matrix Transaction Type of STANDARD NORTH AMERICAN CORPORATE.
StandardNorthAmericanFinancialCorporate	FpML	Matrix Transaction Type of STANDARD NORTH AMERICAN FINANCIAL CORPORATE.
StandardSingaporeCorporate	FpML	Matrix Transaction Type of STANDARD SINGAPORE CORPORATE.
StandardSingaporeFinancialCorporate	FpML	Matrix Transaction Type of STANDARD SINGAPORE FINANCIAL CORPORATE.
StandardSingaporeSovereign	FpML	Matrix Transaction Type of STANDARD SINGAPORE SOVEREIGN.
StandardSubordinatedEuropeanInsuranceCorporate	FpML	Transaction Type of STANDARD SUBORDINATED EUROPEAN INSURANCE CORPORATE.
StandardSukukFinancialCorporate	FpML	Matrix Transaction Type of STANDARD SUKUK FINANCIAL CORPORATE.
StandardUSMunicipalFullFaithAndCredit	FpML	Matrix Transaction Type of STANDARD U.S. MUNICIPAL FULL FAITH AND CREDIT.
StandardUSMunicipalGeneralFund	FpML	Matrix Transaction Type of STANDARD U.S. MUNICIPAL GENERAL FUND.
StandardUSMunicipalRevenue	FpML	Matrix Transaction Type of STANDARD U.S. MUNICIPAL REVENUE.
StandardWesternEuropeanSovereign	FpML	Matrix Transaction Type of STANDARD WESTERN EUROPEAN SOVEREIGN.
SubordinatedEuropeanInsuranceCorporate	FpML	Matrix Transaction Type of SUBORDINATED EUROPEAN INSURANCE CORPORATE.
SukukCorporate	FpML	Matrix Transaction Type of SUKUK CORPORATE.
SukukFinancialCorporate	FpML	Matrix Transaction Type of SUKUK FINANCIAL CORPORATE.
SukukSovereign	FpML	Matrix Transaction Type of SUKUK SOVEREIGN.
USMunicipalFullFaithAndCredit	FpML	Matrix Transaction Type of U.S. MUNICIPAL FULL FAITH AND CREDIT.
USMunicipalGeneralFund	FpML	Matrix Transaction Type of U.S. MUNICIPAL GENERAL FUND.
USMunicipalRevenue	FpML	Matrix Transaction Type of U.S. MUNICIPAL REVENUE.
WesternEuropeanSovereign	FpML	Matrix Transaction Type of WESTERN EUROPEAN SOVEREIGN.

5.152 matrixTermScheme

Scheme Definition:

Defines a scheme of transaction types specified in the Equity Derivatives Settlement Matrix.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0
Location URL: http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/equity-matrix-transaction-type
Version: 1-0
Publication Date: 2015-06-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
IVS1OpenMarkets	FpML	The ISDA-published 2011 Index Volatility Swap Agreement for Open Markets.

5.153 matrixTypeScheme

Scheme Definition:

Defines a scheme of values for identifying the form of applicable matrix.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/matrix-type-1-1
Location URL: http://www.fpml.org/coding-scheme/matrix-type-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/matrix-type
Version: 1-1
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
CreditDerivativesPhysicalSettlementMatrix	FpML	The ISDA-published Credit Derivatives Physical Settlement Matrix.
EquityDerivativesMatrix	FpML	The ISDA-published Equity Derivatives Matrix.
SettlementMatrix	FpML	The ISDA-published 2000 ISDA Definitions Settlement Matrix for Early Terminations and Swaptions.

5.154 metricAdjustmentTypeScheme

Scheme Definition:

A structure used to uniquely identify a metric adjustment type, described by a scheme.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0
Location URL: http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type
Version: 1-0
Publication Date: 2021-06-25
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
LastSixMonths	FpML	Indicates that the metric is related to the last six months.
LastTwelveMonths	FpML	Indicates that the metric is related to the last twelve months.
PreviousMonth	FpML	Indicates that the metric is related to the previous month.
PreviousQuarter	FpML	Indicates that the metric is related to the previous quarter.
PreviousYear	FpML	Indicates that the metric is related to the previous year.

5.155 mortgageSectorScheme

Scheme Definition:

Specifies a mortgage typology.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/mortgage-sector-1-0
Location URL: http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/mortgage-sector
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
ABS	FpML	Asset Backed Security.
CDO	FpML	Collateralized Debt Obligation.
CMBS	FpML	Commercial Mortgage Backed Security.
RMBS	FpML	Residential Mortgage Backed Security.

5.156 nonIsoCurrencyScheme

Scheme Definition:

Includes the currency codes to expand the ISO 4217 currency list, including the offshore and historical currencies.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/non-iso-currency-1-1
Location URL: http://www.fpml.org/coding-scheme/non-iso-currency-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/non-iso-currency
Version: 1-1
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
CNH	FpML	Offshore Chinese Yuan traded in Hong Kong.
CNT	FpML	Offshore Chinese Yuan traded in Taiwan.
GGP	FpML	Guernsey Pound.
IMP	FpML	Isle of Man Pound.
JEP	FpML	Jersey Pound.
KID	FpML	Kiribati Dollar.
MCF	FpML	Monegasque franc. Historical currency code.
SML	FpML	Sammarinese lira. Hhistorical currency code.
TVD	FpML	Tuvalu Dollar.
VAL	FpML	Vatican lira. Historical currency code.

5.157 noSettlePeriodTypeScheme

Scheme Definition:

A period during which no settlement of a trade can occur, other than non-business days.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/no-settle-period-type-1-0
Location URL: http://www.fpml.org/coding-scheme/no-settle-period-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/no-settle-period-type
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
AgentFreeze	FpML	Period during which, due to servicing obligations by the Agent, no settlement of trades can occur.
CLOBlackout	FpML	Period during which, due to the formation and funding of a CLO entity lender, no settlement of trades can occur.

5.158 optionTypeScheme

Scheme Definition:

Indicates a type of option contained in a complex OTC derivative contract.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/option-type-1-0
Location URL: http://www.fpml.org/coding-scheme/option-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/option-type
Version: 1-0
Publication Date: 2012-05-11

Coding Scheme

CODE	SOURCE	DESCRIPTION
Call	FpML	The right but not the obligation to buy an asset on predefined terms. The asset may in turn be based on other assets, for example a spread on prices.
Cap	FpML	The right to receive payments when a rate exceeds a specified level
Chooser	FpML	An option in which the option holder has the right to choose which type of option (e.g. a put or a call) the option will be.
Collar	FpML	The right to receive payments based on the amount by which a rate or a price exceeds a specified level coupled with the obligation to make payments if the rate or price is under a (possibly different) level.
Floor	FpML	The right to receive payments when a rate is under a specified level
Other	FpML	An option type not otherwise categorizable
PayFixed	FpML	The right but not the obligation to enter a swap transaction in which the option holder would pay a fixed rate or price. (Also known as a "Payer" swaption, or "RTP"=Right to Pay swaption.)
Put	FpML	The right but not the obligation to sell an asset on predefined terms. The asset may in turn be based on other assets, for example a spread on prices.
ReceiveFixed	FpML	The right but not the obligation to enter a swap transaction in which the option holder would receive a fixed rate or price. (Also known as a "Receiver" swaption, or "RTR"=Right to Receive swaption.)
Straddle	FpML	The right to receive payments based on the amount by which a rate or a price exceeds a specified level or is under a (possibly different) level

5.159 organizationCharacteristicScheme

Scheme Definition:

Indicates a type of organization characteristic.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/organization-characteristic-1-0
Location URL: http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/organization-characteristic
Version: 1-0
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
CaptiveFinanceUnit	FpML
FinancialEntity	FpML

5.160 organizationTypeScheme

Scheme Definition:

Indicates a type of organization.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/organization-type-2-0
Location URL: http://www.fpml.org/coding-scheme/organization-type-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/organization-type
Version: 2-0
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
MSP	FpML	A significant participant in the swaps market, for example as defined by the Dodd-Frank Act.
NaturalPerson	FpML	A human being.
non-SD/MSP	FpML	A firm that is neither a swap dealer nor a major swaps participant under the Dodd-Frank Act.
SD	FpML	Registered swap dealer.

5.161 organizationTypeScheme

Scheme Definition:

Indicates whether a counterparty is an entity established pursuant to a U.S. federal law, including CFTC Amendments to Part 45 (2020).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/cftc-organization-type-2-0
Location URL: http://www.fpml.org/coding-scheme/cftc-organization-type-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/cftc-organization-type
Version: 2-0
Publication Date: 2022-11-18
Status: working-draft

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agency	FpML	An agency as defined in 5 U.S.C. 551(1), a federal instrumentality, or a federal authority.
CharteredPursuantToFederalLaw	FpML	An entity chartered pursuant to federal law after formation (example: an organization listed in title 36 of the U.S. Code).
EstablishedByFederalEntity	FpML	An entity that was established by, or at the direction of, one or more of the entities listed in clause (1), or has an ultimate parent listed in its LEI reference data that is an entity listed in clause (1) or in the first part of this clause (2).
FederallyFundedResearchAndDevelopmentCenter	FpML	A federally funded research and development center on the master list referenced in 48 CFR 35.017-6.
GovernmentCorporation	FpML	A government corporation (examples: as such term is defined in 5 U.S.C. 103(1) or in 31 U.S.C. 9101).
GovernmentSponsoredEnterprise	FpML	A government-sponsored enterprise (example: as such term is defined in 2 U.S.C. 622(8)).
USCListedExecutiveDepartment	FpML	An executive department listed in 5 U.S.C. 101.

5.162 originatingEventScheme

Scheme Definition:

Specifies the type of business event that triggered the origination of this trade. This is used to provide additional detail about how or why a trade originatated, particularly when this is not self-evident. For example, it can indicated that the trade was created as a result of netting, or as a result of a novation or transfer party initiated by a third party.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/originating-event-1-4
Location URL: http://www.fpml.org/coding-scheme/originating-event-1-4.xml
Canonical URI: http://www.fpml.org/coding-scheme/originating-event
Version: 1-4
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
Allocation	FpML	Indicates the trade results from an allocation.
Amendment	FpML	Indicates the trade results from an amendment. (Normally an amendment should be represented directly as an amendment event; this originating event reason is provided to cover the case where a system must cancel and rebook the trade as a result of the amendment.)
BlockTrade	FpML	Indicates the trade that is allocated subsequently.
Clearing	FpML	Indicates the trade is the result of a clearing operation.
ClearingDefaultTrade	FpML	Indicates that the trade was put on as the result of the reassignment of a trade formerly held by a now defaulted clearing member firm.
CreditEvent	FpML	Indicates the trade results from a credit event.
Exercise	FpML	Indicates the trade results from an exercise event.
Netting	FpML	Indicates the trade results from netting.
Novation	FpML	Indicates the trade results from a novation event (the terms transfer, assignment are also used in the industry).
PartialNovation	FpML	Indicates the trade results from a partial novation event (the terms transfer, assignment are also used in the industry).
PortfolioCompression	FpML	Indicates the trade results from portfolio compression.
PortfolioRebalancing	FpML	Indicates the trade results from portfolio rebalancing.
Porting	FpML	Indicates the trade was created as a result of porting. ("Porting" is a type of novation in a cleared environment where the actual parties to the trade don't change, but one of the parties moves to a new clearing firm or account.)
StrategicRestructuring	FpML	Indicates the trade results from strategic restructuring.
SuccessionEventRenaming	FpML	Indicates the trade results from a renaming succession event.
SuccessionEventReorganization	FpML	Indicates the trade results from a reorganization succession event.
Trade	FpML	Indicates the trade or trade package is the result of a trade transaction.

5.163 otcClassificationScheme

Scheme Definition:

Specifies the OTC post-trade indicator, as defined under ESMA MiFID II.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0
Location URL: http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-mifir-otc-classification
Version: 2-0
Publication Date: 2017-02-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
ACTX	ESMA	Agency cross transactions (For all instruments).
ALGO	ESMA	Algorithmic transactions (For equity instruments).
AMND	ESMA	Amendments (For all instruments).
BENC	ESMA	Benchmark (For all instruments).
CANC	ESMA	Cancellations (For all instruments).
DUPL	ESMA	Duplicative trade reports (For equity instruments).
ILQD	ESMA	Illiquid instrument (for non-equity instruments).
LRGS	ESMA	Post-trade large-in-scale transactions (For all instruments).
NLIQ	ESMA	Negotiated transactions in liquid financial instruments (For equity instruments).
NPFT	ESMA	Non-price forming transactions (For all instruments).
OILQ	ESMA	Negotiated transactions in illiquid financial instruments (For equity instruments).
PRIC	ESMA	Negotiated transactions subject to conditions other than the current market price (For equity instruments).
RFPT	ESMA	Reference price transactions (For equity instruments).
RPRI	ESMA	Transactions which have received price improvement (For equity instruments).
SDIV	ESMA	Special dividend (For equity instruments).
SIZE	ESMA	Above specified size transaction (For all instruments).
TNCP	ESMA	Transactions not contributing to the price discovery process for the purposes of Article 23 of Regulation (EU) No 600/2014 (For equity instruments).
TPAC	ESMA	Package transaction (For non-equity instruments).
XFPH	ESMA	Exchange for Physical transaction (For non-equity instruments).

5.164 packageTypeScheme

Scheme Definition:

Specifies the type of package.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/package-type-1-0
Location URL: http://www.fpml.org/coding-scheme/package-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/package-type
Version: 1-0
Publication Date: 2014-06-04

Coding Scheme

CODE	SOURCE	DESCRIPTION
Butterfly	FpML	A strategy in which a firm either pays or receives fixed for intermediate term (the "body"), and does the opposite (receives or pays fixed) for a short and a long term (the "wings").
CalendarRoll	FpML	A strategy in which a swap is used to Roll from one IMM date into another IMM swap.
CalendarSpread	FpML	A strategy in which 2 trades on different dates are done at the same time, e.g., Sept vs June.
Custom	FpML	A package created for a particular client need e.g., portfolioCompression, termination.
IndexRoll	FpML	A strategy in which a firms buys new version of index and sells and old version of the same index.
OneCancelsOthers	FpML	A package in which only a maximum of one of the components will be executed (used for credit limit checking/orders).
SwapSpread	FpML	A strategy in which a firm either buys a treasury and enters a payer swap, or sells treasury and enters a receiver swap.
Switch	FpML	A strategy in which a firm either pays or receives fixed for some term versus the opposite (receives or pays fixed) for different term. Typically the second term starts at the completion of the first.

5.165 partyGroupTypeScheme

Scheme Definition:

Qualifies a group of parties.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/party-group-type-1-0
Location URL: http://www.fpml.org/coding-scheme/party-group-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/party-group-type
Version: 1-0
Publication Date: 2015-11-04

Coding Scheme

CODE	SOURCE	DESCRIPTION
JointAndSeveralLiability	FpML	Indicates that the group of parties are jointly and severally liable.

5.166 partyRelationshipTypeScheme

Scheme Definition:

A type is containing a code representing how two parties are related, e.g. Affiliated, Intragroup.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/party-relationship-type-1-1
Location URL: http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/party-relationship-type
Version: 1-1
Publication Date: 2015-05-10

Coding Scheme

CODE	SOURCE	DESCRIPTION
Affiliated	FpML	Indicates whether the transaction is between two affiliated entities. It is referred to as Inter-affiliate under the Canadian CSA reporting regime.
Inter-Dealer	FpML	Indicates the transaction is between two dealers.
Intragroup	FpML	Indicates whether the contract was concluded as an intra-group transaction, defined in Article 3, 4(2), 11(6) to 11(10) of EMIR.

5.167 partyRoleScheme

Scheme Definition:

Contains a code representing a related party role. This can be extended to provide custom roles.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/party-role-4-0
Location URL: http://www.fpml.org/coding-scheme/party-role-4-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/party-role
Version: 4-0
Publication Date: 2024-02-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Accountant	FpML	Organization responsible for preparing the accounting for the trade.
AllocationAgent	FpML	The organization responsible for supplying the allocations for a trade to be allocated to multiple accounts/organizations.
ArrangingBroker	FpML	The organization that arranged the trade, i.e. brought together the counterparties. Synonyms/Alternatives: Inter-dealer broker, agent.
Beneficiary	FpML	Organization that suffers the economic benefit of the trade. The beneficiary may be distinct from the principal/counterparty - an example occurs when a hedge fund trades via a prime broker; in this case the principal is the prime broker, but the beneficiary is the hedge fund. This can be represented as a payer/receiver account in the name of the hedge fund, but it is also possible to add the party role of "Beneficiary" at the partyTradeInformation level.
BookingParty	FpML	The entity for which the organization supporting the trade's processing has booked/recorded the trade. This is used in non-reporting workflows situations in which the trade doesn't need to be reported but a firm still wants to specify their own side.
Buyer	FpML	Acquirer of the legal title to the financial instrument. In the case of an option, the buyer is the holder of the option. In the case of a swap or forward, the buyer will be determined by industry best practice. This does not refer to an investor or investment manager or other organization on what is typically called the "Buy side"; for that, see the "Client" role. Corresponds to "Buyer" as defined in certain regulations such as ESMA MiFID II/MIFIR RTS 22 field 9.
BuyerDecisionMaker	FpML	The party or person who, having legal authority to act on behalf of the trade counterparty acting as Buyer as defined in this coding scheme, made the decision to acquire the financial instrument. Corresponds to "buyer decision maker" as defined in ESMA's MIFIR RTS 23 report. This does not refer to the decision maker for what is traditionally called the "Buy side"; for that, see the "Client Decision Maker" role.
ClearingClient	FpML	An organization that clears trades through a clearing house, via a clearing broker (member of the clearing house) who acts as an agent on its behalf. The term "client" refers to the organization's role in the clearing process in relation to its clearing broker, and not whether it is a price maker or taker in the execution process.
ClearingExceptionParty	FpML	A party to the trade that claims a clearing exception, such as an end-user exception under Dodd-Frank Act provisions.
ClearingFirm	FpML	Organization that submits the trade to a clearing house on behalf of the principal. Synonyms/alternates: Futures Commission Merchant (FCM), Clearing Broker, Clearing Member Firm. Some implementations use "Clearing Broker" as synonym.
ClearingOrganization	FpML	The organization that acts as a central counterparty to clear a derivatives contract. This is used to represent the role of Central Counterparties (CCPs) or Derivative Clearing Organizations (DCOs). Sometimes called "ClearingService". Some implementations also use the term "Clearer".
Client	FpML	Client as defined under ESMA MIFIR. This is generally the investor or other client of an investment firm, and is synonymous with the Beneficiary in many circumstances.
ClientDecisionMaker	FpML	The party or person who, having legal authority to act on behalf of a trade counterparty, made the decision to acquire or sell the financial instrument.
ConfirmationPlatform	FpML	Organization serving as a financial intermediary for the purposes of electronic confirmation or providing services for post-processing of transactional data.
ContractualParty	FpML	A party to a contractual document. If the intended usage relates to the context of the trade lifecycle, more specific annotations have been defined which might be more appropriate.
Counterparty	FpML	An economic counterparty to the trade. Synonym: principal.
CounterPartyAffiliate	FpML	Organization offiially attached to the counterparty. e.g. partner, branch, subsidiary.
CounterPartyUltimateParent	FpML	The topmost entity or organization, within the corporate hierarchy, responsible for the reporting party.
CreditSupportProvider	FpML	Organization that enhances the credit of another organization (similar to guarantor, but may not fully guarantee the obligation).
Custodian	FpML	Organization that maintains custody of the asset represented by the trade on behalf of the owner/principal.
DataSubmitter	FpML	Entity submitting the transaction report to the competent authority.
DisputingParty	FpML	Organization that is disputing the trade or transaction.
DocumentRepository	FpML	A marketplace organization which purpose is to maintain document records. If the intended usage relates to the context of the trade lifecycle, more specific annotations have been defined which might be more appropriate.
ExecutingBroker	FpML	The (generally sell-side) organization that executed the trade; the price-making party.
ExecutingEntity	FpML	Entity executing the transaction. If the transaction is executed directly by the reporting party, it will be the reporting party. If it is executed by an execution agent or an affiliated party on behalf of the reporting party, it will be that affiliate or agent.
ExecutionAgent	FpML	The (generally buy-side) organization that acts to execute trades on behalf of an investor. Typically this is an investment manager or asset manager, and also makes the investment decisions for the investor. If required, a separate InvestmentDecision role can be specified to distinguish that the party making the investment decision is different.
ExecutionFacility	FpML	The facility, exchange, or market where the trade was executed. Synonym: Swap Execution Facility, Designated Contract Market, Execution Venue.
Guarantor	FpML	Organization that backs (guarantees) the credit risk of the trade.
OrderTransmitter	FpML	The entity transmitting the order to the reporting firm. Synonym: Transmitting Firm.
PrimeBroker	FpML	The organization that takes on or took on the credit risk for this trade by stepping in between the two economic parties (without a central counterparty clearing mechanism).
PriorTradeRepository	FpML	The trade repository at which the trade was reported previous to the current trade repository.
PTRRCompressionProvider	FpML	A party providing a post trade risk reduction service in the form of compression.
PTRRRebalancingProvider	FpML	A party providing a post trade risk reduction service in the form of portfolio rebalancing.
PublicationVenue	FpML	The reporting service (whether trade repository, market data service, or exchange/facility/venue data distribution service) that published the report of this trade.
ReportingParty	FpML	The party with the regulatory responsibility to report this trade.
ReportingPartyAffiliate	FpML	Organization offiially attached to the reporting party e.g. partner, branch, subsidiary.
ReportingPartyUltimateParent	FpML	The topmost entity or organization, within the corporate hierarchy, responsible for the reporting party.
Seller	FpML	A counterparty in a trade, which performs in one of the following capacities: 1) it transfers or agrees to transfer in the future an instrument or title to that instrument in exchange for payment, 2) it writes a derivatives instrument such as an option or a swap in which it provides risk protection to the buyer. This does not refer to the broker/dealer or other organization on what is typically called the "Sell side"; for that, see the "Executing Broker" role. Corresponds to "Seller" as defined in certain regulations such as ESMA MiFID II/MIFIR RTS 22 field 16.
SellerDecisionMaker	FpML	The party or person who, having legal authority to act on behalf of the trade counterparty acting as Seller as defined in this coding scheme, made the decision to sell the financial instrument. Corresponds to "seller decision maker" as defined in ESMA's MIFIR RTS 23 report. This does not refer to the decision maker for what is traditionally called the "Sell side"; for that, see the "Trader" person role.
SettlementAgent	FpML	The organization that makes or receives payments on behalf of the given principal party.
TradeRepository	FpML	An organization that maintains records of the trade for regulatory reporting purposes.
TradeSource	FpML	The organization that originally supplied the record of the trade. In the context of regulatory reporting, it is the submitter of the trade record to a regulator or TR.
TradingManager	FpML	The entity responsible for managing the assets/investments of this party. Synonnym: Asset Manager, Investment Manager, Trading Advisory.
TradingPartner	FpML	An entity with which this party trades from time to time, ie. with which it acts as a counterparty on some transactions. This role is used for static reference data, not individual transactions.

5.168 partyRoleTypeScheme

Scheme Definition:

Contains a code representing a related party role type. A type refining the role a role played by a party in one or more transactions. This can be extended to provide custom types.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/party-role-type-1-0
Location URL: http://www.fpml.org/coding-scheme/party-role-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/party-role-type
Version: 1-0
Publication Date: 2011-04-24

Coding Scheme

CODE	SOURCE	DESCRIPTION
AllPositions	FpML	All Positions.
SomePositions	FpML	Some Positions.

5.169 personRoleScheme

Scheme Definition:

Indicates the role of a person in a transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/person-role-1-3
Location URL: http://www.fpml.org/coding-scheme/person-role-1-3.xml
Canonical URI: http://www.fpml.org/coding-scheme/person-role
Version: 1-3
Publication Date: 2019-10-31

Coding Scheme

CODE	SOURCE	DESCRIPTION
Broker	FpML	The person who arranged with a client to execute the trade.
Buyer	FpML	Acquirer of the legal title to the financial instrument.
Custodian	FpML	The operational contact at the custodian.
DecisionMaker	FpML	The party or person with legal responsibility for authorization of the execution of the transaction.
ExecutionWithinFirm	FpML	Person within the firm who is responsible for execution of the transaction.
InvestmentDecisionMaker	FpML	Person who is responsible for making the investment decision.
LoanCloser	FpML	Individual responsible for managing the closing-related operational servicing of an asset.
LoanServicer	FpML	Individual responsible for ongoing operational servicing of the asset. E.g. managing principal draws and repayments, interest and fee payments, etc.
Seller	FpML	Seller of the legal title to the financial instrument.
Trader	FpML	The person who executed the trade.

5.170 perturbationTypeScheme

Scheme Definition:

Specifies the type of perturbation applied to compute a derivative perturbatively.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/perturbation-type-1-0
Location URL: http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/perturbation-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Absolute	FpML	The perturbation is absolute, ie. it is ADDED to the original value.
Relative	FpML	The perturbation is relative, ie. it is MULTIPLIED by the original value.

5.171 positionChangeTypeScheme

Scheme Definition:

Defines the types of business events which can cause a change in position for a given facility.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/position-change-type-1-0
Location URL: http://www.fpml.org/coding-scheme/position-change-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/position-change-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AssignmentBuy	FpML	A purchase, by assignment (change in lender of record), of a portion of a facility within the secondary markets.
AssignmentSell	FpML	A sale, by assignment (change in lender of record), of a portion of a facility within the secondary markets.
CommitmentDecrease	FpML	A decrease in the commitment level against a particular facility.
CommitmentIncrease	FpML	An increase in the commitment level against a particular facility.
Paydown	FpML	The repayment of a loan within a given facility, resulting in a decrease of the commitment level of the facility.
PIKInterestCapitalization	FpML	The increase of a loan within a facility, due to the borrower requiring further credit in order to cover interest costs.

5.172 positionStatusScheme

Scheme Definition:

Indicates the status of the reconciliation of a position.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/position-status-1-0
Location URL: http://www.fpml.org/coding-scheme/position-status-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/position-status
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Alleged	FpML	No corresponding position was found in "your" submitted set.
Matched	FpML	Both sides have the same position information within matching policies.
Mismatched	FpML	Both sides have the same position, but there are differences greater than the acceptable tolerance in the matching policies.
Unmatched	FpML	No corresponding position was found in "the other party's" submitted set.

5.173 positionUpdateReasonCodeScheme

Scheme Definition:

A code that describes the reason that an update occurred.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/position-update-reason-code-1-1
Location URL: http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/position-update-reason-code
Version: 1-1
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
Amendment	FpML	An existing trade was changed via a negotiated agreement.
Cancellation	FpML	A trade was removed for reasons other than a negotiated agreement (e.g. reported in error).
Correction	FpML	Trade details were adjusted to correct a prior error.
Exercise	FpML	An option was invoked and therefore the original option is no longer in effect.
Increase	FpML	A trade's notional size was increased via a negotiated agreement.
Netting	FpML	Similar trades were combined for processing simplicity.
NewTrade	FpML	Newly created trade.
NonNegotiatedChange	FpML	Trade details were adjusted for other reasons, e.g. corporate action.
Novation	FpML	An existing trade was transferred to a new counterparty via a negotiated agreement.
Termination	FpML	An existing trade was exited early via a negotiated agreement.

5.174 pretradePartyRoleScheme

Scheme Definition:

List of party roles.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/pretrade-party-role-1-0
Location URL: http://www.fpml.org/coding-scheme/pretrade-party-role-1-0
Canonical URI: http://www.fpml.org/coding-scheme/pretrade-party-role
Version: 1-0
Publication Date: 2017-06-09

Coding Scheme

CODE	SOURCE	DESCRIPTION
MarketMaker	FpML	Market Maker Role.
PriceTaker	FpML	Price Taker Role.

5.175 priceQuoteUnitsScheme

Scheme Definition:

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/price-quote-units-3-0
Location URL: http://www.fpml.org/coding-scheme/price-quote-units-3-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/price-quote-units
Version: 3-0
Publication Date: 2022-11-18
Status:

Coding Scheme

CODE	SOURCE	DESCRIPTION
Allowances	FpML	Environmental allowance certificates. (C02 emissions)
Amount	FpML	A numerical amount (typically a currency amount), expressed as a decimal value.
BasisPoints	FpML	A value expressed in terms of one hundredths of a percent, i.e. 5 means 5 basis points (bp) or 0.05%.
BasisPointValue	FpML	The value (expressed in currency units) per basis point change in the underlying rate. Typically used for expressing sensitivity to interest rate chages ("IR delta" risk, "rho" risk).
BasisPointValuePerBasisPoint	FpML	The Basis Point Value (BPV) (expressed in currency units per basis point) per basis point change in the underlying rate. Typically used for expressing second order sensitivity to interest rate changes (IR "gamma" risk, "convexity").
BBL	FpML	Barrel.
BCF	FpML	Billion cubic feet.
BDFT	FpML	Board feet
BSH	FpML	DEPRECATED [Bushel] Bushel split into GBBSH (8 imperial gal)and USBSH (8 US dry gal).
BTU	FpML	DEPRECATED [British Thermal Unit ] Replaced by GBBTU, USBTU and ISOBTU.
CBM	FpML	Cubic Meters.
CDD	FpML	Cooling Degree Day.
CER	FpML	Certified Emissions Reduction. (C02 emissions)
CPD	FpML	Critical Precipitation Day.
CRT	FpML	Climate Reserve Tons. (C02 emissions)
CWT	FpML	DEPRECATED [Short hundredweight (100 lb)] Replaced by USCWT.
dag	FpML	10 grams. Used in precious metals contracts (e.g MCX).
Day	FpML	Day (commonly used in Time Charter trades).
Discount	FpML	A discount factor expressed as a decimal, e.g. 0.95.
dmtu	FpML	Dry Metric Ton (Tonne) Units - Consists of a metric ton of mass excluding moisture.
DTH	FpML	DEPRECATED [Dekatherm] Replaced by GBMMBTU, USMMBTU and ISOMMBTU.
ENVCRD	FpML	Environmental Credit.
ENVOFST	FpML	Environmental Offset.
ExchangeRate	FpML	A dimensionless conversion rate, e.g. 1.2. Typically used for FX.
FEU	FpML	40 ft. Equivalent Unit container.
G	FpML	Gram.
GAL	FpML	DEPRECATED [Gallon] Replaced by GBGAL and USGAL.
GBBSH	FpML	GB Bushel - When associated with a specific commodity implies standard unit of weight.
GBBTU	FpML	GB British Thermal Unit.
GBCWT	FpML	GB Hundredweight.
GBGAL	FpML	GB Gallon. Partially replaces deprecated GAL.
GBMBTU	FpML	Thousand GB British Thermal Units.
GBMMBTU	FpML	Million GB British Thermal Units or GB Dekatherm.
GBT	FpML	GB Ton. Replaces deprecated t.
GBTHM	FpML	GB Therm.
GJ	FpML	Gigajoule.
GW	FpML	Gigawatt.
GWh	FpML	Gigawatt-hour.
HDD	FpML	Heating Degree Day.
hL	FpML	Hectolitre.
HOGB	FpML	100-troy ounces Gold Bar.
IndexUnits	FpML	A price, expressed in index units.
Ingot	FpML	DEPRECATED [Ingot] Ingot split into Standard Gold Bar (400 troy-oz) and Hundred Ounces Gold Bar (100 troy-oz).
IRFuturesPrice	FpML	A IMM futures style price, e.g. 9750 is equivalent to 2.5%.
ISOBTU	FpML	ISO British Thermal Unit.
ISOMBTU	FpML	Thousand ISO British Thermal Units.
ISOMMBTU	FpML	Million ISO British Thermal Units or ISO Dekatherm.
ISOTHM	FpML	ISO Therm.
KG	FpML	Kilogram.
kL	FpML	Kilolitre.
KW	FpML	Kilowatt.
KWd	FpML	Kilowatt-day.
KWDC	FpML	DEPRECATED [Kilowatt Day Capacity] KWDC replaced by KWd.
KWh	FpML	Kilowatt-hour.
KWHC	FpML	DEPRECATED [Kilowatt Hour Capacity] KWHC consolidated with KWh.
KWm	FpML	Kilowatt-month.
KWMC	FpML	DEPRECATED [Kilowatt Month Capacity] KWMC replaced by KWm.
KWmin	FpML	Kilowatt-minute.
KWMINC	FpML	DEPRECATED [Kilowatt Minute Capacity] KWMINC replaced by KWmin.
KWy	FpML	Kilowatt-year.
KWYC	FpML	DEPRECATED [Kilowatt Year Capacity] KWYC replaced by KWy.
L	FpML	Litre.
LB	FpML	Pound.
LogNormalVolatility	FpML	A log normal volatility, expressed in %/month, where the percentage is represented as a decimal. For example, 0.15 means a log-normal volatility of 15% per month.
MB	FpML	Thousand Barrels (BBL).
MBF	FpML	Thousand board feet. Used in contracts on forestry underlyers.
MBTU	FpML	DEPRECATED [Thousand British Thermal Units] MBTU replaced by GBMBTU, USMBTU and ISOMBTU.
MJ	FpML	Megajoule.
MMBBL	FpML	Million Barrels.
MMBF	FpML	Million board feet. Used in contracts on forestry underlyers.
MMBTU	FpML	DEPRECATED [Million British Thermal Units] MMBTU replaced by GBMMBTU, USMMBTU and ISOMMBTU.
msf	FpML	Thousand (1,000) square feet.
MT	FpML	Metric Tonne.
MW	FpML	Megawatt.
MWd	FpML	Megawatt-day.
MWDC	FpML	DEPRECATED [Megawatt Day Capacity] MWDC replaced by MWd.
MWh	FpML	Megawatt-hour.
MWHC	FpML	DEPRECATED [Megawatt Hour Capacity] MWHC consolidated with MWh.
MWm	FpML	Megawatt-month.
MWMC	FpML	DEPRECATED [Megawatt Month Capacity] MWMC replaced by MWm.
MWmin	FpML	Megawatt-minute.
MWMINC	FpML	DEPRECATED [Megawatt Minute Capacity] MWMINC replaced by MWmin.
MWy	FpML	Megawatt-year.
MWYC	FpML	DEPRECATED [Megawatt Year Capacity] MWYC replaced by MWy.
ozt	FpML	Troy Ounce.
ParValueDecimal	FpML	A price, expressed in percentage of face value as a decimal, e.g. 101.5.
ParValueFraction	FpML	A price, expressed in percentage of face value with fractions, e.g. 101 3/8. Normally used for quoting bonds.
Percentage	FpML	A value expressed in percentage units i.e. 5 means 5%.
Price	FpML	A price, expressed in currency units.
Rate	FpML	A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%.
SGB	FpML	Standard Gold Bar.
Shares	FpML	The number of units of stock. Typically used for expressing sensitivity to equity prices (equity "delta" risk).
Spread	FpML	A difference in rates or prices expressed as a decimal. I.e. 0.05 means 5%.
st	FpML	DEPRECATED [Short Ton] Replaced by UST.
t	FpML	DEPRECATED [(Long) To] Replaced by GBT.
TEU	FpML	20 ft. Equivalent Unit container.
Therm	FpML	DEPRECATED [Therm] Therm replaced by GBTHM, USTHM and ISOTHM.
UpfrontPoints	FpML	A difference in rates (typically FX rates) expressed as a decimal value.
USBSH	FpML	US Bushel - When associated with a specific commodity implies standard unit of weight.
USBTU	FpML	US British Thermal Unit.
USCWT	FpML	US Hundredweight. Replaces deprecated CWT.
USGAL	FpML	US Gallon. Partially replaces deprecated GAL.
USMBTU	FpML	Thousand US British Thermal Units.
USMMBTU	FpML	Million US British Thermal Units or US Dekatherm.
UST	FpML	US Ton. Replaces deprecated st.
USTHM	FpML	US Therm.
ValuePerDay	FpML	The value (expressed in currency units) for a one day change in a valuation date. Typically used for expressing sensitivity to the passage of time ("theta" risk, "carry", etc.).
ValuePerPercent	FpML	The value (expressed in currency units) per percent change in the underlying rate. Typically used for expressing sensitivity to volatility changes ("vega" risk).

5.176 pricingContextScheme

Scheme Definition:

The pricing context field has dual usage: 1) It can be used, in a recordkeeping submission, to explain why the trade was not publicly reported (i.e. why there isn’t an associated public price report); or, in case the trade is publicly reported, to explain why the public report may not reflect market price. 2)In the context of a real-time report, the field describes why the price of a trade may not have been representative of market price, e.g. in according with SEC SBSR requirements. In the context of Recordkeeping, the values (ClearingForcedTrade, Clearing DefaultTrade, Inter-Affiliate, PackageOrBespoke, PrimeBrokerage) are related to the public reporting i.e. they indicate why the public reporting for that particular trade might not have reflected a market price (these values mirror the values on the public report itself). The other values available for use in recordkeeping are to provide information why the trade was not publicly reported.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/pricing-context-2-0
Location URL: http://www.fpml.org/coding-scheme/pricing-context-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/pricing-context
Version: 2-0
Publication Date: 2016-09-16

Coding Scheme

CODE	SOURCE	DESCRIPTION
Allocation	FpML	The trade was created as an allocation of a previously traded contract, and thus does not reflect market activity.
ClearingDefaultTrade	FpML	Trade was triggered as a result of a clearing member firm default, and therefore may not reflect market price.
ClearingForcedTrade	FpML	Trade was required by a clearing service/CCP/DCO, e.g. as a result of its process to determine transaction pricing from its clearing members, and therefore may not reflect market price.
CrossBorder	FpML	The trade is not eligible for price reporting because (i) neither the direct nor indirect counterparty on either side is a US Person (ii) the SBS was neither executed on a platform nor accepted for clearing by a clearing agency, either of which has its principal place of business in the US (iii) the SBS was not effected by or through a registered broker-dealer (including a SBS SEF) and (iv) neither direct counterparty is a SBS dealing entity which has used its personnel or the personnel of an agent located in a US branch or office to arrange, negotiate or execute the SBS.
ForcedTrading	FpML	The trade was forced to be executed for operational or risk reason and therefore does accurately reflect market prices.
HistoricTrade	FpML	The trade was executed prior to the enactment of the reporting legislation or regulation, and therefore is not eligible for price disclosure.
Inter-Affiliate	FpML	Trade was done between affiliated parties and the price may not accurately reflect market price.
NettingOrCompression	FpML	Trade was created as a result of netting or compression. Applies for cleared SBS. (For a trade resulting from a clearing compression cycle, the code (along with the clearing flag) clarifies why the trade was not publicly disseminated.)
PackageOrBespoke	FpML	Trade is bespoke or part of a package so the price or individual price components cannot be accurately determined.
PriceReportingExemptOther	FpML	The trade is exempt for price disclosure for reasons not otherwise identified.
PrimeBrokerage	FpML	Trade was entered into as part of an arrangement with a prime broker.

5.177 pricingInputTypeScheme

Scheme Definition:

Specifies the type of pricing structure represented.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/pricing-input-type-1-0
Location URL: http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/pricing-input-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AssetPrices	FpML	A representation of the prices of collection of assets (in any asset class).
CreditCurve	FpML	A representation of credit pricing at different maturities.
FXForecastCurve	FpML	A representation of forecast FX rates at different maturities.
Time	FpML	The valuation date or other time input.
VolatilityMatrix	FpML	A representation of the volatlity of an asset (in any asset class).
YieldCurve	FpML	A representation of the interest rates (yields) at different maturities.

5.178 pricingModelScheme

Scheme Definition:

Defines a scheme of values for specifying the type of corporate action.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/pricing-model-1-1
Location URL: http://www.fpml.org/coding-scheme/pricing-model-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/pricing-model
Version: 1-1
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
BackwardInduction	FpML	Indicates a Backward Induction method used to evaluate the price of an asset. Backward induction is the process of reasoning backwards in time, from the end of a problem or situation, to determine a sequence of optimal actions.
ClosedForm	FpML	Indicates a Closed Form model is used to evaluate the price of an asset. In mathematics, an expression is said to be a closed-form expression if it can be expressed analytically in terms of a finite number of certain "well-known" functions.
Intrinsic	FpML	Indicates the market value as obtained by forecasting cash flows and discounting them to the present using a risk free rate of interest, without requiring probabilistic assumptions or models.
Model	FpML	Indicates the value is calculated based on an internal pricing model (e.g. Mark to Model).
MonteCarlo	FpML	Indicates a Monte Carlo method used to evaluate the price of an asset. The Method encompasses any technique of statistical sampling employed to approximate solutions to quantitative problems.

5.179 productGradeScheme

Scheme Definition:

Identifies the grade of physical commodity product to be delivered.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0
Location URL: http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/commodity-oil-product-grade
Version: 1-0
Publication Date: 2012-09-14

Coding Scheme

CODE	SOURCE	DESCRIPTION
0.1-Percent	FpML	Applies to Oil Product Type Fuel Oil.
0.5-Percent	FpML	Applies to Oil Product Type Fuel Oil.
1.0-Percent	FpML	Applies to Oil Product Type Fuel Oil.
10-PPM	FpML	Applies to Oil Product Type Gasoline.
10-PPM-95-R	FpML	Applies to Oil Product Type Gasoline.
10-PPM-Premium-Unleaded	FpML	Applies to Oil Product Type Gasoline.
10-PPM-Regular-Unleaded	FpML	Applies to Oil Product Type Gasoline.
180-CST	FpML	Applies to Oil Product Type Fuel Oil.
3.5-Percent	FpML	Applies to Oil Product Type Fuel Oil.
380-CST	FpML	Applies to Oil Product Type Fuel Oil.
50-PPM	FpML	Applies to Oil Product Type Fuel Oil.
54	FpML	Applies to Oil Product Type Jet Fuel.
55	FpML	Applies to Oil Product Type Jet Fuel.
87-M	FpML	Applies to Oil Product Type Gasoline.
87-Unleaded	FpML	Applies to Oil Product Type Gasoline.
87-Unleaded-ULS-30	FpML	Applies to Oil Product Type Gasoline.
92-Unleaded	FpML	Applies to Oil Product Type Gasoline.
93-Unleaded	FpML	Applies to Oil Product Type Gasoline.
95-Unleaded	FpML	Applies to Oil Product Type Gasoline.
97-Unleaded	FpML	Applies to Oil Product Type Gasoline.
98-Unleaded	FpML	Applies to Oil Product Type Gasoline.
Arabian-Light	FpML	Applies to Oil Product Type Oil.
Brass-Blend	FpML	Applies to Oil Product Type Oil.
Brent	FpML	Applies to Oil Product Type Oil.
CARBOB	FpML	Applies to Oil Product Type Gasoline.
CBOB	FpML	Applies to Oil Product Type Gasoline.
Cold-Lake	FpML	Applies to Oil Product Type Oil.
Dubai	FpML	Applies to Oil Product Type Oil.
Edmonton-High-Sulphur-Sour	FpML	Applies to Oil Product Type Oil.
EUROBOB	FpML	Applies to Oil Product Type Gasoline.
German-10PPM	FpML	Applies to Oil Product Type Diesel Fuel.
Gulf-Coast-Sweet	FpML	Applies to Oil Product Type Oil.
Hardisty-Light	FpML	Applies to Oil Product Type Oil.
Iranian-Light	FpML	Applies to Oil Product Type Oil.
Iranian-Light	FpML	Applies to Oil Product Type Oil.
Jet	FpML	Applies to Oil Product Type Jet Fuel.
Kirkuk-Light	FpML	Applies to Oil Product Type Oil.
Kuwait	FpML	Applies to Oil Product Type Oil.
Light-Louisiana-Sweet	FpML	Applies to Oil Product Type Oil.
Low-Sulphur	FpML	Applies to Oil Product Type Diesel Fuel.
Low-Sulphur-Jet	FpML	Applies to Oil Product Type Jet Fuel.
Mars	FpML	Applies to Oil Product Type Oil.
Mixed-Sour-Blend	FpML	Applies to Oil Product Type Oil.
Mixed-Sweet-Blend	FpML	Applies to Oil Product Type Oil.
Murban	FpML	Applies to Oil Product Type Oil.
Natural-Gasoline	FpML	Applies to Oil Product Type Gasoline.
No.-2	FpML	Applies to Oil Product Type Diesel Fuel.
No.-6-0.3-Percent	FpML	Applies to Oil Product Type Fuel Oil.
No.-6-0.3-Percent-HP	FpML	Applies to Oil Product Type Fuel Oil.
No.-6-0.3-Percent-LP	FpML	Applies to Oil Product Type Fuel Oil.
No.-6-0.7-Percent	FpML	Applies to Oil Product Type Fuel Oil.
No.-6-1.0-Percent	FpML	Applies to Oil Product Type Fuel Oil.
No.-6-2.2-Percent	FpML	Applies to Oil Product Type Fuel Oil.
No.-6-3-Percent	FpML	Applies to Oil Product Type Fuel Oil.
Normal-Butane	FpML	Applies to Oil Product Type Butane.
North-Dakota-Light	FpML	Applies to Oil Product Type Oil.
Oman	FpML	Applies to Oil Product Type Oil.
Polymer-Grade	FpML	Applies to Oil Product Type Propylene.
RBOB	FpML	Applies to Oil Product Type Gasoline.
Saharan	FpML	Applies to Oil Product Type Oil.
Sour	FpML	Applies to Oil Product Type Oil.
Southern-Green-Canyon	FpML	Applies to Oil Product Type Oil.
Tapis	FpML	Applies to Oil Product Type Oil.
Thunder-Horse	FpML	Applies to Oil Product Type Oil.
Ultra-Low-Sulphur	FpML	Applies to Oil Product Type Diesel Fuel.
Urals	FpML	Applies to Oil Product Type Oil.
Urals-Sour	FpML	Applies to Oil Product Type Oil.
US-Regular-Unleaded	FpML	Applies to Oil Product Type Gasoline.
Western-Canadian-Select	FpML	Applies to Oil Product Type Oil.
WTI	FpML	Applies to Oil Product Type Oil.
WTS	FpML	Applies to Oil Product Type Oil.
Zuetina	FpML	Applies to Oil Product Type Oil.

5.180 productTaxonomyScheme

Scheme Definition:

Contains a product type code based on the ISDA product taxonomy

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/product-taxonomy-4-0
Location URL: http://www.fpml.org/coding-scheme/product-taxonomy-4-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/product-taxonomy
Version: 4-0
Publication Date: 2016-10-28

Coding Scheme

CODE	SOURCE	DESCRIPTION
Commodity:Agricultural:Dairy:Exotic	ISDA
Commodity:Agricultural:Dairy:LoanLease:Cash	ISDA
Commodity:Agricultural:Dairy:LoanLease:Physical	ISDA
Commodity:Agricultural:Dairy:Option:Cash	ISDA
Commodity:Agricultural:Dairy:Option:Physical	ISDA
Commodity:Agricultural:Dairy:SpotFwd:Physical	ISDA
Commodity:Agricultural:Dairy:Swap:Cash	ISDA
Commodity:Agricultural:Forestry:Exotic	ISDA
Commodity:Agricultural:Forestry:LoanLease:Cash	ISDA
Commodity:Agricultural:Forestry:LoanLease:Physical	ISDA
Commodity:Agricultural:Forestry:Option:Cash	ISDA
Commodity:Agricultural:Forestry:Option:Physical	ISDA
Commodity:Agricultural:Forestry:SpotFwd:Physical	ISDA
Commodity:Agricultural:Forestry:Swap:Cash	ISDA
Commodity:Agricultural:GrainsOilSeeds:Exotic	ISDA
Commodity:Agricultural:GrainsOilSeeds:LoanLease:Cash	ISDA
Commodity:Agricultural:GrainsOilSeeds:LoanLease:Physical	ISDA
Commodity:Agricultural:GrainsOilSeeds:Option:Cash	ISDA
Commodity:Agricultural:GrainsOilSeeds:Option:Physical	ISDA
Commodity:Agricultural:GrainsOilSeeds:SpotFwd:Physical	ISDA
Commodity:Agricultural:GrainsOilSeeds:Swap:Cash	ISDA
Commodity:Agricultural:Livestock:Exotic	ISDA
Commodity:Agricultural:Livestock:LoanLease:Cash	ISDA
Commodity:Agricultural:Livestock:LoanLease:Physical	ISDA
Commodity:Agricultural:Livestock:Option:Cash	ISDA
Commodity:Agricultural:Livestock:Option:Physical	ISDA
Commodity:Agricultural:Livestock:SpotFwd:Physical	ISDA
Commodity:Agricultural:Livestock:Swap:Cash	ISDA
Commodity:Agricultural:Softs:Exotic	ISDA
Commodity:Agricultural:Softs:LoanLease:Cash	ISDA
Commodity:Agricultural:Softs:LoanLease:Physical	ISDA
Commodity:Agricultural:Softs:Option:Cash	ISDA
Commodity:Agricultural:Softs:Option:Physical	ISDA
Commodity:Agricultural:Softs:SpotFwd:Physical	ISDA
Commodity:Agricultural:Softs:Swap:Cash	ISDA
Commodity:Energy:Coal:Exotic	ISDA
Commodity:Energy:Coal:LoanLease:Cash	ISDA
Commodity:Energy:Coal:LoanLease:Physical	ISDA
Commodity:Energy:Coal:Option:Cash	ISDA
Commodity:Energy:Coal:Option:Physical	ISDA
Commodity:Energy:Coal:SpotFwd:Physical	ISDA
Commodity:Energy:Coal:Swap:Cash	ISDA
Commodity:Energy:Elec:Exotic	ISDA
Commodity:Energy:Elec:LoanLease:Cash	ISDA
Commodity:Energy:Elec:LoanLease:Physical	ISDA
Commodity:Energy:Elec:Option:Cash	ISDA
Commodity:Energy:Elec:Option:Physical	ISDA
Commodity:Energy:Elec:SpotFwd:Physical	ISDA
Commodity:Energy:Elec:Swap:Cash	ISDA
Commodity:Energy:Elec:Transmission	ISDA
Commodity:Energy:InterEnergy:Exotic	ISDA
Commodity:Energy:InterEnergy:LoanLease:Cash	ISDA
Commodity:Energy:InterEnergy:LoanLease:Physical	ISDA
Commodity:Energy:InterEnergy:Option:Cash	ISDA
Commodity:Energy:InterEnergy:Option:Physical	ISDA
Commodity:Energy:InterEnergy:SpotFwd:Physical	ISDA
Commodity:Energy:InterEnergy:Swap:Cash	ISDA
Commodity:Energy:NatGas:Exotic	ISDA
Commodity:Energy:NatGas:LoanLease:Cash	ISDA
Commodity:Energy:NatGas:LoanLease:Physical	ISDA
Commodity:Energy:NatGas:Option:Cash	ISDA
Commodity:Energy:NatGas:Option:Physical	ISDA
Commodity:Energy:NatGas:SpotFwd:Physical	ISDA
Commodity:Energy:NatGas:Swap:Cash	ISDA
Commodity:Energy:NatGas:Transport	ISDA
Commodity:Energy:Oil:Exotic	ISDA
Commodity:Energy:Oil:LoanLease:Cash	ISDA
Commodity:Energy:Oil:LoanLease:Physical	ISDA
Commodity:Energy:Oil:Option:Cash	ISDA
Commodity:Energy:Oil:Option:Physical	ISDA
Commodity:Energy:Oil:SpotFwd:Physical	ISDA
Commodity:Energy:Oil:Swap:Cash	ISDA
Commodity:Environmental:Emissions:Exotic	ISDA
Commodity:Environmental:Emissions:LoanLease:Cash	ISDA
Commodity:Environmental:Emissions:LoanLease:Physical	ISDA
Commodity:Environmental:Emissions:Option:Cash	ISDA
Commodity:Environmental:Emissions:Option:Physical	ISDA
Commodity:Environmental:Emissions:SpotFwd:Physical	ISDA
Commodity:Environmental:Emissions:Swap:Cash	ISDA
Commodity:Environmental:Weather:Exotic	ISDA
Commodity:Environmental:Weather:LoanLease:Cash	ISDA
Commodity:Environmental:Weather:Option:Cash	ISDA
Commodity:Environmental:Weather:Swap:Cash	ISDA
Commodity:Freight:Exotic	ISDA
Commodity:Freight:LoanLease:Cash	ISDA
Commodity:Freight:LoanLease:Physical	ISDA
Commodity:Freight:Option:Cash	ISDA
Commodity:Freight:Option:Physical	ISDA
Commodity:Freight:SpotFwd:Physical	ISDA
Commodity:Freight:Swap:Cash	ISDA
Commodity:Index:Exotic	ISDA
Commodity:Index:Option:Cash	ISDA
Commodity:Index:Swap:Cash	ISDA
Commodity:Metals:NonPrecious:Exotic	ISDA
Commodity:Metals:NonPrecious:LoanLease:Cash	ISDA
Commodity:Metals:NonPrecious:LoanLease:Physical	ISDA
Commodity:Metals:NonPrecious:Option:Cash	ISDA
Commodity:Metals:NonPrecious:Option:Physical	ISDA
Commodity:Metals:NonPrecious:SpotFwd:Physical	ISDA
Commodity:Metals:NonPrecious:Swap:Cash	ISDA
Commodity:Metals:Precious:Exotic	ISDA
Commodity:Metals:Precious:LoanLease:Cash	ISDA
Commodity:Metals:Precious:LoanLease:Physical	ISDA
Commodity:Metals:Precious:Option:Cash	ISDA
Commodity:Metals:Precious:Option:Physical	ISDA
Commodity:Metals:Precious:SpotFwd:Physical	ISDA
Commodity:Metals:Precious:Swap:Cash	ISDA
Commodity:MultiCommodityExotic	ISDA
Credit:Exotic:Corporate:Refobonly	ISDA
Credit:Exotic:Other	ISDA
Credit:Exotic:StructuredCDS:BespokeTranche	ISDA
Credit:Exotic:StructuredCDS:ContingentCDS	ISDA
Credit:Exotic:StructuredCDS:FirsttoDefaultNthtoDefault	ISDA
Credit:Exotic:StructuredCDS:IndexContingentCDS	ISDA
Credit:Index:ABX:ABXHE	ISDA
Credit:Index:CDX:CDXEmergingMarkets	ISDA
Credit:Index:CDX:CDXEmergingMarketsDiversified	ISDA
Credit:Index:CDX:CDXHY	ISDA
Credit:Index:CDX:CDXIG	ISDA
Credit:Index:CDX:CDXXO	ISDA
Credit:Index:CMBX:CMBX	ISDA
Credit:Index:IOS:IOS	ISDA
Credit:Index:iTraxx:iTraxxAsiaExJapan	ISDA
Credit:Index:iTraxx:iTraxxAustralia	ISDA
Credit:Index:iTraxx:iTraxxEurope	ISDA
Credit:Index:iTraxx:iTraxxJapan	ISDA
Credit:Index:iTraxx:iTraxxLevX	ISDA
Credit:Index:iTraxx:ItraxxSDI	ISDA
Credit:Index:iTraxx:iTraxxSovX	ISDA
Credit:Index:LCDX:LCDX	ISDA
Credit:Index:LCDX:StandardLCDXBullet	ISDA
Credit:Index:MBX:MBX	ISDA
Credit:Index:MCDX:MCDX	ISDA
Credit:Index:PO:PO	ISDA
Credit:Index:PrimeX:PrimeX	ISDA
Credit:Index:SP	ISDA
Credit:Index:TRX:TRX	ISDA
Credit:IndexTranche:ABX:ABXTranche	ISDA
Credit:IndexTranche:CDX:CDXTrancheHY	ISDA
Credit:IndexTranche:CDX:CDXTrancheIG	ISDA
Credit:IndexTranche:CDX:CDXTrancheXO	ISDA
Credit:IndexTranche:CDX:StandardCDXTrancheHY	ISDA
Credit:IndexTranche:CDX:StandardCDXTrancheIG	ISDA
Credit:IndexTranche:CDXStructuredTranche:CDXBlendedTranche	ISDA
Credit:IndexTranche:CDXStructuredTranche:CDXRiskyZeroTranche	ISDA
Credit:IndexTranche:iTraxx:iTraxxAsiaExJapanTranche	ISDA
Credit:IndexTranche:iTraxx:iTraxxAustraliaTranche	ISDA
Credit:IndexTranche:iTraxx:iTraxxEuropeTranche	ISDA
Credit:IndexTranche:iTraxx:iTraxxJapanTranche	ISDA
Credit:IndexTranche:iTraxx:StandardiTraxxEuropeTranche	ISDA
Credit:IndexTranche:iTraxxStructuredTranche:iTraxxBlendedTranche	ISDA
Credit:IndexTranche:iTraxxStructuredTranche:iTraxxRiskyZeroTranche	ISDA
Credit:IndexTranche:LCDX:LCDXTranche	ISDA
Credit:IndexTranche:LCDX:StandardLCDXBulletTranche	ISDA
Credit:SingleName:ABS:CDSonCDO	ISDA
Credit:SingleName:ABS:EuropeanMBS	ISDA
Credit:SingleName:ABS:MBS	ISDA
Credit:SingleName:Corporate:AsiaCorporate	ISDA
Credit:SingleName:Corporate:AustraliaCorporate	ISDA
Credit:SingleName:Corporate:EmergingEuropeanCorporate	ISDA
Credit:SingleName:Corporate:EmergingEuropeanCorporateLPN	ISDA
Credit:SingleName:Corporate:EuropeanCorporate	ISDA
Credit:SingleName:Corporate:JapanCorporate	ISDA
Credit:SingleName:Corporate:LatinAmericaCorporate	ISDA
Credit:SingleName:Corporate:LatinAmericaCorporateBond	ISDA
Credit:SingleName:Corporate:LatinAmericaCorporateBondOrLoan	ISDA
Credit:SingleName:Corporate:NewZealandCorporate	ISDA
Credit:SingleName:Corporate:NorthAmericanCorporate	ISDA
Credit:SingleName:Corporate:SingaporeCorporate	ISDA
Credit:SingleName:Corporate:StandardAsiaCorporate	ISDA
Credit:SingleName:Corporate:StandardAustraliaCorporate	ISDA
Credit:SingleName:Corporate:StandardEmergingEuropeanCorporate	ISDA
Credit:SingleName:Corporate:StandardEmergingEuropeanCorporateLPN	ISDA
Credit:SingleName:Corporate:StandardEuropeanCorporate	ISDA
Credit:SingleName:Corporate:StandardJapanCorporate	ISDA
Credit:SingleName:Corporate:StandardLatinAmericaCorporateBond	ISDA
Credit:SingleName:Corporate:StandardLatinAmericaCorporateBondOrLoan	ISDA
Credit:SingleName:Corporate:StandardNewZealandCorporate	ISDA
Credit:SingleName:Corporate:StandardNorthAmericanCorporate	ISDA
Credit:SingleName:Corporate:StandardSingaporeCorporate	ISDA
Credit:SingleName:Corporate:StandardSubordinatedEuropeanInsuranceCorporate	ISDA
Credit:SingleName:Corporate:StandardSukukCorporate	ISDA
Credit:SingleName:Corporate:SubordinatedEuropeanInsuranceCorporate	ISDA
Credit:SingleName:Corporate:SukukCorporate	ISDA
Credit:SingleName:Loans:ELCDS	ISDA
Credit:SingleName:Loans:LCDS	ISDA
Credit:SingleName:Loans:StandardLCDSBullet	ISDA
Credit:SingleName:Muni:USMunicipalFullFaithAndCredit	ISDA
Credit:SingleName:Muni:USMunicipalGeneralFund	ISDA
Credit:SingleName:Muni:USMunicipalRevenue	ISDA
Credit:SingleName:RecoveryCDS:FixedRecoverySwaps	ISDA
Credit:SingleName:RecoveryCDS:RecoveryLocks	ISDA
Credit:SingleName:Sovereign:AsiaSovereign	ISDA
Credit:SingleName:Sovereign:AustraliaSovereign	ISDA
Credit:SingleName:Sovereign:EmergingEuropeanAndMiddleEasternSovereign	ISDA
Credit:SingleName:Sovereign:JapanSovereign	ISDA
Credit:SingleName:Sovereign:LatinAmericaSovereign	ISDA
Credit:SingleName:Sovereign:NewZealandSovereign	ISDA
Credit:SingleName:Sovereign:SingaporeSovereign	ISDA
Credit:SingleName:Sovereign:StandardAsiaSovereign	ISDA
Credit:SingleName:Sovereign:StandardAustraliaSovereign	ISDA
Credit:SingleName:Sovereign:StandardEmergingEuropeanAndMiddleEasternSovereign	ISDA
Credit:SingleName:Sovereign:StandardJapanSovereign	ISDA
Credit:SingleName:Sovereign:StandardLatinAmericaSovereign	ISDA
Credit:SingleName:Sovereign:StandardNewZealandSovereign	ISDA
Credit:SingleName:Sovereign:StandardSingaporeSovereign	ISDA
Credit:SingleName:Sovereign:StandardSukukSovereign	ISDA
Credit:SingleName:Sovereign:StandardWesternEuropeanSovereign	ISDA
Credit:SingleName:Sovereign:SukukSovereign	ISDA
Credit:SingleName:Sovereign:WesternEuropeanSovereign	ISDA
Credit:Swaptions:CDX:CDXSwaption	ISDA
Credit:Swaptions:Corporate:CDSSwaption	ISDA
Credit:Swaptions:iTraxx:iTraxxAsiaExJapanSwaption	ISDA
Credit:Swaptions:iTraxx:iTraxxAustraliaSwaption	ISDA
Credit:Swaptions:iTraxx:iTraxxEuropeSwaption	ISDA
Credit:Swaptions:iTraxx:iTraxxJapanSwaption	ISDA
Credit:Swaptions:iTraxx:iTraxxSovXSwaption	ISDA
Credit:Swaptions:Muni:CDSSwaption	ISDA
Credit:Swaptions:Sovereign:CDSSwaption	ISDA
Credit:TotalReturnSwap	ISDA
Credit:TotalReturnSwapIndex:iBoxx	ISDA
Equity:ContractForDifference:PriceReturnBasicPerformance:Basket	ISDA
Equity:ContractForDifference:PriceReturnBasicPerformance:SingleIndex	ISDA
Equity:ContractForDifference:PriceReturnBasicPerformance:SingleName	ISDA
Equity:Forward:PriceReturnBasicPerformance:Basket	ISDA
Equity:Forward:PriceReturnBasicPerformance:SingleIndex	ISDA
Equity:Forward:PriceReturnBasicPerformance:SingleName	ISDA
Equity:Option:ParameterReturnDividend:Basket	ISDA
Equity:Option:ParameterReturnDividend:SingleIndex	ISDA
Equity:Option:ParameterReturnDividend:SingleName	ISDA
Equity:Option:ParameterReturnVariance:Basket	ISDA
Equity:Option:ParameterReturnVariance:SingleIndex	ISDA
Equity:Option:ParameterReturnVariance:SingleName	ISDA
Equity:Option:ParameterReturnVolatility:Basket	ISDA
Equity:Option:ParameterReturnVolatility:SingleIndex	ISDA
Equity:Option:ParameterReturnVolatility:SingleName	ISDA
Equity:Option:PriceReturnBasicPerformance:Basket	ISDA
Equity:Option:PriceReturnBasicPerformance:SingleIndex	ISDA
Equity:Option:PriceReturnBasicPerformance:SingleName	ISDA
Equity:Other	ISDA
Equity:PortfolioSwap:PriceReturnBasicPerformance:Basket	ISDA
Equity:PortfolioSwap:PriceReturnBasicPerformance:SingleIndex	ISDA
Equity:PortfolioSwap:PriceReturnBasicPerformance:SingleName	ISDA
Equity:Swap:ParameterReturnDividend:Basket	ISDA
Equity:Swap:ParameterReturnDividend:SingleIndex	ISDA
Equity:Swap:ParameterReturnDividend:SingleName	ISDA
Equity:Swap:ParameterReturnVariance:Basket	ISDA
Equity:Swap:ParameterReturnVariance:SingleIndex	ISDA
Equity:Swap:ParameterReturnVariance:SingleName	ISDA
Equity:Swap:ParameterReturnVolatility:Basket	ISDA
Equity:Swap:ParameterReturnVolatility:SingleIndex	ISDA
Equity:Swap:ParameterReturnVolatility:SingleName	ISDA
Equity:Swap:PriceReturnBasicPerformance:Basket	ISDA
Equity:Swap:PriceReturnBasicPerformance:SingleIndex	ISDA
Equity:Swap:PriceReturnBasicPerformance:SingleName	ISDA
ForeignExchange:ComplexExotic	ISDA
ForeignExchange:Forward	ISDA
ForeignExchange:NDF	ISDA
ForeignExchange:NDO	ISDA
ForeignExchange:SimpleExotic:Barrier	ISDA
ForeignExchange:SimpleExotic:Digital	ISDA
ForeignExchange:Spot	ISDA
ForeignExchange:VanillaOption	ISDA
InterestRate:CapFloor	ISDA
InterestRate:CrossCurrency:Basis	ISDA
InterestRate:CrossCurrency:FixedFixed	ISDA
InterestRate:CrossCurrency:FixedFloat	ISDA
InterestRate:Exotic	ISDA
InterestRate:Forward:Debt	ISDA
InterestRate:FRA	ISDA
InterestRate:IRSwap:Basis	ISDA
InterestRate:IRSwap:FixedFixed	ISDA
InterestRate:IRSwap:FixedFloat	ISDA
InterestRate:IRSwap:Inflation	ISDA
InterestRate:IRSwap:OIS	ISDA
InterestRate:Option:DebtOption	ISDA
InterestRate:Option:Swaption	ISDA

5.181 productTypeCryptoAssetIndicatorScheme

Scheme Definition:

A scheme identifiying whether the product is based on a crypto asset.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator
Version: 1-0
Publication Date: 2023-06-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
false	FpML	A product not based on a crypto asset.
true	FpML	A product based on a crypto asset.

5.182 productTypeSimpleScheme

Scheme Definition:

A simple product typology, focused on identifing the type of financial instrument, without characterizing its features.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/product-type-simple-1-7
Location URL: http://www.fpml.org/coding-scheme/product-type-simple-1-7.xml
Canonical URI: http://www.fpml.org/coding-scheme/product-type-simple
Version: 1-7
Publication Date: 2019-10-01

Coding Scheme

CODE	SOURCE	DESCRIPTION
AssetSwap	FpML	A swap agreement where one leg mimics the return of the underlying asset. No transfer of asset takes place (sometimes the sale of the bond is included in the "asset swap construct").
BondOption	FpML	A contract that gives the buyer of the option the right to exercise it into the bond underlyer (or its cash equivalent) under specified conditions.
BulletPayment	FpML	A single known payment between two parties.
BullionForward	FpML	An agreement between two parties to exchange at some fixed future date a given quantity of bullion for a price defined today.
CapFloor	FpML	A contract that guarantees either a maximum (cap) or a minimum (floor) level of a variable inrerest rate reference.
CommodityOption	FpML	An option on a commodity.
CommoditySwap	FpML	A swap agreement in which the payout to at least one counterparty is based on the price of a commodity or the level of a commodity index.
ConvertibleBondOption	FpML	An option contract in which the underlying asset is a convertible bond.
CreditDefaultBasket	FpML	A swap agreement in which one party pays a periodic fee in return for a contingent payment by the other party following a credit event on a basket of credit entities.
CreditDefaultBasketTranche	FpML	A swap agreement in which one party pays a periodic fee in return for a contingent payment by the other party following a credit event on a Tranche of an Index of a basket of credit entities.
CreditDefaultIndex	FpML	A swap agreement in which one party pays a periodic fee in return for a contingent payment by the other party following a credit event on an Index of credit entities.
CreditDefaultIndexTranche	FpML	A swap agreement in which one party pays a periodic fee in return for a contingent payment by the other party following a credit event on a Tranche of an Index of credit entities.
CreditDefaultOption	FpML	An option to buy protection (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity.
CreditDefaultSwap	FpML	A swap agreement in which one party pays a periodic fee in return for a contingent payment by the other other party following a credit event on a reference entity, a specific reference obligation or a basket of such reference names.
CrossCurrencySwap	FpML	An interest rate swap agreement which interest streams are denominated in different currencies.
DividendSwap	FpML	TBD
EquityForward	FpML	A contract between two parties regarding the future value of the equity underlyer (or its cash equivalent).
EquityOption	FpML	A contract that gives the buyer of the option the right to exercise it into the equity underlyer (or its cash equivalent) under specified conditions.
FRA	FpML	Forward Rate Agreement, corresponding to an agreement between parties regarding the level of a variable interest rate at a future date.
FxAccrualDigitalOption	FpML	The holder of the option has the right to receive a fixed amount if spot at expiry is at or above (below) a pre-defined strike. The distinctive characteristic of this contract is that the Notional to be transacted at expiry is uncertain and depends on the amount of time that the underlying currency trades within a pre-set level, or levels (the "accrual barrier", or "barriers"). The total Notional is only known at the end of the accrual period, and this extra uncertainty can make an accrual option substantially cheaper than the comparable vanilla one.
FxAccrualForward	FpML	A structured forward product consisting of a single forward or a strip of forwards. For each forward, a fixed proportion of Notional is accumulated for each occasion that spot fixes within pre-defined limits (the "accrual region") - the proportion determined by the number of fixings, which may occur every business day or with some other defined frequency. The Notional does not accumulate during any period where fixings fall outside the accrual region, but resumes accruing when spot returns within the limits. At expiry, the accrued Notional is bought at the pre-agreed hedge rate (the "strike" rate).
FxAccrualOption	FpML	A financial contract between two parties (the buyer and the seller) that provides the buyer the right to buy a currency (or receive a payment) at expiry. The distinctive characteristic of this contract is that the Notional to be transacted at expiry is uncertain and depends on the amount of time that the underlying currency trades within a pre-set level, or levels (the "accrual barrier", or "barriers"). The total Notional is only known at the end of the accrual period, and this extra uncertainty can make an accrual option substantially cheaper than the comparable vanilla one.
FxForward	FpML	An agreement between two parties regarding the future value of a currency exchange rate.
FxForwardVolatilityAgreement	FpML	A contract on future levels of implied volatility. This contract can be cash settled or physically delivered.
FxNonDeliverableForward	FpML	A cash-settled agreement between two parties regarding the future value of a currency exchange rate.
FxOption	FpML	A contract that gives the buyer of the option the right to exercise it into the FX underlyer (or its cash equivalent) under specified conditions.
FxOptionStrategy	FpML	A transaction consisting of several component transactions, at least one of which is a foreign exchange option transaction.
FxRangeAccrual	FpML	The holder of the option has the right to receive a pre-defined amount for every day (or pre-defined frequency) that spot trades within the accrual range. The distinctive characteristic of this contract is that the Notional to be transacted at expiry is uncertain and depends on the amount of time that the underlying currency trades within a pre-set level, or levels (the "accrual barrier", or "barriers"). The total Notional is only known at the end of the accrual period, and this extra uncertainty can make an accrual option substantially cheaper than the comparable vanilla one.
FxSpot	FpML	A foreign exchange deal that consists of a bilateral contract between a party delivering a certain amount of a currency against receiving a certain amount of another currency from a second counterparty, based on an agreed exchange rate.
FxSwap	FpML	A financial instrument that corresponds to the combination of an FX spot and an FX forward transactions.
FxTarget	FpML	A structured forward product which consists of a strip of forwards. Each forward may be settled as an exchange of currencies or cash settled. At each settlement, the amount of gain that one party achieves is measured. The product has a target level of gain. Once the accumulated gain exceeds the target level, the product terminates/knocks out and there are no further settlements.
FxVarianceSwap	FpML	A Non-Deliverable Swap FX transaction that monitors the difference between the realized Variance and a fixed Variance rate of an underlying currency pair determined upon trade inception.
FxVolatilitySwap	FpML	A Non-Deliverable Swap FX transaction that monitors the difference between the realized Volatility and a fixed Volatility rate of an underlying currency pair determined upon trade inception.
InflationSwap	FpML	A swap agreement where one leg references an inflation index while the other one will typically reference a variable interest rate.
InterestRateSwap	FpML	A swap agreement which consists in swapping interest rate streams, whatever the type of interest rate references that are being used (i.e. float vs. float swaps, also known as basis swaps, are included in this category).
InterestRateSwaption	FpML	An option to enter into an interest rate swap.
Repo	FpML	A Repurchase agreement in which one party (the Repo Seller) sells securities now, in return for cash from the other party (the Repo Buyer), and agrees to repurchase those securities (from the Repo Buyer) at a later time for the original cash amount and an additional sum.
SecurityLending	FpML	Securities lending is the act of loaning a stock, derivative or other security to an investor or firm. Securities lending requires the borrower to put up collateral, whether cash, security or a letter of credit. When a security is loaned, the title and the ownership are also transferred to the borrower.
TermDeposit	FpML	The simple commoditized term deposit that is typically a trade with a tenor of 1-year or less with no interim interest payments.
TotalReturnSwap	FpML	A swap agreement in which one party transfers the economic performance of a reference asset to the other party, typically in the exchange of the financing cost of this asset.
VarianceSwap	FpML	A financial derivative instrument whose price is a function of the variance of the price of the underlyer.

5.183 queryParameterOperatorScheme

Scheme Definition:

Specifies the query parameter operator.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/query-parameter-operator-1-0
Location URL: http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/query-parameter-operator
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Equals	FpML	The equals operator.
GreaterThan	FpML	The greater than operator.
LessThan	FpML	The less than operator.
NotEquals	FpML	The not equals operator.

5.184 quoteTimingScheme

Scheme Definition:

Specifies the type of the time of the quote.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/quote-timing-1-2
Location URL: http://www.fpml.org/coding-scheme/quote-timing-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/quote-timing
Version: 1-2
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
Close	FpML	The quotation represents the end of day/market close.
EndOfDay	FpML	The quotation represents the end of day value as computed during an end of day processing run.
High	FpML	The quotation represents the highest value obtained during the day.
Low	FpML	The quotation represents the lowest value obtained during the day.
Open	FpML	The quotation represents the beginning of day/market open.
Pending	FpML	Pricing information is pending and not currently available.

5.185 reasonCodeScheme

Scheme Definition:

Defines a list of machine interpretable error codes.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reason-code-1-0
Location URL: http://www.fpml.org/coding-scheme/reason-code-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/reason-code
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
100	FpML	Default transport error code.
101	FpML	Transport unavailable.
102	FpML	Unknown recipient/destination.
103	FpML	Delivered to wrong recipient.
104	FpML	Timeout - message delivered past expiration.
105	FpML	This type of message not accepted on this transport.
106	FpML	Message generation problem (e.g. data conversion).
110	FpML	Message corrupted (e.g. CRC failure).
111	FpML	Message text doesn't match digital signature hash.
200	FpML	Default message processing error code.
201	FpML	Lexical problem - not well-formed XML.
202	FpML	Unsupported character set.
203	FpML	Empty or missing content.
204	FpML	Content too large.
210	FpML	System unavailable.
211	FpML	Message component text doesn't match digital signature hash.
300	FpML	Default validation error code.
301	FpML	Unknown or unsupported DTD/Schema.
302	FpML	Unsupported FpML version.
303	FpML	Invalid FpML message - message doesn't validate w.r.t. specified DTD/schema.
304	FpML	Validation failure - unsupported message type.
305	FpML	Validation failure - mandatory FpML rule (a rule we say must always be followed).
306	FpML	Validation failure - master agreement rule (a rule 2 parties agree to follow).
307	FpML	Validation failure - business policy (a rule that only the recipient has).
308	FpML	Validation failure - unsupported product/asset.
310	FpML	Signature required - message content must be signed.
311	FpML	Signature not accepted - problem with message signer (cert revoked, unacceptable principal, etc.).
400	FpML	Default business process error code.
401	FpML	Don't know - unrecognized trade.
402	FpML	Suitability - trade can't be done for client or dealer suitability reasons.
403	FpML	Credit - trade can't be done for credit reasons.
404	FpML	Not interested - recipient chooses not to respond.
410	FpML	Message arrived too late - e.g. trade no longer exists.
411	FpML	Message expired - message arrived on time, but a response was not generated in time.

5.186 regionScheme

Scheme Definition:

Specifies Region

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/region-1-0
Location URL: http://www.fpml.org/coding-scheme/region-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/region
Version: 1-0
Publication Date: 2011-11-30

Coding Scheme

CODE	SOURCE	DESCRIPTION
EEA	FpML	Countries that are within the European Economic Area as defined by ESMA.
NonEEA	FpML	Countries that are not within the European Economic Area as defined by ESMA.

5.187 regulatoryCorporateSectorScheme

Scheme Definition:

Specifies Corporate sector as defined by or for regulators including ESMA, CFTC, etc.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2
Location URL: http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/regulatory-corporate-sector
Version: 1-2
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
AccommodationFoodService	FpML	(Non Financial) - 9 = Accommodation and food service activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AdministrationSupport	FpML	(Non Financial) - 14 = Administrative and support service activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AgricultureForestryFishing	FpML	(Non Financial) - 1 = Agriculture, forestry and fishing. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AlternativeInvestmentFund	FpML	L=Alternative investment fund managed by AIFMs authorised or registered in accordance with Directive 2011/61/EU;
ArtsEntertainmentRecreation	FpML	(Non Financial) - 18 = Arts, entertainment and recreation. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
AssuranceUndertaking	FpML	A=Assurance undertaking authorised in accordance with Directive 2002/83/EC;
Construction	FpML	(Non Financial) - 6 = Construction. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Corporate	FpML	Corporate, as defined by HKMA.
CreditInstitution	FpML	C=Credit institution authorised in accordance with Directive 2006/48/EC;
Education	FpML	(Non Financial) - 16 = Education. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
EletricityGas	FpML	(Non Financial) - 4 = Electricity, gas, steam and air conditioning supply. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
ExtraterritorialOrganizations	FpML	(Non Financial) - 21 = Activities of extraterritorial organisations and bodies. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
FinanceInsurance	FpML	(Non Financial) - 11 = Financial and insurance activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
FinancialEntity	FpML	Deprecated usage: Used when the organization is a financial counterparty but its specific type is unspecified. The identification of Financial Entity can be determined by the entityClassification Coding scheme under reportingRegime/entityClassification
HealthSocialWork	FpML	(Non Financial) - 17 = Human health and social work activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Household	FpML	(Non Financial) - 20 = Activities of households as employers; undifferentiated goods – and services –producing activities of households for own use. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Individual	FpML	Individual, as defined by HKMA.
InformationCommunication	FpML	(Non Financial) - 10 = Information and communication. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
InstitutionForOccupationalRetirementProvision	FpML	O=Institution for occupational retirement provision within the meaning of Article 6(a) of Directive 2003/41/EC;
InsuranceUndertaking	FpML	I=Insurance undertaking authorised in accordance with Directive 73/239/EEC;
InvestmentFirm	FpML	F=Investment firm in accordance with Directive 2004/39/EC;
Manufacturing	FpML	(Non Financial) - 3 =Manufacturing. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
Mining	FpML	(Non Financial) - 2 = Mining and quarrying. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
NonFinancial	FpML	Deprecated usage: Used when the organization is a non-financial counterparty but its specific type is unspecified. The identification of Non Financial Entity can be determined by the entityClassification Coding scheme under reportingRegime/entityClassification
OtherServices	FpML	(Non Financial) - 19 = Other service activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
ProfessionalScientificTechnical	FpML	(Non Financial) - 13 = Professional, scientific and technical activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
PublicAdminDefenceSocialSecurity	FpML	(Non Financial) - 15 = Public administration and defence; compulsory social security. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
RealEstate	FpML	(Non Financial) - 12 = Real estate activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
ReinsuranceUndertaking	FpML	R=Reinsurance undertaking authorised in accordance with Directive 2005/68/EC;
TransportationStorage	FpML	(Non Financial) - 8 = Transportation and storage. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
UCITS	FpML	U=UCITS and its management company, authorised in accordance with Directive 2009/65/EC;
WaterSewerWasteManagement	FpML	(Non Financial) - 5 = Water supply, sewerage, waste management and remediation activities. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.
WholesaleRetailTradeMotorRepair	FpML	(Non Financial) - 7 = Wholesale and retail trade, repair of motor vehicles and motorcycles. Classification as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645.

5.188 regulatoryCorporateSectorScheme

Scheme Definition:

Specifies Corporate sector as defined by ESMA EMIR Refit.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector
Version: 1-0
Publication Date: 2023-06-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
A	ESMA	(Non Financial) Agriculture, forestry and fishing.
AIFD	ESMA	(Financial) Alternative investment fund (AIF), as defined in point (a) of Article 4(1) of Directive 2011/61/EU, which is either established in the Union or managed by an alternative investment fund manager (AIFM) authorised or registered in accordance with that Directive, unless that AIF is set up exclusively for the purpose of serving one or more employee share purchase plans, or unless that AIF is a securitisation special purpose entity as referred to in point (g) of Article 2(3) of Directive 2011/61/EU, and, where relevant, its AIFM established in the Union.
B	ESMA	(Non Financial) Mining and quarrying.
C	ESMA	(Non Financial) Manufacturing.
CDTI	ESMA	(Financial) Credit institution authorised in accordance with Directive 2013/36/EU.
CSDS	ESMA	(Financial) Central securities depository authorised in accordance with Regulation (EU) No 909/2014 of the European Parliament and of the Council.
D	ESMA	(Non Financial) Electricity, gas, steam and air conditioning supply.
E	ESMA	(Non Financial) Water supply, sewerage, waste management and remediation activities.
F	ESMA	(Non Financial) Construction.
G	ESMA	(Non Financial) Wholesale and retail trade, repair of motor vehicles and motorcycles.
H	ESMA	(Non Financial) Transportation and storage.
I	ESMA	(Non Financial) Accommodation and food service activities.
INUN	ESMA	(Financial) Insurance undertaking or reinsurance undertaking authorised in accordance with Directive 2009/138/EC of the European Parliament and of the Council.
INVF	ESMA	(Financial) Investment firm authorized in accordance with Directive 2014/65/EU of the European Parliament and of the Council.
J	ESMA	(Non Financial) Information and communication.
K	ESMA	(Non Financial) Financial and insurance activities.
L	ESMA	(Non Financial) Real estate activities.
M	ESMA	(Non Financial) Professional, scientific and technical activities.
N	ESMA	(Non Financial) Administrative and support service activities.
O	ESMA	(Non Financial) Public administration and defence; compulsory social security.
ORPI	ESMA	(Financial) Institution for occupational retirement provision (IORP), as defined in point (1) of Article 6 of Directive (EU) 2016/2341 of the European Parliament and of the Council.
P	ESMA	(Non Financial) Education.
Q	ESMA	(Non Financial) Human health and social work activities.
R	ESMA	(Non Financial) Arts, entertainment and recreation.
S	ESMA	(Non Financial) Other service activities.
T	ESMA	(Non Financial) Activities of households as employers; undifferentiated goods – and services – producing activities of households for own use.
U	ESMA	(Non Financial) Activities of extraterritorial organizations and bodies.
UCIT	ESMA	(Financial) UCITS (undertakings for the collective investment in transferable securities) and, where relevant, its management company, authorised in accordance with Directive 2009/65/EC, unless that UCITS is set up exclusively for the purpose of serving one or more employee share purchase plans.

5.189 reportingBooleanScheme

Scheme Definition:

Defines an overridable boolean scheme for regulatory reporting

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reporting-boolean-1-0
Location URL: http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/reporting-boolean
Version: 1-0
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
false	FpML	Boolean value of false.
true	FpML	Boolean value of true.

5.190 reportingBooleanScheme

Scheme Definition:

Defines an overridable boolean scheme for regulatory reporting, for ESMA specifications

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0
Location URL: http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-reporting-boolean
Version: 2-0
Publication Date: 2017-02-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
false	ESMA	Boolean value of false.
true	ESMA	Boolean value of true.
X	ESMA	Indicates a value of X as specified under ESMA Regulation (EU) No 648/2012 and clarified in the Q and A on EMIR implementation

5.191 reportingCurrencyTypeScheme

Scheme Definition:

Defines the type of currency that was used to report the value of an asset.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reporting-currency-type-1-0
Location URL: http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/reporting-currency-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
BaseCurrency	FpML	The currency in which the trade is denominated.
PayCurrency	FpML	The currency whose increase in value will result in a DECREASE in value to the Base Organization.
PrimaryRiskCurrency	FpML	The currency that represents the primary risk as seen from the perspective of the Base Organization.
QuoteCurrency	FpML	The currency in which the trade is quoted.
ReceiveCurrency	FpML	This is the currency whose increase in value will result in an INCREASE in value to the Base Organization.
ReportCurrency	FpML	A standard currency used for reporting all values within a report, irrespective of the currency of the trades or units within the report.
SettlementCurrency	FpML	The currency that the Base Organization is receiving in settlements involving the trade.
UnitCurrency	FpML	A standardized currency for reporting values within a single unit, such as a legal entity, fund, account, branch, business unit, etc., irrespective of the currency of the trades within the report.

5.192 reportingLevelScheme

Scheme Definition:

Defines a scheme for expressing the level of reporting for regulatory reporting

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reporting-level
Location URL: http://www.fpml.org/coding-scheme/reporting-level-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/reporting-level
Version: 1-0
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
Position	FpML	Code indicates that this is reported at the Position level. Position level means a collection (or portfolio) of trades all of which are on the identical security, which have been aggregated into a net position in that security, and this is represented by a single FpML trade conveying the aggregate exposure. This is equivalent to the SFTR “Position” (PSTN) value. It is not to be used for OTC derivative transaction.
Trade	FpML	Code indicates that this is reported on a trade by trade basis. SFTR synonym: Transaction. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID ‘Trade' value and to SFTR 'Single Transaction' value.

5.193 reportingPurposeScheme

Scheme Definition:

Contains a code representing the purpose of a report.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reporting-purpose-1-2
Location URL: http://www.fpml.org/coding-scheme/reporting-purpose-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/reporting-purpose
Version: 1-2
Publication Date: 2024-04-26

Coding Scheme

CODE	SOURCE	DESCRIPTION
Confirmation	FpML	A report of a confirmation of a transaction.
None	FpML	A report that is not intended for further distribution in the specified context. For example, a report that is not intended to be made available to a given supervisory body/regulator in a reporting regime. The recipient is, however, expected to retain the record.
OtherObligation	FpML	To indicate the jurisdiction(s) to which the specified person has a reporting obligation, where applicable, other than the jurisdiction which is the target of the context message (Example: MAS field 44. Reporting Obligation of a Specified Person).
PrimaryEconomicTerms	FpML	A report of a new execution that includes full economic terms, typically prior to full confirmation.
RealTimePublic	FpML	A report that is intended to cover the CFTC part 43 public reporting requirements, or similar requirements from the SEC.
Snapshot	FpML	A daily report of the current details for a trade.
UniquePartyIdentificationCode	FpML	Identifies that the message includes counterparty identification information, for instance as used in SEC SBSR reporting.

5.194 reportingRegimeNameScheme

Scheme Definition:

Contains a code representing a reportingregime under which this transaction may be reported.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reporting-regime-1-7
Location URL: http://www.fpml.org/coding-scheme/reporting-regime-1-7.xml
Canonical URI: http://www.fpml.org/coding-scheme/reporting-regime
Version: 1-7
Publication Date: 2024-04-26

Coding Scheme

CODE	SOURCE	DESCRIPTION
ASIC	FpML	Australian Securities and Investments Commission
CA.Rule.91-507	FpML	Rule 91-507 Derivatives: Trade Repositories and Derivatives Data. Harmonized rule adopted by Canadian provinces and territories.
DoddFrankAct	FpML	Dodd-Frank Act (US)
EMIR	FpML	European Markets Infrastructure Regulation
HKTR	FpML	Hong Kong Trade Repository
JFSA	FpML	Japan Financial Services Authority
MAS	FpML	The Monetary Authority of Singapore
MiFID	FpML	Markets in Financial Instruments Directive
MiFIDII	FpML	Markets in Financial Instruments Directive II
MiFIR	FpML	Markets in Financial Instruments Regulation
ODRF	FpML	OTC Derivatives Regulators Forum
RussianFederation	FpML	Russian regulatory reporting
SFTR	FpML	Securities Financing Transactions Regulation
UKEMIR	FpML	United Kingdom European Markets Infrastructure Regulation

5.195 reportingRoleScheme

Scheme Definition:

Contains a code representing the role of a party in a report. Used to clarify which participant's information is being reported.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/reporting-role-2-1
Location URL: http://www.fpml.org/coding-scheme/reporting-role-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/reporting-role
Version: 2-1
Publication Date: 2013-05-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agent	FpML	The reporting counterparty has concluded the contract as agent for the account of and on behalf of a client.
Counterparty	FpML	The reporting counterparty is providing the relevant details for their side of the transaction.
FullyDelegated	FpML	Party has fully delegated responsibility of their reporting obligation in this jurisdiction to the submitter of this transaction.
Independent	FpML	Party has taken sole responsibility of the reporting obligation in the applicable jurisdiction.
PartiallyDelegated	FpML	Party has partially delegated responsibility of their reporting obligation (typically the common data only) in this jurisdiction to the submitter of this transaction.
Principal	FpML	The reporting counterparty has concluded the contract as principal on own account (on own behalf or on behalf of a client).
ReportingParty	FpML	Party responsible for reporting this transaction.
VoluntaryParty	FpML	Party not responsible for reporting this transaction.

5.196 requestedActionScheme

Scheme Definition:

Indicates the action that is requested to be performed, for example in a consent request message.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/requested-action-1-0
Location URL: http://www.fpml.org/coding-scheme/requested-action-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/requested-action
Version: 1-0
Publication Date: 2011-05-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
Clearing	FpML	A trade is to be cleared.
Novation	FpML	A trade is to be novated.
Porting	FpML	A trade is to be ported. (moved to a new clearing firm/account).

5.197 requestedCollateralAllocationActionScheme

Scheme Definition:

Indicates the action that is requested to be performed. The purpose is to allow FCMs to specify how the allocations are to be processed.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0
Location URL: http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/requested-collateral-allocation-action
Version: 1-0
Publication Date: 2013-04-12

Coding Scheme

CODE	SOURCE	DESCRIPTION
Reset	FpML	when the Reset instruction is issued, the Clearing Service shall update the allocations for the clients specified in the message, and additionally reset the allocations for all unspecified client accounts associated with the FCM to zero (0). The FCM need not list all the clients whose allocations are to be reset to zero (0).
Update	FpML	when the Update instruction is issued, the Clearing Service shall update the allocations for only the clients specified in the message, leaving existing allocations for any unspecified clients unchanged.

5.198 requestedWithdrawalActionScheme

Scheme Definition:

Indicates the action that is requested to be performed, in a withdrawal request message.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0
Location URL: http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/requested-withdrawal-action
Version: 1-0
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
ExpungeRecords	FpML	Remove all records of the item in question.
RetainRecords	FpML	Retain records of the item in question, but mark it as removed.

5.199 resourceTypeScheme

Scheme Definition:

Contains a code representing the type of a resource (e.g. document).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/resource-type-1-1
Location URL: http://www.fpml.org/coding-scheme/resource-type-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/resource-type
Version: 1-1
Publication Date: 2013-09-10

Coding Scheme

CODE	SOURCE	DESCRIPTION
Confirmation	FpML	Document describing the legal terms of a transaction.
SupplementalMaterialEconomicTerms	FpML	Document providing supplemental material economic terms to the FpML data representation. The initial intended usage is to fulfill the CFTC Part 45 rule requirement to report 'Any other terms(s) of the swap matched or affirmed by the counterparties in verifying the swap' when the reporting is done via the generic FpML representation.
TermSheet	FpML	Document describing the economic characteristics of a transaction.

5.200 restructuringScheme

Scheme Definition:

Specifies the form of the restructuring credit event that is applicable to the credit default swap.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/restructuring-1-1
Location URL: http://www.fpml.org/coding-scheme/restructuring-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/restructuring
Version: 1-1
Publication Date: 2015-01-20

Coding Scheme

CODE	SOURCE	DESCRIPTION
ModModR	FpML	Restructuring (Section 4.7) and Modified Restructuring Maturity Limitation and Conditionally Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: 2.32) apply.
ModR	FpML	Restructuring (Section 4.7) and Restructuring Maturity Limitation and Fully Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: 2.32) apply.
R	FpML	Restructuring as defined in the applicable ISDA Credit Derivatives Definitions. (2003 or 2014).

5.201 scheduledDateTypeScheme

Scheme Definition:

Defines the type of each scheduled date that is reported.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/scheduled-date-type-1-0
Location URL: http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/scheduled-date-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
AccrualStart	FpML	Date interest first starts accruing. In most cases, this will be the effective date.
Effective	FpML	The effective date of the swap leg. This is useful when the information is not directly included in the swap stream (for example, in certain equity swaps).
FinalPayment	FpML	The date of the final payment defined by this asset. The amount of the payment, if known, could be represented by an associated value of measure type "Cash".
FirstPayment	FpML	The date of the first payment defined by this asset. The amount of the payment, if known, could be represented by an associated value of measure type "Cash".
NextPayment	FpML	The date of the next upcoming payment defined by this asset, on or after the valuation date. The amount of the payment, if known, could be represented by an associated value of measure type "Cash".
NextReset	FpML	The date of the next upcoming reset in this stream, after the valuation date.
PreviousPayment	FpML	The date of the most recent payment defined by this asset prior to the valuation date. The amount of the payment could be represented by an associated value of measure type "Cash".
PreviousReset	FpML	The date of the most recent reset in this stream, on or before the valuation date. The reset rate could be represented by an associated value of measure type "MarketQuote" (for an untreated rate), and/or one of measure type "TreatedRate" (for a treated rate).
Termination	FpML	The termination date of the swap leg. This is useful when the information is not directly included in the swap stream (for example, in certain equity swaps).

5.202 serviceAdvisoryCategoryScheme

Scheme Definition:

Contains a code representing the type or category of an advisory issued by a service.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/service-advisory-category-1-0
Location URL: http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/service-advisory-category
Version: 1-0
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
Availability	FpML	The advisory relates to the availability or service hours of the service.
Products	FpML	The advisory relates to the products offered by the service.
Rules	FpML	The advisory relates to the rules required to use the service.

5.203 serviceProcessingCycleScheme

Scheme Definition:

Contains a code representing a processing cycle that a service is performing.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/service-processing-cycle-1-0
Location URL: http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/service-processing-cycle
Version: 1-0
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
EndOfDay	FpML	Processing that occurs to close the books at the end of a day.
Intraday	FpML	Processing during the course of a day.

5.204 serviceProcessingEventScheme

Scheme Definition:

Contains a code representing a processing event that occurred in a service.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/service-processing-event-1-0
Location URL: http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/service-processing-event
Version: 1-0
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
ProcessingCompleted	FpML	The event finished processing.
ProcessingStarted	FpML	The event began processing.

5.205 serviceProcessingStepScheme

Scheme Definition:

Contains a code representing a processing step (a stage within a processing cycle) that a service is performing.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/service-processing-step-1-0
Location URL: http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/service-processing-step
Version: 1-0
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
Netting	FpML	Combining similar trades.
Reporting	FpML	Generating reports for the user.
Valuation	FpML	Calculating trade values.

5.206 serviceStatusScheme

Scheme Definition:

Contains a code representing the overall status of a service.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/service-status-1-0
Location URL: http://www.fpml.org/coding-scheme/service-status-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/service-status
Version: 1-0
Publication Date: 2012-03-07

Coding Scheme

CODE	SOURCE	DESCRIPTION
Available	FpML	The service is availalbe for processing.
Unavailable	FpML	The service is not availalbe for processing.

5.207 settledEntityMatrixSourceScheme

Scheme Definition:

Used to specify the relevant settled entity matrix source.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0
Location URL: http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/settled-entity-matrix-source
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
ConfirmationAnnex	FpML	The Relevant Settled Entity Matrix shall be the list agreed for this purpose by the parties. The list is not included as part of the electronic confirmation.
NotApplicable	FpML	The term is not applicable.
Publisher	FpML	The Settled Entity Matrix published by the Index Publisher.

5.208 settlementDayScheme

Scheme Definition:

Specifies the settlement cycle. This scheme is initially developed as part of the ISDA Standard Credit Support Annex document (SCSA), although its usage could be extended beyond it. If this is the case, we would need to be thoughtful about the fact that the number of possible values is meant to be controlled in order to maintain the standardized feature of the SCSA.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/settlement-day-1-0
Location URL: http://www.fpml.org/coding-scheme/settlement-day-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/settlement-day
Version: 1-0
Publication Date: 2015-01-20

Coding Scheme

CODE	SOURCE	DESCRIPTION
T+1	FpML	T+1 Settlement.
T+2	FpML	T+2 Settlement.

5.209 settlementMethodScheme

Scheme Definition:

The specification of the method for settling a particular trade.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/settlement-method-1-0
Location URL: http://www.fpml.org/coding-scheme/settlement-method-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/settlement-method
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Chaps	FpML	To be settled via Chaps network.
ChipsABA	FpML	To be settled via Chips ABA.
ChipsUID	FpML	To be settled via Chips UID.
CLS	FpML	To be settled via CLS Bank.
DDA	FpML	To be settled over DDA account.
Fedwire	FpML	To be settled via U.S. Fedwire.
SWIFT	FpML	To be settled via SWIFT network.

5.210 settlementPriceDefaultElectionScheme

Scheme Definition:

Specifies the method according to which an amount or a date is determined.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0
Location URL: http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/settlement-price-default-election
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Close	FpML	Official Closing Price.
HedgeExecution	FpML	Determined by the Hedging Party.

5.211 settlementPriceSourceScheme

Scheme Definition:

The source from which the settlement price is to be obtained.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/settlement-price-source-1-0
Location URL: http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/settlement-price-source
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Bid	FpML	The bid price per share on the exchange at the valuation time on the valuation date
Mid	FpML	The mid-market price per share on the exchange at the valuation time on the valuation date
NASDAQ	FpML	An amount equal to the arithmetic average of the two prices constituting the Bid/Offer Spread. "Bid/Offer Spread" means the highest bid price per share and the corresponding lowest offer price per share last published prior to or at the expiration time on the expiration date.
Offer	FpML	The offer price per share on the exchange at the valuation time on the valuation date
OfficialClose	FpML	(i) The published official closing price of the shares on the exchange on the valuation date, or (ii) the official closing level of the index, as published by the index sponsor, on the valuation date
OfficialSettlement	FpML	The official settlement price (however described under the rules of the relevant exchange or its clearing house) on maturity of any of the relevant exchange-traded contracts published by the exchange or its clearing house. For this purpose, exchange-traded contract shall mean a future or listed option contract on the Index whose delivery date is expected to be on the valuation date
PrezzoDiRiferimento	FpML	The official reference price per share quoted by the exchange on the exchange business day immediately prior to the expiration date equal to the weighted average of the last 10% traded volume on the share

5.212 settlementRateOptionScheme

Scheme Definition:

Defines a scheme of settlement rate options specified in the Annex A to the 1998 FX and Currency Option Definitions.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/settlement-rate-option-2-11
Location URL: http://www.fpml.org/coding-scheme/settlement-rate-option-2-11.xml
Canonical URI: http://www.fpml.org/coding-scheme/settlement-rate-option
Version: 2-11
Publication Date: 2018-07-10

Coding Scheme

CODE	SOURCE	DESCRIPTION
ARS.BNAR/ARS01	FpML	The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Buenos Aires and New York) which appears on the Reuters Screen BNAR Page at the close of business in Buenos Aires on that Rate Calculation Date.
ARS.EMTA.INDICATIVE.SURVEY.RATE/ARS04	FpML	The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Indicative Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Argentine Peso/U.S. Dollar markets for the purpose of determining the EMTA ARS Indicative Survey Rate).
ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03	FpML	Deprecated usage: ARS.MAE/ARS05 replaces ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03.See: June 30, 2014 – ISDA/EMTA/FXC amendments to Annex A - Argentine Peso Rate Source Definition. The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 1:00 p.m. (Buenos Aires time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA ARS Industry Survey Methodology (which means a methodology, dated as of January 2, 2003, as amended from time to time, for a centralized industry-wide survey of financial institutions in Buenos Aires that are active participants in the Argentine Peso/U.S. Dollar spot markets for the purpose of determining the EMTA ARS Industry Survey Rate).
ARS.MAE/ARS05	ISDA	The Spot Rate for a Rate Calculation Date will be the volume weighted average Argentine Peso/U.S. Dollar Rate of all trades executed in the electronic market for a Rate Calculation Day expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day, reported by the Mercado Abierto Electronico (the “MAE”) at approximately 3:00 pm, Buenos Aires time, and published on the FOREX-MAE Page as the “PPN” rate (“Promedio Ponderado Noticiado”) on www.mae.com.ar on that Rate Calculation Date.
ARS.OFFICIAL.RATE/ARS02	FpML	The Spot Rate for a Rate Calculation Date will be the Argentine Peso/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Argentine Pesos per one U.S. Dollar, for settlement on the same day quoted by Banco de la Nacion (in accordance with the Convertibility Law of March 27, 1991 and Regulatory Decree No. 529/91 of April 1, 1991, as may be amended from time to time) for that Rate Calculation Date.
BRL.BRBY/BRL01	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) which appears on the Reuters Screen BRBY Page under the caption "INTBK FLTING (LAST)" at approximately 11:00 a.m., Sao Paulo time, on that Rate Calculation Date.
BRL.EMTA.INDICATIVE.SURVEY.RATE/BRL13	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 12:00 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Indicative Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Brazilian Real/U.S. Dollar markets for the purpose of determining the EMTA BRL Indicative Survey Rate).
BRL.EMTA.INDUSTRY.SURVEY.RATE/BRL12	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days, as published on EMTA's web site (www.emta.org) at approximately 3:45 p.m. (Sao Paulo time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA BRL Industry Survey Methodology (which means a methodology, dated as of March 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions in Brazil that are active participants in the Brazilian Real/U.S. Dollar spot markets for the purpose of determining the EMTA BRL Industry Survey Rate).
BRL.OFFICIAL.RATE/BRL02	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar Specified Rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil in the "Diario Oficial da Uniao" on the first Business Day following that Rate Calculation Date.
BRL.PCOT-COMMERCIAL/BRL03	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date.
BRL.PCOT-FLOATING/BRL04	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PCOT- 390, Option 3, at the Specified Time, if any, on that Rate Calculation Date.
BRL.PTAX-COMMERCIAL.BRFR/BRL06	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date. 23
BRL.PTAX-COMMERCIAL/BRL05	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar commercial rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ("Consultas de Cambio" or Exchange Rate Inquiry), Option 5 ("Cotacoes para Contabilidad" or Rates for Accounting Purposes) market type "L" (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated "Livre" and commonly known as "Comercial") as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date.
BRL.PTAX-FLOATING.BRFR/BRL08	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on the SISBACEN Data System which appears on the Reuters Screen BRFR Page at PTAX-800 as of 11:00 a.m., Sao Paulo time, on the first Business Day following that Rate Calculation Date.
BRL.PTAX-FLOATING/BRL07	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar floating rate, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days (where such days are Business Days in both Sao Paulo and New York) reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX- 800 ("Consultas de Cambio" or Exchange Rate Inquiry), Option 5 ("Cotacoes para Contabilidad" or Rates for Accounting Purposes) market type "F" (corresponding to U.S. Dollars traded in the foreign exchange market segment officially denominated "Flutuante") as of 7:30 p.m., Sao Paulo time, on that Rate Calculation Date.
BRL.PTAX/BRL09	FpML	The Spot Rate for a Rate Calculation Date will be the Brazilian Real/U.S. Dollar offered rate for U.S. Dollars, expressed as the amount of Brazilian Reais per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central do Brasil on SISBACEN Data System under transaction code PTAX-800 ("Consulta de Cambio" or Exchange Rate Inquiry), Option 5 ("Cotacoes para Contabilidade" or "Rates for Accounting Purposes") by approximately 6:00 p.m., Sao Paulo time, on that Rate Calculation Date.
CLP.BCCH/CLP01	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen BCCH Page under the caption "OBSERVADO" at 10:00 a.m., Santiago time, on the first Business Day following that Rate Calculation Date.
CLP.CHILD-INFORMAL/CLP02	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date.
CLP.CHILD-INTERBANK/CLP03	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILD Page at the Specified Time, if any, on that Rate Calculation Date.
CLP.CHILD-OBSERVADO/CLP04	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILD Page on the first Business Day following that Rate Calculation Date.
CLP.CHILG-INFORMAL/CLP05	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar informal rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) of the informal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date.
CLP.CHILG-INTERBANK/CLP06	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar interbank rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile for the formal exchange market which appears on the Reuters Screen CHILG Page at the Specified Time, if any, on that Rate Calculation Date.
CLP.CHILG-OBSERVADO/CLP07	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Reuters Screen CHILG Page under "OBSERVADO" at the Specified Time, if any, on the first Business Day following that Rate Calculation Date.
CLP.DOLAR.OBS/CLP10	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar "observado" rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Banco Central de Chile (www.bcentral.cl) as the "Dolar Observado" (Dollar Observado) rate by not later than 10:30 a.m., Santiago time, on the first Business Day following that Rate Calculation Date.
CLP.EMTA.INDICATIVE.SURVEY.RATE/CLP11	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Santiago time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA CLP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chilean Peso/U.S. Dollar markets for the purpose of determining the EMTA CLP Indicative Survey Rate).
CLP.OFFICIAL.RATE/CLP08	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar Specified Rate, expressed as the amount of Chilean Pesos per one U.S. Dollar (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York), calculated in accordance with Title I, Chapter 1 Number 6 of the Compendium of International Exchange Norms of the Banco Central de Chile and published by the Banco Central de Chile at the Specified Time, if any, on the first Business Day following that Rate Calculation Date.
CLP.TELERATE.38942/CLP09	FpML	The Spot Rate for a Rate Calculation Date will be the Chilean Peso/U.S. Dollar observado rate, expressed as the amount of Chilean Pesos per one U.S. Dollar, for settlement on the same day (or, if such day is not a Business Day in New York, for settlement on the first succeeding day that is a Business Day in both Santiago and New York) reported by the Banco Central de Chile which appears on the Telerate Page 38942 opposite the caption "Observado" at the Specified Time, if any, on the first Business Day following the Rate Calculation Date.
CNY.SAEC/CNY01	FpML	The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar official fixing rate, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days reported by the People's Bank of China, Beijing, People's Republic of China, which appears on the Reuters Screen "SAEC" Page opposite the symbol "USDCNY=" at approximately 9:15 a.m., Beijing time, on that Rate Calculation Date.
CNY.SFEMC.INDICATIVE.SURVEY.RATE/CNY02	FpML	The Spot Rate for a Rate Calculation Date will be the Chinese Renminbi/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Chinese Renminbi per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC CNY Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Chinese Renminbi/U.S. Dollar markets for the purpose of determining the SFEMC CNY Indicative Survey Rate).
COP.CO/COL03/COP01	FpML	The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day (unless such day is not a Business Day in New York, then for settlement on the first succeeding day that is a Business Day in Bogota and New York) reported by the Colombian Banking Superintendency which appears on the Reuters Screen CO/COL03 Page opposite the caption "TRCM" ("Tasa de Cierre Representative del Mercado" or closing market price) at 12:00 noon, Bogota time, on the first Business Day following that Rate Calculation Date.
COP.EMTA.INDICATIVE.SURVEY.RATE/COP03	FpML	The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:30 a.m., Bogota time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA COP Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Colombian Peso/U.S. Dollar markets for the purpose of determining the EMTA COP Indicative Survey Rate).
COP.TRM/COP02	FpML	The Spot Rate for a Rate Calculation Date will be the Colombian Peso/U.S. Dollar fixing rate, expressed as the amount of Colombian Pesos per one U.S. Dollar, for settlement on the same day reported by the Colombian Financial Superintendency (www.banrep.gov.co) as the "Tasa Representativa del Mercado (TRM)" (also referred to as the "Tasa de Cambio Representativa del Mercado" (TCRM)) by not later than 10:30 a.m., Bogota time, on the first Business Day following that Rate Calculation Date.
CURRENCY-IMPLIED.RATE.(ADR)/CURA1	FpML	the Spot Rate for a Rate Calculation Date will be the Reference Currency/U.S. Dollar exchange rate, expressed as the amount of Reference Currency per one U.S. Dollar, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's price of a Specified Company's American Depositary Receipt or American Depositary Receipts (the "ADR" or "ADRs", as appropriate) and the price of the local share or shares of such Specified Company of the same type and in the same quantity represented by such ADR or ADRs, as the case may be (the "Share" or "Shares", as appropriate). The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of (A) in the case where one ADR represents less than one Share, its bid and offer price (in the Reference Currency) for one Share and its bid and offer price (in U.S. Dollars) for the number of ADRs which represent such Share and (B) in all other cases, its bid and offer price (in the Reference Currency) for the Share or Shares, as the case may be, and its bid and offer price (in U.S. Dollars) for one ADR. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (1) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Share or Shares, as the case may be, and (2) the arithmetic mean of the midpoint of the bid and offer prices quoted in U.S. Dollars by each Reference Dealer for such ADR or ADRs, as the case may be, subject to an adjustment, if any, by the Calculation Agent to reduce the effect of momentary disparities in the prices of the Share or Shares and the ADR or ADRs, as appropriate. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent.
CURRENCY-IMPLIED.RATE.(LOCAL.ASSET)/CURA2	FpML	The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency exchange rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date for that day's price of Local Assets. The Calculation Agent will request each of the Reference Dealers to provide a firm quotation of its bid and offer price (in both the Reference Currency and the Settlement Currency) for an amount of Local Assets whose face value equals the Specified Amount. If one or more quotations are provided, the rate for a Rate Calculation Date will equal the ratio of (A) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Reference Currency by each Reference Dealer for such Local Assets and (B) the arithmetic mean of the midpoint of the bid and offer prices quoted in the Settlement Currency by each Reference Dealer for such Local Assets. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on the Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent.
CURRENCY-MUTUAL.AGREEMENT/CURA3	FpML	The Spot Rate for a Rate Calculation Date will be the Reference Currency/Settlement Currency Specified Rate, expressed as the amount of the Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date agreed upon by the parties on or prior to that Rate Calculation Date (or, if different, the day on which rates for that date would, in the ordinary course, be published or announced).
CURRENCY-REFERENCE.DEALERS/CURA4	FpML	The Spot Rate for a Rate Calculation Date will be determined on the basis of quotations provided by Reference Dealers on that Rate Calculation Date of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, for settlement on the Settlement Date. The Calculation Agent will request the Specified Office of each of the Reference Dealers to provide a firm quotation of its Specified Rate for a transaction where the amount of Reference Currency equals the Specified Amount. If four quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates, without regard to the Specified Rates having the highest and lowest value. If exactly three quotations are provided, the rate for a Rate Calculation Date will be the Specified Rate provided by the Reference Dealer that remains after disregarding the Specified Rates having the highest and lowest values. For this purpose, if more than one quotation has the same highest value or lowest value, then the Specified Rate of one of such quotations shall be disregarded. If exactly two quotations are provided, the rate for a Rate Calculation Date will be the arithmetic mean of the Specified Rates. If only one quotation is provided, the rate for a Rate Calculation Date will be the Specified Rate quoted by that Reference Dealer. The quotations used to determine the Spot Rate for a Rate Calculation Date will be determined in each case at the Specified Time on that Rate Calculation Date or, if no such time is specified, the time chosen by the Calculation Agent.
CURRENCY-WHOLESALE.MARKET/CURA5	FpML	The Spot Rate for a Rate Calculation Date will be determined by the Calculation Agent on the basis of that day's Specified Rate, expressed as the amount of Reference Currency per one unit of Settlement Currency, in a legal and customary wholesale market in which there is no, or minimal, Governmental Authority controls or interference, except as a participant in such market.
ECS.DNRP/ECS01	FpML	The Spot Rate for a Rate Calculation Date will be the Ecuadorian Sucre/U.S. Dollar Specified Rate, expressed as the amount of Ecuadorian Sucres per one U.S. Dollar, for settlement in one Business Day (where such day is a Business Day in Guayaquil and New York) which appears on Reuters Screen DNRP Page at 12:00 noon, Guayaquil time, on that Rate Calculation Date.
IDR.ABS/IDR01	FpML	The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Telerate Page 50157 to the right of the caption "Spot" under the column "IDR" at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
IDR.JISDOR/IDR04	FpML	The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar weighted average spot rate in the interbank market based on traded IDR/USD spot foreign exchange transactions during a specified time period which are captured on a real time basis, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, published by Bank Indonesia at approximately 10:00 a.m., Jakarta time, on that Rate Calculation Date as the Jakarta Interbank Spot Dollar Rate USD - IDR on Bank Indonesia's website or otherwise made available by Bank Indonesia (or its successor as administrator).
IDR.SFEMC.INDICATIVE.SURVEY.RATE/IDR02	FpML	The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC IDR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indonesian Rupiah/U.S. Dollar markets for the purpose of determining the SFEMC IDR Indicative Survey Rate).
IDR.VWAP/IDR03	FpML	The Spot Rate for a Rate Calculation Date will be the Indonesian Rupiah/U.S. Dollar implied spot rate expressed as the amount of Indonesian Rupiah per one U.S. Dollar, for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of that rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
ILS.BOIJ/ILS01	FpML	The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BOIJ Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date.
ILS.FXIL/ILS02	FpML	The Spot Rate for a Rate Calculation Date will be the Israeli Shekel/U.S. Dollar Specified Rate, expressed as the amount of Israeli Shekels per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen FXIL Page as of 1:00 p.m., Tel Aviv time, on that Rate Calculation Date.
INR.FBIL/INR01	FpML	The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, reported by Financial Benchmarks India Pvt. Ltd. (www.fbil.org.in) at approximately 1:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date.
INR.RBIB/INR01	FpML	Deprecated usage:INR.FBIL/INR01 replaces INR.RBIB/INR01.See: July 10, 2018 – ISDA amendments to Annex A - Indian Rupee Rate Source Definition. The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar reference rate, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days reported by the Reserve Bank of India which appears on the Reuters Screen RBIB Page at approximately 12:30 p.m., Mumbai time, or as soon thereafter as practicable, on that Rate Calculation Date.
INR.SFEMC.INDICATIVE.SURVEY.RATE/INR02	FpML	The Spot Rate for a Rate Calculation Date will be the Indian Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Indian Rupee per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. (Singapore time), or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC INR Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Indian Rupee/U.S. Dollar markets for the purpose of determining the SFEMC INR Indicative Survey Rate).
KRW.KEBEY/KRW01	FpML	The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen KEBEY Page at the Specified Time, if any, on that Rate Calculation Date.
KRW.KFTC18/KRW02	FpML	The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on the Reuters Screen KFTC18 Page to the right of the caption "USD Today" that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable.
KRW.SFEMC.INDICATIVE.SURVEY.RATE/KRW04	FpML	The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC KRW Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Korean Won/U.S. Dollar markets for the purpose of determining the SFEMC KRW Indicative Survey Rate).
KRW.TELERATE.45644/KRW03	FpML	The Spot Rate for a Rate Calculation Date will be the Korean Won/U.S. Dollar market average rate, expressed as the amount of Korean Won per one U.S. Dollar, for settlement in two Business Days reported by the Korea Financial Telecommunications and Clearing Corporation which appears on Telerate Page 45644 to the right of the caption "USD Today" that is available at approximately 3:30 p.m., Seoul time, on the Rate Calculation Date or as soon thereafter as practicable.
KZT.EMTA.INDICATIVE.SURVEY.RATE/KZT02	FpML	The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 1:00 p.m., Almaty time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA KZT Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Kazakhstan Tenge/U.S. Dollar markets for the purpose of determining the EMTA KZT Indicative Survey Rate).
KZT.KASE/KZT01	FpML	The Spot Rate for a Rate Calculation Date will be the Kazakhstan Tenge / U.S. Dollar weighted average rate, expressed as the amount of Kazakhstan Tenge per one U.S. Dollar, for settlement on the same Business Day reported by the Kazakhstan Stock Exchange (www.kase.kz) at approximately 11:00 am, Almaty time, on that Rate Calculation Date.
LBP.BDLX/LBP01	FpML	The Spot Rate for a Rate Calculation Date will be the Lebanese Pound/U.S. Dollar Specified Rate, expressed as the amount of Lebanese Pounds per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen BDLX Page as of 12:00 noon, Beirut time, on that Rate Calculation Date.
MAD.OFFICIAL.RATE/MAD01	FpML	The Spot Rate for a Rate Calculation Date will be the Moroccan Dirham/U.S. Dollar Specified Rate, expressed as the amount of Moroccan Dirham per one U.S. Dollar, for settlement in two Business Days reported by the Central Bank of Morocco as of 1:00 p.m., Rabat time, on that Rate Calculation Date.
MXP.BNMX/MXP01	FpML	The Spot Rate for a Rate Calculation Date will be the Mexican Pesos/U.S. Dollar Specified rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on the Reuters Screen BNMX Page opposite the caption "Fix" at the close of business in Mexico City on that Rate Calculation Date.
MXP.FIXING.RATE/MXP02	FpML	The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by Banco de Mexico in the Official Gazette of the Federation pursuant to the "Disposiciones aplicables a la determinacion del tipo de Cambio para solventar obligaciones denominadas en moneda extranjera pagaderas en la Republica Mexicana" (Rules applicable to determine the exchange rate to pay obligations denominated in foreign currency payable in Mexico) on the first Business Day following that Rate Calculation Date.
MXP.MEX01/MXP03	FpML	The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days reported by Banco de Mexico which appears on Reuters Screen MEX01 Page under the heading "MXNFIX=RR", at the close of business in Mexico City on that Rate Calculation Date.
MXP.PUBLISHED/MXP04	FpML	The Spot Rate for a Rate Calculation Date will be the Mexican Peso/U.S. Dollar fixing rate, expressed as the amount of Mexican Pesos per one U.S. Dollar, for settlement in two Business Days which is published by the Bolsa Mexicana de Valores, S.A. de C.V. (as established in Section 2 of the "Resolution concerning the exchange rate applicable for calculating the Mexican Peso equivalent of principal and interest of Mexican Treasury Notes denominated in foreign currency and payable in Mexican Pesos" published in the Diario Oficial de la Federacion on November 11, 1991) in the Movimiento Diario del Mercado de Valores de la Bolsa Mexicana de Valores, S.A. de C.V. under the heading "Movimiento Diario del Mercado de Valores" on that Rate Calculation Date.
MYR.ABS/MYR01	FpML	The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore, which appears on the Telerate Page 50157 to the right of the caption "Spot" under the column "MYR" at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
MYR.KL.REF/MYR04	FpML	The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar reference rate, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, calculated and reported by Bank Negara Malaysia as its Kuala Lumpur USD/MYR Reference Rate, which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 3:30 p.m., Kuala Lumpur time, on that Rate Calculation Date.
MYR.PPKM/MYR03	FpML	The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar spot rate expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, reported by Persatuan Pasaran Kewangan Malaysia (ACI - Malaysia), which appears on Thomson Reuters Screen MYRFIX2 Page at approximately 11:10 a.m., Kuala Lumpur time, on that Rate Calculation Date.
MYR.SFEMC.INDICATIVE.SURVEY.RATE/MYR02	FpML	The Spot Rate for a Rate Calculation Date will be the Malaysian Ringgit/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Malaysian Ringgit per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC MYR Indicative Survey Methodology (which means a methodology, dated as of July 15, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Malaysian Ringgit/U.S. Dollar markets for the purpose of determining the SFEMC MYR Indicative Survey Rate).
PEN.EMTA.INDICATIVE.SURVEY.RATE/PEN04	FpML	The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Peruvian Soles per one U.S. Dollar, for settlement on the same day, as published on EMTA's web site (www.emta.org) at approximately 11:00 a.m., Lima time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA PEN Indicative Survey Methodology (which means a methodology, dated as of August 1, 2006, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Peruvian Sol/U.S. Dollar markets for the purpose of determining the EMTA PEN Indicative Survey Rate).
PEN.INTERBANK.AVE/PEN05	FpML	The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar average exchange rate in the interbank market expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day reported by the Banco Central de Reserva del Peru (www.bcrp.gob.pe) as the "Tipo de Cambio Interbancario Promedio" at approximately 2:00 p.m., Lima time, on that Rate Calculation Date.
PEN.PDSB/PEN01	FpML	The Spot Rate for a Rate Calculation Date will be the Peruvian Sol/U.S. Dollar fixing rate (mid market last), expressed as the amount of Peruvian Sols per one U.S. Dollar, for settlement on that same day which appears on the Reuters Screen PDSB Page opposite the caption "PEN=" as of 12:00 noon, Lima time, on that Rate Calculation Date.
PEN.WT.AVE/PEN03	FpML	The Spot Rate for a Rate Calculation Date will be the midpoint of the Peruvian Sol/U.S. Dollar closing weighted average bid and offer ("compra y venta") exchange rates expressed as the amount of Peruvian New Soles per one U.S. Dollar for settlement on the same day, reported by the Superintendencia de Banca, Seguros y AFP (www.sbs.gob.pe) of the Republic of Peru at approximately 5:00 p.m., Lima time, on that Rate Calculation Date.
PHP.BAPPESO/PHP06	FpML	The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, sponsored by Bankers Association of the Philippines (www.bap.org.ph) as its "BAP AM Weighted Average Rate" at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date.
PHP.PDSPESO/PHP06	FpML	Deprecated usage: PHP.BAPPESO/PHP06 replaces PHP.PDSPESO/PHP06.See: April 01, 2018 – ISDA/EMTA/FXC amendments to Annex A - Philippine Peso Rate Source Definition. The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar morning weighted average rate for that Rate Calculation Date, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day reported by the Philippine Dealing System PDEX which appears on the Reuters Screen PDSPESO Page to the right of the caption "AM WT AVE" at approximately 11:30 a.m., Manila time, or as soon thereafter as practicable, on that Rate Calculation Date.
PHP.PHPESO/PHP01	FpML	The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Reuters Screen PHPESO Page at approximately 11:00 a.m., Manila time, on that Rate Calculation Date.
PHP.SFEMC.INDICATIVE.SURVEY.RATE/PHP05	FpML	The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PHP Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Philippine Peso/U.S. Dollar markets for the purpose of determining the SFEMC PHP Indicative Survey Rate).
PHP.TELERATE.15439/PHP03	FpML	The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar tom rate (mid market), expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 15439 at approximately 11:00 a.m., Manila time, on that Rate Calculation Date.
PHP.TELERATE.2920/PHP02	FpML	The Spot Rate for a Rate Calculation Date will be the Philippine Peso/U.S. Dollar Specified Rate, expressed as the amount of Philippine Pesos per one U.S. Dollar, for settlement in one Business Day which appears on the Telerate Page 2920 at the Specified Time, if any, on that Rate Calculation Date.
PKR.SBPK/PKR01	FpML	The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar reference rate expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days reported by the State Bank of Pakistan (www.sbp.org.pk) at approximately 2:30 pm, Karachi time, on that Rate Calculation Date.
PKR.SFEMC.INDICATIVE.SURVEY.RATE/PKR02	FpML	The Spot Rate for a Rate Calculation Date will be the Pakistani Rupee/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Pakistani Rupees per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m. Singapore time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC PKR Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Pakistani Rupee/U.S. Dollar markets for the purpose of determining the SFEMC PKR Indicative Survey Rate).
PLZ.NBPQ/PLZ01	FpML	The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar Specified Rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPQ Page at the Specified Time, if any, on that Rate Calculation Date.
PLZ.NBPR/PLZ02	FpML	The Spot Rate for a Rate Calculation Date will be the Polish Zloty/U.S. Dollar fixing rate, expressed as the amount of Polish Zloty per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Poland which appears on the Reuters Screen NBPR Page at the Specified Time, if any, on that Rate Calculation Date.
RUB.CME-EMTA/RUB03	FpML	The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, calculated by the Chicago Mercantile Exchange ("CME") and as published on CME's website, which appears on the Reuters Screen EMTA Page, at approximately 1:30 p.m., Moscow time, on that Rate Calculation Date. The Spot Rate shall be calculated by the CME pursuant to the Chicago Mercantile Exchange / EMTA, Inc. Daily Russian Ruble Per U.S. Dollar Reference Rate Methodology (which means a methodology, effective as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions in Russia that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the RUB CME-EMTA Rate).
RUB.EMTA.INDICATIVE.SURVEY.RATE/RUB04	FpML	The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Russian Rubles per one U.S. Dollar, for settlement in one Business Day, as published on EMTA's web site (www.emta.org) at approximately 2:45 p.m., Moscow time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA RUB Indicative Survey Methodology (which means a methodology dated as of June 16, 2005, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Russian Ruble/U.S. Dollar spot market for the purpose of determining the EMTA RUB Indicative Survey Rate).
RUB.MICEXFRX/RUB01	FpML	The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MICEXFRX Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date.
RUB.MMVB/RUB02	FpML	The Spot Rate for a Rate Calculation Date will be the Russian Ruble/U.S. Dollar Specified Rate, expressed as the amount of Russian Rubies per one U.S. Dollar, for settlement on the same day reported by the Moscow Interbank Currency Exchange which appears on the Reuters Screen MMVB Page as of 10:30 a.m., Moscow time, on that Rate Calculation Date.
SGD.VWAP/SGD3	FpML	The Spot Rate for a Rate Calculation Date will be the Singapore Dollar/U.S. Dollar spot rate expressed as the amount of Singapore Dollar per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
SKK.NBSB/SKK01	FpML	The Spot Rate for a Rate Calculation Date will be the Slovak Koruna/U.S. Dollar Specified Rate, expressed as the amount of Slovak Koruna per one U.S. Dollar, for settlement in two Business Days reported by the National Bank of Slovakia which appears on the Reuters Screen NBSB Page as of 11:40 a.m., Bratislava time, on that Rate Calculation Date.
THB.ABS/THB01	FpML	The Spot Rate for a Rate Calculation Date will be the Thai Baht/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Thai Bhaht per one U.S. Dollar, for settlement in two Business Days, reported by the Association of Banks in Singapore which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption "Spot" under the column "THB" at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
THB.VWAP/THB01	FpML	The Spot Rate for a Rate Calculation Date will be the Thai Baht / U.S. Dollar spot rate expressed as the amount of Thai Baht per one U.S. Dollar for settlement in two Business Days, reported by ABS Benchmarks Administration Co Pte. Ltd. (or its successor as administrator or sponsor of the rate), which appears on Thomson Reuters Screen ABSFIX01 Page at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
TWD.SFEMC.INDICATIVE.SURVEY.RATE/TWD04	FpML	The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon thereafter as practicable, on such Rate Calculation Date. The Spot Rate will be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC TWD Indicative Survey Methodology (which means a methodology, dated as of December 1, 2004, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Taiwanese Dollar/U.S. Dollar markets for the purpose of determining the SFEMC TWD Indicative Survey Rate).
TWD.TAIFX1/TWD03	FpML	The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Reuters Screen TAIFX1 Page under the heading "Spot" as of 11:00 a.m. Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time on that Rate Calculation Date.
TWD.TELERATE.6161/TWD01	FpML	The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar spot rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days, reported by the Taipei Forex Inc. which appears on the Telerate Page 6161 under the heading "Spot" as of 11:00 a.m., Taipei time, on that Rate Calculation Date, or if no rate appears as of 11:00 a.m., Taipei time, the rate that first appears in any of the next succeeding 15 minute intervals after such time, up to and including 12:00 noon, Taipei time, on that Rate Calculation Date.
TWD.TFEMA/TWD02	FpML	The Spot Rate for a Rate Calculation Date will be the Taiwanese Dollar/U.S. Dollar Specified Rate, expressed as the amount of Taiwanese Dollars per one U.S. Dollar, for settlement in two Business Days which appears on the Reuters Screen TFEMA Page as of 11:00 a.m., Taipei time, on that Rate Calculation Date.
UAH.EMTA.INDICATIVE.SURVEY.RATE/UAH03	FpML	The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day, as published on EMTA's website (www.emta.org) at approximately 2:00 p.m., Kiev time, or as soon thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by EMTA (or a service provider EMTA may select in its sole discretion) pursuant to the EMTA UAH Indicative Survey Methodology (which means a methodology, dated as of March 16, 2009, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Ukrainian Hryvnia / U.S. Dollar markets for the purpose of determining the EMTA UAH Indicative Survey Rate).
UAH.EMTA.INDUSTRY.SURVEY.RATE/UAH02	FpML	The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar Specified Rate for U.S. Dollars expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day calculated by Thomson Reuters pursuant to the EMTA UAH Industry Survey Methodology, which rate appears on EMTA's website (www.emta.org) and on Thomson Reuters Page EMTAUAHFIX at approximately 11:30 am, Kiev time, on that Rate Calculation Date. The "EMTA UAH Industry Survey Methodology" as used herein means the methodology dated as of March 16, 2009, for a centralized industry wide survey of financial institutions in the Ukrainian Hryvnia/U.S. Dollar spot market for the purposes of determining the EMTA UAH Industry Survey Rate.
UAH.GFI/UAH01	FpML	The Spot Rate for a Rate Calculation Date will be the Ukrainian Hryvnia/U.S. Dollar spot rate, expressed as the amount of Ukrainian Hryvnia per one U.S. Dollar, for settlement on the same Business Day reported by GFI Brokers on Thomson Reuters Page GFIU by 9:30 am, London time, on that Rate Calculation Date.
VEF.FIX/VEF01	FpML	The Spot Rate for a Rate Calculation Date will be the midpoint of the Venezuelan Bolivar /U.S. Dollar Tipo de Cambio De Referencia buying and selling rates, expressed as the amount of Venezuelan Bolivar per one U.S. Dollar, for settlement in two Business Days reported by the Banco Central de Venezuela (www.bcv.org.ve) at approximately 5:00 p.m., Caracas time, on that Rate Calculation Date.
VND.ABS/VND01	FpML	The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate at 11:00 a.m., Singapore time, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days reported by the Association of Banks in Singapore, which appears on the Reuters Screen ABSIRFIX01 Page to the right of the caption "Spot" under the column "VND" at approximately 11:30 a.m., Singapore time, on that Rate Calculation Date.
VND.FX/VND02	FpML	The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar spot rate expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days which appears on Reuters Screen VNDFIX=VN Page under the caption "Spot" and to the right of the caption "Average" at approximately 11:00 am, Hanoi time, on that Rate Calculation Date.
VND.SFEMC.INDICATIVE.SURVEY.RATE/VND03	FpML	The Spot Rate for a Rate Calculation Date will be the Vietnamese Dong/U.S. Dollar Specified Rate for U.S. Dollars, expressed as the amount of Vietnamese Dong per one U.S. Dollar, for settlement in two Business Days, as published on SFEMC's website (www.sfemc.org) at approximately 3:30 p.m., Singapore time, or as soon as thereafter as practicable, on that Rate Calculation Date. The Spot Rate shall be calculated by SFEMC (or a service provider SFEMC may select in its sole discretion) pursuant to the SFEMC VND Indicative Survey Methodology (which means a methodology, dated as of July 14, 2008, as amended from time to time, for a centralized industry-wide survey of financial institutions that are active participants in the Vietnamese Dong/U.S. Dollar markets for the purpose of determining the SFEMC VND Indicative Survey Rate).

5.213 shortSaleScheme

Scheme Definition:

Specifies the type of short selling indicator, as defined under ESMA MiFID II.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1
Location URL: http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-mifir-short-sale
Version: 2-1
Publication Date: 2022-03-28

Coding Scheme

CODE	SOURCE	DESCRIPTION
NTAV	ESMA	Deprecated usage: UNDI replaces NTAVInformation not available
SELL	ESMA	No short sale.
SESH	ESMA	Short sale with no exemption.
SSEX	ESMA	Short sale with exemption.
UNDI	ESMA	Information not available.

5.214 spreadScheduleTypeScheme

Scheme Definition:

Defines the type of each spread schedule type.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/spread-schedule-type-1-0
Location URL: http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/spread-schedule-type
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Long	FpML	Represents a Long Spread Schedule. Spread schedules defined as "Long" will be applied to Long Positions.
Short	FpML	Represents a Short Spread Schedule. Spread schedules defined as "Short" will be applied to Short Positions.

5.215 supervisoryBodyScheme

Scheme Definition:

Contains a code representing a supervisory-body that may be supervising this transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/supervisory-body-2-1
Location URL: http://www.fpml.org/coding-scheme/supervisory-body-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/supervisory-body
Version: 2-1
Publication Date: 2022-06-10

Coding Scheme

CODE	SOURCE	DESCRIPTION
ASIC	FpML	Australian Securities and Investments Commission
BankOfRussia	FpML	Central Bank of the Russian Federation
CA.AB.ASC	FpML	Alberta Securities Commission
CA.BC.BCSC	FpML	British Columbia Securities Commission
CA.MB.MSC	FpML	The Manitoba Securities Commission
CA.NB.FCSC	FpML	Financial and Consumer Services Commission
CA.NL.DSS	FpML	Deputy Superintendent of Securities, Service Newfoundland and Labrador
CA.NS.NSSC	FpML	Nova Scotia Securities Commission
CA.NT.NTSO	FpML	Northwest Territories Securities Office
CA.NU.NSO	FpML	Nunavut Securities Office, Government of Nunavut
CA.ON.OSC	FpML	Ontario Securities Commission
CA.PEI.OSS	FpML	Office of the Superintendent of Securities
CA.QC.AMF	FpML	Autorite des marches financiers
CA.SK.FCAA	FpML	Financial and Consumer Affairs Authority of Saskatchewan
CA.YT.OSS	FpML	Office of the Superintendent of Securities
CFTC	FpML	Commodity Futures Trading Commission (US)
ESMA	FpML	European Securities and Markets Authority (European Union)
FCA	FpML	Financial Conduct Authority (UK)
Fed	FpML	Federal Reserve (US)
HKMA	FpML	Hong Kong Monetary Authority (China)
JFSA	FpML	Japan Financial Services Authority (Japan)
MAS	FpML	The Monetary Authority of Singapore
ODRF	FpML	OTC Derivatives Regulators Forum
SEC	FpML	Securities and Exchange Commission (US)
UKFSA	FpML	Deprecated usage: FCA replaces UKFSA Financial Services Authority (UK)

5.216 taxFormTypeScheme

Scheme Definition:

Type of tax form registered.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/tax-form-type-1-0
Location URL: http://www.fpml.org/coding-scheme/tax-form-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/tax-form-type
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
W8BENE	FpML	W8BENE - IRS tax form type for foreign entity.
W8ECI	FpML	W8ECI - IRS tax form type for foreign entity.
W8IMY	FpML	W8IMY - IRS tax form type for foreign entity.
W9	FpML	W9 - IRS tax form type for domestic entity.

5.217 terminatingEventScheme

Scheme Definition:

Specifies the type of business event that triggered the termination of this trade. This is used to provide additional detail about how or why a trade terminatated, particularly when this is not self-evident. For example, it can indicated that the trade was terminated as a result of netting, or as a result of a novation or transfer party initiated by a third party.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/terminating-event-1-2
Location URL: http://www.fpml.org/coding-scheme/terminating-event-1-2.xml
Canonical URI: http://www.fpml.org/coding-scheme/terminating-event
Version: 1-2
Publication Date: 2023-11-03

Coding Scheme

CODE	SOURCE	DESCRIPTION
AdditionalDisruptionEvents	FpML	Indicates the trade was terminated as a result of an extraordinary event (AdditionalDisruptionEvents).
Allocation	FpML	Indicates the trade was terminated as a result of an allocation.
Amendment	FpML	Indicates the trade was terminated as a result of an amendment. (Normally an amendment should be represented directly as an amendment event; this originating event reason is provided to cover the case where a system must cancel and rebook the trade as a result of the amendment.)
ChangeInLaw	FpML	Indicates the trade was terminated as a result of an extraordinary event (ChangeInLaw).
CreditEvent	FpML	Indicates the trade was terminated as a result of a credit event.
Delisting	FpML	Indicates the trade was terminated as a result of an extraordinary event (Delisting).
Exercise	FpML	Indicates the trade was terminated as a result of an option exercise event.
FailureToDeliver	FpML	Indicates the trade was terminated as a result of an extraordinary event (FailureToDeliver).
ForeignOwnershipEvent	FpML	Indicates the trade was terminated as a result of an extraordinary event (ForeignOwnershipEvent).
FullNetting	FpML	Indicates the trade was terminated as a result of full netting. (All netted trades offset each other exactly and as a result there was no resulting trade.)
HedgingDisruption	FpML	Indicates the trade was terminated as a result of an extraordinary event (HedgingDisruption).
IncreasedCostOfHedging	FpML	Indicates the trade was terminated as a result of an extraordinary event (IncreasedCostOfHedging).
IncreasedCostOfStockBorrow	FpML	Indicates the trade was terminated as a result of an extraordinary event (IncreasedCostOfStockBorrow).
IndexAdjustmentEvents	FpML	Indicates the trade was terminated as a result of an extraordinary event (IndexAdjustmentEvents).
InsolvencyFiling	FpML	Indicates the trade was terminated as a result of an extraordinary event (InsolvencyFiling).
LossOfStockBorrow	FpML	Indicates the trade was terminated as a result of an extraordinary event (LossOfStockBorrow).
MergerEvents	FpML	Indicates the trade was terminated as a result of an extraordinary event (MergerEvents).
NationalisationOrInsolvency	FpML	Indicates the trade was terminated as a result of an extraordinary event (NationalisationOrInsolvency).
Netting	FpML	Indicates the trade was terminated as a result of netting.
Novation	FpML	Indicates the trade was terminated as a result of a novation event (the terms transfer, assignment are also used in the industry).
PartialNetting	FpML	Indicates the trade was terminated as a result of partial netting. (There was a residual trade as a result of netting.)
PortfolioCompression	FpML	Indicates the trade was terminated as a result of portfolio compression.
PortfolioRebalancing	FpML	Indicates the trade results from portfolio rebalancing.
Porting	FpML	Indicates the trade was terminated as a result of porting. ("Porting" is a type of novation in a cleared environment where the actual parties to the trade don't change, but one of the parties moves to a new clearing firm or account.)
StrategicRestructuring	FpML	Indicates the trade was terminated as a result of strategic restructuring.
SuccessionEventRenaming	FpML	Indicates the trade was terminated as a result of a renaming succession event.
SuccessionEventReorganization	FpML	Indicates the trade was terminated as a result of a reorganization succession event.
TenderOffer	FpML	Indicates the trade was terminated as a result of an extraordinary event (TenderOffer).
Void	FpML	Indicates the trade was terminated because it was voided. (Trade was voided before it was cleared/confirmed.)
Withdrawal	FpML	Indicates the trade was terminated as a result of withdrawal. (One party withdrew from the trade prior to confirmation or clearing of the trade.)

5.218 tradeCashflowsStatusScheme

Scheme Definition:

Status of the set of payments once the matching process is performed.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0
Location URL: http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/trade-cashflows-status
Version: 1-0

Coding Scheme

CODE	SOURCE	DESCRIPTION
Alleged	FpML	No corresponding payment (or set of payments) was found in "your" submitted sets.
Matched	FpML	Both sides have the same payment (or set of payments) information within matching policies.
Mismatched	FpML	Both sides have the same payment (or set of payments), but there are differences greater than the acceptable tolerance in the matching policies.
Unmatched	FpML	No corresponding payment (or set of payments) was found in the "other party's" submitted sets.

5.219 tradeSettlementTaskTypeScheme

Scheme Definition:

A list of settlement tasks at the trade level, the completion of which are prerequisites to the settlement of a trade (or allocation).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0
Location URL: http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/trade-settlement-task-type
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
Allocations	FpML	The buyer's allocation(s) of the trade are required.
Vote	FpML	The buyer's vote on an amendment or other asset-related matter is required.

5.220 tradingCapacityScheme

Scheme Definition:

Specifies the type of trading capacity, as defined under ESMA MiFID II / MIFIR.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0
Location URL: http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity
Version: 1-0
Publication Date: 2017-07-19

Coding Scheme

CODE	SOURCE	DESCRIPTION
AOTC	ESMA	Trading in an "any other capacity".
DEAL	ESMA	Dealing on own account.
MTCH	ESMA	Trading in a matched principal trading capacity.

5.221 tradingPartyRoleScheme

Scheme Definition:

A list that describes the party's role in relation to a syndication. It is also used to associate a party role of the author in relation to a trading identifier.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/trading-party-role-1-0
Location URL: http://www.fpml.org/coding-scheme/trading-party-role-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/trading-party-role
Version: 1-0
Publication Date: 2017-12-22

Coding Scheme

CODE	SOURCE	DESCRIPTION
Agent	FpML	Administrative Agent.
Borrower	FpML	Borrower.
BrokerDealer	FpML	A Broker/Dealer making a "market" in the loan asset class trading space.
Buyer	FpML	Buyer.
Custodian	FpML	Custodian.
Seller	FpML	Seller.
Trustee	FpML	Trustee.
Vendor	FpML	Vendor that may have a relationship to the loan trade. I.e. issues a proprietary trade identifier.

5.222 tradingWaiverScheme

Scheme Definition:

Specifies the type of waiver indicator, as defined under ESMA MiFID II.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0
Location URL: http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver
Version: 2-0
Publication Date: 2017-02-17

Coding Scheme

CODE	SOURCE	DESCRIPTION
ILQD	ESMA	Illiquid instrument.
LRGS	ESMA	Large in scale.
NLIQ	ESMA	Negotiated (liquid).
OILQ	ESMA	Negotiated (illiquid).
PRIC	ESMA	Negotiated (conditions).
RFPT	ESMA	Reference price.
SIZE	ESMA	Above specified size.

5.223 transactionCharacteristicScheme

Scheme Definition:

Indicates a type of transaction characteristic.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/transaction-characteristic-1-0
Location URL: http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/transaction-characteristic
Version: 1-0
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
BoardOfDirectorsApproval	FpML
HedgesFinancialRisk	FpML

5.224 transportCurrencyScheme

Scheme Definition:

Defines the list of transport currencies admissible as part of the ISDA Standard Credit Support Annex document.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/transport-currency-1-0
Location URL: http://www.fpml.org/coding-scheme/transport-currency-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/transport-currency
Version: 1-0
Publication Date: 2014-05-06

Coding Scheme

CODE	SOURCE	DESCRIPTION
AUD	FpML	Australia Dollar
CAD	FpML	Canada Dollar
CHF	FpML	Switzerland Franc
EUR	FpML	Euro Member Countries
GBP	FpML	United Kingdom Pound
JPY	FpML	Japan Yen
USD	FpML	United States Dollar

5.225 unitRoleScheme

Scheme Definition:

Indicates the role of a unit in a transaction.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/unit-role-2-1
Location URL: http://www.fpml.org/coding-scheme/unit-role-2-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/unit-role
Version: 2-1
Publication Date: 2016-06-13

Coding Scheme

CODE	SOURCE	DESCRIPTION
ClientOrderReceipt	FpML	The unit received the order from the client.
ExecutionMembership	FpML	The unit is a member of the execution facility or network.
OrderReceipt	FpML	Branch receiving order from client.
RegisteredBranch	FpML	A business location registered with a supervisor, such as the SEC, where a transaction was executed.
TradingDesk	FpML	The unit is the trading desk or other unit that performed the transaction.

5.226 verificationMethodScheme

Scheme Definition:

Contains a code representing a trade could be verified (ie. how the economic terms of a contract could be checked for consistency).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/verification-method-1-0
Location URL: http://www.fpml.org/coding-scheme/verification-method-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/verification-method
Version: 1-0
Publication Date: 2012-06-01

Coding Scheme

CODE	SOURCE	DESCRIPTION
Electronic	FpML	Verification via a shared verification facility or platform, or a private/bilateral electronic system.
NonElectronic	FpML	Verification via a human-readable written document (possibly transmitted electronically).
Unverified	FpML	No separate verification process is used.

5.227 verificationStatusScheme

Scheme Definition:

Indicates a type of verification status.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/verification-status-1-0
Location URL: http://www.fpml.org/coding-scheme/verification-status-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/verification-status
Version: 1-0
Publication Date: 2012-03-21

Coding Scheme

CODE	SOURCE	DESCRIPTION
Disputed	FpML	The sender does not agree with the reported information
Verified	FpML	The sender agree with the reported information

5.228 weatherDataProviderScheme

Scheme Definition:

Defines a data provider. The list compiled from the Sub-Annex C to the 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations. Parties may wish to refer to the state meteorological authority in a particular location or to an exchange or other third party data provider. Parties may find the definitions in the Commodity Definitions useful as a means of identifying potential Data Providers.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/weather-data-provider-1-0
Location URL: http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/weather-data-provider
Version: 1-0
Publication Date: 2012-10-05

Coding Scheme

CODE	SOURCE	DESCRIPTION
AT-ZMG	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
AU-CBM	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
BE-MIB	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
CA-MSC	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
CM-SMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
CZ-CHMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
DE-DWE	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
DK-DMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
ES-INM	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
FI-FMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
FR-MEF	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
GB-MET	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
HU-OMS	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
IE-IMS	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
IT-SMAMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
JP-JMA	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
KR-KMA	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
MX-SMN	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
NL-KNMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
NO-NMI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
NZ-MSNZ	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
PL-IMGW	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
PT-IMP	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
SE-SMHI	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
US-NCDC	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
US-NOAA	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
US-NWS	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.
ZA-SAWS	FpML	As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. Weather Index Stations or Locations.

5.229 weatherIndexReferenceLevelScheme

Scheme Definition:

Specifies CPD Reference Level: millimeters or inches of daily precipitation HDD Reference Level: degree-days CDD Reference Level: degree-days.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0
Location URL: http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/weather-index-reference-level
Version: 1-0
Publication Date: 2012-08-02

Coding Scheme

CODE	SOURCE	DESCRIPTION
DegreesCelsius	FpML	Degrees Celsius.
DegreesFahrenheit	FpML	Degrees Fahrenheit.
Inches	FpML	Inches of Precipitation.
Millimeters	FpML	Millimeters of Precipitation.

5.230 withdrawalReasonScheme

Scheme Definition:

Indicates the reason that a withdrawal was requested.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/withdrawal-reason-1-1
Location URL: http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml
Canonical URI: http://www.fpml.org/coding-scheme/withdrawal-reason
Version: 1-1
Publication Date: 2014-01-23

Coding Scheme

CODE	SOURCE	DESCRIPTION
Exercise	FpML	The trade is being withdrawn because it is an option that was Exercised.
Novation	FpML	The trade is being withdrawn because of a Novation.
PortfolioCompression	FpML	The trade is being withdrawn due to a Portfolio Compression event.
RaisedInError	FpML	The item was reported in error.
Termination	FpML	The trade is being withdrawn because it was Terminated.

5.231 withholdingTaxReasonScheme

Scheme Definition:

A list of reasons for withholding tax being applied to a cash flow.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0
Location URL: http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml
Canonical URI: http://www.fpml.org/coding-scheme/withholding-tax-reason
Version: 1-0
Publication Date: 2015-07-15

Coding Scheme

CODE	SOURCE	DESCRIPTION
Back-UpWithholding	FpML	Tax that is levied on investment income, at an established tax rate, as the investor/lender withdraws it. Backup withholding helps to ensure that government tax-collecting agencies (such as the IRS or Canada Revenue Agency) will be able to receive income taxes owed to them from investors' earnings. Backup withholding may be applied when an investor has not met rules regarding taxpayer identification numbers (TIN). At the time the investor withdraws his or her investment income, the amount mandated by the backup withholding tax is remitted to the government, providing the tax-collecting body with the required funds immediately, but leaving the investor with less short-term cash flow.
Chapter3	FpML	Chapter 3 withhholding tax applies at a rate of 30% (subject to reduction by treaty) to all payments of fixed or determinable annual or periodical ("FDAP") income.
FATCA	FpML	Chapter 4 withholding tax, Foreign Account Tax Compliance Act ("FATCA"), effective July 2014, imposes a 30% withholding tax on payments to foreign financial institutions that do not participate in the FATCA scheme as implemented in the U.S. or their home jurisdiction, as the case may be. Chapter 4 withholding tax is not subject to reduction by treaty and the portfolio interest exemption is not applicable.
NonResidentAlien	FpML	An alien is any individual who is not a U.S. citizen or U.S. national. A nonresident alien is an alien who has not passed the green card test or the substantial presence test.
Other	FpML	Other tax withholding reason.

6 EXTERNAL SCHEME DEFINITIONS

6.1 assetTypeScheme

Scheme Definition:

Identification using a CFI Code (Classification for Financial Instruments - ISO 10962). CFI, ESMA sub asset class and FISN are Alternative to ISDA product taxonomy

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso10962
Location URL: http://www.iso.org/iso/catalogue_detail.htm?csnumber=44799

6.2 linkIdScheme

Scheme Definition:

Link Id standard scheme URIs to support Report Tracking Number and portfolio compression, rebalancing and margin management.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/esma-report-tracking-number

Description:A code with up to 52 alphanumeric characters, only the he upper-case alphabetic characters A–Z and the digits 0–9 are allowed. The first 20 characters represent the LEI of the compression provider.

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/compression-link-identifier
Description:Identifier generated by the PTRR compression, portfolio rebalancing or margin management service provider or CCP providing the PTRR compression, portfolio rebalancing or margin management service in order to connect all derivatives entering into a given PTRR compression event and resulting from that PTRR event. This is a regulation-agnostic URI encompassing all types of PTRR as opposed to procedure-specific, regulation-specific alternative URIs for compression (http://www.fpml.org/coding-scheme/external/esma-ptrr-compression), portfolio rebalancing (http://www.fpml.org/coding-scheme/external/esma-ptrr-portfolio-rebalancing) and margin management (http://www.fpml.org/coding-scheme/external/esma-ptrr-margin-management).

URI:http://www.fpml.org/coding-scheme/external/esma-ptrr-compression
Description:Identifier generated by the PTRR compression service provider or CCP providing the PTRR compression service in order to connect all derivatives entering into a given PTRR compression event and resulting from that PTRR compression event. This is a procedure-specific, regulation-specific alternative to the regulation and procedure agnostic URI: http://www.fpml.org/coding-scheme/external/compression-link-identifier.

URI:http://www.fpml.org/coding-scheme/external/esma-ptrr-portfolio-rebalancing
Description:Identifier generated by the PTRR portfolio rebalancing service provider or CCP providing the PTRR portfolio rebalancing service in order to connect all derivatives entering into a given PTRR portfolio rebalancing event and resulting from that PTRR portfolio rebalancing event. This is a procedure-specific, regulation-specific alternative to the regulation and procedure agnostic URI: http://www.fpml.org/coding-scheme/external/compression-link-identifier

URI:http://www.fpml.org/coding-scheme/external/esma-ptrr-margin-management
Description:Identifier generated by the PTRR margin management service provider or CCP providing the PTRR margin management service in order to connect all derivatives entering into a given PTRR margin management event and resulting from that PTRR margin management event. This is a procedure-specific, regulation-specific alternative to the regulation and procedure agnostic URI: http://www.fpml.org/coding-scheme/external/compression-link-identifier

6.3 messageIdScheme

Scheme Definition:

The code identifying a particular message.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/technical-record-id

Description:A message identification code corresponding to a technical record identification.

6.4 countryScheme

Scheme Definition:

The code representation of a country.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso3166
Location URL: https://www.iso.org/iso-3166-country-codes.html

Description:A valid 2 character country code as defined by the ISO standard 3166-1 alpha-2 - Codes for representation of countries https://www.iso.org/iso-3166-country-codes.html

6.5 creditRatingScheme

Scheme Definition:

Contains a code representing the credit rating agencies -/www.moodys.com.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/moodys
Location URL: http://www.moodys.com

Description:Moody's Investors Service, Inc. (U.S.).

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/realpoint

Location URL: http://www.realpoint.com
Description:Realpoint LLC (U.S.) - www.realpoint.com

URI:http://www.fpml.org/coding-scheme/external/lacefinancial
Location URL: http://www.lacefinancial.com
Description:LACE Financial Corp. (U.S.) - www.lacefinancial.com.

URI:http://www.fpml.org/coding-scheme/external//japan-credit-rating-agency
Location URL: http://www.jcr.co.jp
Description:Japan Credit Rating Agency, Ltd. (Japan) - www.jcr.co.jp.

URI:http://www.fpml.org/coding-scheme/external/rating--Investment-Information
Location URL: http://www.r-i.co.jp
Description:Rating and Investment Information, Inc. (Japan) - www.r-i.co.jp.

URI:http://www.fpml.org/coding-scheme/external/ambest
Location URL: http://www.ambest.com
Description:A.M. Best Company, Inc. (U.S.) - www.ambest.com.

URI:http://www.fpml.org/coding-scheme/external/dominion-bond-rating-service
Location URL: http://www.dbrs.com
Description:Dominion Bond Rating Service Ltd. (Canada) - www.dbrs.com.

URI:http://www.fpml.org/coding-scheme/external/china-credit-information-service
Location URL: http://www.credit.com.tw
Description:China Credit Information Service Ltd. (China) - www.credit.com.tw.

URI:http://www.fpml.org/coding-scheme/external/rating-agency-malaysia
Location URL: http://www.ram.com.my
Description:Rating Agency Malaysia (Malaysia) - www.ram.com.my.

URI:http://www.fpml.org/coding-scheme/external/egan-jones-rating-company
Location URL: http://www.egan-jones.com
Description:Egan-Jones Rating Company (U.S.) - www.egan-jones.com.

URI:http://www.fpml.org/coding-scheme/external/standard-and-poors
Location URL: http://www.standardandpoors
Description:Standard & Poor's Ratings Services LLC (U.S.) - www.standardandpoors.com.

URI:http://www.fpml.org/coding-scheme/external/fitch-ratings
Location URL: http://www.fitchratings.com
Description:Fitch, Inc. (U.S.) - www.fitchratings.com.

6.6 creditRatingNotationScheme

Scheme Definition:

A credit rating is an evaluation of the credit worthiness of a debtor, especially a business (company) or a government. The evaluation is made by a credit rating agency of the debtor's ability to pay back the debt and the likelihood of default.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/credit-rating

Description:Contains a code representing the credit rating determined by a particular rating agency.

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/credit-rating/ambest

Location URL: http://www.ambest.com
Description:A.M. Best Company, Inc.

URI:http://www.fpml.org/coding-scheme/external/credit-rating/canadian-bond-rating-service
Location URL: http://www.standardandpoors.com
Description:Canadian Bond Rating Service, Inc.

URI:http://www.fpml.org/coding-scheme/external/credit-rating/dominion-bond-rating-service
Location URL: http://www.dbrs.com
Description:Dominion Bond Rating Service Ltd.

URI:http://www.fpml.org/coding-scheme/external/credit-rating/fitch
Location URL: http://www.fitchratings.com
Description:Fitch, Inc.

URI:http://www.fpml.org/coding-scheme/external/credit-rating/japan-credit-rating-agency
Location URL: http://www.jcr.co.jp/english/
Description:Japan Credit Rating Agency, Ltd.

URI:http://www.fpml.org/coding-scheme/external/credit-rating/moodys
Location URL: http://www.moodys.com
Description:Moody's

URI:http://www.fpml.org/coding-scheme/external/credit-rating/standard-and-poors
Location URL: http://www.standardandpoors.com
Description:Standard & Poor's Ratings Services LLC

6.7 creditRatingScaleScheme

Scheme Definition:

The scale, which can be used to qualify the exposure duration, e.g., long term, short term, ...

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/credit-rating-scale

Description:Contains a code representing the credit rating scale particular to a rating agency.

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/ambest

Location URL: http://www.ambest.com
Description:A.M. Best Company, Inc.

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/canadian-bond-rating-service
Location URL: http://www.standardandpoors.com
Description:Canadian Bond Rating Service, Inc.

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/dominion-bond-rating-service
Location URL: http://www.dbrs.com
Description:Dominion Bond Rating Service Ltd.

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/fitch
Location URL: http://www.fitchratings.com
Description:Fitch, Inc.

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/japan-credit-rating-agency
Location URL: http://www.jcr.co.jp/english/
Description:Japan Credit Rating Agency, Ltd.

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/moodys
Location URL: http://www.moodys.com
Description:Moody's

URI:http://www.fpml.org/coding-scheme/external/credit-rating-scale/standard-and-poors
Location URL: http://www.standardandpoors.com
Description:Standard & Poor's Ratings Services LLC

6.8 currencyScheme

Scheme Definition:

The code representation of a currency.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso4217
Location URL: http://www.currency-iso.org/en/home/tables/table-a1.html

Description:A valid currency code as defined by the ISO standard 4217 - Codes for representation of currencies and funds http://www.currency-iso.org/en/home/tables/table-a1.html. It includes both active and historic currency codes.

6.9 debtTypeScheme

Scheme Definition:

The debt, which provides the ability to distinguish between the type of debt, e.g., high yield, deposit, ...

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/debt-type

Description:Contains a code representing the debt type defined by a rating agency.

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/debt-type/ambest

Location URL: http://www.ambest.com
Description:A.M. Best Company, Inc.

URI:http://www.fpml.org/coding-scheme/external/debt-type/canadian-bond-rating-service
Location URL: http://www.standardandpoors.com
Description:Canadian Bond Rating Service, Inc.

URI:http://www.fpml.org/coding-scheme/external/debt-type/dominion-bond-rating-service
Location URL: http://www.dbrs.com
Description:Dominion Bond Rating Service Ltd.

URI:http://www.fpml.org/coding-scheme/external/debt-type/fitch
Location URL: http://www.fitchratings.com
Description:Fitch, Inc.

URI:http://www.fpml.org/coding-scheme/external/debt-type/japan-credit-rating-agency
Location URL: http://www.jcr.co.jp/english/
Description:Japan Credit Rating Agency, Ltd.

URI:http://www.fpml.org/coding-scheme/external/debt-type/moodys
Location URL: http://www.moodys.com
Description:Moody's

URI:http://www.fpml.org/coding-scheme/external/debt-type/standard-and-poors
Location URL: http://www.standardandpoors.com
Description:Standard & Poor's Ratings Services LLC

6.10 entityIdScheme

Scheme Definition:

A qualifier for the entity identifier that specifies which set of entity identifiers has been used to specify an entity.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/entity-id-RED
Location URL:

Description:RED Entity Identifiers

6.11 entityNameScheme

Scheme Definition:

A qualifier for the entity name that specifies which set of entity names has been used to specify an entity.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/entity-name-RED
Location URL:

Description:RED Entity Names

6.12 exchangeIdScheme

Scheme Definition:

A qualifier for the exchange identifier that specifies which set of exchange identifiers has been used to specify a securities or derivatives exchange.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/exchange-id-MIC
Location URL: http://www.iso15022.org/MIC/homepageMIC.htm

Description:Market Identifier Code

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/exchange-id-REC

Location URL: http://www.fixprotocol.org/specifications/exchanges
Description:Reuters Exchange Code

6.13 industryClassificationScheme

Scheme Definition:

Contains a code representing the party's industry sector classification.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/north-american-industry-classification-system
Location URL: http://www.census.gov/eos/www/naics

Description:North American Industry Classification System (NAICS).

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/australian-new-zealand-standard-industrial-classification

Location URL: http://www.abs.gov.au/ausstats/ABS@.nsf/0/8B68679EF99E6B25CA25697E0018FC85?opendocument/
Description:Australian and New Zealand Standard Industrial Classification (ANZSIC).

URI:http://www.fpml.org/coding-scheme/external/global-industry-classification-standard
Location URL: http://en.wikipedia.org/wiki/Global_Industry_Classification_Standard/
Description:Global Industry Classification Standard (GICS).

URI:http://www.fpml.org/coding-scheme/external/companhia-brasileira-de-liquidacao-e-custodia
Location URL: http://www.cblc.com.br/cblc/Ingles/
Description:Companhia Brasileira de Liquidacao e Custodia - Brasil Clearing and Depository Corporation (CBLC).

URI:http://www.fpml.org/coding-scheme/external/bank-of-korea
Location URL: http://eng.bok.or.kr/eng/engMain.action/
Description:Bank of Korea (BOK).

URI:http://www.fpml.org/coding-scheme/external/msci
Location URL: http://www.mscibarra.com/webapp/indexperf/pages/IEIPerformanceRegional.jsf;jsessionid=EAF526CC08A68F13EF59316C1F90B5CB/
Description:(MSCI).

6.14 instrumentIdScheme

Scheme Definition:

A qualifier for the instrument identifier that specifies which set of instrument identifiers has been used to specify an instrument.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/instrument-id-Bloomberg
Location URL:

Description:Bloomberg ticker symbol

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/instrument-id-CUSIP

Location URL: https://www.aba.com/Products/PS_CUSIP
Description:Committee on Uniform Securities Identification Procedures

URI:http://www.fpml.org/coding-scheme/external/instrument-id-ISIN
Location URL: http://www.isin.ru/eng/isincodes
Description:International Securities Identification Number

URI:http://www.fpml.org/coding-scheme/external/instrument-id-Reuters-RIC
Location URL: http://about.reuters.com/productinfo/specialistdata/
Description:Reuters Instrument Code (RIC)

URI:http://www.fpml.org/coding-scheme/external/instrument-id-RED-pair
Location URL: http://www.markit.com
Description:RED pair code

URI:http://www.fpml.org/coding-scheme/external/instrument-id-SEDOL
Location URL: http://www.londonstockexchange.com/en-gb/products/membershiptrading/techlib/sedolmf/sedolmasterfile
Description:London Stock Exchange Daily Official List

URI:http://www.fpml.org/coding-scheme/external/instrument-id-Sicovam
Location URL: www.euronext.com/common/glossary/ 0,5371,1732_730914_1258158,00
Description:Sicovam code

URI:http://www.fpml.org/coding-scheme/external/instrument-id-common-code
Description:Common Code for Euroclear/CEDEL

URI:http://www.fpml.org/coding-scheme/external/instrument-id-SecuritiesIdentification-SICC
Description:Securities Identification Code Committee

URI:http://www.fpml.org/coding-scheme/external/instrument-id-FIGI
Location URL: https://openfigi.com
Description:The Financial Instrument Global Identifier

6.15 interconnectionPointScheme

Scheme Definition:

Identification of the border(s) or border point(s) of a transportation contract. Use the list of EIC codes for timelines for electricity (T Codes) or the list of EIC codes for measurement points for gas (Z Codes).

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/eic-codes
Location URL: https://www.entsoe.eu/publications/edi-library

6.16 issuerIdScheme

Scheme Definition:

A code for identifying issuers of Unique Swap IDs (USIs), also known as Unique Transaction Identifiers. This code follows the CFTC's 10 character issuer identification system, which begins with 102 or 103 to identify CFTC vs. NFA issued organization identifiers.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/cftc/issuer-identifier

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/issuer-identifier
Description:A code for identifying the Unique Transaction Identifier(UTI).

6.17 partyIdScheme

Scheme Definition:

The code for identification of parties involved in a trade.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso9362
Location URL: http://www.iso.org/iso/en/CatalogueDetailPage.CatalogueDetail?CSNUMBER=22738

Description:Valid bank identifier codes (BICs) as defined by the ISO standard 9362 - Bank identifier codes (BIC)S.W.I.F.T is the designated authority for the assignment of BIC codes. They maintain an online BIC directory at http://www.swift.com

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/duns-numbers

Location URL: http://www.dnb.com/US/duns_update/
Description:The DUNS number is D&B's distinctive 9-digit identification sequence and is an internationally recognized company identifier for EDI and global electronic commerce transactions. (http://www.dnb.com)

URI:http://www.fpml.org/coding-scheme/external/reuters-dealer-codes
Location URL: http://about.reuters.com/productinfo/dealing3000/
Description:The Reuters dealing code is a unique 4-character code assigned by Reuters that identifies a particular party and are commonly used to identify a company in various types of financial transactions

URI:http://www.fpml.org/coding-scheme/external/iso17442
Location URL: https://www.gleif.org
Description:ISO 17442 is the standard that specifies a 20 character (18 characters of data + 2 check digits) code to be used for Legal Entity Identifiers (LEIs). The Global Legal Entity Identifier (LEI) System is designed to uniquely and unambiguously identify participants in financial transactions.GLEIF manages a network of partners, the LEI issuing organizations, to provide trusted services and open, reliable data for unique legal entity identification worldwide - https://www.gleif.org.

URI:http://www.fpml.org/coding-scheme/external/cftc/interim-compliant-identifier
Description:The CFTC Interim Compliant Identifier (CICI) is a party identifier that follows the ISO 17442 standard for party identifiers that will be used for the LEI. It is intended to transition into the eventual LEI.

URI:http://www.fpml.org/coding-scheme/external/iso10383
Description:This is the MIC code. It is a Trading Venue identifier.

URI:http://www.fpml.org/coding-scheme/external/mifir/extension-iso10383
Description:Use MIC code 'XOFF' for financial instruments admitted to trading, or traded on a trading venue or for which a request for admission was made, where the transaction on that financial instrument is not executed on a trading venue, SI or organised trading platform outside of the Union, or where an investment firm does not know it is trading with another investment firm acting as an SI.Use MIC code 'XXXX' for financial instruments that are not admitted to trading or traded on a trading venue or for which no request for admission has been made and that are not traded on an organised trading platform outside of the Union but where the underlying is admitted to trading or traded on a trading venue.

6.18 productIdScheme

Scheme Definition:

A qualifier for the product identifier that specifies which set of product identifiers has been use to specify a product.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso4914
Location URL: https://www.iso.org/standard/80506.html

Description:Identification of a product using a UPI Code (Unique Product Identifier - ISO 4914).

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/instrument-id-ISIN

Location URL: http://www.isin.ru/eng/isincodes
Description:International Securities Identification Number

6.19 personIdScheme

Scheme Definition:

Scheme to Identify the type of person identifier.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/person-id
Location URL: TBD

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/person-id/national-identity-number
Location URL: TBD
Description:Identification of a person using a National Identity Number.

URI:http://www.fpml.org/coding-scheme/external/person-id/passport-number
Location URL: TBD
Description:Identification of a person using a Passport Number.

URI:http://www.fpml.org/coding-scheme/external/person-id/mifir/concatenation
Location URL: TBD
Description:Identification of a person using a concatenation of fields.

6.20 productTypeScheme

Scheme Definition:

Identification using a CFI Code (Classification for Financial Instruments - ISO 10962). CFI, ESMA sub asset class and FISN are Alternative to ISDA product taxonomy

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso10962
Location URL: http://www.iso.org/iso/catalogue_detail.htm?csnumber=44799

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/esma-sub-asset-class
Location URL: TBD
Description:ESMA Sub Asset Class product classification.

URI:http://www.fpml.org/coding-scheme/external/iso18774
Location URL: http://www.anna-web.org/standards/fisn-iso-18774
Description:Identification using a FISN code (Financial Instrument Short Name - ISO 18774).

6.21 instrumentTypeScheme

Scheme Definition:

Identification using a CFI Code (Classification for Financial Instruments - ISO 10962). CFI, ESMA Security Type Code is Alternative.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso10962
Location URL: http://www.iso.org/iso/catalogue_detail.htm?csnumber=44799

Alternate Scheme Identification:

URI:http://www.fpml.org/coding-scheme/external/esma-security-type
Location URL: https://www.iso20022.org
Description:ESMA SFTR Security Type. Currently, the list of values is defined in ISO20022 Enum.

6.22 routingIdCodeScheme

Scheme Definition:

The specification of the routing id code, which can be used to determine the coding convention for the settlement.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/iso9362
Location URL: http://www.iso.org/iso/en/CatalogueDetailPage.CatalogueDetail?CSNUMBER=22738

6.23 timezoneLocationScheme

Scheme Definition:

Specific geographic location codes for which the time number is the prevailing time.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/tzdatabase
Location URL: http://www.iana.org/time-zones

6.24 weatherStationAirportScheme

Scheme Definition:

A code identifying a Weather Station Airport (based on the IATA standard). The airport codes are the three digit codes in the "FAA" column.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/weather-station-airport
Location URL: ftp://ftp.ncdc.noaa.gov/pub/data/inventories/COOP.TXT

6.25 weatherStationWBANScheme

Scheme Definition:

A code identifying a Weather Station WBAN. The WBAN codes are in the "WBAN" column.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/weather-station-wban
Location URL: ftp://ftp.ncdc.noaa.gov/pub/data/inventories/COOP.TXT

6.26 weatherStationWMOScheme

Scheme Definition:

A code identifying a Weather Index WMO. The WMO codes are in the "WMO" column.

Scheme Identification:

URI: http://www.fpml.org/coding-scheme/external/weather-station-wmo
Location URL: ftp://ftp.ncdc.noaa.gov/pub/data/inventories/COOP.TXT

FpML Coding Schemes 15 November 2024

Version: 2.20

Table Of Contents

5 FpML SCHEME DEFINITIONS

5.1 accountTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.2 accruingFeeTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.3 actionTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.4 actionTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.5 actionTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.6 algorithmRoleScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.7 allocationReportingStatusScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.8 allocationSettlementTaskTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.9 applicablePurposeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.10 applicableTransactionTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.11 approvalTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.12 assetClassScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.13 assetMeasureScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.14 assignmentFeeRuleScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.15 benchmarkRateScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.16 brokerConfirmationTypeScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.17 bullionDeliveryLocationScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.18 businessCenterScheme

Scheme Definition:

Scheme Identification:

Coding Scheme

5.19 businessProcessScheme

Scheme Definition:

Scheme Identification:

Coding Scheme