Publication of a new set of FpML Coding Schemes – Catalog Version 2-19

The International Swaps and Derivatives Association, Inc. (ISDA) has published a new basic and enhanced coding schemes catalog 2-19 on April 26, 2024. Below are the changes compared to the previous version 2-18 published on March 14, 2024.

• The following coding schemes have been updated:
  • floatingRateIndexScheme
    • New FROs added:
      • CAD-CORRA Compounded Index
      • EUR-EuroSTR FTSE Term
      • USD-TBILL Auction High Rate
    • Updated FROs:
      • GBP-SONIA Refinitiv Term was rebranded to GBP-SONIA FTSE Term.
        • References to the defined term “Refinitiv Screen” have been changed to “LSEG Screen” e.g. JPY-STPR-Quoting Banks
    • Source: FpML
    • Version changed from 3-8 to 3-9
    • Publication Date: 2024-04-26
  • reportingRegimeNameScheme
    • Added code: "UKEMIR"
      • United Kingdom European Markets Infrastructure Regulation
    • Source: FpML
    • Version changed from 1-6 to 1-7
    • Publication Date: 2024-04-26
  • reportingPurposeScheme
    • Added code: "OtherObligation"
      • 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 (e.g. MAS field 44 “Reporting Obligation of a Specified Person”).
    • Source: FpML
    • Version changed from 1-1 to 1-2
    • Publication Date: 2024-04-26
• 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