December 14, 2020

Publication of FpML Set of Coding Schemes – Catalog Version 1.117
A new set of FpML Coding Schemes - Catalog Version 1.117 - has been published on December 14, 2020.   This version includes the following changes compared to Catalog Version 1.116 published June 15:   The following coding schemes have been updated:
  • floatingRateIndexScheme
    • Added new value: GBP-SONIA Swap Rate - Per 2006 ISDA Definitions or Annex to the 2000 ISDA Definitions, Section 7.1 Rate Options, as amended and supplemented through the date on which parties enter into the relevant transaction
    • Source: ISDA
    • Version changed from 2-30 to 2-31
    • Publication date: 2020-12-14
  • informationProviderScheme
    • Added new values:
      • ICESWAP - ICESWAP Rate Administrator which means ICE Benchmark Administration, or any successor thereto, as administrator of the ICE Swap Rate.
      • Refinitiv - Refinitiv, formerly Thomson Reuters Financial & Risk.
    • Source: FpML
    • Version changed from 2-1 to 2-2
    • Publication date: 2020-12-14
The following new coding scheme have been added:
  • categoryScheme
    • Added new values:
      • Anonymous - The counterparty to the trade is not being disclosed.
      • Disclosed - The counterparty to the trade is being disclosed.
    • Source: FpML
    • Version 1.0
    • Publication date: 2020-12-14
  The FpML Set of Coding Schemes can be found on the FpML website in the Specifications section at: http://fpml.aws.isda.org/spec/coding-scheme/index.html   Thank you, FpML Team

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