From 12bda7c21da5371b27322264ae04b0df31a91065 Mon Sep 17 00:00:00 2001 From: hugohills-regnosys Date: Fri, 15 Nov 2024 11:15:27 +0000 Subject: [PATCH 1/4] Update FpML coding scheme to version 2.20 --- pom.xml | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/pom.xml b/pom.xml index b9f054f..ddb183a 100644 --- a/pom.xml +++ b/pom.xml @@ -30,8 +30,7 @@ 5 - rosetta-testing - + Rune Testing com.regnosys rosetta-testing jar @@ -99,7 +98,7 @@ 2.27.0 1.6 - 1.7.21 + 1.9.23 2.12.0 2.3.1 32.0.1-jre From c24b91298d46dbe9da2c6b3a4c32d37d796b9131 Mon Sep 17 00:00:00 2001 From: hugohills-regnosys Date: Fri, 15 Nov 2024 11:16:30 +0000 Subject: [PATCH 2/4] Update FpML coding scheme to version 2.20 --- .../coding-schemes/fpml/CodeList.xsd | 849 - .../fpml/FpML.CodeList.genericode.css | 150 + .../fpml/FpML.CodeListSet.genericode.css | 127 + .../coding-schemes/fpml/account-type-1-1.xml | 10 +- .../fpml/accruing-fee-type-1-0.xml | 30 +- .../coding-schemes/fpml/action-type-1-0.xml | 8 +- .../fpml/algorithm-role-1-0.xml | 4 +- .../fpml/allocation-reporting-status-1-0.xml | 8 +- .../allocation-settlement-task-type-1-0.xml | 14 +- .../fpml/applicable-purpose-1-0.xml | 50 +- .../fpml/applicable-transaction-type-1-0.xml | 30 +- .../coding-schemes/fpml/approval-type-1-0.xml | 4 +- .../coding-schemes/fpml/asset-class-2-1.xml | 6 +- .../coding-schemes/fpml/asset-measure-5-8.xml | 1204 -- .../coding-schemes/fpml/asset-measure-5-9.xml | 162 +- .../fpml/assignment-fee-rule-1-0.xml | 16 +- .../fpml/benchmark-rate-1-3.xml | 102 +- .../fpml/broker-confirmation-type-5-0.xml | 78 +- .../fpml/bullion-delivery-location-1-0.xml | 20 +- .../fpml/business-center-9-1.xml | 2390 --- .../fpml/business-center-9-2.xml | 2373 --- .../fpml/business-center-9-3.xml | 4 +- .../fpml/business-process-1-0.xml | 12 +- .../coding-schemes/fpml/cashflow-type-2-0.xml | 36 +- .../fpml/category-anonymous-execution-1-0.xml | 20 +- .../fpml/cdx-index-annex-source-1-0.xml | 10 +- ...-clearing-exception-and-exemptions-1-1.xml | 20 +- .../fpml/cftc-commodity-code-1-0.xml | 566 - .../fpml/cftc-entity-classification-1-0.xml | 16 +- .../fpml/cftc-organization-type-2-0.xml | 22 +- .../fpml/clearance-system-1-0.xml | 4 +- .../fpml/clearing-exception-reason-1-1.xml | 18 +- .../fpml/clearing-status-1-1.xml | 26 +- .../fpml/collateral-arrangement-1-0.xml | 8 +- .../fpml/collateral-asset-definitions-1-0.xml | 72 +- ...l-dispute-resolution-method-reason-2-0.xml | 6 +- ...ollateral-interest-response-reason-1-0.xml | 6 +- ...ateral-margin-call-response-reason-1-0.xml | 6 +- .../fpml/collateral-response-reason-1-0.xml | 4 +- .../fpml/collateral-retraction-reason-1-1.xml | 4 +- ...teral-substitution-response-reason-1-0.xml | 6 +- .../fpml/collateral-type-1-0.xml | 24 +- .../collateralized-exposure-grouping-1-0.xml | 22 +- .../fpml/commodity-business-calendar-3-6.xml | 200 +- .../commodity-coal-product-source-3-0.xml | 20 +- .../fpml/commodity-coal-product-type-2-0.xml | 30 +- ...commodity-coal-quality-adjustments-2-0.xml | 4 +- ...dity-coal-transportation-equipment-2-0.xml | 6 +- .../fpml/commodity-delivery-risk-1-0.xml | 16 +- ...dity-environmental-tracking-system-1-0.xml | 6 +- ...commodity-expire-relative-to-event-2-0.xml | 8 +- .../commodity-floating-rate-index-1-0.xml | 6 +- .../fpml/commodity-frequency-type-1-0.xml | 14 +- .../fpml/commodity-fx-type-1-0.xml | 10 +- .../commodity-information-provider-4-0.xml | 44 +- .../fpml/commodity-market-disruption-1-0.xml | 40 +- ...mmodity-market-disruption-fallback-1-0.xml | 38 +- .../commodity-metal-brand-manager-1-0.xml | 6 +- .../fpml/commodity-metal-brand-name-1-0.xml | 6 +- .../fpml/commodity-metal-product-type-3-0.xml | 8 +- .../fpml/commodity-metal-shape-1-0.xml | 6 +- .../fpml/commodity-oil-product-grade-1-0.xml | 6 +- .../fpml/commodity-oil-product-type-3-0.xml | 6 +- .../commodity-pay-relative-to-event-1-0.xml | 4 +- .../fpml/commodity-quantity-frequency-1-2.xml | 32 +- .../fpml/commodity-reference-price-3-4.xml | 12146 ------------ .../fpml/commodity-reference-price-4-0.xml | 4 +- .../fpml/compounding-frequency-1-0.xml | 4 +- .../fpml/compression-type-1-0.xml | 8 +- .../fpml/confirmation-method-1-1.xml | 22 +- ...-8.xml => contractual-definitions-3-9.xml} | 36 +- .../fpml/contractual-supplement-8-0.xml | 120 +- .../fpml/corporate-action-1-1.xml | 174 +- .../coding-schemes/fpml/coupon-type-1-0.xml | 6 +- .../fpml/credit-approval-model-1-0.xml | 10 +- .../fpml/credit-document-1-0.xml | 4 +- .../fpml/credit-event-type-1-0.xml | 86 +- .../fpml/credit-limit-check-reason-1-0.xml | 6 +- .../fpml/credit-limit-type-1-1.xml | 14 +- .../credit-matrix-transaction-type-3-12.xml | 72 +- .../fpml/credit-rating-agency-1-0.xml | 4 +- .../fpml/credit-seniority-2-3.xml | 6 +- .../fpml/credit-seniority-trading-1-1.xml | 8 +- .../credit-support-agreement-type-1-1.xml | 12 +- ...-clearing-exception-and-exemptions-1-0.xml | 63 + ...ealer-status-entity-classification-2-0.xml | 10 +- ...party-status-entity-classification-2-0.xml | 14 +- .../coding-schemes/fpml/currency-1-0.xml | 8 +- .../coding-schemes/fpml/cut-name-1-0.xml | 6 +- .../fpml/date-adjustment-type-1-0.xml | 8 +- .../coding-schemes/fpml/day-count-1-0.xml | 6 +- .../fpml/day-count-fraction-2-3.xml | 110 +- .../fpml/declear-reason-1-0.xml | 12 +- .../fpml/delivery-method-1-0.xml | 18 +- .../derivative-calculation-method-1-0.xml | 14 +- .../fpml/designated-priority-1-0.xml | 10 +- .../fpml/determination-method-3-4.xml | 10 +- .../fpml/embedded-option-type-1-0.xml | 14 +- .../fpml/entity-classification-2-0.xml | 6 +- .../coding-schemes/fpml/entity-type-1-0.xml | 6 +- .../equity-matrix-transaction-type-1-0.xml | 8 +- .../esma-currency-pair-classification-1-0.xml | 6 +- .../fpml/esma-emir-refit-action-type-1-0.xml | 32 +- .../esma-emir-refit-contract-type-1-0.xml | 9 +- ...-emir-refit-crypto-asset-indicator-1-0.xml | 6 +- ...t-layer-1-commodity-classification-1-0.xml | 16 +- ...t-layer-2-commodity-classification-1-0.xml | 13 +- ...t-layer-3-commodity-classification-1-0.xml | 13 +- ...-refit-regulatory-corporate-sector-1-0.xml | 62 +- .../fpml/esma-entity-classification-2-0.xml | 18 +- .../esma-mifir-otc-classification-2-0.xml | 20 +- .../fpml/esma-mifir-short-sale-2-1.xml | 6 +- .../fpml/esma-mifir-trading-capacity-1-0.xml | 6 +- .../fpml/esma-mifir-trading-waiver-2-0.xml | 6 +- .../fpml/esma-product-classification-1-0.xml | 40 +- .../fpml/esma-reporting-boolean-2-0.xml | 8 +- .../coding-schemes/fpml/event-status-1-1.xml | 16 +- .../coding-schemes/fpml/event-type-2-1.xml | 186 +- .../coding-schemes/fpml/exchange-date-2-0.xml | 30 +- .../fpml/execution-type-1-0.xml | 10 +- .../fpml/execution-venue-type-1-2.xml | 28 +- .../coding-schemes/fpml/exposure-type-1-0.xml | 10 +- .../fpml/facility-feature-1-1.xml | 128 +- .../coding-schemes/fpml/facility-type-2-0.xml | 12 +- ...x-3-9.xml => floating-rate-index-3-10.xml} | 110 +- .../fpml/floating-rate-index-3-7.xml | 15781 ---------------- .../fpml/floating-rate-index-3-8.xml | 14449 -------------- .../fpml/fx-template-terms-1-0.xml | 6 +- .../fpml/generic-exercise-style-1-1.xml | 6 +- .../coding-schemes/fpml/genericode.xsd | 1038 + .../coding-schemes/fpml/governing-law-1-2.xml | 20 +- .../coding-schemes/fpml/hedge-type-1-0.xml | 6 +- .../fpml/holding-posted-collateral-1-0.xml | 16 +- .../independent-amount-determination-1-0.xml | 16 +- .../independent-amount-eligibility-1-0.xml | 10 +- .../fpml/ineligible-party-reason-type-1-0.xml | 12 +- .../fpml/inflation-index-description-2-3.xml | 74 +- .../fpml/inflation-index-source-2-4.xml | 8 +- .../fpml/inflation-main-publication-1-1.xml | 12 +- .../fpml/information-provider-2-4.xml | 18 +- ...initial-margin-interest-rate-terms-1-0.xml | 10 +- .../fpml/interpolation-method-1-2.xml | 8 +- ...a-layer-1-commodity-classification-1-0.xml | 8 +- ...a-layer-2-commodity-classification-1-0.xml | 8 +- ...a-layer-3-commodity-classification-1-0.xml | 8 +- .../coding-schemes/fpml/lc-purpose-1-0.xml | 14 +- .../coding-schemes/fpml/lc-type-1-0.xml | 24 +- .../fpml/legal-document-name-1-0.xml | 4 +- .../fpml/legal-document-publisher-1-0.xml | 4 +- .../fpml/legal-document-style-2-1.xml | 6 +- .../fpml/lender-classification-1-0.xml | 20 +- .../coding-schemes/fpml/link-type-1-0.xml | 112 +- ...-covenant-obligation-category-type-1-0.xml | 12 +- ...-obligation-metric-adjustment-type-1-0.xml | 8 +- ...an-covenant-obligation-metric-type-1-0.xml | 20 +- ...igation-numerator-denominator-type-1-0.xml | 22 +- ...loan-covenant-obligation-task-type-1-0.xml | 10 +- .../loan-covenant-obligation-type-1-0.xml | 122 +- ...-legal-action-approval-status-type-1-0.xml | 6 +- .../loan-legal-action-status-type-1-0.xml | 6 +- .../fpml/loan-legal-action-task-type-1-0.xml | 8 +- .../fpml/loan-legal-action-type-1-0.xml | 8 +- .../fpml/local-jurisdiction-1-1.xml | 8 +- .../fpml/margin-quote-type-1-0.xml | 10 +- .../fpml/market-disruption-1-0.xml | 12 +- .../fpml/master-agreement-type-3-1.xml | 427 - .../fpml/master-agreement-type-3-2.xml | 34 +- .../fpml/master-agreement-version-1-4.xml | 26 +- .../master-confirmation-annex-type-2-6.xml | 78 +- .../fpml/master-confirmation-type-7-7.xml | 272 +- .../coding-schemes/fpml/matrix-type-1-1.xml | 10 +- .../fpml/mortgage-sector-1-0.xml | 4 +- .../fpml/no-settle-period-type-1-0.xml | 10 +- .../fpml/non-iso-currency-1-0.xml | 149 - .../fpml/non-iso-currency-1-1.xml | 6 +- .../coding-schemes/fpml/option-type-1-0.xml | 36 +- .../fpml/org-type-category-1-0.xml | 22 +- .../fpml/organization-characteristic-1-0.xml | 4 +- .../fpml/organization-type-2-0.xml | 8 +- .../fpml/originating-event-1-3.xml | 229 - .../fpml/originating-event-1-4.xml | 34 +- .../coding-schemes/fpml/package-type-1-0.xml | 24 +- .../fpml/party-group-type-1-0.xml | 6 +- .../fpml/party-relationship-type-1-1.xml | 12 +- .../coding-schemes/fpml/party-role-3-8.xml | 591 - .../coding-schemes/fpml/party-role-3-9.xml | 615 - .../coding-schemes/fpml/party-role-4-0.xml | 190 +- .../fpml/party-role-type-1-0.xml | 8 +- .../coding-schemes/fpml/person-role-1-3.xml | 14 +- .../fpml/perturbation-type-1-0.xml | 10 +- .../fpml/position-change-type-1-0.xml | 18 +- .../fpml/position-status-1-0.xml | 12 +- .../fpml/position-update-reason-code-1-1.xml | 18 +- .../fpml/pretrade-party-role-1-0.xml | 4 +- .../fpml/price-quote-units-3-0.xml | 94 +- .../fpml/pricing-context-2-0.xml | 68 +- .../fpml/pricing-input-type-1-0.xml | 12 +- .../coding-schemes/fpml/pricing-model-1-1.xml | 28 +- .../fpml/product-taxonomy-4-0.xml | 4 +- .../fpml/product-type-simple-1-7.xml | 182 +- .../fpml/query-parameter-operator-1-0.xml | 4 +- .../coding-schemes/fpml/quote-timing-1-2.xml | 10 +- .../coding-schemes/fpml/reason-code-1-0.xml | 18 +- .../coding-schemes/fpml/region-1-0.xml | 8 +- .../fpml/regulatory-corporate-sector-1-2.xml | 96 +- .../fpml/reporting-boolean-1-0.xml | 6 +- .../fpml/reporting-currency-type-1-0.xml | 22 +- .../fpml/reporting-level-1-0.xml | 20 +- .../fpml/reporting-purpose-1-1.xml | 110 - .../fpml/reporting-purpose-1-2.xml | 4 +- .../fpml/reporting-regime-1-6.xml | 183 - .../fpml/reporting-regime-1-7.xml | 4 +- .../fpml/reporting-role-2-1.xml | 20 +- .../fpml/requested-action-1-0.xml | 8 +- ...ested-collateral-allocation-action-1-0.xml | 18 +- .../fpml/requested-withdrawal-action-1-0.xml | 8 +- .../coding-schemes/fpml/resource-type-1-1.xml | 16 +- .../coding-schemes/fpml/restructuring-1-1.xml | 16 +- .../fpml/scheduled-date-type-1-0.xml | 40 +- .../fpml/sec-entity-classification-2-0.xml | 20 +- .../fpml/service-advisory-category-1-0.xml | 10 +- .../fpml/service-processing-cycle-1-0.xml | 8 +- .../fpml/service-processing-event-1-0.xml | 6 +- .../fpml/service-processing-step-1-0.xml | 6 +- .../fpml/service-status-1-0.xml | 6 +- .../fpml/set-of-schemes-2-14.xml | 2767 --- .../fpml/set-of-schemes-2-16.xml | 2904 --- .../fpml/set-of-schemes-2-17.xml | 2862 --- .../fpml/set-of-schemes-2-18.xml | 2857 --- ...hemes-2-19.xml => set-of-schemes-2-20.xml} | 117 +- .../fpml/settled-entity-matrix-source-1-0.xml | 10 +- .../fpml/settlement-date-1-0.xml | 12 +- .../fpml/settlement-method-1-0.xml | 6 +- .../settlement-price-default-election-1-0.xml | 6 +- .../fpml/settlement-price-source-1-0.xml | 36 +- .../fpml/settlement-rate-option-2-11.xml | 1350 +- .../fpml/sftr-action-type-1-0.xml | 8 +- .../fpml/sftr-credit-quality-1-0.xml | 8 +- .../fpml/spread-schedule-type-1-0.xml | 8 +- .../fpml/supervisory-body-2-1.xml | 8 +- .../coding-schemes/fpml/tax-form-type-1-0.xml | 4 +- .../fpml/terminating-event-1-1.xml | 395 - .../fpml/terminating-event-1-2.xml | 80 +- .../fpml/trade-cashflows-status-1-0.xml | 16 +- .../fpml/trade-settlement-task-type-1-0.xml | 8 +- .../fpml/trading-party-role-1-0.xml | 12 +- .../fpml/transaction-characteristic-1-0.xml | 4 +- .../fpml/transport-currency-1-0.xml | 6 +- .../coding-schemes/fpml/unit-role-2-1.xml | 8 +- .../fpml/verification-method-1-0.xml | 10 +- .../fpml/verification-status-1-0.xml | 4 +- .../fpml/weather-data-provider-1-0.xml | 70 +- .../weather-index-reference-level-1-0.xml | 8 +- .../fpml/withdrawal-reason-1-1.xml | 8 +- .../fpml/withholding-tax-reason-1-0.xml | 42 +- .../resources/coding-schemes/fpml/xml.xsd | 134 + .../schemeimport/LatestSchemesImportTest.java | 2 +- 257 files changed, 5152 insertions(+), 67413 deletions(-) delete mode 100644 src/main/resources/coding-schemes/fpml/CodeList.xsd create mode 100644 src/main/resources/coding-schemes/fpml/FpML.CodeList.genericode.css create mode 100644 src/main/resources/coding-schemes/fpml/FpML.CodeListSet.genericode.css delete mode 100644 src/main/resources/coding-schemes/fpml/asset-measure-5-8.xml delete mode 100644 src/main/resources/coding-schemes/fpml/business-center-9-1.xml delete mode 100644 src/main/resources/coding-schemes/fpml/business-center-9-2.xml delete mode 100644 src/main/resources/coding-schemes/fpml/cftc-commodity-code-1-0.xml delete mode 100644 src/main/resources/coding-schemes/fpml/commodity-reference-price-3-4.xml rename src/main/resources/coding-schemes/fpml/{contractual-definitions-3-8.xml => contractual-definitions-3-9.xml} (84%) create mode 100644 src/main/resources/coding-schemes/fpml/csa-clearing-exception-and-exemptions-1-0.xml rename src/main/resources/coding-schemes/fpml/{floating-rate-index-3-9.xml => floating-rate-index-3-10.xml} (99%) delete mode 100644 src/main/resources/coding-schemes/fpml/floating-rate-index-3-7.xml delete mode 100644 src/main/resources/coding-schemes/fpml/floating-rate-index-3-8.xml create mode 100644 src/main/resources/coding-schemes/fpml/genericode.xsd delete mode 100644 src/main/resources/coding-schemes/fpml/master-agreement-type-3-1.xml delete mode 100644 src/main/resources/coding-schemes/fpml/non-iso-currency-1-0.xml delete mode 100644 src/main/resources/coding-schemes/fpml/originating-event-1-3.xml delete mode 100644 src/main/resources/coding-schemes/fpml/party-role-3-8.xml delete mode 100644 src/main/resources/coding-schemes/fpml/party-role-3-9.xml delete mode 100644 src/main/resources/coding-schemes/fpml/reporting-purpose-1-1.xml delete mode 100644 src/main/resources/coding-schemes/fpml/reporting-regime-1-6.xml delete mode 100644 src/main/resources/coding-schemes/fpml/set-of-schemes-2-14.xml delete mode 100644 src/main/resources/coding-schemes/fpml/set-of-schemes-2-16.xml delete mode 100644 src/main/resources/coding-schemes/fpml/set-of-schemes-2-17.xml delete mode 100644 src/main/resources/coding-schemes/fpml/set-of-schemes-2-18.xml rename src/main/resources/coding-schemes/fpml/{set-of-schemes-2-19.xml => set-of-schemes-2-20.xml} (97%) delete mode 100644 src/main/resources/coding-schemes/fpml/terminating-event-1-1.xml create mode 100644 src/main/resources/coding-schemes/fpml/xml.xsd diff --git a/src/main/resources/coding-schemes/fpml/CodeList.xsd b/src/main/resources/coding-schemes/fpml/CodeList.xsd deleted file mode 100644 index 97c6e91..0000000 --- a/src/main/resources/coding-schemes/fpml/CodeList.xsd +++ /dev/null @@ -1,849 +0,0 @@ - - - - - Container for any XML content which is in a different namespace to the Schema's target namespace. - - - - - - - - Document type for the definition of a column set, which is a set of code list columns and/or keys. - - - - - General document information for the column set. - - - - - Details of the column set. - - - - - - Identification of the default datatype library for the column set. - - - - - - Top-level element for the definition of a column set. - - - - - Document type for the definition of a simple or derived code list. - - - - - General document information for the code list. - - - - - A choice between a column set definition and a column set reference. - - - - - A choice between a simple code list definition and a derived code list definition. - - - - - - - Top-level element for the definition of a code list. - - - - - Document type for the definition of a set of code lists. - - - - - General document information for the code list set. - - - - - - - - Top-level element for the definition of a code list set - - - - - Identification and location information for a resource. - - - - - Name(s) for the resource. - - - - - Version of the resource. - - - - - Canonical URI which serves as a unique identifier for all versions of the resource. - - - - - Identification and location URIs for the resource. - - - - - - - User annotation information for a resource. - - - - - Human-readable information about the resource. - - - - - Machine-readable information about the resource. - - - - - - - General document information. - - - - - User annotation information for the document. - - - - - Identification and location information for the resource defined by the document. - - - - - - - Specific details of a column set. - - - - - A choice between a column definition and a column reference. - - - - - A choice between a key definition and a key reference. - - - - - - - A choice between a column definition and a column reference. - - - - - Definition of a column. - - - - - Reference to a column defined in an external column set or code list. - - - - - - - A choice between a key definition and a key reference. - - - - - Definition of a key. - - - - - Reference to a key defined in an external column set or code list. - - - - - - - Definition of a column. - - - - - User information about the column. - - - - - Name(s) of the column. - - - - - Data type of the column. - - - - - - ID which identifies the column within the document. - - - - - Whether the column is required or optional. - - - - - - Reference to a column defined in an external column set or code list. - - - - - User annotation about the referenced column. - - - - - Identification of the external column set or code list which contains the column definition. - - - - - - ID which identifies the column within the document. - - - - - ID which identifies which identifies the column within the external column set or code list. - - - - - Whether the column is required or optional. - - - - - - Definition of a key. - - - - - User annotation about the key. - - - - - Name(s) of the key. - - - - - References to the document IDs of the columns which make up the key. Only required columns can form part of a key. - - - - - - ID which identifies the key within the document. - - - - - - Reference to a key defined in an external column set or code list. - - - - - User annotation about the referenced key. - - - - - Identification of the external column set or code list which contains the key definition. - - - - - - ID which identifies the key within the document. - - - - - ID which identifies which identifies the key within the external column set or code list. - - - - - - A choice between a column set definition and a column set reference. - - - - - Definition of a column set. - - - - - Reference to a column set defined in an external column set or code list document. - - - - - - - Definition of a column set. - - - - Details of the column set. - - - - - Identification of the default datatype library for the column set. - - - - - - Reference to a column set defined in an external column set or code list document. - - - - - User annotation about the referenced column set. - - - - - Identification of the external column set or code list document which contains the column set definition. - - - - - - - A choice between a simple code list definition and a derived code list definition. - - - - - Details of a simple code list definition. - - - - - Definition of a derived code list. - - - - - - - Definition of a simple code list. - - - - - User annotation for the code list. - - - - - Row which represents one of the conceptual codes in the code list. - - - - - - - Definition of a derived code list. - - - - - User annotation for the code list. - - - - - A choice of one of the different types of derived code list definition. - - - - - - - Identification and location URIs for a resource. - - - - - Canonical URI which serves as a unique identifier for all versions of the resource. - - - - - Canonical URI which serves as a unique identifier for this version of the resource. - - - - - Suggested retrieval location for this version of the resource. - - - - - - - Reference to a code list defined in an external document. - - - - - User annotation about the referenced code list. - - - - - Identification of the external document which contains the code list definition. - - - - - - - A choice between a simple code list definition, a derived code list definition, or a reference to a code list defined in an external document. - - - - - Definition of a simple code list. - - - - - Definition of a derived code list. - - - - - Reference to a code list defined in an external document. - - - - - - - Attribute set used to identify a resource within the document. - - - - Unique ID within the document for the resource. - - - - - - Attribute set used to identify a resource within an external document. - - - - Unique ID of the resource within the external document. - - - - - - Name(s) for a resource. - - - - - Short name (token) for the resource. - - - - - Long name for the resource. - - - - - - - Data type for a column. - - - - - User annotation for the datatype. - - - - - Facet parameter which refines the datatype. - - - - - - Unique ID for the datatype within its datatype library. - - - - - URI which uniquely identifies the datatype library. If not provided, the datatype library for the enclosing column set is used. - - - - - - Reference to a column which forms part of a key. - - - - - User annotation about the column. - - - - User annotation information for a resource. - - - - - - Human readable information about the resource. - - - - - - - Machine-readable information about the resource. - - - - - - - - - - Reference to the ID of the column within the document. - - - - - - Details of a simple code list definition. - - - - - Reference to the derived code list of which this simple code list is a realisation. - - - - - Definition of the simple code list. - - - - - - - Attribute set which defines the usage of a resource. - - - - Whether the resource is required or optional. - - - - - - Row which represents a conceptual code in a code list. - - - - - User annotation about the row. - - - - - Column value for the row. - - - - - - - A choice between a simple textual value and a complex (structured) XML value. - - - - - Simple textual value. - - - - - Complex (structured) XML value. - - - - - - - Simple textual value. - - - - - - - - Attribute set for referring to a column definition within the document. - - - - Reference to the ID of a column in the document. - - - - - - Individual value from a row which represents a conceptual value in a code list. - - - - - User annotation about the value. - - - - - A choice between a simple textual value and a complex (structured) XML value. - - - - - - Reference to the column with which this value is associated. If not provided, the column is assumed to be the column following the column of the preceding value. - - - - - - A choice of one of the different types of derived code list definition. - - - - - Definition of a column set exclusion filter. - - - - - Definition of a column set inclusion filter. - - - - - Definition of a column set match filter. - - - - - Definition of a column set union filter. - - - - - Definition of a row exclusion filter. - - - - - Definition of a row inclusion filter. - - - - - Definition of a row match filter. - - - - - Definition of a row union filter. - - - - - - - Definition of a row filter. - - - - - User annotation for the row filter. - - - - - Source code list for the row filter. - - - - - Control code list for the row filter. - - - - - - - Input code list for a code list filter or union. - - - - A choice between a simple code list definition, a derived code list definition, or a reference to a code list defined in an external document. - - - - - - Union of one or more code lists. - - - - - User annotation about the union. - - - - - Source code list for the union. - - - - - - - Definition of a column set filter. - - - - - User annotation about the column set filter. - - - - - Source code list for the column set filter. - - - - - Control column set for the column set filter. - - - - - - - Input column set for a code list filter. - - - - A choice between a column set definition and a column set reference. - - - - - - Facet information for refining a datatype. - - - - - - Short name (token) for the datatype facet. - - - - - Long name for the datatype facet. - - - - - - - - Identification of the default datatype library for a column set. - - - - URI which uniquely identifies the default datatype library for the column set. If not provided, defaults to the URI for W3C XML Schema datatypes. - - - - - - Indicates whether the usage of a resource is required or optional. - - - - - - - diff --git a/src/main/resources/coding-schemes/fpml/FpML.CodeList.genericode.css b/src/main/resources/coding-schemes/fpml/FpML.CodeList.genericode.css new file mode 100644 index 0000000..dcccc15 --- /dev/null +++ b/src/main/resources/coding-schemes/fpml/FpML.CodeList.genericode.css @@ -0,0 +1,150 @@ +/* FpML.CodeList.genericode.css +Stylesheet for presenting FpML coding schemes from genericode xml. +Draft 2023-12-01 +Please submit comments and requests via +https://www.fpml.org/submit-issue/ +*/ + +@namespace doc "http://www.fpml.org/coding-scheme/documentation"; + +doc|publicationDate::before { + content: "Published "; +} + +doc|status::before { + content: "Status "; +} + +CodeList { + padding: 1rem; +} + +Annotation, Identification, SimpleCodeList { + display: block; +} + +Annotation { + padding: 1rem 0; + font-weight: bold; +} + +Annotation > Description { + display: flex; + flex-direction: column; + justify-content: space-around; + align-items: flex-start; + flex-wrap: wrap; +} + +Identification { + font-family: monospace; + display: table; + border-collapse: collapse; +/* + width: 600px; +*/ + border: 1px solid #000; + margin-bottom: 1rem; +} + +Identification ShortName, +Identification Version, +Identification CanonicalUri, +Identification CanonicalVersionUri, +Identification LocationUri { + display: table-row; + border-bottom: 1px solid #000; +} + +Identification ShortName { + font-weight: bold; + background-color: #fafafa; +} + +Identification ::before { + display: table-cell; + padding: .5rem; +} + +Identification ShortName::before { + content: "ShortName"; +} + +Identification Version::before { + content: "Version"; +} + +Identification CanonicalUri::before { + content: "CanonicalUri"; +} + +Identification CanonicalVersionUri::before { + content: "CanonicalVersionUri"; +} + +Identification LocationUri::before { + content: "LocationUri"; +} + +ColumnSet, SimpleCodeList { + width: 100%; + border: 1px solid #000; +} + +ColumnSet { + display: flex; + border-bottom: none; + background: #f8f9fa; +} + +ColumnSet Column { + padding: 1rem; +} + +ColumnSet Column:first-child, +SimpleCodeList Row Value:nth-of-type(1) { + width: 15%; +} + + +ColumnSet Column:nth-child(3), +SimpleCodeList Row Value:nth-of-type(3){ + width: 75%; +} + + + +Column ShortName { + font-weight: bold; +} + + +Data[Type=token] Parameter, +ColumnSet Key, +ColumnSet Column:nth-child(2), +ColumnSet Column:nth-child(4), +SimpleCodeList Row Value:nth-of-type(2), +SimpleCodeList Row Value:nth-of-type(4) +{ + display: none; +} + +SimpleCodeList Row { + display: block; + position: relative; + border-top: 1px solid #000; +} +SimpleCodeList Row:first-child { + border-top: none; +} + +SimpleCodeList Row Value { + padding: 1rem; + display: inline-block; + vertical-align: top; + text-align: left; +} + +SimpleCodeList Row Annotation { + padding: 0 1rem; +} diff --git a/src/main/resources/coding-schemes/fpml/FpML.CodeListSet.genericode.css b/src/main/resources/coding-schemes/fpml/FpML.CodeListSet.genericode.css new file mode 100644 index 0000000..dfddc19 --- /dev/null +++ b/src/main/resources/coding-schemes/fpml/FpML.CodeListSet.genericode.css @@ -0,0 +1,127 @@ +/* FpML.CodeListSet.genericode.css +Stylesheet for presenting FpML set of schemes from genericode xml. +Draft 2023-12-01 +Please comments and requests via +https://www.fpml.org/submit-issue/ +*/ + +@namespace doc "http://www.fpml.org/coding-scheme/documentation"; + +doc|publicationDate::before { + content: "Published "; +} + +doc|status::before { + content: "Status "; +} + +CodeListSet { + padding: 1rem; +} + +CodeListSet > Annotation, Identification, SimpleCodeList { + display: block; +} + +Annotation { + padding: 1rem; + font-weight: bold; +} + +/* Using this "hack" as an alternative to being unable to target child elements so we can clean up a bit */ +CodeListSet > Annotation > Description { + display: flex; + flex-direction: column; + justify-content: space-around; + align-items: flex-start; + flex-wrap: wrap; +} + +ul[class=bulleted] { + font-weight: normal; +} + +li { + display: list-item; + list-style: disc inside; + margin-left: 40px; + padding: 5px 0; +} + +ul ul ul { + font-weight: normal; +} + +Identification, CodeListRef { + font-family: monospace; + display: table; + border-collapse: collapse; +/* + width: 800px; +*/ + border: 1px solid #000; + margin-bottom: 1rem; +} + +Identification ShortName, +Identification Version, +Identification CanonicalUri, +Identification CanonicalVersionUri, +Identification LocationUri, +CodeListRef CanonicalUri, +CodeListRef CanonicalVersionUri, +CodeListRef LocationUri { + display: table-row; + border-bottom: 1px solid #000; +} + +CodeListRef Annotation { + display: table-caption; + border: 1px solid #000; + border-bottom: none; +} + +/*Identification {*/ +/* border-bottom: 1px solid #000;*/ +/* padding-bottom: 1rem;*/ +/* width: 95%;*/ +/*}*/ + +Identification ::before, +CodeListRef ::before { + display: table-cell; + padding: .5rem; +} + +Identification ShortName, +CodeListRef ShortName { + font-weight: bold; + background-color: #fafafa; +} + +Identification ShortName::before { + content: "ShortName"; +} + +Identification Version::before { + content: "Version"; +} + +Identification CanonicalUri::before, +CodeListRef CanonicalUri::before { + content: "CanonicalUri"; +} + +Identification CanonicalVersionUri::before, +CodeListRef CanonicalVersionUri::before { + content: "CanonicalVersionUri"; +} + +Identification LocationUri::before, +CodeListRef LocationUri::before { + content: "LocationUri"; +} + +CodeListRef > Annotation { + background-color: #fafafa; +} \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/account-type-1-1.xml b/src/main/resources/coding-schemes/fpml/account-type-1-1.xml index f179a6f..b6bf282 100644 --- a/src/main/resources/coding-schemes/fpml/account-type-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/account-type-1-1.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of an account, for example in a - clearing or exchange model. + clearing or exchange model. 2016-06-13 @@ -55,7 +55,7 @@ The account contains trading activity or positions that belong to a - client of the firm that opened the account. + client of the firm that opened the account. @@ -67,7 +67,7 @@ The account contains proprietary trading activity or positions, belonging - to the firm that is the owner of the account. + to the firm that is the owner of the account. diff --git a/src/main/resources/coding-schemes/fpml/accruing-fee-type-1-0.xml b/src/main/resources/coding-schemes/fpml/accruing-fee-type-1-0.xml index ae909b6..d1f117a 100644 --- a/src/main/resources/coding-schemes/fpml/accruing-fee-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/accruing-fee-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Facility-level accruing fees. @@ -43,8 +43,8 @@ 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. + For a revolver, the fee paid by a borrower on unused/funded + commitments. @@ -56,11 +56,11 @@ 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. + 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. @@ -72,10 +72,10 @@ 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. + 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. @@ -87,8 +87,8 @@ 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. + fee type is subject to banding rules - different portions of the utilization + amount may be subject to different percentages. diff --git a/src/main/resources/coding-schemes/fpml/action-type-1-0.xml b/src/main/resources/coding-schemes/fpml/action-type-1-0.xml index 832141e..a7b697a 100644 --- a/src/main/resources/coding-schemes/fpml/action-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/action-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Action type as defined by the European Securities and Markets Authority - (ESMA). + (ESMA). 2015-06-24 @@ -66,7 +66,7 @@ Modify (a modification of details of a previously reported derivative - contract). + contract). diff --git a/src/main/resources/coding-schemes/fpml/algorithm-role-1-0.xml b/src/main/resources/coding-schemes/fpml/algorithm-role-1-0.xml index b7a5cc4..3846a00 100644 --- a/src/main/resources/coding-schemes/fpml/algorithm-role-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/algorithm-role-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines the role of the algorithm. diff --git a/src/main/resources/coding-schemes/fpml/allocation-reporting-status-1-0.xml b/src/main/resources/coding-schemes/fpml/allocation-reporting-status-1-0.xml index f96efbf..bcacf76 100644 --- a/src/main/resources/coding-schemes/fpml/allocation-reporting-status-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/allocation-reporting-status-1-0.xml @@ -1,10 +1,10 @@ - - + + Defines an allocation reporting status categorization. Specifies whether - the trade is anticipated to be allocated, has been allocated, or will not be - allocated. + the trade is anticipated to be allocated, has been allocated, or will not be + allocated. 2012-04-20 diff --git a/src/main/resources/coding-schemes/fpml/allocation-settlement-task-type-1-0.xml b/src/main/resources/coding-schemes/fpml/allocation-settlement-task-type-1-0.xml index 3a3dbfe..ce06bdb 100644 --- a/src/main/resources/coding-schemes/fpml/allocation-settlement-task-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/allocation-settlement-task-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A list of settlement tasks at the allocation level, the completion of - which are prerequisites to the settlement of a trade (or allocation). + which are prerequisites to the settlement of a trade (or allocation). 2017-12-22 @@ -66,7 +66,7 @@ Issuer (commonly Letter of Credit Issuer) consent to the allocation is - required. + required. @@ -78,7 +78,7 @@ Due diligence must be completed for the lender in order to settle the - allocation. + allocation. @@ -90,7 +90,7 @@ The lender's party profile details are required to settle the - allocation. + allocation. @@ -102,7 +102,7 @@ The Swing Line Lender's consent to the allocation is - required. + required. diff --git a/src/main/resources/coding-schemes/fpml/applicable-purpose-1-0.xml b/src/main/resources/coding-schemes/fpml/applicable-purpose-1-0.xml index e06e2c0..1adedbe 100644 --- a/src/main/resources/coding-schemes/fpml/applicable-purpose-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/applicable-purpose-1-0.xml @@ -1,9 +1,9 @@ - - + + The purpose of a person or business unit in relation to an asset or - assets. + assets. 2017-12-22 @@ -55,7 +55,7 @@ Brokerage - Indicates details related to the broker/dealer - relationship. + relationship. @@ -67,7 +67,7 @@ CallBack - Indicates details related to the team that verifies settlement - instructions (i.e. the 'callback' team). + instructions (i.e. the 'callback' team). @@ -79,8 +79,8 @@ Credit - Indicates details for a specific credit (asset), usually a - business contact that is involved in structuring the syndicated loan deal or - facility. + business contact that is involved in structuring the syndicated loan deal or + facility. @@ -92,7 +92,7 @@ Custody - Indicates details related to the custodian - relationship. + relationship. @@ -104,7 +104,7 @@ DistressedLoanClosing - Indicates details related to specifically the - closing of a distressed syndicated loan deal or facility. + closing of a distressed syndicated loan deal or facility. @@ -116,8 +116,8 @@ DistressedLoanServicing - Indicates details related to specifically the - ongoing loan servicing of a distressed syndicated loan deal or - facility. + ongoing loan servicing of a distressed syndicated loan deal or + facility. @@ -129,7 +129,7 @@ DistressedLoanTradeSettlement - Indicates details related to specifically - the settlement of distressed syndicated loan trades. + the settlement of distressed syndicated loan trades. @@ -141,7 +141,7 @@ DistressedLoanTrading - Indicates details related to specifically the - trading of distressed syndicated loan facilities. + trading of distressed syndicated loan facilities. @@ -153,7 +153,7 @@ DueDiligence - Indicates details specifically related to the due - diligence process. + diligence process. @@ -165,7 +165,7 @@ KnowYourCustomer - Indicates details specifically related to the - know-your-customer (i.e. KYC) process. + know-your-customer (i.e. KYC) process. @@ -188,7 +188,7 @@ LetterOfCreditServicing - Indicates details related to the ongoing - servicing of letters of credit (i.e. L/C team). + servicing of letters of credit (i.e. L/C team). @@ -200,7 +200,7 @@ LoanClosing - Indicates details related to the closing of a syndicated - loan deal or facility (i.e. the operations closing team). + loan deal or facility (i.e. the operations closing team). @@ -212,8 +212,8 @@ 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. + to more explicitly indicate details related to the origination of a syndicated + loan asset. @@ -225,7 +225,7 @@ LoanServicing - Indicates details related to the ongoing loan servicing - of a syndicated loan deal or facility. + of a syndicated loan deal or facility. @@ -237,7 +237,7 @@ LoanTradeSettlement - Indicates details related to the settlement of - syndicated loan trades. + syndicated loan trades. @@ -249,7 +249,7 @@ LoanTrading - Indicates details related to the trading of syndicated loan - facilities. + facilities. @@ -261,7 +261,7 @@ PrimaryLoanTradeSettlement - Indicates details related to specifically - the settlement of syndicated loan trades in the primary stage. + the settlement of syndicated loan trades in the primary stage. @@ -273,7 +273,7 @@ SecondaryLoanTradeSettlement - Indicates details related to specifically - the settlement of syndicated loan trades in the secondary stage. + the settlement of syndicated loan trades in the secondary stage. @@ -296,7 +296,7 @@ Trust - Indicates details related to the trustee - relationship. + relationship. diff --git a/src/main/resources/coding-schemes/fpml/applicable-transaction-type-1-0.xml b/src/main/resources/coding-schemes/fpml/applicable-transaction-type-1-0.xml index 439da6a..ed3e942 100644 --- a/src/main/resources/coding-schemes/fpml/applicable-transaction-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/applicable-transaction-type-1-0.xml @@ -1,9 +1,9 @@ - - + + The transaction (event) types that the associated settlement instructions - apply to. + apply to. 2017-12-22 @@ -44,7 +44,7 @@ AccruingFeePayment - Option reflecting an existing cash event - type. + type. @@ -56,7 +56,7 @@ AccruingFeePaymentRetraction - Option reflecting an existing cash event - type. + type. @@ -79,7 +79,7 @@ AdvanceRetraction - Option reflecting an existing cash event - type. + type. @@ -91,7 +91,7 @@ AllocationPayment - Option reflecting an existing cash event - type. + type. @@ -103,7 +103,7 @@ AllocationPaymentRetraction - Option reflecting an existing cash event - type. + type. @@ -115,7 +115,7 @@ InterestPayment - Option reflecting an existing cash event - type. + type. @@ -127,7 +127,7 @@ InterestPaymentRetraction - Option reflecting an existing cash event - type. + type. @@ -139,7 +139,7 @@ NonRecurringFeePayment - Option reflecting an existing cash event - type. + type. @@ -151,7 +151,7 @@ NonRecurringFeePaymentRetraction - Option reflecting an existing cash - event type. + event type. @@ -174,7 +174,7 @@ RepaymentRetraction - Option reflecting an existing cash event - type. + type. @@ -186,7 +186,7 @@ TradePayment - Option epresents the payment object for all loan trading - notifications. + notifications. @@ -198,7 +198,7 @@ TradePaymentRetraction - Option epresents the payment object for all loan - trading notifications. + trading notifications. diff --git a/src/main/resources/coding-schemes/fpml/approval-type-1-0.xml b/src/main/resources/coding-schemes/fpml/approval-type-1-0.xml index 5075304..839dc98 100644 --- a/src/main/resources/coding-schemes/fpml/approval-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/approval-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines the type of approval in a consent or approval process. diff --git a/src/main/resources/coding-schemes/fpml/asset-class-2-1.xml b/src/main/resources/coding-schemes/fpml/asset-class-2-1.xml index 7c7282e..b4498fd 100644 --- a/src/main/resources/coding-schemes/fpml/asset-class-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/asset-class-2-1.xml @@ -1,9 +1,9 @@ - - + + Defines a simple asset class categorization. Used for classification of - the risk class of the trade. + the risk class of the trade. 2019-10-01 diff --git a/src/main/resources/coding-schemes/fpml/asset-measure-5-8.xml b/src/main/resources/coding-schemes/fpml/asset-measure-5-8.xml deleted file mode 100644 index 22e7d32..0000000 --- a/src/main/resources/coding-schemes/fpml/asset-measure-5-8.xml +++ /dev/null @@ -1,1204 +0,0 @@ - - - - - The type of measure about an asset. Used for escribing valuation, - sensitivity, and risk measures. - 2023-06-21 - - - - assetMeasureScheme - 5-8 - http://www.fpml.org/coding-scheme/asset-measure - http://www.fpml.org/coding-scheme/asset-measure-5-8 - http://www.fpml.org/coding-scheme/asset-measure-5-8.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - ValuationDateChangeSensitivity - - - FpML - - - Change in NPV/value caused by a change in valuation date - (theta). - - - - - 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. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/asset-measure-5-9.xml b/src/main/resources/coding-schemes/fpml/asset-measure-5-9.xml index 3dad2e0..4a39b1f 100644 --- a/src/main/resources/coding-schemes/fpml/asset-measure-5-9.xml +++ b/src/main/resources/coding-schemes/fpml/asset-measure-5-9.xml @@ -1,9 +1,9 @@ - - + + The type of measure about an asset. Used for escribing valuation, - sensitivity, and risk measures. + sensitivity, and risk measures. 2024-03-14 @@ -44,7 +44,7 @@ The coupon accrued on the underlying bonds from that the most recent bond - coupon payment date until the valuation date. + coupon payment date until the valuation date. @@ -56,7 +56,7 @@ The value of interest accrued from the previous payment to the valuation - date. + date. @@ -79,7 +79,7 @@ The secondary price field as required by CFTC's 17 CFR Part - 43. + 43. @@ -102,7 +102,7 @@ Change in NPV/value caused by a point change shift in the credit - spread. + spread. @@ -114,7 +114,7 @@ Change in NPV/value caused by a point change shift in the default - probability. + probability. @@ -126,7 +126,7 @@ Change in interest rate sensitivity caused by a single point change in - the yield curve (IR Gamma). + the yield curve (IR Gamma). @@ -138,7 +138,7 @@ Change in NPV/value caused by a single point change in the yield curve - (IR Delta). + (IR Delta). @@ -150,7 +150,7 @@ Change in NPV/value caused by a point change shift in the volatility - matrix (vega). + matrix (vega). @@ -162,7 +162,7 @@ Change in NPV/value caused by a point change shift in the credit default - recovery rate. + recovery rate. @@ -174,7 +174,7 @@ The effective strike price of the option as derived from the underlying - asset swap. (Used for options on asset swaps). + asset swap. (Used for options on asset swaps). @@ -186,7 +186,7 @@ Systematic risk = Ratio of expected return to expected return of the - market + market @@ -198,8 +198,8 @@ 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. + payable on the valuation date, or a monetary amount payable on another specified + date, such as a payment date. @@ -211,7 +211,7 @@ The CashEquivalentLocalCurrency converted to the reporting currency (e.g. - USD) at the spot exchange rate. + USD) at the spot exchange rate. @@ -223,8 +223,8 @@ 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. + includes the NPVs payable in that currency, plus equivalent positions generated + by trades price sensitivity to FX rates. @@ -236,7 +236,7 @@ The price of an asset, expressed in par value, excluding accrued - interest, excluding commissions, as observed on a market. + interest, excluding commissions, as observed on a market. @@ -248,7 +248,7 @@ The price of an asset, expressed in par value, excluding accrued - interest, excluding commissions, for settlement purposes. + interest, excluding commissions, for settlement purposes. @@ -260,7 +260,7 @@ The reset price of an asset, expressed in par value, excluding accrued - interest, excluding commissions. + interest, excluding commissions. @@ -272,7 +272,7 @@ The price of an asset, expressed in par value, excluding accrued - interest, including commissions, as observed on a market. + interest, including commissions, as observed on a market. @@ -284,7 +284,7 @@ The price of an asset, expressed in par value, excluding accrued - interest, including commissions, for settlement purposes. + interest, including commissions, for settlement purposes. @@ -296,7 +296,7 @@ The reset price of an asset, expressed in par value, excluding accrued - interest, including commissions. + interest, including commissions. @@ -308,7 +308,7 @@ An adjustment to the price of an instrument (such as a future) to - compensate for its lack of convexity. + compensate for its lack of convexity. @@ -320,7 +320,7 @@ The spread between the return of a credit instrument and of a - corresponding risk free instrument. + corresponding risk free instrument. @@ -387,7 +387,7 @@ The price of an asset, expressed in par value, including accrued - interest, excluding commissions, as observed on a market. + interest, excluding commissions, as observed on a market. @@ -399,7 +399,7 @@ The price of an asset, expressed in par value, including accrued - interest, excluding commissions, for settlement purposes. + interest, excluding commissions, for settlement purposes. @@ -411,7 +411,7 @@ The reset price of an asset, expressed in par value, including accrued - interest, excluding commissions. + interest, excluding commissions. @@ -423,7 +423,7 @@ The price of an asset, expressed in par value, including accrued - interest, including commissions, as observed on a market. + interest, including commissions, as observed on a market. @@ -435,7 +435,7 @@ The price of an asset, expressed in par value, including accrued - interest, including commissions, for settlement purposes. + interest, including commissions, for settlement purposes. @@ -447,7 +447,7 @@ The reset price of an asset, expressed in par value, including accrued - interest, including commissions. + interest, including commissions. @@ -459,7 +459,7 @@ The dividend payout ratio, expressed as a decimal (e.g. 0.03 = 3%) per - year. + year. @@ -471,7 +471,7 @@ Capital which is kept aside to compensate for unexpected losses due to - credit risk. (VAR for 1 year and 99.97%) + credit risk. (VAR for 1 year and 99.97%) @@ -483,8 +483,8 @@ 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. + This is based on the difference between current market price and the + reset/reference price. @@ -496,7 +496,7 @@ Economic Value Added = (Spread + Fees - Expected loss - Operating cost) - -ROE*(Capital at risk) + -ROE*(Capital at risk) @@ -508,7 +508,7 @@ A numerical price (usually a stock or bond price or a commodity price) - that is used to price a derivative. + that is used to price a derivative. @@ -520,7 +520,7 @@ A numerical rate (usually an interest or FX rate) that is used to price a - derivative. + derivative. @@ -532,7 +532,7 @@ Funding-related interest charges associated with profit or loss on - realized gains that have not yet been exchanged. + realized gains that have not yet been exchanged. @@ -577,7 +577,7 @@ The implied volatility of the underlying asset from the valuation date to - the expiration of the option. + the expiration of the option. @@ -589,7 +589,7 @@ Accrued interest on realized gains, for portfolio swap agreements where - unwind profit/loss not exchanged until reset. + unwind profit/loss not exchanged until reset. @@ -601,7 +601,7 @@ The average excess return on a portfolio relative to the excess return - predicted by CAPM + predicted by CAPM @@ -613,7 +613,7 @@ The last available spot price at the time of the transaction of the - underlying asset with no spread. + underlying asset with no spread. @@ -669,7 +669,7 @@ The price of an instrument as quoted on an exchange or similar - market. + market. @@ -681,7 +681,7 @@ Sharpe ratio where both return and risk are defined relative to a - benchmark portfolio + benchmark portfolio @@ -715,7 +715,7 @@ Net Present Value = sum of present values of all cash flows; excludes - cash flows paid or received on the valution date. + cash flows paid or received on the valution date. @@ -738,7 +738,7 @@ Used for bond positions to report the product of the open units and the - par value of the bond. + par value of the bond. @@ -750,7 +750,7 @@ Traded price of the entire package in which the reported derivative - transaction is a component. + transaction is a component. @@ -762,10 +762,10 @@ 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. + 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. @@ -777,7 +777,7 @@ Price adjustment interest ... the amount of interest owing on the NPV - over the previous calculation period (use in clearing models). + over the previous calculation period (use in clearing models). @@ -789,7 +789,7 @@ Change in NPV/value caused by a parallel shift in the credit - spread. + spread. @@ -801,7 +801,7 @@ Change in NPV/value caused by a parallel shift in the default - probability. + probability. @@ -813,7 +813,7 @@ Change in NPV/value caused by a parallel shift in the yield curve/risk - free rate of interest (IR Delta, rho). + free rate of interest (IR Delta, rho). @@ -825,7 +825,7 @@ Change in NPV/value caused by a parallel shift in the volatility matrix - (vega). + (vega). @@ -837,7 +837,7 @@ Change in NPV/value caused by a parallel shift in the credit default - recovery rate. + recovery rate. @@ -871,7 +871,7 @@ A fee paid or received to purchase a contract (usually an - option). + option). @@ -894,8 +894,8 @@ 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. + all cash flows; excludes cash flows paid or received on the valution + date. @@ -907,7 +907,7 @@ Risk adjusted return on capital = (Adjusted income)/(Capital at - risk) + risk) @@ -919,7 +919,7 @@ Realized profit or loss that has not yet been exchanged. This is based on - positions that have been closed out but not settled. + positions that have been closed out but not settled. @@ -953,7 +953,7 @@ The estimated amount that a creditor would receive in final satisfaction - of the claims on a defaulted credit. + of the claims on a defaulted credit. @@ -976,7 +976,7 @@ The return from an asset expressed as a percentage of the amount of - economic capital involved in holding that asset. + economic capital involved in holding that asset. @@ -988,7 +988,7 @@ The return from an asset expressed as a percentage of the amount of - regulatory capital involved in holding that asset. + regulatory capital involved in holding that asset. @@ -1000,7 +1000,7 @@ Measures the amount of risk concentrated in individual counterparties, - similar assets, common geographical locations, or common industries. + similar assets, common geographical locations, or common industries. @@ -1023,7 +1023,7 @@ Return on risk-adjusted capital = (Adjusted income)/(BIS risk - based - capital requirement) + capital requirement) @@ -1057,7 +1057,7 @@ The ratio between portfolio return in excess of the risk-free return and - portfolio risk (measured as volatility) + portfolio risk (measured as volatility) @@ -1091,7 +1091,7 @@ Similar to Sharpe Ratio but risk defined as downside risk rather than - portfolio variance. + portfolio variance. @@ -1114,7 +1114,7 @@ The price, exclusive of any commission, at which a transaction has been - conducted. + conducted. @@ -1126,7 +1126,7 @@ The actual price (inclusive of commissions, when applicable) at which a - transaction has been conducted. + transaction has been conducted. @@ -1149,7 +1149,7 @@ Similar to Sharpe Ratio but risk defined as CAPM systematic risk (beta) - rather than portfolio variance. + rather than portfolio variance. @@ -1161,7 +1161,7 @@ Adjusted valuation required for regulatory reporting (Ex: JFSA 39 - Valuation Amount). + Valuation Amount). @@ -1173,7 +1173,7 @@ Change in NPV/value caused by a change in valuation date - (theta). + (theta). @@ -1185,7 +1185,7 @@ Unadjusted valuation required for regulatory reporting (Ex: JFSA 39 - Valuation Amount). + Valuation Amount). @@ -1197,7 +1197,7 @@ 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. + pre-defined period of time with a a given level of confidence. @@ -1209,7 +1209,7 @@ Amount required to be posted to accommodate change in net value of trade - or portfolio. + or portfolio. @@ -1221,7 +1221,7 @@ The underlying price volatility used for calculating the value of this - asset. + asset. diff --git a/src/main/resources/coding-schemes/fpml/assignment-fee-rule-1-0.xml b/src/main/resources/coding-schemes/fpml/assignment-fee-rule-1-0.xml index 6ac052c..209ed79 100644 --- a/src/main/resources/coding-schemes/fpml/assignment-fee-rule-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/assignment-fee-rule-1-0.xml @@ -1,5 +1,5 @@ - - + + List of assignment fee payment rules. @@ -43,8 +43,8 @@ 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. + charged for the entire trade regardless of the number of facilities included in + the trade and regardless of the number of sub-allocations made. @@ -56,8 +56,8 @@ One full assignment fee, as fee set forth in the credit agreement, is - charged for each separate allocation/assignment agreement under the master - trade. + charged for each separate allocation/assignment agreement under the master + trade. @@ -69,8 +69,8 @@ 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. + charged for the entire trade regardless of the number of facilities included in + the trade and regardless of the number of sub-allocations made. diff --git a/src/main/resources/coding-schemes/fpml/benchmark-rate-1-3.xml b/src/main/resources/coding-schemes/fpml/benchmark-rate-1-3.xml index 13e2f8b..faad487 100644 --- a/src/main/resources/coding-schemes/fpml/benchmark-rate-1-3.xml +++ b/src/main/resources/coding-schemes/fpml/benchmark-rate-1-3.xml @@ -1,5 +1,5 @@ - - + + FpML Benchmark rates @@ -48,8 +48,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -60,8 +59,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -72,8 +70,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -84,8 +81,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -96,8 +92,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -108,8 +103,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -120,8 +114,7 @@ ISDA - "EFFR" or "Fed Funds" per 2021 ISDA Definitions, Section 10.3 Overnight - Rate Benchmarks. + "EFFR" or "Fed Funds" per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -132,8 +125,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -144,8 +136,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -156,8 +147,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -168,8 +158,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -180,8 +169,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -192,8 +180,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -204,8 +191,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -216,8 +202,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -228,8 +213,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -240,8 +224,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -252,8 +235,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -264,8 +246,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -276,8 +257,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -288,8 +268,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -300,8 +279,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -312,8 +290,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -324,17 +301,14 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. - Deprecated usage: "SWESTR" replaces "STIBOR". "STIBOR" code has been - deprecated in the 2021 Definitions V4. The code is kept in FpML for backward - compatibility purposes. + Deprecated usage: "SWESTR" replaces "STIBOR". "STIBOR" code has been deprecated in the 2021 Definitions V4. The code is kept in FpML for backward compatibility purposes. @@ -345,9 +319,7 @@ 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. + 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. @@ -358,8 +330,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -370,8 +341,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -382,8 +352,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -394,8 +363,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. @@ -406,8 +374,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. What is - defined as "TONAR" in the 2006 ISDA Collateral Cash Price Matrix. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. What is defined as "TONAR" in the 2006 ISDA Collateral Cash Price Matrix. @@ -418,8 +385,7 @@ ISDA - Per 2021 ISDA Definitions, Section 10.3 Overnight Rate - Benchmarks. + Per 2021 ISDA Definitions, Section 10.3 Overnight Rate Benchmarks. diff --git a/src/main/resources/coding-schemes/fpml/broker-confirmation-type-5-0.xml b/src/main/resources/coding-schemes/fpml/broker-confirmation-type-5-0.xml index 5127f17..1865786 100644 --- a/src/main/resources/coding-schemes/fpml/broker-confirmation-type-5-0.xml +++ b/src/main/resources/coding-schemes/fpml/broker-confirmation-type-5-0.xml @@ -1,9 +1,9 @@ - - + + Defines the type of Broker Confirm the FpML trade - represents. + represents. 2013-01-15 @@ -99,7 +99,7 @@ Broker Confirmation Type for use with Credit Derivative Transactions on - Leveraged Loans. + Leveraged Loans. @@ -111,7 +111,7 @@ Broker Confirmation Type for use with Credit Derivative Transactions on - Mortgage-backed Security with Pay-As-You-Go or Physical Settlement. + Mortgage-backed Security with Pay-As-You-Go or Physical Settlement. @@ -123,7 +123,7 @@ Broker Confirmation Type for CDX Emerging Markets Untranched - Transactions. + Transactions. @@ -135,7 +135,7 @@ Broker Confirmation Type for CDX Emerging Markets Diversified Untranched - Transactions. + Transactions. @@ -158,7 +158,7 @@ Broker Confirmation Type for Dow Jones CDX Tranche - Transactions. + Transactions. @@ -181,7 +181,7 @@ Broker Confirmation Type for CDS Index trades relating to Dow Jones - CDX.EM index series. + CDX.EM index series. @@ -193,7 +193,7 @@ Broker Confirmation Type for CDS Index trades relating to Dow Jones - CDX.NA.IG and Dow Jones CDX.NA.HY index series. + CDX.NA.IG and Dow Jones CDX.NA.HY index series. @@ -205,7 +205,7 @@ Broker Confirmation Type of Emerging European and Middle Eastern - Sovereign. + Sovereign. @@ -239,7 +239,7 @@ Broker Confirmation Type for Single Name European CMBS - Transactions. + Transactions. @@ -262,7 +262,7 @@ Broker Confirmation Type for Single Name European RMBS - Transactions. + Transactions. @@ -285,7 +285,7 @@ Broker Confirmation Type for iTraxx Asia Ex-Japan Swaption - Transactions. + Transactions. @@ -297,7 +297,7 @@ Broker Confirmation Type for iTraxx Asia Excluding Japan Tranched - Transactions. + Transactions. @@ -320,7 +320,7 @@ Broker Confirmation Type for iTraxx Australia Swaption - Transactions. + Transactions. @@ -332,7 +332,7 @@ Broker Confirmation Type for iTraxx Australia Tranched - Transactions. + Transactions. @@ -388,7 +388,7 @@ Broker Confirmation Type for iTraxx Europe Swaption - Transactions. + Transactions. @@ -400,7 +400,7 @@ Broker Confirmation Type for iTraxx Europe Tranched - Transactions. + Transactions. @@ -423,7 +423,7 @@ Broker Confirmation Type for iTraxx Japan Swaption - Transactions. + Transactions. @@ -435,7 +435,7 @@ Broker Confirmation Type for iTraxx Japan Tranched - Transactions. + Transactions. @@ -557,7 +557,7 @@ Broker Confirmation Type for Municipal CDX Untranched - Transactions. + Transactions. @@ -679,7 +679,7 @@ Broker Confirmation Type for Standard CDX Tranche - Transactions. + Transactions. @@ -691,7 +691,7 @@ Broker Confirmation Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN - SOVEREIGN. + SOVEREIGN. @@ -703,7 +703,7 @@ Broker Confirmation Type of STANDARD EMERGING EUROPEAN - CORPORATE. + CORPORATE. @@ -715,7 +715,7 @@ Broker Confirmation Type of STANDARD EMERGING EUROPEAN CORPORATE - LPN. + LPN. @@ -738,7 +738,7 @@ Broker Confirmation Type for Standard iTraxx Europe Tranched - Transactions. + Transactions. @@ -772,7 +772,7 @@ Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE - B. + B. @@ -784,7 +784,7 @@ Broker Confirmation Type of STANDARD LATIN AMERICA CORPORATE - BL. + BL. @@ -807,7 +807,7 @@ Standard Syndicated Secured Loan Credit Default Swap Broker Confirmation - Type. + Type. @@ -819,7 +819,7 @@ Broker Confirmation Type for Standard Syndicated Secured Loan Credit - Default Swap Bullet Transactions. + Default Swap Bullet Transactions. @@ -831,7 +831,7 @@ Broker Confirmation Type for Standard Syndicated Secured Loan Credit - Default Swap Index Bullet Transactions. + Default Swap Index Bullet Transactions. @@ -843,7 +843,7 @@ Broker Confirmation Type for Standard Syndicated Secured Loan Credit - Default Swap Index Bullet Tranche Transactions. + Default Swap Index Bullet Tranche Transactions. @@ -877,7 +877,7 @@ Broker Confirmation Type for STANDARD NORTH AMERICAN - CORPORATE. + CORPORATE. @@ -911,7 +911,7 @@ Broker Confirmation Type for STANDARD SUBORDINATED EUROPEAN INSURANCE - CORPORATE. + CORPORATE. @@ -923,7 +923,7 @@ Broker Confirmation Type for STANDARD WESTERN EUROPEAN - SOVEREIGN. + SOVEREIGN. @@ -935,7 +935,7 @@ Broker Confirmation Type of Subordinated European Insurance - Corporate. + Corporate. @@ -969,7 +969,7 @@ Syndicated Secured Loan Credit Default Swap Broker Confirmation - Type. + Type. @@ -1003,7 +1003,7 @@ Broker Confirmation Type for U.S. MUNICIPAL FULL FAITH AND - CREDIT. + CREDIT. diff --git a/src/main/resources/coding-schemes/fpml/bullion-delivery-location-1-0.xml b/src/main/resources/coding-schemes/fpml/bullion-delivery-location-1-0.xml index 799f86f..5af82a1 100644 --- a/src/main/resources/coding-schemes/fpml/bullion-delivery-location-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/bullion-delivery-location-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines where bullion is to be delivered for a Bullion - Transaction. + Transaction. @@ -43,7 +43,7 @@ Delivery will be made to the Purchaser of Bullion's account with the Bank - of England in London. + of England in London. @@ -66,7 +66,7 @@ Delivery will be made to the Johnson Matthey Pennsylvania - Pool. + Pool. @@ -89,7 +89,7 @@ Delivery will be made to the Purchaser of Bullion's custodian bank in - London. Custodian bank to be agreed by the parties. + London. Custodian bank to be agreed by the parties. @@ -101,9 +101,9 @@ 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. + 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. @@ -115,7 +115,7 @@ Delivery will be made to the Purchaser of Bullion's custodian bank in - Zurich. Custodian bank to be agreed by the parties. + Zurich. Custodian bank to be agreed by the parties. diff --git a/src/main/resources/coding-schemes/fpml/business-center-9-1.xml b/src/main/resources/coding-schemes/fpml/business-center-9-1.xml deleted file mode 100644 index fb0b5a5..0000000 --- a/src/main/resources/coding-schemes/fpml/business-center-9-1.xml +++ /dev/null @@ -1,2390 +0,0 @@ - - - - - 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. - - The 4 character codes are based on the business calendar location some of which based on the ISO country code or exchange code, or some other codes. - Additional business day calendar location codes could be built according to the following rules: the first two characters represent the ISO 3166 country code [https://www.iso.org/obp/ui/#search/code/], the next two characters represent either a) the first two letters of the location, if the location name is one word, b) the first letter of the first word followed by the first letter of the second word, if the location name consists of at least two words. Note: for creating new city codes for US and Canada: the two-letter combinations used in postal US states (http://pe.usps.gov/text/pub28/28apb.htm ) and Canadian provinces (http://www.canadapost.ca/tools/pg/manual/PGaddress-e.asp) abbreviations cannot be utilized (e.g. the code for Denver, United States is USDN and not USDE, because of the DE is the abbreviation for Delaware state ). - 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. - 'Publication Calendar Day', per 2021 ISDA Interest Rate Derivatives Definitions, means, in respect of a benchmark, any day on which the Administrator is due to publish the rate for such benchmark pursuant to its publication calendar, as updated from time to time. FpML format of the rate publication calendar. The construct: CCY-[short codes to identify the publisher], e.g. GBP-ICESWAP. The FpML XAPWG will compose the code. - - 2022-11-18 - This document contains only public information. - - - - businessCenterScheme - 9-1 - http://www.fpml.org/coding-scheme/business-center - http://www.fpml.org/coding-scheme/business-center-9-1 - http://www.fpml.org/coding-scheme/business-center-9-1.xml - - - - Code - - - - The unique string/code identifying the business center, usually a 4-character code based on a 2-character ISO country code and a 2 character code for the city, but with exceptions for special cases such as index publication calendars, as described above. - - - 63 - - - - Source - - - - Description - - - - key - - - - - - - AEAB - - - ISDA - - - Abu Dhabi, Business Day (as defined in 2021 ISDA Definitions Section 2.1.9 - (ii)) - - - - - AEAD - - - ISDA - - - Abu Dhabi, Settlement Day (as defined in 2021 ISDA Definitions Section - 2.1.9 (i)) - - - - - AEDU - - - ISDA - - - Dubai, United Arab Emirates - - - - - AMYE - - - ISDA - - - Yerevan, Armenia - - - - - AOLU - - - ISDA - - - Luanda, Angola - - - - - ARBA - - - ISDA - - - Buenos Aires, Argentina - - - - - ATVI - - - ISDA - - - Vienna, Austria - - - - - AUAD - - - ISDA - - - Adelaide, Australia - - - - - AUBR - - - ISDA - - - Brisbane, Australia - - - - - AUCA - - - ISDA - - - Canberra, Australia - - - - - AUDA - - - ISDA - - - Darwin, Australia - - - - - AUME - - - ISDA - - - Melbourne, Australia - - - - - AUPE - - - ISDA - - - Perth, Australia - - - - - AUSY - - - ISDA - - - Sydney, Australia - - - - - AZBA - - - ISDA - - - Baku, Azerbaijan - - - - - BBBR - - - ISDA - - - Bridgetown, Barbados - - - - - BDDH - - - ISDA - - - Dhaka, Bangladesh - - - - - BEBR - - - ISDA - - - Brussels, Belgium - - - - - BGSO - - - ISDA - - - Sofia, Bulgaria - - - - - BHMA - - - ISDA - - - Manama, Bahrain - - - - - BMHA - - - ISDA - - - Hamilton, Bermuda - - - - - BNBS - - - ISDA - - - Bandar Seri Begawan, Brunei - - - - - BOLP - - - ISDA - - - La Paz, Bolivia - - - - - - - This means a business day in all of Sao Paulo, Rio de Janeiro or - Brasilia not otherwise declared as a financial market holiday by the Bolsa de - Mercadorias & Futuros (BM&F). BRBD should not be used for setting fixing - time, instead the city centers (e.g. BRBR, BRRJ, BRSP) should be used, because they - are locatable places. - - - - - BRBD - - - ISDA - - - Brazil Business Day. - - - - - - - BRBD (Brazil Business Days; adopted at business-center-6-7, May 2009) - replaces business center collection - BRBR, BRRJ, BRSP. See: the 2009 ISDA/EMTA - recommendation for BRL CDI Non-Deliverable swaps. - - - - - BRBR - - - ISDA - - - Brasilia, Brazil. - - - - - - - BRBD (Brazil Business Days; adopted at business-center-6-7, May 2009) - replaces business center collection - BRBR, BRRJ, BRSP. See: the 2009 ISDA/EMTA - recommendation for BRL CDI Non-Deliverable swaps. - - - - - BRRJ - - - ISDA - - - Rio de Janeiro, Brazil. - - - - - - - BRDB (Brazil Business Days; adopted at business-center-6-7, May 2009) - replaces business center collection - BRBR, BRRJ, BRSP. See: the 2009 ISDA/EMTA - recommendation for BRL CDI Non-Deliverable swaps. - - - - - BRSP - - - ISDA - - - Sao Paulo, Brazil. - - - - - BSNA - - - ISDA - - - Nassau, Bahamas - - - - - BWGA - - - ISDA - - - Gaborone, Botswana - - - - - BYMI - - - ISDA - - - Minsk, Belarus - - - - - CACL - - - ISDA - - - Calgary, Canada - - - - - - - Covers all New Brunswick province. - - - - - CAFR - - - ISDA - - - Fredericton, Canada. - - - - - CAMO - - - ISDA - - - Montreal, Canada - - - - - CAOT - - - ISDA - - - Ottawa, Canada - - - - - CATO - - - ISDA - - - Toronto, Canada - - - - - CAVA - - - ISDA - - - Vancouver, Canada - - - - - CAWI - - - ISDA - - - Winnipeg, Canada - - - - - CHBA - - - ISDA - - - Basel, Switzerland - - - - - CHGE - - - ISDA - - - Geneva, Switzerland - - - - - CHZU - - - ISDA - - - Zurich, Switzerland - - - - - CIAB - - - ISDA - - - Abidjan, Cote d'Ivoire - - - - - CLSA - - - ISDA - - - Santiago, Chile - - - - - CMYA - - - ISDA - - - Yaounde, Cameroon - - - - - CNBE - - - ISDA - - - Beijing, China - - - - - CNSH - - - ISDA - - - Shanghai, China - - - - - COBO - - - ISDA - - - Bogota, Colombia - - - - - CRSJ - - - ISDA - - - San Jose, Costa Rica - - - - - CWWI - - - ISDA - - - Willemstad, Curacao - - - - - CYNI - - - ISDA - - - Nicosia, Cyprus - - - - - CZPR - - - ISDA - - - Prague, Czech Republic - - - - - DECO - - - ISDA - - - Cologne, Germany - - - - - DEDU - - - ISDA - - - Dusseldorf, Germany - - - - - DEFR - - - ISDA - - - Frankfurt, Germany - - - - - DEHA - - - ISDA - - - Hannover, Germany - - - - - DEHH - - - ISDA - - - Hamburg, Germany - - - - - DELE - - - ISDA - - - Leipzig, Germany - - - - - DEMA - - - ISDA - - - Mainz, Germany - - - - - DEMU - - - ISDA - - - Munich, Germany - - - - - DEST - - - ISDA - - - Stuttgart, Germany - - - - - DKCO - - - ISDA - - - Copenhagen, Denmark - - - - - DOSD - - - ISDA - - - Santo Domingo, Dominican Republic - - - - - DZAL - - - ISDA - - - Algiers, Algeria - - - - - ECGU - - - ISDA - - - Guayaquil, Ecuador - - - - - EETA - - - ISDA - - - Tallinn, Estonia - - - - - EGCA - - - ISDA - - - Cairo, Egypt - - - - - ESAS - - - ISDA - - - ESAS Settlement Day (as defined in 2006 ISDA Definitions Section 7.1 and - Supplement Number 15 to the 2000 ISDA Definitions) - - - - - ESBA - - - ISDA - - - Barcelona, Spain - - - - - ESMA - - - ISDA - - - Madrid, Spain - - - - - ESSS - - - ISDA - - - San Sebastian, Spain - - - - - ETAA - - - ISDA - - - Addis Ababa, Ethiopia - - - - - EUR-ICESWAP - - - ISDA - - - Publication dates for ICE Swap rates based on EUR-EURIBOR - rates - - - - - EUTA - - - ISDA - - - TARGET Settlement Day - - - - - FIHE - - - ISDA - - - Helsinki, Finland - - - - - FRPA - - - ISDA - - - Paris, France - - - - - GBED - - - ISDA - - - Edinburgh, Scotland - - - - - GBLO - - - ISDA - - - London, United Kingdom - - - - - GBP-ICESWAP - - - ISDA - - - Publication dates for GBP ICE Swap rates - - - - - GETB - - - ISDA - - - Tbilisi, Georgia - - - - - GGSP - - - ISDA - - - Saint Peter Port, Guernsey - - - - - GHAC - - - ISDA - - - Accra, Ghana - - - - - GMBA - - - ISDA - - - Banjul, Gambia - - - - - GNCO - - - ISDA - - - Conakry, Guinea - - - - - GRAT - - - ISDA - - - Athens, Greece - - - - - GUGC - - - ISDA - - - Guatemala City, Guatemala - - - - - HKHK - - - ISDA - - - Hong Kong, Hong Kong - - - - - HNTE - - - ISDA - - - Tegucigalpa, Honduras - - - - - HRZA - - - ISDA - - - Zagreb, Republic of Croatia - - - - - HUBU - - - ISDA - - - Budapest, Hungary - - - - - IDJA - - - ISDA - - - Jakarta, Indonesia - - - - - IEDU - - - ISDA - - - Dublin, Ireland - - - - - ILJE - - - ISDA - - - Jerusalem, Israel - - - - - ILS-TELBOR - - - ISDA - - - Publication dates of the ILS-TELBOR index. - - - - - ILTA - - - ISDA - - - Tel Aviv, Israel - - - - - INAH - - - ISDA - - - Ahmedabad, India - - - - - INBA - - - ISDA - - - Bangalore, India - - - - - INCH - - - ISDA - - - Chennai, India - - - - - INHY - - - ISDA - - - Hyderabad, India - - - - - INKO - - - ISDA - - - Kolkata, India - - - - - INMU - - - ISDA - - - Mumbai, India - - - - - INND - - - ISDA - - - New Delhi, India - - - - - IQBA - - - ISDA - - - Baghdad, Iraq - - - - - IRTE - - - ISDA - - - Teheran, Iran - - - - - ISRE - - - ISDA - - - Reykjavik, Iceland - - - - - ITMI - - - ISDA - - - Milan, Italy - - - - - ITRO - - - ISDA - - - Rome, Italy - - - - - ITTU - - - ISDA - - - Turin, Italy - - - - - JESH - - - ISDA - - - St. Helier, Channel Islands, Jersey - - - - - JMKI - - - ISDA - - - Kingston, Jamaica - - - - - JOAM - - - ISDA - - - Amman, Jordan - - - - - JPTO - - - ISDA - - - Tokyo, Japan - - - - - KENA - - - ISDA - - - Nairobi, Kenya - - - - - KHPP - - - ISDA - - - Phnom Penh, Cambodia - - - - - KRSE - - - ISDA - - - Seoul, Republic of Korea - - - - - KWKC - - - ISDA - - - Kuwait City, Kuwait - - - - - KYGE - - - ISDA - - - George Town, Cayman Islands - - - - - KZAL - - - ISDA - - - Almaty, Kazakhstan - - - - - LAVI - - - ISDA - - - Vientiane, Laos - - - - - LBBE - - - ISDA - - - Beirut, Lebanon - - - - - LKCO - - - ISDA - - - Colombo, Sri Lanka - - - - - LULU - - - ISDA - - - Luxembourg, Luxembourg - - - - - LVRI - - - ISDA - - - Riga, Latvia - - - - - MACA - - - ISDA - - - Casablanca, Morocco - - - - - MARA - - - ISDA - - - Rabat, Morocco - - - - - MCMO - - - ISDA - - - Monaco, Monaco - - - - - MNUB - - - ISDA - - - Ulan Bator, Mongolia - - - - - MOMA - - - ISDA - - - Macau, Macao - - - - - MTVA - - - ISDA - - - Valletta, Malta - - - - - MUPL - - - ISDA - - - Port Louis, Mauritius - - - - - MVMA - - - ISDA - - - Male, Maldives - - - - - MWLI - - - ISDA - - - Lilongwe, Malawi - - - - - MXMC - - - ISDA - - - Mexico City, Mexico - - - - - MYKL - - - ISDA - - - Kuala Lumpur, Malaysia - - - - - MYLA - - - ISDA - - - Labuan, Malaysia - - - - - MZMA - - - ISDA - - - Maputo, Mozambique - - - - - NAWI - - - ISDA - - - Windhoek, Namibia - - - - - NGAB - - - ISDA - - - Abuja, Nigeria - - - - - NGLA - - - ISDA - - - Lagos, Nigeria - - - - - NLAM - - - ISDA - - - Amsterdam, Netherlands - - - - - NLRO - - - ISDA - - - Rotterdam, Netherlands - - - - - NOOS - - - ISDA - - - Oslo, Norway - - - - - NPKA - - - ISDA - - - Kathmandu, Nepal - - - - - NYFD - - - ISDA - - - New York Fed Business Day (as defined in 2006 ISDA Definitions Section 1.9 - and 2000 ISDA Definitions Section 1.9) - - - - - NYSE - - - ISDA - - - New York Stock Exchange Business Day (as defined in 2006 ISDA Definitions - Section 1.10 and 2000 ISDA Definitions Section 1.10) - - - - - NZAU - - - ISDA - - - Auckland, New Zealand - - - - - NZWE - - - ISDA - - - Wellington, New Zealand - - - - - OMMU - - - ISDA - - - Muscat, Oman - - - - - PAPC - - - ISDA - - - Panama City, Panama - - - - - PELI - - - ISDA - - - Lima, Peru - - - - - PHMA - - - ISDA - - - Manila, Philippines - - - - - PHMK - - - ISDA - - - Makati, Philippines - - - - - PKKA - - - ISDA - - - Karachi, Pakistan - - - - - PLWA - - - ISDA - - - Warsaw, Poland - - - - - PRSJ - - - ISDA - - - San Juan, Puerto Rico - - - - - PTLI - - - ISDA - - - Lisbon, Portugal - - - - - QADO - - - ISDA - - - Doha, Qatar - - - - - ROBU - - - ISDA - - - Bucharest, Romania - - - - - RSBE - - - ISDA - - - Belgrade, Serbia - - - - - RUMO - - - ISDA - - - Moscow, Russian Federation - - - - - SAAB - - - ISDA - - - Abha, Saudi Arabia - - - - - SAJE - - - ISDA - - - Jeddah, Saudi Arabia - - - - - SARI - - - ISDA - - - Riyadh, Saudi Arabia - - - - - SEST - - - ISDA - - - Stockholm, Sweden - - - - - SGSI - - - ISDA - - - Singapore, Singapore - - - - - SILJ - - - ISDA - - - Ljubljana, Slovenia - - - - - SKBR - - - ISDA - - - Bratislava, Slovakia - - - - - SLFR - - - ISDA - - - Freetown, Sierra Leone - - - - - SNDA - - - ISDA - - - Dakar, Senegal - - - - - SVSS - - - ISDA - - - San Salvador, El Salvador - - - - - THBA - - - ISDA - - - Bangkok, Thailand - - - - - TNTU - - - ISDA - - - Tunis, Tunisia - - - - - TRAN - - - ISDA - - - Ankara, Turkey - - - - - TRIS - - - ISDA - - - Istanbul, Turkey - - - - - TTPS - - - ISDA - - - Port of Spain, Trinidad and Tobago - - - - - TWTA - - - ISDA - - - Taipei, Taiwan - - - - - TZDA - - - ISDA - - - Dar es Salaam, Tanzania - - - - - TZDO - - - ISDA - - - Dodoma, Tanzania - - - - - UAKI - - - ISDA - - - Kiev, Ukraine - - - - - UGKA - - - ISDA - - - Kampala, Uganda - - - - - USBO - - - ISDA - - - Boston, Massachusetts, United States - - - - - USCH - - - ISDA - - - Chicago, United States - - - - - USCR - - - ISDA - - - Charlotte, North Carolina, United States - - - - - USDC - - - ISDA - - - Washington, District of Columbia, United States - - - - - USD-ICESWAP - - - ISDA - - - Publication dates for ICE Swap rates based on USD-LIBOR rates - - - - - USD-MUNI - - - ISDA - - - Publication dates for the USD-Municipal Swap Index - - - - - USDN - - - ISDA - - - Denver, United States - - - - - USDT - - - ISDA - - - Detroit, Michigan, United States - - - - - USGS - - - ISDA - - - U.S. Government Securities Business Day (as defined in 2006 ISDA - Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11) - - - - - USHL - - - ISDA - - - Honolulu, Hawaii, United States - - - - - USHO - - - ISDA - - - Houston, United States - - - - - USLA - - - ISDA - - - Los Angeles, United States - - - - - USMB - - - ISDA - - - Mobile, Alabama, United States - - - - - USMN - - - ISDA - - - Minneapolis, United States - - - - - USNY - - - ISDA - - - New York, United States - - - - - USPO - - - ISDA - - - Portland, Oregon, United States - - - - - USSA - - - ISDA - - - Sacramento, California, United States - - - - - USSE - - - ISDA - - - Seattle, United States - - - - - USSF - - - ISDA - - - San Francisco, United States - - - - - USWT - - - ISDA - - - Wichita, United States - - - - - UYMO - - - ISDA - - - Montevideo, Uruguay - - - - - UZTA - - - ISDA - - - Tashkent, Uzbekistan - - - - - VECA - - - ISDA - - - Caracas, Venezuela - - - - - VGRT - - - ISDA - - - Road Town, Virgin Islands (British) - - - - - VNHA - - - ISDA - - - Hanoi, Vietnam - - - - - VNHC - - - ISDA - - - Ho Chi Minh (formerly Saigon), Vietnam - - - - - YEAD - - - ISDA - - - Aden, Yemen - - - - - ZAJO - - - ISDA - - - Johannesburg, South Africa - - - - - ZMLU - - - ISDA - - - Lusaka, Zambia - - - - - ZWHA - - - ISDA - - - Harare, Zimbabwe - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/business-center-9-2.xml b/src/main/resources/coding-schemes/fpml/business-center-9-2.xml deleted file mode 100644 index c08977e..0000000 --- a/src/main/resources/coding-schemes/fpml/business-center-9-2.xml +++ /dev/null @@ -1,2373 +0,0 @@ - - - - - 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. - - The 4 character codes are based on the business calendar location some of which based on the ISO country code or exchange code, or some other codes. - Additional business day calendar location codes could be built according to the following rules: the first two characters represent the ISO 3166 country code [https://www.iso.org/obp/ui/#search/code/], the next two characters represent either a) the first two letters of the location, if the location name is one word, b) the first letter of the first word followed by the first letter of the second word, if the location name consists of at least two words. Note: for creating new city codes for US and Canada: the two-letter combinations used in postal US states (http://pe.usps.gov/text/pub28/28apb.htm ) and Canadian provinces (http://www.canadapost.ca/tools/pg/manual/PGaddress-e.asp) abbreviations cannot be utilized (e.g. the code for Denver, United States is USDN and not USDE, because of the DE is the abbreviation for Delaware state ). - 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. - 'Publication Calendar Day', per 2021 ISDA Interest Rate Derivatives Definitions, means, in respect of a benchmark, any day on which the Administrator is due to publish the rate for such benchmark pursuant to its publication calendar, as updated from time to time. FpML format of the rate publication calendar. The construct: CCY-[short codes to identify the publisher], e.g. GBP-ICESWAP. The FpML XAPWG will compose the code. - - 2023-11-03 - This document contains only public information. - - - - businessCenterScheme - 9-2 - http://www.fpml.org/coding-scheme/business-center - http://www.fpml.org/coding-scheme/business-center-9-2 - http://www.fpml.org/coding-scheme/business-center-9-2.xml - - - - Code - - - - The unique string/code identifying the business center, usually a 4-character code based on a 2-character ISO country code and a 2 character code for the city, but with exceptions for special cases such as index publication calendars, as described above. - - - 63 - - - - Source - - - - Description - - - - key - - - - - - - AEAB - - - ISDA - - - Abu Dhabi, Business Day (as defined in 2021 ISDA Definitions Section 2.1.10 (ii)) - - - - - AEAD - - - ISDA - - - Abu Dhabi, Settlement Day (as defined in 2021 ISDA Definitions Section 2.1.10 (i)) - - - - - AEDU - - - ISDA - - - Dubai, United Arab Emirates - - - - - AMYE - - - ISDA - - - Yerevan, Armenia - - - - - AOLU - - - ISDA - - - Luanda, Angola - - - - - ARBA - - - ISDA - - - Buenos Aires, Argentina - - - - - ATVI - - - ISDA - - - Vienna, Austria - - - - - AUAD - - - ISDA - - - Adelaide, Australia - - - - - AUBR - - - ISDA - - - Brisbane, Australia - - - - - AUCA - - - ISDA - - - Canberra, Australia - - - - - AUDA - - - ISDA - - - Darwin, Australia - - - - - AUME - - - ISDA - - - Melbourne, Australia - - - - - AUPE - - - ISDA - - - Perth, Australia - - - - - AUSY - - - ISDA - - - Sydney, Australia - - - - - AZBA - - - ISDA - - - Baku, Azerbaijan - - - - - BBBR - - - ISDA - - - Bridgetown, Barbados - - - - - BDDH - - - ISDA - - - Dhaka, Bangladesh - - - - - BEBR - - - ISDA - - - Brussels, Belgium - - - - - BGSO - - - ISDA - - - Sofia, Bulgaria - - - - - BHMA - - - ISDA - - - Manama, Bahrain - - - - - BMHA - - - ISDA - - - Hamilton, Bermuda - - - - - BNBS - - - ISDA - - - Bandar Seri Begawan, Brunei - - - - - BOLP - - - ISDA - - - La Paz, Bolivia - - - - - - - This means a business day in all of Sao Paulo, Rio de Janeiro or Brasilia not otherwise declared as a financial market holiday by the Bolsa de Mercadorias & Futuros (BM&F). BRBD should not be used for setting fixing time, instead the city centers (e.g. BRBR, BRRJ, BRSP) should be used, because they are locatable places. - - - - - BRBD - - - ISDA - - - Brazil Business Day. - - - - - - - BRBD (Brazil Business Days; adopted at business-center-6-7, May 2009) replaces business center collection - BRBR, BRRJ, BRSP. See: the 2009 ISDA/EMTA recommendation for BRL CDI Non-Deliverable swaps. - - - - - BRBR - - - ISDA - - - Brasilia, Brazil. - - - - - - - BRBD (Brazil Business Days; adopted at business-center-6-7, May 2009) replaces business center collection - BRBR, BRRJ, BRSP. See: the 2009 ISDA/EMTA recommendation for BRL CDI Non-Deliverable swaps. - - - - - BRRJ - - - ISDA - - - Rio de Janeiro, Brazil. - - - - - - - BRDB (Brazil Business Days; adopted at business-center-6-7, May 2009) replaces business center collection - BRBR, BRRJ, BRSP. See: the 2009 ISDA/EMTA recommendation for BRL CDI Non-Deliverable swaps. - - - - - BRSP - - - ISDA - - - Sao Paulo, Brazil. - - - - - BSNA - - - ISDA - - - Nassau, Bahamas - - - - - BWGA - - - ISDA - - - Gaborone, Botswana - - - - - BYMI - - - ISDA - - - Minsk, Belarus - - - - - CACL - - - ISDA - - - Calgary, Canada - - - - - - - Covers all New Brunswick province. - - - - - CAFR - - - ISDA - - - Fredericton, Canada. - - - - - CAMO - - - ISDA - - - Montreal, Canada - - - - - CAOT - - - ISDA - - - Ottawa, Canada - - - - - CATO - - - ISDA - - - Toronto, Canada - - - - - CAVA - - - ISDA - - - Vancouver, Canada - - - - - CAWI - - - ISDA - - - Winnipeg, Canada - - - - - CHBA - - - ISDA - - - Basel, Switzerland - - - - - CHGE - - - ISDA - - - Geneva, Switzerland - - - - - CHZU - - - ISDA - - - Zurich, Switzerland - - - - - CIAB - - - ISDA - - - Abidjan, Cote d'Ivoire - - - - - CLSA - - - ISDA - - - Santiago, Chile - - - - - CMYA - - - ISDA - - - Yaounde, Cameroon - - - - - CNBE - - - ISDA - - - Beijing, China - - - - - CNSH - - - ISDA - - - Shanghai, China - - - - - COBO - - - ISDA - - - Bogota, Colombia - - - - - CRSJ - - - ISDA - - - San Jose, Costa Rica - - - - - CWWI - - - ISDA - - - Willemstad, Curacao - - - - - CYNI - - - ISDA - - - Nicosia, Cyprus - - - - - CZPR - - - ISDA - - - Prague, Czech Republic - - - - - DECO - - - ISDA - - - Cologne, Germany - - - - - DEDU - - - ISDA - - - Dusseldorf, Germany - - - - - DEFR - - - ISDA - - - Frankfurt, Germany - - - - - DEHA - - - ISDA - - - Hannover, Germany - - - - - DEHH - - - ISDA - - - Hamburg, Germany - - - - - DELE - - - ISDA - - - Leipzig, Germany - - - - - DEMA - - - ISDA - - - Mainz, Germany - - - - - DEMU - - - ISDA - - - Munich, Germany - - - - - DEST - - - ISDA - - - Stuttgart, Germany - - - - - DKCO - - - ISDA - - - Copenhagen, Denmark - - - - - DOSD - - - ISDA - - - Santo Domingo, Dominican Republic - - - - - DZAL - - - ISDA - - - Algiers, Algeria - - - - - ECGU - - - ISDA - - - Guayaquil, Ecuador - - - - - EETA - - - ISDA - - - Tallinn, Estonia - - - - - EGCA - - - ISDA - - - Cairo, Egypt - - - - - ESAS - - - ISDA - - - ESAS Settlement Day (as defined in 2006 ISDA Definitions Section 7.1 and Supplement Number 15 to the 2000 ISDA Definitions) - - - - - ESBA - - - ISDA - - - Barcelona, Spain - - - - - ESMA - - - ISDA - - - Madrid, Spain - - - - - ESSS - - - ISDA - - - San Sebastian, Spain - - - - - ETAA - - - ISDA - - - Addis Ababa, Ethiopia - - - - - EUR-ICESWAP - - - ISDA - - - Publication dates for ICE Swap rates based on EUR-EURIBOR rates - - - - - EUTA - - - ISDA - - - TARGET Settlement Day - - - - - FIHE - - - ISDA - - - Helsinki, Finland - - - - - FRPA - - - ISDA - - - Paris, France - - - - - GBED - - - ISDA - - - Edinburgh, Scotland - - - - - GBLO - - - ISDA - - - London, United Kingdom - - - - - GBP-ICESWAP - - - ISDA - - - Publication dates for GBP ICE Swap rates - - - - - GETB - - - ISDA - - - Tbilisi, Georgia - - - - - GGSP - - - ISDA - - - Saint Peter Port, Guernsey - - - - - GHAC - - - ISDA - - - Accra, Ghana - - - - - GMBA - - - ISDA - - - Banjul, Gambia - - - - - GNCO - - - ISDA - - - Conakry, Guinea - - - - - GRAT - - - ISDA - - - Athens, Greece - - - - - GUGC - - - ISDA - - - Guatemala City, Guatemala - - - - - HKHK - - - ISDA - - - Hong Kong, Hong Kong - - - - - HNTE - - - ISDA - - - Tegucigalpa, Honduras - - - - - HRZA - - - ISDA - - - Zagreb, Republic of Croatia - - - - - HUBU - - - ISDA - - - Budapest, Hungary - - - - - IDJA - - - ISDA - - - Jakarta, Indonesia - - - - - IEDU - - - ISDA - - - Dublin, Ireland - - - - - ILJE - - - ISDA - - - Jerusalem, Israel - - - - - ILS-TELBOR - - - ISDA - - - Publication dates of the ILS-TELBOR index. - - - - - ILTA - - - ISDA - - - Tel Aviv, Israel - - - - - INAH - - - ISDA - - - Ahmedabad, India - - - - - INBA - - - ISDA - - - Bangalore, India - - - - - INCH - - - ISDA - - - Chennai, India - - - - - INHY - - - ISDA - - - Hyderabad, India - - - - - INKO - - - ISDA - - - Kolkata, India - - - - - INMU - - - ISDA - - - Mumbai, India - - - - - INND - - - ISDA - - - New Delhi, India - - - - - IQBA - - - ISDA - - - Baghdad, Iraq - - - - - IRTE - - - ISDA - - - Teheran, Iran - - - - - ISRE - - - ISDA - - - Reykjavik, Iceland - - - - - ITMI - - - ISDA - - - Milan, Italy - - - - - ITRO - - - ISDA - - - Rome, Italy - - - - - ITTU - - - ISDA - - - Turin, Italy - - - - - JESH - - - ISDA - - - St. Helier, Channel Islands, Jersey - - - - - JMKI - - - ISDA - - - Kingston, Jamaica - - - - - JOAM - - - ISDA - - - Amman, Jordan - - - - - JPTO - - - ISDA - - - Tokyo, Japan - - - - - KENA - - - ISDA - - - Nairobi, Kenya - - - - - KHPP - - - ISDA - - - Phnom Penh, Cambodia - - - - - KRSE - - - ISDA - - - Seoul, Republic of Korea - - - - - KWKC - - - ISDA - - - Kuwait City, Kuwait - - - - - KYGE - - - ISDA - - - George Town, Cayman Islands - - - - - KZAL - - - ISDA - - - Almaty, Kazakhstan - - - - - LAVI - - - ISDA - - - Vientiane, Laos - - - - - LBBE - - - ISDA - - - Beirut, Lebanon - - - - - LKCO - - - ISDA - - - Colombo, Sri Lanka - - - - - LULU - - - ISDA - - - Luxembourg, Luxembourg - - - - - LVRI - - - ISDA - - - Riga, Latvia - - - - - MACA - - - ISDA - - - Casablanca, Morocco - - - - - MARA - - - ISDA - - - Rabat, Morocco - - - - - MCMO - - - ISDA - - - Monaco, Monaco - - - - - MNUB - - - ISDA - - - Ulan Bator, Mongolia - - - - - MOMA - - - ISDA - - - Macau, Macao - - - - - MTVA - - - ISDA - - - Valletta, Malta - - - - - MUPL - - - ISDA - - - Port Louis, Mauritius - - - - - MVMA - - - ISDA - - - Male, Maldives - - - - - MWLI - - - ISDA - - - Lilongwe, Malawi - - - - - MXMC - - - ISDA - - - Mexico City, Mexico - - - - - MYKL - - - ISDA - - - Kuala Lumpur, Malaysia - - - - - MYLA - - - ISDA - - - Labuan, Malaysia - - - - - MZMA - - - ISDA - - - Maputo, Mozambique - - - - - NAWI - - - ISDA - - - Windhoek, Namibia - - - - - NGAB - - - ISDA - - - Abuja, Nigeria - - - - - NGLA - - - ISDA - - - Lagos, Nigeria - - - - - NLAM - - - ISDA - - - Amsterdam, Netherlands - - - - - NLRO - - - ISDA - - - Rotterdam, Netherlands - - - - - NOOS - - - ISDA - - - Oslo, Norway - - - - - NPKA - - - ISDA - - - Kathmandu, Nepal - - - - - NYFD - - - ISDA - - - 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 - - - ISDA - - - 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 - - - ISDA - - - Auckland, New Zealand - - - - - NZWE - - - ISDA - - - Wellington, New Zealand - - - - - OMMU - - - ISDA - - - Muscat, Oman - - - - - PAPC - - - ISDA - - - Panama City, Panama - - - - - PELI - - - ISDA - - - Lima, Peru - - - - - PHMA - - - ISDA - - - Manila, Philippines - - - - - PHMK - - - ISDA - - - Makati, Philippines - - - - - PKKA - - - ISDA - - - Karachi, Pakistan - - - - - PLWA - - - ISDA - - - Warsaw, Poland - - - - - PRSJ - - - ISDA - - - San Juan, Puerto Rico - - - - - PTLI - - - ISDA - - - Lisbon, Portugal - - - - - QADO - - - ISDA - - - Doha, Qatar - - - - - ROBU - - - ISDA - - - Bucharest, Romania - - - - - RSBE - - - ISDA - - - Belgrade, Serbia - - - - - RUMO - - - ISDA - - - Moscow, Russian Federation - - - - - SAAB - - - ISDA - - - Abha, Saudi Arabia - - - - - SAJE - - - ISDA - - - Jeddah, Saudi Arabia - - - - - SARI - - - ISDA - - - Riyadh, Saudi Arabia - - - - - SEST - - - ISDA - - - Stockholm, Sweden - - - - - SGSI - - - ISDA - - - Singapore, Singapore - - - - - SILJ - - - ISDA - - - Ljubljana, Slovenia - - - - - SKBR - - - ISDA - - - Bratislava, Slovakia - - - - - SLFR - - - ISDA - - - Freetown, Sierra Leone - - - - - SNDA - - - ISDA - - - Dakar, Senegal - - - - - SVSS - - - ISDA - - - San Salvador, El Salvador - - - - - THBA - - - ISDA - - - Bangkok, Thailand - - - - - TNTU - - - ISDA - - - Tunis, Tunisia - - - - - TRAN - - - ISDA - - - Ankara, Turkey - - - - - TRIS - - - ISDA - - - Istanbul, Turkey - - - - - TTPS - - - ISDA - - - Port of Spain, Trinidad and Tobago - - - - - TWTA - - - ISDA - - - Taipei, Taiwan - - - - - TZDA - - - ISDA - - - Dar es Salaam, Tanzania - - - - - TZDO - - - ISDA - - - Dodoma, Tanzania - - - - - UAKI - - - ISDA - - - Kiev, Ukraine - - - - - UGKA - - - ISDA - - - Kampala, Uganda - - - - - USBO - - - ISDA - - - Boston, Massachusetts, United States - - - - - USCH - - - ISDA - - - Chicago, United States - - - - - USCR - - - ISDA - - - Charlotte, North Carolina, United States - - - - - USDC - - - ISDA - - - Washington, District of Columbia, United States - - - - - USD-ICESWAP - - - ISDA - - - Publication dates for ICE Swap rates based on USD-LIBOR rates - - - - - USD-MUNI - - - ISDA - - - Publication dates for the USD-Municipal Swap Index - - - - - USDN - - - ISDA - - - Denver, United States - - - - - USDT - - - ISDA - - - Detroit, Michigan, United States - - - - - USGS - - - ISDA - - - U.S. Government Securities Business Day (as defined in 2006 ISDA Definitions Section 1.11 and 2000 ISDA Definitions Section 1.11) - - - - - USHL - - - ISDA - - - Honolulu, Hawaii, United States - - - - - USHO - - - ISDA - - - Houston, United States - - - - - USLA - - - ISDA - - - Los Angeles, United States - - - - - USMB - - - ISDA - - - Mobile, Alabama, United States - - - - - USMN - - - ISDA - - - Minneapolis, United States - - - - - USNY - - - ISDA - - - New York, United States - - - - - USPO - - - ISDA - - - Portland, Oregon, United States - - - - - USSA - - - ISDA - - - Sacramento, California, United States - - - - - USSE - - - ISDA - - - Seattle, United States - - - - - USSF - - - ISDA - - - San Francisco, United States - - - - - USWT - - - ISDA - - - Wichita, United States - - - - - UYMO - - - ISDA - - - Montevideo, Uruguay - - - - - UZTA - - - ISDA - - - Tashkent, Uzbekistan - - - - - VECA - - - ISDA - - - Caracas, Venezuela - - - - - VGRT - - - ISDA - - - Road Town, Virgin Islands (British) - - - - - VNHA - - - ISDA - - - Hanoi, Vietnam - - - - - VNHC - - - ISDA - - - Ho Chi Minh (formerly Saigon), Vietnam - - - - - YEAD - - - ISDA - - - Aden, Yemen - - - - - ZAJO - - - ISDA - - - Johannesburg, South Africa - - - - - ZMLU - - - ISDA - - - Lusaka, Zambia - - - - - ZWHA - - - ISDA - - - Harare, Zimbabwe - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/business-center-9-3.xml b/src/main/resources/coding-schemes/fpml/business-center-9-3.xml index 1480bef..2d878ed 100644 --- a/src/main/resources/coding-schemes/fpml/business-center-9-3.xml +++ b/src/main/resources/coding-schemes/fpml/business-center-9-3.xml @@ -1,5 +1,5 @@ - - + + 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. diff --git a/src/main/resources/coding-schemes/fpml/business-process-1-0.xml b/src/main/resources/coding-schemes/fpml/business-process-1-0.xml index 0342042..fd0d669 100644 --- a/src/main/resources/coding-schemes/fpml/business-process-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/business-process-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of business process a message (e.g. - a status request) applies to. + a status request) applies to. 2011-09-29 @@ -55,7 +55,7 @@ Process for novating a trade to a central counterparty (with margining) - for credit risk mitigation. + for credit risk mitigation. @@ -89,7 +89,7 @@ Process for comparing representations of a trade or portfolio for the - purpose of identifying and resolving discrepancies. + purpose of identifying and resolving discrepancies. @@ -101,7 +101,7 @@ Process for calculating payment amounts and performing payments as - required by the terms of a transaction. + required by the terms of a transaction. diff --git a/src/main/resources/coding-schemes/fpml/cashflow-type-2-0.xml b/src/main/resources/coding-schemes/fpml/cashflow-type-2-0.xml index 870cd6d..b1de91d 100644 --- a/src/main/resources/coding-schemes/fpml/cashflow-type-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/cashflow-type-2-0.xml @@ -1,9 +1,9 @@ - - + + The type of cash flows associated with OTC derivatives contracts and their - lifecycle events. + lifecycle events. @@ -54,7 +54,7 @@ A cash flow resulting from the assignment of a contract to a new - counterparty. + counterparty. @@ -88,7 +88,7 @@ A cash flow corresponding to the synthetic dividend of an equity - underlyer asset traded through a derivative instrument. + underlyer asset traded through a derivative instrument. @@ -111,11 +111,11 @@ 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. + 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. @@ -138,8 +138,8 @@ 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. + derivative instrument that has different types of underlying assets, such as a + total return swap. @@ -151,7 +151,7 @@ A cash flow associated with a partial termination lifecycle - event. + event. @@ -163,7 +163,7 @@ The premium associated with an OTC contract such as an option or a - cap/floor. + cap/floor. @@ -175,8 +175,8 @@ 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. + derivative instrument that has different types of underlying assets, such as a + total return swap. @@ -188,8 +188,8 @@ 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. + contract and that is exchanged between the parties on trade inception and + reverted back when the contract is terminated. diff --git a/src/main/resources/coding-schemes/fpml/category-anonymous-execution-1-0.xml b/src/main/resources/coding-schemes/fpml/category-anonymous-execution-1-0.xml index 6cb2257..b09da0e 100644 --- a/src/main/resources/coding-schemes/fpml/category-anonymous-execution-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/category-anonymous-execution-1-0.xml @@ -1,16 +1,16 @@ - - + + 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. + 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. 2020-12-14 diff --git a/src/main/resources/coding-schemes/fpml/cdx-index-annex-source-1-0.xml b/src/main/resources/coding-schemes/fpml/cdx-index-annex-source-1-0.xml index 74b3819..4934311 100644 --- a/src/main/resources/coding-schemes/fpml/cdx-index-annex-source-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/cdx-index-annex-source-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of values for specifying the CDX index annex - source. + source. @@ -43,7 +43,7 @@ As defined in the relevant form of Master Confirmation applicable to the - confirmation of Dow Jones CDX indices. + confirmation of Dow Jones CDX indices. @@ -55,7 +55,7 @@ As defined in the relevant form of Master Confirmation applicable to the - confirmation of Dow Jones CDX indices. + confirmation of Dow Jones CDX indices. diff --git a/src/main/resources/coding-schemes/fpml/cftc-clearing-exception-and-exemptions-1-1.xml b/src/main/resources/coding-schemes/fpml/cftc-clearing-exception-and-exemptions-1-1.xml index 0282e2a..04e953b 100644 --- a/src/main/resources/coding-schemes/fpml/cftc-clearing-exception-and-exemptions-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/cftc-clearing-exception-and-exemptions-1-1.xml @@ -1,5 +1,5 @@ - - + + The reason a trade is exempted from a clearing mandate. @@ -43,7 +43,7 @@ Used to indicate a clearing exception where a firm is hedging and using - an agent to do doing the hedging on its behalf. + an agent to do doing the hedging on its behalf. @@ -55,7 +55,7 @@ Clearing exception for certain swaps entered into by cooperatives. In the - US, see Regulation 50.51(a) Definition of Exempt Cooperative. + US, see Regulation 50.51(a) Definition of Exempt Cooperative. @@ -67,7 +67,7 @@ In the US, see CFTC Final Rule on End-User Exception to Clearing - Requirements for Swaps Fact Sheet. + Requirements for Swaps Fact Sheet. @@ -79,7 +79,7 @@ Used to indicate an exception to a clearing requirement without - elaborating on the type of exception. + elaborating on the type of exception. @@ -91,7 +91,7 @@ In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between - Certain Affiliated Entities. + Certain Affiliated Entities. @@ -114,7 +114,7 @@ Small bank exemption, as defined in Regulation 50.50(d) in the - US. + US. @@ -126,8 +126,8 @@ 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. + Clearing Requirement for Swaps Entered into by Eligible Treasury + Affiliates. diff --git a/src/main/resources/coding-schemes/fpml/cftc-commodity-code-1-0.xml b/src/main/resources/coding-schemes/fpml/cftc-commodity-code-1-0.xml deleted file mode 100644 index 37e3cdf..0000000 --- a/src/main/resources/coding-schemes/fpml/cftc-commodity-code-1-0.xml +++ /dev/null @@ -1,566 +0,0 @@ - - - - - Contains a code representing a CFTC Part 20 covered commodity. The CFTC Part 20 Large Trader Reporting for Physical Commodity Swaps guidebook can be found on - http://www.cftc.gov/. Note: FpML defines the coding scheme, but the values are defined by an external source. The source of each value indicates the organization that defines it (e.g. CFTC, FpML). - 2018-10-31 - - - - commodityCodeScheme - 1-0 - http://www.fpml.org/coding-scheme/cftc-commodity-code - http://www.fpml.org/coding-scheme/cftc-commodity-code-1-0 - - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - CBT BO - - - CFTC - - - A code for the CBOT Soybean Oil commodity - - - - - CBT C - - - CFTC - - - A code for the Chicago Board of Trade (‘CBOT’) Corn commodity - - - - - CBT EH - - - CFTC - - - A code for the CBOT Ethanol commodity - - - - - CBT O - - - CFTC - - - A code for the CBOT Oats commodity - - - - - CBT RR - - - CFTC - - - A code for the CBOT Rough Rice commodity - - - - - CBT S - - - CFTC - - - A code for the CBOT Soybeans commodity - - - - - CBT SM - - - CFTC - - - A code for the CBOT Soybean Meal commodity - - - - - CBT W - - - CFTC - - - A code for the CBOT Wheat commodity - - - - - CME CB - - - CFTC - - - A code for the Chicago Mercantile Exchange (‘CME’) Butter commodity - - - - - CME CSC - - - CFTC - - - A code for the CME Cheese commodity - - - - - CME DA - - - CFTC - - - A code for the CME Milk Class III commodity - - - - - CME DY - - - CFTC - - - A code for the CME Dry Whey commodity - - - - - CME FC - - - CFTC - - - A code for the CME Feeder Cattle commodity - - - - - CME GNF - - - CFTC - - - A code for the CME Non Fat Dry Milk commodity - - - - - CME HWP - - - CFTC - - - A code for the CME Hardwood Pulp commodity - - - - - CME LB - - - CFTC - - - A code for the CME Random Length Lumber commodity - - - - - CME LC - - - CFTC - - - A code for the CME Live Cattle commodity - - - - - CME LH - - - CFTC - - - A code for the CME Lean Hogs commodity - - - - - CME WP - - - CFTC - - - A code for the CME Softwood Pulp commodity - - - - - CMX GC - - - CFTC - - - A code for the CMX Gold commodity - - - - - CMX HG - - - CFTC - - - A code for the COMEX (‘CMX’) Copper Grade #1 commodity - - - - - CMX SI - - - CFTC - - - A code for the CMX Silver commodity - - - - - ICUS CC - - - CFTC - - - A code for the ICE Futures U.S. (‘ICUS’) Cocoa commodity - - - - - ICUS CT - - - CFTC - - - A code for the ICUS Cotton No. 2 commodity - - - - - ICUS KC - - - CFTC - - - A code for the ICUS Coffee C commodity - - - - - ICUS OJ - - - CFTC - - - A code for the ICUS Frozen Concentrated Orange Juice commodity - - - - - ICUS SB - - - CFTC - - - A code for the ICUS Sugar No. 11 commodity - - - - - ICUS SF - - - CFTC - - - A code for the ICUS Sugar No. 16 commodity - - - - - KCBT KW - - - CFTC - - - A code for the Kansas City Board of Trade (‘KCBT’)Wheat commodity - - - - - MGEX MWE - - - CFTC - - - A code for the Minneapolis Grain Exchange ('MGEX') Wheat commodity - - - - - NYL ZG - - - CFTC - - - A code for the NYSELiffe (‘NYL’) Gold, 100 Troy Oz commodity - - - - - NYL ZI - - - CFTC - - - A code for the NYL Silver, 5000 Troy Oz commodity - - - - - NYMEX BZ - - - CFTC - - - A code for the NYMEX Brent Financial commodity - - - - - NYMEX CJ - - - CFTC - - - A code for the New York Mercantile Exchange (‘NYMEX’) Cocoa commodity - - - - - NYMEX CL - - - CFTC - - - A code for the NYMEX Crude Oil, Light Sweet commodity - - - - - NYMEX HO - - - CFTC - - - A code for the NYMEX No. 2 Heating Oil, New York Harbor commodity - - - - - NYMEX HR - - - CFTC - - - A code for the NYMEX Hot Rolled Coil Steel commodity - - - - - NYMEX KT - - - CFTC - - - A code for the NYMEX Coffee commodity - - - - - NYMEX NG - - - CFTC - - - A code for the NYMEX Natural Gas commodity - - - - - NYMEX NW - - - FpML - - - A code for the NYMEX Waha Basis Swap commodity - - - - - NYMEX PA - - - CFTC - - - A code for the NYMEX Palladium commodity - - - - - NYMEX PH - - - FpML - - - A code for the NYMEX Panhandle Basis Swap commodity - - - - - NYMEX PL - - - CFTC - - - A code for the NYMEX Platinum commodity - - - - - NYMEX QL - - - CFTC - - - A code for the NYMEX Central Appalachian Coal commodity - - - - - NYMEX RB - - - CFTC - - - A code for the NYMEX Gasoline Blendstock (RBOB) commodity - - - - - NYMEX TT - - - CFTC - - - A code for the NYMEX Cotton commodity - - - - - NYMEX UX - - - CFTC - - - A code for the NYMEX Uranium commodity - - - - - NYMEX YO - - - CFTC - - - A code for the NYMEX Sugar No. 11 commodity - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/cftc-entity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/cftc-entity-classification-1-0.xml index c292598..2e63930 100644 --- a/src/main/resources/coding-schemes/fpml/cftc-entity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/cftc-entity-classification-1-0.xml @@ -1,5 +1,5 @@ - - + + Financial Entity Indicator as defined by the CFTC. @@ -54,7 +54,7 @@ An employee benefit plan as defined in paragraphs (3) and (32) of section - 1002 of title 29 of the Commodity Exchange Act (CEA). + 1002 of title 29 of the Commodity Exchange Act (CEA). @@ -66,8 +66,8 @@ 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). + banking, or in activities that are financial in nature, as defined in section + 1843(k) of title 12 of the Commodity Exchange Act (CEA). @@ -79,7 +79,7 @@ A major security based swap participant as defined in CFTC CEA § - 2(h)(7)(C). + 2(h)(7)(C). @@ -113,7 +113,7 @@ A private fund as defined in section 80b-2(a) of title 15 of the - Commodity Exchange Act (CEA). + Commodity Exchange Act (CEA). @@ -125,7 +125,7 @@ A security-based swap dealer as defined in CFTC CEA § - 2(h)(7)(C). + 2(h)(7)(C). diff --git a/src/main/resources/coding-schemes/fpml/cftc-organization-type-2-0.xml b/src/main/resources/coding-schemes/fpml/cftc-organization-type-2-0.xml index 8347918..c05bba4 100644 --- a/src/main/resources/coding-schemes/fpml/cftc-organization-type-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/cftc-organization-type-2-0.xml @@ -1,9 +1,9 @@ - - + + Indicates whether a counterparty is an entity established pursuant to a - U.S. federal law, including CFTC Amendments to Part 45 (2020). + U.S. federal law, including CFTC Amendments to Part 45 (2020). 2022-11-18 working-draft @@ -45,7 +45,7 @@ An agency as defined in 5 U.S.C. 551(1), a federal instrumentality, or a - federal authority. + federal authority. @@ -57,7 +57,7 @@ An entity chartered pursuant to federal law after formation (example: an - organization listed in title 36 of the U.S. Code). + organization listed in title 36 of the U.S. Code). @@ -69,9 +69,9 @@ 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). + 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). @@ -83,7 +83,7 @@ A federally funded research and development center on the master list - referenced in 48 CFR 35.017-6. + referenced in 48 CFR 35.017-6. @@ -95,7 +95,7 @@ A government corporation (examples: as such term is defined in 5 U.S.C. - 103(1) or in 31 U.S.C. 9101). + 103(1) or in 31 U.S.C. 9101). @@ -107,7 +107,7 @@ A government-sponsored enterprise (example: as such term is defined in 2 - U.S.C. 622(8)). + U.S.C. 622(8)). diff --git a/src/main/resources/coding-schemes/fpml/clearance-system-1-0.xml b/src/main/resources/coding-schemes/fpml/clearance-system-1-0.xml index c5d5b9c..c07a745 100644 --- a/src/main/resources/coding-schemes/fpml/clearance-system-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/clearance-system-1-0.xml @@ -1,5 +1,5 @@ - - + + A clearance system diff --git a/src/main/resources/coding-schemes/fpml/clearing-exception-reason-1-1.xml b/src/main/resources/coding-schemes/fpml/clearing-exception-reason-1-1.xml index ebb0c06..36b7fa4 100644 --- a/src/main/resources/coding-schemes/fpml/clearing-exception-reason-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/clearing-exception-reason-1-1.xml @@ -1,5 +1,5 @@ - - + + The reason a trade is exempted from a clearing mandate. @@ -43,7 +43,7 @@ Used to indicate a clearing exception where a firm is hedging and using - an agent to do doing the hedging on its behalf. + an agent to do doing the hedging on its behalf. @@ -55,7 +55,7 @@ Clearing exception for certain swaps entered into by cooperatives. In the - US, see Regulation 50.51(a) Definition of Exempt Cooperative. + US, see Regulation 50.51(a) Definition of Exempt Cooperative. @@ -67,7 +67,7 @@ In the US, see CFTC Final Rule on End-User Exception to Clearing - Requirements for Swaps Fact Sheet. + Requirements for Swaps Fact Sheet. @@ -79,7 +79,7 @@ Used to indicate an exception to a clearing requirement without - elaborating on the type of exception. + elaborating on the type of exception. @@ -91,7 +91,7 @@ In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between - Certain Affiliated Entities. + Certain Affiliated Entities. @@ -103,8 +103,8 @@ 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. + Clearing Requirement for Swaps Entered into by Eligible Treasury + Affiliates. diff --git a/src/main/resources/coding-schemes/fpml/clearing-status-1-1.xml b/src/main/resources/coding-schemes/fpml/clearing-status-1-1.xml index 996db53..06565c1 100644 --- a/src/main/resources/coding-schemes/fpml/clearing-status-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/clearing-status-1-1.xml @@ -1,5 +1,5 @@ - - + + Defines a list of clearing status codes. @@ -43,7 +43,7 @@ The trade has passed CCP eligibility checks and is accepted as a request - for clearing. + for clearing. @@ -55,7 +55,7 @@ The trade is awaiting approval by a clearing firm/broker before a - registration can be confirmed. + registration can be confirmed. @@ -89,7 +89,7 @@ The option trade has been exercised (applicable where the CCP is the - option executor). + option executor). @@ -101,7 +101,7 @@ The option trade has been expired (applicable where the CCP is the option - executor). + executor). @@ -113,7 +113,7 @@ The trade is pending an internal CCP process before registration can be - confirmed. + confirmed. @@ -125,7 +125,7 @@ The trade is awaiting approval by the other clearing firm/broker before a - registration can be confirmed. + registration can be confirmed. @@ -137,7 +137,7 @@ The request for a trade to be cleared has been received by the - CCP. + CCP. @@ -149,7 +149,7 @@ The trade is registered with the CCP and novation has taken - place. + place. @@ -161,7 +161,7 @@ The trade has failed CCP eligibility checks and is rejected as a request - for clearing. + for clearing. @@ -173,7 +173,7 @@ The trade has been settled (applicable where the CCP initiates - settlement). + settlement). @@ -185,7 +185,7 @@ The trade has not been cleared and there is no pending clearing operation - on it. + on it. diff --git a/src/main/resources/coding-schemes/fpml/collateral-arrangement-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-arrangement-1-0.xml index 2f0e881..6ebc596 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-arrangement-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-arrangement-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + subject to a title transfer collateral arrangement, a securities financial collateral + arrangement, or a securities financial with the right of use. 2019-08-02 diff --git a/src/main/resources/coding-schemes/fpml/collateral-asset-definitions-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-asset-definitions-1-0.xml index 6ef236a..137038f 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-asset-definitions-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-asset-definitions-1-0.xml @@ -1,9 +1,9 @@ - - + + ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA - Collateral Asset Definitions. + Collateral Asset Definitions. 2014-05-06 @@ -121,7 +121,7 @@ Australian Government Securities Treasury Adjustable Rate - Bonds. + Bonds. @@ -309,12 +309,12 @@ 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. + 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. @@ -502,9 +502,9 @@ 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. + 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. @@ -1110,7 +1110,7 @@ Botbuoni Ordinari del Tesoro (BOT) zero coupon debt securities issued by - the Italian Treasury with maturities up to 365 days. + the Italian Treasury with maturities up to 365 days. @@ -1122,8 +1122,8 @@ Buoni del Tesoro Poliennali fixed interest semi-annual debt securities - issued by the Italian Treasury with original maturities between 3 and 30 - years. + issued by the Italian Treasury with original maturities between 3 and 30 + years. @@ -1135,8 +1135,8 @@ Certificati di Credito del Tesoro a Cedola Variable (CCT) or floating - rate interest bearing debt securities issued by the Italian - Treasury. + rate interest bearing debt securities issued by the Italian + Treasury. @@ -1159,7 +1159,7 @@ Certificati del Tesoro zero coupon debt securities issued by the Italian - Treasury with maturities between 18 and 24 months. + Treasury with maturities between 18 and 24 months. @@ -1182,7 +1182,7 @@ Debt securities issued and marketed by the Republic of Italy outside the - Italian market, traded as Eurobonds. + Italian market, traded as Eurobonds. @@ -1227,8 +1227,8 @@ 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. + the minimum unit of participation of a partner in the stock capital of the + company. @@ -1295,7 +1295,7 @@ Korean Development Insurance Corporation Bonds (Korean Won - denominated). + denominated). @@ -1307,7 +1307,7 @@ Non-Korean Won denominated Korea Development Bank bonds - (KDBs). + (KDBs). @@ -1341,7 +1341,7 @@ Non Korean Won denominated Korea National Housing Corporation bonds - (KNHCs). + (KNHCs). @@ -1584,7 +1584,7 @@ International Bank for Reconstruction and Development (World Bank) - Discount Notes. + Discount Notes. @@ -1596,7 +1596,7 @@ International Bank for Reconstruction and Development (World Bank or - IBRD) Global Benchmark Bonds. + IBRD) Global Benchmark Bonds. @@ -1707,7 +1707,7 @@ Farm Credit System Financial Assistance Corporation (FCSFAC) - Bonds. + Bonds. @@ -1752,7 +1752,7 @@ Callable Agency Debt - the Federal Home Loan Mortgage Corporation (FHLMC - or Freddie Mac). + or Freddie Mac). @@ -1764,7 +1764,7 @@ Federal Home Loan Mortgage Corporation Certificates - Mortgage Backed - Securities. + Securities. @@ -1787,7 +1787,7 @@ Callable Agency Debt - Federal National Mortgage Association (FNMA or - Fannie Mae). + Fannie Mae). @@ -1799,7 +1799,7 @@ Federal National Mortgage Association Certificates - Mortgage Backed - Securities. + Securities. @@ -1811,7 +1811,7 @@ Callable Agency Debt - Government National Mortgage Association - (GNMA). + (GNMA). @@ -1823,7 +1823,7 @@ Government National Mortgage Association Certificates - Mortgage Backed - Securities (GNMA or Ginnie Mae) + Securities (GNMA or Ginnie Mae) @@ -1923,8 +1923,8 @@ 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. + included within the Standard And Poor's Midcap 400 Index published by Standard + And Poor's, a division of The McGraw-Hill Companies, Inc. diff --git a/src/main/resources/coding-schemes/fpml/collateral-dispute-resolution-method-reason-2-0.xml b/src/main/resources/coding-schemes/fpml/collateral-dispute-resolution-method-reason-2-0.xml index 33ceda6..f1492b1 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-dispute-resolution-method-reason-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-dispute-resolution-method-reason-2-0.xml @@ -1,9 +1,9 @@ - - + + Defines a list of collateral dispute resolution method - codes. + codes. diff --git a/src/main/resources/coding-schemes/fpml/collateral-interest-response-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-interest-response-reason-1-0.xml index d059c50..19d95e9 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-interest-response-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-interest-response-reason-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a list of collateral interest response reason - codes. + codes. diff --git a/src/main/resources/coding-schemes/fpml/collateral-margin-call-response-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-margin-call-response-reason-1-0.xml index 0d13698..9287411 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-margin-call-response-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-margin-call-response-reason-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines a list of collateral reason codes. @@ -141,7 +141,7 @@ Segregated Independent Amount Minimum Transfer Amount - Mismatch + Mismatch diff --git a/src/main/resources/coding-schemes/fpml/collateral-response-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-response-reason-1-0.xml index 28b57dc..16f5455 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-response-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-response-reason-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines a list of collateral response reason codes. diff --git a/src/main/resources/coding-schemes/fpml/collateral-retraction-reason-1-1.xml b/src/main/resources/coding-schemes/fpml/collateral-retraction-reason-1-1.xml index ab37350..c751c1c 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-retraction-reason-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-retraction-reason-1-1.xml @@ -1,5 +1,5 @@ - - + + Defines a list of collateral retraction reason codes. diff --git a/src/main/resources/coding-schemes/fpml/collateral-substitution-response-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-substitution-response-reason-1-0.xml index 1d473d9..1a3436f 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-substitution-response-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-substitution-response-reason-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a list of collateral substitution response reason - codes. + codes. diff --git a/src/main/resources/coding-schemes/fpml/collateral-type-1-0.xml b/src/main/resources/coding-schemes/fpml/collateral-type-1-0.xml index 380b991..baba2c2 100644 --- a/src/main/resources/coding-schemes/fpml/collateral-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateral-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of collateral obtained by a party to - offset its counterparty risk. + offset its counterparty risk. 2012-03-07 @@ -44,9 +44,9 @@ 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). + 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). @@ -58,7 +58,7 @@ Applies to Transparency view only. One party will post some form of - collateral (initial margin or variation margin.) + collateral (initial margin or variation margin.) @@ -70,9 +70,9 @@ 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). + 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). @@ -84,8 +84,8 @@ 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. + collateral is posted by either party; in Recordkeeping view, no collateral is + posted by the counterparty. diff --git a/src/main/resources/coding-schemes/fpml/collateralized-exposure-grouping-1-0.xml b/src/main/resources/coding-schemes/fpml/collateralized-exposure-grouping-1-0.xml index 82629d9..29d2997 100644 --- a/src/main/resources/coding-schemes/fpml/collateralized-exposure-grouping-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/collateralized-exposure-grouping-1-0.xml @@ -1,9 +1,9 @@ - - + + Collateralization Level. Indicates whether the trade is collateralized at - the individual trade level, the portfolio level, or position level. + the individual trade level, the portfolio level, or position level. 2019-08-02 @@ -44,11 +44,11 @@ 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. + 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. @@ -60,9 +60,9 @@ 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. + basis. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, and MIFID + 'Trade' value and to SFTR 'Collateralisation of net exposure' = 'False' + value. diff --git a/src/main/resources/coding-schemes/fpml/commodity-business-calendar-3-6.xml b/src/main/resources/coding-schemes/fpml/commodity-business-calendar-3-6.xml index a63bee2..74ab500 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-business-calendar-3-6.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-business-calendar-3-6.xml @@ -1,16 +1,16 @@ - - + + Specifies the commodity business calendar. 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. + 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. + [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. 2020-02-04 @@ -63,7 +63,7 @@ Argus Media Fertilizer Reports. - http://www.argusmedia.com/Fertilizer + http://www.argusmedia.com/Fertilizer @@ -75,7 +75,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -87,7 +87,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -99,7 +99,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -111,7 +111,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -123,7 +123,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -135,7 +135,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -147,7 +147,7 @@ The Argus US Products report. - http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products + http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products @@ -192,7 +192,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -204,7 +204,7 @@ The business calendar of the Bank Negara Malaysia Policy - Committee. + Committee. @@ -216,7 +216,7 @@ The business calendar for the Belpex power exchange - (www.belpex.be). + (www.belpex.be). @@ -239,7 +239,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -273,7 +273,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -285,7 +285,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -297,7 +297,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -309,7 +309,7 @@ CMAI Global Plastics and Polymers Market Report. - http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai + http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai @@ -321,7 +321,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -333,7 +333,7 @@ CMAI Monomers Market Report. - http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai + http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai @@ -345,7 +345,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -357,7 +357,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -369,7 +369,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -381,7 +381,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -393,7 +393,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -405,7 +405,7 @@ The business calendar for statistical publications by the by the United - States Department of Energy (DOE). + States Department of Energy (DOE). @@ -417,7 +417,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -451,7 +451,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -463,7 +463,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -530,7 +530,7 @@ FERTECON Limited Information Services. - http://fertecon.com/current_information_services.asp + http://fertecon.com/current_information_services.asp @@ -542,7 +542,7 @@ Fertilizer Week. - http://www.crugroup.com/market-analysis/products/fertilizerweek + http://www.crugroup.com/market-analysis/products/fertilizerweek @@ -554,7 +554,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -566,7 +566,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -578,7 +578,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -590,7 +590,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -602,7 +602,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -614,7 +614,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -626,7 +626,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -649,7 +649,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -661,7 +661,7 @@ The business calendar oil and refined product contracts on ICE Futures - Europe. + Europe. @@ -673,7 +673,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -685,7 +685,7 @@ The business calendar for publication of ICIS Benzene (Europe) - data. + data. @@ -697,7 +697,7 @@ The business calendar for publication of ICIS Ethylene (Europe) - data. + data. @@ -709,7 +709,7 @@ The business calendar for publication of ICIS Polyproylene (Europe) - data. + data. @@ -721,7 +721,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -733,7 +733,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -745,7 +745,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -779,7 +779,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -791,7 +791,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -803,7 +803,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -815,7 +815,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -827,7 +827,7 @@ The London Platinum and Palladium Market in London on which members quote - prices for the buying and selling of Platinum and Palladium. + prices for the buying and selling of Platinum and Palladium. @@ -850,7 +850,7 @@ The business calendar for the N2EX UK power exchange - (https://www.n2ex.com/aboutn2ex). + (https://www.n2ex.com/aboutn2ex). @@ -862,7 +862,7 @@ NASDAQ-OMX (Formerly known as Nordpool). - http://www.nasdaqomx.com/commodities + http://www.nasdaqomx.com/commodities @@ -874,7 +874,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -897,7 +897,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -909,7 +909,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -921,7 +921,7 @@ The Nuclear Market Review report as published by Trade tech. - http://www.uranium.info/nuclear_market_review.php + http://www.uranium.info/nuclear_market_review.php @@ -933,7 +933,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -945,7 +945,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -957,7 +957,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -969,7 +969,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -981,7 +981,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -993,7 +993,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1005,7 +1005,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1017,7 +1017,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1029,7 +1029,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1052,7 +1052,7 @@ PetroChemWire Publication Calendar. - http://www.petrochemwire.com/ + http://www.petrochemwire.com/ @@ -1064,7 +1064,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1076,7 +1076,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1088,7 +1088,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1100,7 +1100,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1112,7 +1112,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1124,7 +1124,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1136,7 +1136,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1148,7 +1148,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1160,7 +1160,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1172,7 +1172,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1184,7 +1184,7 @@ The Steel Index Iron Ore Service. - http://www.thesteelindex.com/en/iron-ore + http://www.thesteelindex.com/en/iron-ore @@ -1196,7 +1196,7 @@ The Steel Index Scrap Reference Prices. - http://www.thesteelindex.com/en/scrapprices + http://www.thesteelindex.com/en/scrapprices @@ -1208,7 +1208,7 @@ The Steel Index. - http://www.thesteelindex.com/en/price-specifications + http://www.thesteelindex.com/en/price-specifications @@ -1220,7 +1220,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1232,7 +1232,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1244,7 +1244,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1256,7 +1256,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1268,7 +1268,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1280,7 +1280,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1303,7 +1303,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1315,7 +1315,7 @@ Standard and Poor's GSCI. - http://us.spindices.com/index-family/commodities/sp-gsci + http://us.spindices.com/index-family/commodities/sp-gsci @@ -1327,7 +1327,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1350,7 +1350,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1362,7 +1362,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1374,7 +1374,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. @@ -1386,7 +1386,7 @@ The Ux Consulting Company. - http://www.uxc.com/products/uxw_overview.aspx + http://www.uxc.com/products/uxw_overview.aspx @@ -1398,7 +1398,7 @@ Per 2005 ISDA Commodity Definitions, Section 7.2 Certain Definitions - Relating To Commodity Reference Prices. + Relating To Commodity Reference Prices. diff --git a/src/main/resources/coding-schemes/fpml/commodity-coal-product-source-3-0.xml b/src/main/resources/coding-schemes/fpml/commodity-coal-product-source-3-0.xml index 7a213cb..a3f7975 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-coal-product-source-3-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-coal-product-source-3-0.xml @@ -1,5 +1,5 @@ - - + + Defines a scheme of Coal Product Sources. @@ -43,8 +43,8 @@ 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. + District or the Big Sandy Rate District capable of loading 100 car/10,000 Ton + Unit Trains in four hours or less. @@ -56,8 +56,8 @@ 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. + Kenova Rate District or the Thacker Rate Districts capable of loading 100 + car/10,000 Ton Unit Trains in four hours or less. @@ -69,7 +69,7 @@ Any dock located on the Ohio River between MP 306 and MP 317 or on the - Big Sandy River. + Big Sandy River. @@ -81,9 +81,9 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/commodity-coal-product-type-2-0.xml b/src/main/resources/coding-schemes/fpml/commodity-coal-product-type-2-0.xml index deeb813..f8f387d 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-coal-product-type-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-coal-product-type-2-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal - Annex. + Annex. @@ -54,8 +54,8 @@ 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. + Kenova Rate District or the Thacker Rate Districts capable of loading 100 + car/10,000 Ton Unit Trains in four hours or less. @@ -67,7 +67,7 @@ Any dock located on the Ohio River between MP 306 and MP 317 or on the - Big Sandy River. + Big Sandy River. @@ -79,9 +79,9 @@ 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. + 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. @@ -93,9 +93,9 @@ 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. + 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. @@ -107,9 +107,9 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/commodity-coal-quality-adjustments-2-0.xml b/src/main/resources/coding-schemes/fpml/commodity-coal-quality-adjustments-2-0.xml index baaa924..e38933f 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-coal-quality-adjustments-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-coal-quality-adjustments-2-0.xml @@ -1,5 +1,5 @@ - - + + Defines a scheme of Coal Quality Adjustments. diff --git a/src/main/resources/coding-schemes/fpml/commodity-coal-transportation-equipment-2-0.xml b/src/main/resources/coding-schemes/fpml/commodity-coal-transportation-equipment-2-0.xml index 31f8b92..9310c21 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-coal-transportation-equipment-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-coal-transportation-equipment-2-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of Coal Transportation Equipment - values. + values. diff --git a/src/main/resources/coding-schemes/fpml/commodity-delivery-risk-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-delivery-risk-1-0.xml index 21afcac..1191846 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-delivery-risk-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-delivery-risk-1-0.xml @@ -1,10 +1,10 @@ - - + + Specifies how the parties to the trade aportion responsibility for the - delivery of the commodity product (for example Free On Board, Cost, Insurance, - Freight). + delivery of the commodity product (for example Free On Board, Cost, Insurance, + Freight). 2012-08-02 @@ -45,7 +45,7 @@ Cost and Freight (requires names port of destination) Abbreviation was - formerly C&F. + formerly C&F. @@ -57,7 +57,7 @@ Cost, Insurance and Freight (required name port of - destination). + destination). @@ -69,7 +69,7 @@ Carriage and Insurance Paid To (requires named place of - destination). + destination). @@ -92,7 +92,7 @@ Deliver at Frontier (requires named place of destination) DAF was in - Incoterms 2000 but was eliminated from Incoterms 2010. + Incoterms 2000 but was eliminated from Incoterms 2010. diff --git a/src/main/resources/coding-schemes/fpml/commodity-environmental-tracking-system-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-environmental-tracking-system-1-0.xml index ef5326f..8295e23 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-environmental-tracking-system-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-environmental-tracking-system-1-0.xml @@ -1,9 +1,9 @@ - - + + For US Emissions Allowance Transactions. A system where all electronic - certificates are stored and emissions are tracked. + certificates are stored and emissions are tracked. 2012-08-02 diff --git a/src/main/resources/coding-schemes/fpml/commodity-expire-relative-to-event-2-0.xml b/src/main/resources/coding-schemes/fpml/commodity-expire-relative-to-event-2-0.xml index 466b8b7..197a3f3 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-expire-relative-to-event-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-expire-relative-to-event-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the event relative to which optional expiration(s) - occur. + occur. @@ -43,7 +43,7 @@ The date by which nomination must be received for a given Delivery - Period. + Period. diff --git a/src/main/resources/coding-schemes/fpml/commodity-floating-rate-index-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-floating-rate-index-1-0.xml index 4cf628d..b2bafcd 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-floating-rate-index-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-floating-rate-index-1-0.xml @@ -1,5 +1,5 @@ - - + + Commodity Rate Options. @@ -7,7 +7,7 @@ - floatingRateIndexScheme + commodityFloatingRateIndexScheme 1-0 http://www.fpml.org/coding-scheme/commodity-floating-rate-index http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0 diff --git a/src/main/resources/coding-schemes/fpml/commodity-frequency-type-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-frequency-type-1-0.xml index f36cfc9..caca879 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-frequency-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-frequency-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the frequency with which a price shall be - observed. + observed. @@ -43,7 +43,7 @@ The price will be observed on all days (day type is defined in the - message) in the Calculation Period. + message) in the Calculation Period. @@ -55,7 +55,7 @@ The price will be observed only on the first day (day type is defined in - the message) in the Calculation Period. + the message) in the Calculation Period. @@ -67,7 +67,7 @@ The price will be observed only on the last day (day type is defined in - the message) in the Calculation Period. + the message) in the Calculation Period. @@ -79,7 +79,7 @@ The price will be observed only on the penultimate day (day type is - defined in the message) in the Calculation Period. + defined in the message) in the Calculation Period. diff --git a/src/main/resources/coding-schemes/fpml/commodity-fx-type-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-fx-type-1-0.xml index dcb40da..3298516 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-fx-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-fx-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the method by which FX rate will be applied. @@ -42,7 +42,7 @@ An average FX rate will be applied to the Floating Amount when this is - calculated. + calculated. @@ -54,7 +54,7 @@ The prevailing FX spot rate will be applied to the observed Commodity - Reference Price on each Pricing Date. + Reference Price on each Pricing Date. @@ -66,7 +66,7 @@ The prevailing FX spot rate will be applied to the Floating Amount when - this is calculated. + this is calculated. diff --git a/src/main/resources/coding-schemes/fpml/commodity-information-provider-4-0.xml b/src/main/resources/coding-schemes/fpml/commodity-information-provider-4-0.xml index c3dd92b..ea4bc6e 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-information-provider-4-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-information-provider-4-0.xml @@ -1,9 +1,9 @@ - - + + Defines a publication in which the rate, price, index or factor is to be - found. (e.g Gas Daily, Platts Bloomberg.) + found. (e.g Gas Daily, Platts Bloomberg.) 2014-09-15 @@ -110,7 +110,7 @@ Argus Media Fertilizer Reports. - http://www.argusmedia.com/Fertilizer + http://www.argusmedia.com/Fertilizer @@ -155,7 +155,7 @@ The Argus US Products report. - http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products + http://www.argusmedia.com/Petroleum/Petroleum-Products/Argus-US-Products @@ -277,7 +277,7 @@ CMAI Monomers Market Report. - http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai" + http://www.ihs.com/products/chemical/index.aspx?pu=1&rd=cmai" @@ -289,7 +289,7 @@ CMAI Global Plastics and Polymers Market Report. - http://www.ihs.com/products/chemical/index.aspx?pu=1&=cmai + http://www.ihs.com/products/chemical/index.aspx?pu=1&=cmai @@ -334,7 +334,7 @@ US Energy Information Adminstration publishes prices as reported by the - US Department of Energy. http://www.eia.gov/petroleum/gasdiesel/ + US Department of Energy. http://www.eia.gov/petroleum/gasdiesel/ @@ -346,7 +346,7 @@ US Department of Labor Bureau of Labor Statistics. - http://data.bls.gov/cgi-bin/surveymost?wp + http://data.bls.gov/cgi-bin/surveymost?wp @@ -424,7 +424,7 @@ FERTECON Limited Information Services. - http://fertecon.com/current_information_services.asp + http://fertecon.com/current_information_services.asp @@ -436,7 +436,7 @@ Fertilizer Week. - http://www.crugroup.com/market-analysis/products/fertilizerweek + http://www.crugroup.com/market-analysis/products/fertilizerweek @@ -448,7 +448,7 @@ The Federal Home Loan Bank of San Francisco, or its - successor. + successor. @@ -647,7 +647,7 @@ The Nuclear Market Review report as published by Trade tech. - http://www.uranium.info/nuclear_market_review.php + http://www.uranium.info/nuclear_market_review.php @@ -703,7 +703,7 @@ PetroChemWire Publication Calendar. - http://www.petrochemwire.com/ + http://www.petrochemwire.com/ @@ -715,7 +715,7 @@ PIX Pulp Benchmark Indexes, or any successor publication, published by - FOEX Indexes Ltd. or its successor (http://www.foex.fi). + FOEX Indexes Ltd. or its successor (http://www.foex.fi). @@ -947,7 +947,7 @@ The Steel Index Iron Ore Service. - http://www.thesteelindex.com/en/iron-ore + http://www.thesteelindex.com/en/iron-ore @@ -959,7 +959,7 @@ The Steel Index Scrap Reference Prices. - http://www.thesteelindex.com/en/scrapprices + http://www.thesteelindex.com/en/scrapprices @@ -971,7 +971,7 @@ The Steel Index. - http://www.thesteelindex.com/en/price-specifications + http://www.thesteelindex.com/en/price-specifications @@ -1005,7 +1005,7 @@ Paper Packaging Monitor, or any successor publication, published by RISI - or its successor (http://www.www.risiinfo.com). + or its successor (http://www.www.risiinfo.com). @@ -1017,7 +1017,7 @@ Paper Packaging Monitor-Europe, or any successor publication, published - by RISI or its successor (http://www.www.risiinfo.com). + by RISI or its successor (http://www.www.risiinfo.com). @@ -1029,7 +1029,7 @@ Pulp & Paper Week, or any successor publication, published by RISI or - its successor (http://www.www.risiinfo.com). + its successor (http://www.www.risiinfo.com). @@ -1129,7 +1129,7 @@ The Ux Consulting Company. - http://www.uxc.com/products/uxw_overview.aspx + http://www.uxc.com/products/uxw_overview.aspx diff --git a/src/main/resources/coding-schemes/fpml/commodity-market-disruption-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-market-disruption-1-0.xml index 226a939..487867d 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-market-disruption-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-market-disruption-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the Market Disruption Events that are - applicable. + applicable. @@ -43,7 +43,7 @@ De Minimis Trading as defined in section 7.4 para (c) subpara (vi) of the - ISDA 1993 Commodity Derivative definitions. + ISDA 1993 Commodity Derivative definitions. @@ -55,9 +55,9 @@ 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. + (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. @@ -69,9 +69,9 @@ 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. + of the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) + subpara (v) of the ISDA 1993 Commodity Derivative definitions as + applicable. @@ -83,9 +83,9 @@ 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. + (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. @@ -97,8 +97,8 @@ 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. + the ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara + (i) of the ISDA 1993 Commodity Derivative definitions as applicable. @@ -110,8 +110,8 @@ 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. + ISDA 2005 Commodity Derivative definitions or section 7.4 para (c) subpara (vii) + of the ISDA 1993 Commodity Derivative definitions as applicable. @@ -123,7 +123,7 @@ Trading Disruption as defined in section 7.4 para (c) subpara (ii) of the - ISDA 2005 Commodity Derivative definitions. + ISDA 2005 Commodity Derivative definitions. @@ -135,7 +135,7 @@ Trading Limitation as defined in section 7.4 para (c) subpara (viii) of - the ISDA 1993 Commodity Derivative definitions. + the ISDA 1993 Commodity Derivative definitions. @@ -147,7 +147,7 @@ Trading Suspension as defined in section 7.4 para (c) subpara (ii) of the - ISDA 1993 Commodity Derivative definitions. + ISDA 1993 Commodity Derivative definitions. diff --git a/src/main/resources/coding-schemes/fpml/commodity-market-disruption-fallback-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-market-disruption-fallback-1-0.xml index c5b4141..fafe054 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-market-disruption-fallback-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-market-disruption-fallback-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the Disruption Fallbacks that are applicable. @@ -42,7 +42,7 @@ Average Daily Price Disruption as defined in section 7.5 para (c) subpara - (vi) of the ISDA 1993 Commodity Derivative definitions. + (vi) of the ISDA 1993 Commodity Derivative definitions. @@ -54,9 +54,9 @@ 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. + 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. @@ -68,7 +68,7 @@ Delayed Publication or Announcement as defined in section 7.5 para (c) - subpara (vii) of the ISDA 2005 Commodity Derivative definitions. + subpara (vii) of the ISDA 2005 Commodity Derivative definitions. @@ -80,7 +80,7 @@ Fallback Reference Dealers as defined in section 7.5 para (c) subpara (i) - of the ISDA 2005 Commodity Derivative definitions. + of the ISDA 2005 Commodity Derivative definitions. @@ -92,9 +92,9 @@ 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. + of the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) + subpara (i) of the ISDA 1993 Commodity Derivative definitions as + applicable. @@ -106,9 +106,9 @@ 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. + the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara + (ii) of the ISDA 1993 Commodity Derivative definitions as + applicable. @@ -120,9 +120,9 @@ 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. + the ISDA 2005 Commodity Derivative definitions or section 7.5 para (c) subpara + (iii) of the ISDA 1993 Commodity Derivative definitions as + applicable. @@ -134,8 +134,8 @@ 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. + 2005 Commodity Derivative definitions or section 7.5 para (c) subpara (iv) of + the ISDA 1993 Commodity Derivative definitions as applicable. diff --git a/src/main/resources/coding-schemes/fpml/commodity-metal-brand-manager-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-metal-brand-manager-1-0.xml index 187db51..d97ac6b 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-metal-brand-manager-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-metal-brand-manager-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the brand manager of metal product for a physically settled - metal trade. + metal trade. 2012-08-02 diff --git a/src/main/resources/coding-schemes/fpml/commodity-metal-brand-name-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-metal-brand-name-1-0.xml index 2e653fc..c185164 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-metal-brand-name-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-metal-brand-name-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the brand name of metal product for a physically settled metal - trade. + trade. 2012-08-02 diff --git a/src/main/resources/coding-schemes/fpml/commodity-metal-product-type-3-0.xml b/src/main/resources/coding-schemes/fpml/commodity-metal-product-type-3-0.xml index ff3b15a..9ba4c30 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-metal-product-type-3-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-metal-product-type-3-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the types of metal product for a physically settled metal trade. - Note: the coding scheme is intended for non-precious metals only. + Note: the coding scheme is intended for non-precious metals only. 2016-09-16 @@ -44,7 +44,7 @@ Alloy Aluminum alloy conforming to the Aluminum Association Inc. A380.1 - specification (1989). + specification (1989). diff --git a/src/main/resources/coding-schemes/fpml/commodity-metal-shape-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-metal-shape-1-0.xml index cda2c41..3b277c9 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-metal-shape-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-metal-shape-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the shape(s) of metal product for a physically settled metal - trade. + trade. 2012-08-02 diff --git a/src/main/resources/coding-schemes/fpml/commodity-oil-product-grade-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-oil-product-grade-1-0.xml index 18e7383..a40615f 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-oil-product-grade-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-oil-product-grade-1-0.xml @@ -1,9 +1,9 @@ - - + + Identifies the grade of physical commodity product to be - delivered. + delivered. 2012-09-14 diff --git a/src/main/resources/coding-schemes/fpml/commodity-oil-product-type-3-0.xml b/src/main/resources/coding-schemes/fpml/commodity-oil-product-type-3-0.xml index a884209..57b578d 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-oil-product-type-3-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-oil-product-type-3-0.xml @@ -1,9 +1,9 @@ - - + + Defines a type of physical commodity product to be - delivered. + delivered. 2014-09-15 diff --git a/src/main/resources/coding-schemes/fpml/commodity-pay-relative-to-event-1-0.xml b/src/main/resources/coding-schemes/fpml/commodity-pay-relative-to-event-1-0.xml index a279b37..a5f0519 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-pay-relative-to-event-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-pay-relative-to-event-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the event relative to which payment(s) occur. diff --git a/src/main/resources/coding-schemes/fpml/commodity-quantity-frequency-1-2.xml b/src/main/resources/coding-schemes/fpml/commodity-quantity-frequency-1-2.xml index c89d267..a04cfdf 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-quantity-frequency-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-quantity-frequency-1-2.xml @@ -1,10 +1,10 @@ - - + + 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. + deemed to apply for purposes of calculating the Total Quantity or Total Notional + Quantity. 2012-03-07 @@ -45,7 +45,7 @@ The Notional Quantity is deemed to apply once per Commodity Business Day - for purposes of calculating the Total Notional Quantity. + for purposes of calculating the Total Notional Quantity. @@ -57,8 +57,8 @@ The Quantity or Notional Quantity is deemed to apply once per Calculation - Period for purposes of calculating the Total Quantity or Total Notional - Quantity. + Period for purposes of calculating the Total Quantity or Total Notional + Quantity. @@ -70,8 +70,8 @@ The Quantity or Notional Quantity is deemed to apply once per Calendar - Day for purposes of calculating the Total Quantity or Total Notional - Quantity. + Day for purposes of calculating the Total Quantity or Total Notional + Quantity. @@ -83,8 +83,8 @@ The Quantity or Notional Quantity is deemed to apply once per hour for - purposes of calculating the Total Quantity or Total Notional - Quantity. + purposes of calculating the Total Quantity or Total Notional + Quantity. @@ -96,7 +96,7 @@ The Notional Quantity is deemed to apply once per Month for purposes of - calculating the Total Notional Quantity. + calculating the Total Notional Quantity. @@ -108,8 +108,8 @@ The Quantity or Notional Quantity is deemed to apply once per Settlement - Period for purposes of calculating the Total Quantity or Total Notional - Quantity. + Period for purposes of calculating the Total Quantity or Total Notional + Quantity. @@ -121,8 +121,8 @@ 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. + of the trade for purposes of calculating the Total Quantity or Total Notional + Quantity. diff --git a/src/main/resources/coding-schemes/fpml/commodity-reference-price-3-4.xml b/src/main/resources/coding-schemes/fpml/commodity-reference-price-3-4.xml deleted file mode 100644 index 782602c..0000000 --- a/src/main/resources/coding-schemes/fpml/commodity-reference-price-3-4.xml +++ /dev/null @@ -1,12146 +0,0 @@ - - - - - Defines a scheme of Commodity Reference Prices specified in the Annex to - the 2005 ISDA Commodity Definitions. - 2018-08-29 - - - - commodityReferencePriceScheme - 3-4 - http://www.fpml.org/coding-scheme/commodity-reference-price - http://www.fpml.org/coding-scheme/commodity-reference-price-3-4 - http://www.fpml.org/coding-scheme/commodity-reference-price-3-4.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 10PPM ULTRA LOW SULPHUR DIESEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - 50PPM ULTRA LOW SULPHUR DIESEL-FOB MED (ITALY) 50PPM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM ALLOY-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM ALLOY-LME 27 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM ALLOY-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM ALLOY-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM-LME 27 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINIUM-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINUM ALLOY-MW-319-PLATTS METALS ALERT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINUM ALLOY-MW-356-PLATTS METALS ALERT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINUM ALLOY-MW A-380-PLATTS METALS ALERT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINUM-COMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINUM-MIDWEST-PLATTS METALS ALERT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ALUMINUM-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-CONTRACT BENZENE (FOB USGC/GAL)-GALLON-B&D - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-CONTRACT BENZENE (FOB USGC/GAL)-TON-B&D - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-CONTRACT BENZENE-GALLON-CMAI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-CONTRACT BENZENE-TON-CMAI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-SPOT BENZENE (USGC/GAL)-GALLON-B&D - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-SPOT BENZENE (USGC/GAL)-TON-B&D - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-SPOT BENZENE-GALLON-CMAI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BENZENE-SPOT BENZENE-TON-CMAI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BROAD WOOL (23 MICRON)-SFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - BUCKEYE PIPELINE GASOLINE ASSESSMENTS-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CANOLA-WCE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CATTLE-SFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CLEAN FUELS-SPOT METHANOL (GALLON) FOB U.S. GULF-CMAI WEEKLY MMR - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CLEAN FUELS-SPOT METHANOL (TON) FOB U.S. GULF-CMAI WEEKLY MMR - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COAL-NEWCASTLE-GLOBALCOAL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COAL-RICHARDS BAY-GLOBALCOAL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COAL-TFS API 2-ARGUS/MCCLOSKEY'S - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COAL-TFS API 4-ARGUS/MCCLOSKEY'S - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COCOA-GBP-EURONEXT LIFFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COCOA-NYBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COFFEE ARABICA-BM&F - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COFFEE ARABICA-NYBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COFFEE ROBUSTA-EURONEXT LIFFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CONTAINERBOARD 26LB CORRUGATING MEDIUM SEMICHEMICAL EAST (LIST) PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CONTAINERBOARD 26LB SEMICHEMICAL MEDIUM EASTERN U.S. (LIST) PPM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CONTAINERBOARD 42LB LINERBOARD UNBLEACHED KRAFT EAST (LIST) PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CONTAINERBOARD 42LB UNBLEACHED KRAFT LINERBOARD EASTERN U.S. (LIST) PPM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COPPER-COMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COPPER-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COPPER-LME 27 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COPPER-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COPPER-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - CORN-CBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - COTTON NO. 2-NYBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - DIESEL FUEL-GULF COAST LOW SULFUR (PIPELINE) PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - DIESEL FUEL-GULF COAST LOW SULFUR (WATERBORNE) PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - DIESEL FUEL-NO. 2 BILLINGS-PLATTS OILGRAM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - DIESEL FUEL-NO. 2 SALT LAKE PLATTS OILGRAM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - DIESEL FUEL-ON HIGHWAY ALL TYPES (U.S.)-ENERGY INFORMATION ADMINISTRATION - - - FpML - - - Per Final Pre-publication Draft as of November 25, 2016 of the revised - 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference - Prices, as amended and supplemented through the date on which parties enter into - the relevant transaction. - - - - - DJ-AIGCISM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - DJ-AIGCITRSM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-AEP DAYTON HUB OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-AEP DAYTON HUB PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CALIFORNIA/OREGON BORDER FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CALIFORNIA/OREGON BORDER FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CALIFORNIA/OREGON BORDER NON-FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CALIFORNIA/OREGON BORDER NON-FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY (ON-PEAK)-MEGAWATT DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY NON-FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY NON-FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CINERGY PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-COB OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-COB PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CONTINUOUS TRADING BASE-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CONTINUOUS TRADING PEAK-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-CONTINUOUS TRADING WEEKEND BASE-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DAILY PHELIX BASE SPOT-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DAILY PHELIX PEAK SPOT-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DAY-AHEAD-HOURLY-POWERNEXT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-DKK-NORWAY (OSL)-HOURLY- NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ENTERGY (ON-PEAK)-MEGAWATT DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ENTERGY PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ERCOT-NORTH PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ERCOT OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ERCOT PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-EUR-NORWAY (OSL)-HOURLY- NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-FOURCORNERS FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-FOURCORNERS FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-FOURCORNERS NON-FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-FOURCORNERS NON-FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-FOUR CORNERS OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-FOUR CORNERS PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK AFTERNOON-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK EVENING-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK HIGH NOON-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK MORNING-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK NIGHT-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK OFF PEAK I-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK OFF PEAK II-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-HOURLY BLOCK RUSH HOUR-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ISO NEW ENGLAND-MASS HUB-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ISO NEW ENGLAND-MASS HUB-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ISO NEW ENGLAND-NE MASS BOSTON-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-ISO NEW ENGLAND-NE MASS BOSTON-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-JOJOBA PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-LEBA UK POWER INDEX-ALL DAYS-TELERATE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-LEBA UK POWER INDEX-DAY AHEAD WINDOW-TELERATE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-LEBA UK POWER INDEX-MONDAY-FRIDAY PEAK-TELERATE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-LEBA UK POWER INDEX-WORKING DAYS-TELERATE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MEAD/MARKETPLACE FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MEAD/MARKETPLACE FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MEAD/MARKETPLACE NON-FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MEAD/MARKETPLACE NON-FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MEAD OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MEAD PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MID C OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MID-COLUMBIA FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MID-COLUMBIA FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MID-COLUMBIA NON-FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MID-COLUMBIA NON-FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MID C PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MONTH FUTURES BASE-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MONTH FUTURES PEAK-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MONTHLY PHELIX BASE SPOT-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-MONTHLY PHELIX PEAK SPOT-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-HISTORICAL-NSW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-HISTORICAL-QLD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-HISTORICAL-SA - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-HISTORICAL-SNOWY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-HISTORICAL-VIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-NSW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-OTHER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-QLD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-SA - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-SNOWY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM SPOT PRICE-VIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEM-TAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEPOOL MASS HUB PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NEPOOL MH DA LMP PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-N ILLINOIS PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NOK-NORWAY (OSL)-HOURLY- NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NP-15 FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NP-15 FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NP-15 OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NP-15 PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO A PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO-ZONE A (WEST)-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO-ZONE A (WEST)-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO-ZONE G (HUD VL)-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO-ZONE G (HUD VL)-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO-ZONE J (N.Y.C.)-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-NYISO-ZONE J (N.Y.C.)-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PALO VERDE FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PALO VERDE FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PALO VERDE NON-FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PALO VERDE NON-FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PALO VERDE OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PALO VERDE PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PJM-EASTERN HUB-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-EASTERN HUB-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PJM FIRM (ON-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-NEW JERSEY HUB-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-NEW JERSEY HUB-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-PSEG-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-PSEG-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-WESTERN HUB-DAY AHEAD - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY PJM-WESTERN HUB-REAL TIME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PJM-WEST PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PJM WH REAL TIME PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-PJM-W OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-POWER INDEX-HOURLY-APX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-POWER INDEX-HOURLY-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-POWER INDEX-HOURLY-OMEL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-QUARTER FUTURES BASE-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-QUARTER FUTURES PEAK-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT (SYSTEM PRICE)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT DENMARK EAST (CPH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT DENMARK WEST (ARH)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT FINLAND (HEL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT NORWAY (BER)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT NORWAY (KRI)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT NORWAY (MOL)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT NORWAY (TROM)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT NORWAY (TRON)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-ELSPOT SWEDEN (STO)-HOURLY-NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SEK-NORWAY (OSL)-HOURLY- NORDPOOL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SP-15 FIRM (OFF-PEAK)-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SP-15 FIRM (ON-PEAK)-DOW JONES - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SP-15 OFF-PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SP-15 PEAK-ICE/10X DAILY-POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-SWEP-DOW JONES POWER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-YEAR FUTURES BASE-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ELECTRICITY-YEAR FUTURES PEAK-EEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FEEDER CATTLE-CME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FINE WOOL (19 MICRON)-SFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C10_03 or BALTIC C10_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C11_03 or BALTIC C11_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C12 or BALTIC C12 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C2 or BALTIC C2 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C3 or BALTIC C3 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C4 or BALTIC C4 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C5 or BALTIC C5 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C7 or BALTIC C7 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C8_03 or BALTIC C8_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX ROUTE C9_03 or BALTIC C9_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX TIME CHARTER AVERAGE ROUTES-CALCULATED DAILY AVERAGE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CAPESIZE INDEX TIME CHARTER AVERAGE ROUTES-PUBLISHED DAILY AVERAGE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC1 or BALTIC TC1 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC2_37 or BALTIC TC2_37 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC3_38 or BALTIC TC3_38 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC4 or BALTIC TC4 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC5 or BALTIC TC5 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-CLEAN TANKER INDEX ROUTE TC6 or BALTIC TC6 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD10D or BALTIC TD10D - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD10 or BALTIC TD10 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD11 or BALTIC TD11 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD12 or BALTIC TD12 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD1 or BALTIC TD1 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD2 or BALTIC TD2 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD3 or BALTIC TD3 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD4 or BALTIC TD4 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD5 or BALTIC TD5 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD6 or BALTIC TD6 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD7 or BALTIC TD7 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD8 or BALTIC TD8 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-DIRTY TANKER INDEX ROUTE TD9 or BALTIC TD9 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M1A or BALTIC M1A - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M1B or BALTIC M1B - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M2 or BALTIC M2 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M3 or BALTIC M3 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M4A or BALTIC M4A - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX INDEX ROUTE M4B or BALTIC M4B - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-HANDYMAX WEIGHTED INDEX AVERAGE ROUTES-CALCULATED DAILY AVERAGE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P1A_03 or BALTIC P1A_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P1 or BALTIC P1 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P2A_03 or BALTIC P2A_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P2 or BALTIC P2 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P3A_03 or BALTIC P3A_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P3 or BALTIC P3 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX ROUTE P4_03 or BALTIC P4_03 - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX INDEX TIME CHARTER AVERAGE ROUTES-PUBLISHED DAILY AVERAGE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-BALTIC EXCHANGE-PANAMAX TIME CHARTER INDEX AVERAGE ROUTES-CALCULATED DAILY AVERAGE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC1 (RAS TANURA-YOKOHAMA) or PLATTS TC1 (RT-YOK) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC2_37 (ROTTERDAM-NY) or PLATTS TC2_37 (RDM-NY) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC3_30 (ARUBA-NEW YORK) or PLATTS TC3_30 (ARU-NY) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC4 (SINGAPORE-CHIBA) or PLATTS TC4 (SING-CHI) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS CLEAN TANKERWIRE INDEX-ROUTE TC5 (RAS TANURA-YOKOHAMA) or PLATTS TC5 (RT-YOK) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD1_270 (RAS TANURA-LOOP) or PLATTS TD1_270 (RT-LOOP) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD10 (ARUBA-NEW YORK) or PLATTS TD10 (ARU-NY) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD11 (BANIAS-LAVERA) or PLATTS TD11 (BAN-LAV) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD12 (ANTWERP-HOUSTON) or PLATTS TD12 (ARA-USG) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD14 (DUMAI-CHIBA) or PLATTS TD14 (DUM-CHI) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD2 (RAS TANURA-SINGAPORE) or PLATTS TD2 (RT-SING) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD3_250 (RAS TANURA-CHIBA) or PLATTS TD3_250 (RT-CHI) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD4 (O.S BONNY-LOOP) or PLATTS TD4 (BSY-LOOP) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD5 (O.S BONNY-PHILADELPHIA) or PLATTS TD5 (BSY-PHIL) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD6 (NOVOROSSIYK-AUGUSTA) or PLATTS TD6 (X-MED) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD7 (SULLOM VOE-WILHELMSHAVEN or PLATTS TD7 (SV-WH) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD8 (MENA AL AHMADI-SINGAPORE) or PLATTS TD8 (MA-SP) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FREIGHT-PLATTS DIRTY TANKERWIRE INDEX-ROUTE TD9 (PUERTO LAS CRUZ-CORPUS CHRISTI) or PLATTS TD9 (PLC-CC) - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FRENCH ULTRA LOW SULPHUR DIESEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FROZEN CONCENTRATED ORANGE JUICE NO. 1-NYBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-180 CST ARAB GULF (FOB)-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-180 CST SINGAPORE-PLATTS OILGRAM BUNKERWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-1 PERCENT-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-1 PERCENT-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-1 PERCENT-CARGOES FOB NWE-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-1 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-1 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-3.5 PERCENT-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-3.5 PERCENT-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-3.5 PERCENT-CARGOES FOB NWE-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-3.5 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-3.5 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-380 CST DAILY ESTIMATED MARINE FUEL OIL SPOT PRICES CRISTOBAL (EX-WHARF)-PLATTS OILGRAM BUNKERWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-380 CST FUJAIRAH (IFO)-PLATTS OILGRAM BUNKERWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-380 CST ROTTERDAM (IFO)-PLATTS OILGRAM BUNKERWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-380 CST SINGAPORE (CARGOES)-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-380 CST SINGAPORE (NON-CARGOES)-PLATTS OILGRAM BUNKERWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 0.3 PERCENT HP NEW YORK (BARGE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 0.3 PERCENT HP NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 0.3 PERCENT LP NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 0.7 PERCENT NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 1.0 PERCENT GULF COAST (WATERBORNE)-8 API-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 1.0 PERCENT NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 2.2 PERCENT RESIDUAL (BARGE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 2.2 PERCENT RESIDUAL (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 3.0 PERCENT GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL-NO. 6 3.0 PERCENT NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - FUEL OIL SCHWERES HEIZOEL-1 PERCENT HSL RHEINSCHIENE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-0.2 PERCENT-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-0.2 PERCENT-CARGOES FOB NWE-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-0.2 PERCENT-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-0.2 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-0.2 PERCENT-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-0.5 SINGAPORE-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-1.0. SINGAPORE-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-EN590-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-EN590-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-IPE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-IPE GASOIL AVERAGE-ARGUS EUROPEAN PRODUCTS REPORT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-IPE GASOIL AVERAGE-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-L.P. SINGAPORE-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-LEICHTES HEIZOEL RHEINSCHIENE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GAS OIL-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-BARGES MOGAS 95 R UNL-ARGUS EUROPEAN PRODUCTS REPORT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-NEW YORK-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-PREMIUM .15-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-PREMIUM UNL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-PREMIUM UNL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-PREMIUM UNL-CARGOES FOB NWE-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-PREMIUM UNL-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE RBOB-NEW YORK-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-REGULAR UNL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-REGULAR UNL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-SUPER UNL 93 NEW YORK (BARGE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 87 GULF COAST (PIPELINE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 87 GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 87 NEW YORK (BARGE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 87 NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 87 WEST COAST PIPELINE (LOS ANGELES)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 92 SINGAPORE (MOGAS)-PLATTS ASIA PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 93 GULF COAST (PIPELINE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-UNL 95 SINGAPORE (MOGAS)-PLATTS ASIA PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GASOLINE-WATERBORNE SPOT TOKYO BAY-RIM INTELLIGENCE PRODUCTS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GOLD-A.M. FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GOLD-COMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GOLD-P.M. FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GOLD-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GREASY WOOL (21 MICRON)-SFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GSAG ER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GSAG TR - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GSCI ER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - GSCI TR - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - HEATING OIL-NEW YORK (BARGE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - HEATING OIL-NEW YORK (CARGO)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - HEATING OIL-NEW YORK-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - HEATING OIL-NO. 2 GULF COAST (PIPELINE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - HEATING OIL-NO. 2 GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - IRON ORE-FINES 62 PERCENT FE-QINGDAO-THE STEEL INDEX - - - FpML - - - Per Final Pre-publication Draft as of November 25, 2016 of the revised - 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference - Prices, as amended and supplemented through the date on which parties enter into - the relevant transaction. - - - - - JET FUEL-ASIA-PACIFIC (KERO)-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-JET 54 GULF COAST (PIPELINE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-JET 54 GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-JET 55 GULF COAST (PIPELINE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-JET 55 GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - JET FUEL-NEW YORK (BARGE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - KEROSENE-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - LEAD-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - LEAD-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - LEAD-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - LEAN HOGS-CME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - LIVE CATTLE-CME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - LOW SULPHUR GAS OIL-ICE - - - FpML - - - Per Final Pre-publication Draft as of November 25, 2016 of the revised - 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference - Prices, as amended and supplemented through the date on which parties enter into - the relevant transaction. - - - - - MILK-CLASS III-CME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - MILK-CLASS IV-CME - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - MTBE-GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA-CIF MED (GENOVA/LAVERA)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA-FOB MED (ITALY)-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA-GULF COAST (WATERBORNE)-PLATTS U.S. - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA PHYSICAL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA PHYSICAL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA PHYSICAL-CARGOES FOB NWE-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NAPHTHA SINGAPORE-PLATTS ASIA-PACIFIC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NASAAC-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NASAAC-LME 27 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NASAAC-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NASAAC-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-AECO ($CAD/GJ)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-AECO C/NIT (C$/GJ)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-AECO C/NIT (US$/MMBTU)-CANADIAN GAS REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALBERTA, NOVA INVENTORY TRANSFER (AECO)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALBERTA NATURAL GAS CO. & PG&E GAS TRANSMISSIONS-NORTHWEST INTERCONNECT-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALGONQUIN CITY GATES-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALGONQUIN CITYGATES-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALGONQUIN CITY-GATES-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALGONQUIN GAS TRANSMISSIONS CO.-CITYGATES-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALLIANCE DELIVERED-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ALLIANCE PIPELINE CO.-INTO INTERSTATES (ANR, NICOR, NGPL, MIDWESTERN, UDEL, VECTOR)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-AMERICAN NATURAL RESOURCES PIPELINE CO.-SE TRANSMISSION & GATHERING POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-AMERICAN NATURAL RESOURCES PIPELINE CO.-SW POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-AMERICAN NATURAL RESOURCES PIPLELINE CO.-SE GATHERING POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ANR ML 7-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ANR ML 7-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ANR-SE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ANR-SW-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-APPALACHIA (COLUMBIA GAS)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-APPALACHIA (COLUMBIA GAS)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-APPALACHIA (DOMINION, NORTH POINT)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-APPALACHIA (DOMINION, NORTH POINT)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-APPALACHIA (DOMINION, SOUTH POINT)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-APPALACHIA (DOMINION)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CALIFORNIA MALIN-NGI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CALIFORNIA PG&E CITYGATE-NGI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CALIFORNIA SOCAL-NGI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CANADIAN BORDER (NWPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CANADIAN GAS (DAWN)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CANADIAN GAS (IROQUOIS)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CANADIAN GAS (KINGSGATE)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CANADIAN GAS (NORTHWEST SUMAS)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CARTHAGE HUB-TAILGATE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CARTHAGE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CEGT-EAST-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CEGT-WEST-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CENTERPOINT ENERGY GAS TRANSMISSION CO.-EAST (GENERIC-NORTH, SOUTH OR FLEX)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CENTERPOINT-WEST (GENERIC-W1 OR W2)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CG-MAINLINE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CG-ONSHORE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CHEYENNE HUB-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CHEYENNE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CHICAGO CITY-GATE-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CHICAGO CITYGATE-NGI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CHICAGO CITYGATES-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CHICAGO CITY-GATES-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CIG-MAINLINE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-COL GAS TCO-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-COLORADO INTERSTATE GAS COMPANY-MAINLINE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-COLUMBIA GAS CO.-TCO POOL (APPALACHIA)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-COLUMBIA GULF TRANSMISSION CO.-MAINLINE POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-COLUMBIA GULF TRANSMISSION CO.-ONSHORE POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CONSUMERS ENERGY CITYGATE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-CONSUMERS-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DAILY-IPE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DAWN-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DAWN ONTARIO-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DEMARCATION (NNG)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DEMARC-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DOMINION-SOUTH-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DOMINION-SOUTH POINT-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DRACUT-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-DRACUT-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-E. LOUISIANA (TETCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-E. TEXAS (KATY)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-E. TEXAS (TETCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EAST (RELIANT)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EAST TEXAS (CARTHAGE)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EAST TEXAS (MRT MAINLINE)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EAST TEXAS (NGPL TEXOK)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EL PASO-KEYSTONE POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EL PASO-SAN JUAN BASIN, BLANCO POOL (NON-BONDAD)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EMERSON ($CAD/GJ)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EMPRESS ($US/MMBTU)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EP-PERMIAN (KEYSTONE POOL, WAHA POOL)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-EP-SAN JUAN-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-FGT-Z2-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-FGT-Z3-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-FLORIDA GAS TRANSMISSION-ZONE 2-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-FLORIDA GAS TRANSMISSION-ZONE 3-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HENRY HUB-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HENRY HUB-TAILGATE, LOUISIANA-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HENRY-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HOUSTON SHIP CHANNEL-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HOUSTON SHIP CHANNEL-HOUSTON PIPE LINE POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HOUSTON SHIP CHANNEL-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-HUNTINGDON/SUMAS-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-IPE-NBP NATURAL GAS INDEX-IPE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-IROQUOIS ($US/MMBTU)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-IROQUOIS-Z2-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-IROQUOIS-ZONE 1-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-IROQUOIS ZONE 2-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-IROQUOIS-ZONE 2-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KATY (EXXON, OASIS, LONESTAR INTA/INTER, PPM STORAGE (INJ/WD)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KATY-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KATY-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KERN RIVER GAS TRANSMISSION CO-- ON SYSTEM DELIVERY (NON-WHEELER, NON-KRAMER JUNCTION, NON-DAGGETT)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KERN RIVER GAS TRANSMISSION-ON SYSTEM RECEIPT-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KINGSGATE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KRGT-DEL POOL-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-KRGT-REC POOL-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (ANR)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (ANR)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (COLUMBIA GULF)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (COLUMBIA GULF)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (COLUMBIA GULF MAINLINE)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 1)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 2)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 3)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (NGPL)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (NGPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (SOUTHERN NATURAL)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (SOUTHERN NATURAL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TENNESSEE, 500 LEG)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TENNESSEE, 800 LEG)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TENNESSEE 500 LEG)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TENNESSEE 800 LEG)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TEXAS EASTERN, ELA)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TEXAS EASTERN, WLA)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TEXAS GAS ZONE SL)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TRANSCO ZONE 2)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TRANSCO ZONE 3)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TRUNKLINE)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TRUNKLINE ELA)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA (TRUNKLINE WLA) -GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-LOUISIANA-NATURAL GAS WEEK - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MALIN-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MARITIMES & TENNESSEE GAS PIPELINE CO.-DRACUT INTERCONNECT-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MICH CON CITY GATE-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MICH CON CITY-GATE-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MICHCON-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MICHIGAN CONSOLIDATED CITYGATE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MIDCONTINENT (NGPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MIDCONTINENT (NGPL)-NGI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MISS/ALA (TRANSCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MISSISSIPPI (MAINLINE)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ALGONQUIN CITY-GATES-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ANR ML 7-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX APPALACHIA (COLUMBIA GAS)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX APPALACHIA (DOMINION)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX CANADIAN BORDER (NWPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX CHICAGO CITY-GATES-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX DAWN ONTARIO-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX DEMARCATION (NNG)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX E. LOUISIANA (TETCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX E. TEXAS (HOUSTON SHIP CHANNEL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX E. TEXAS (KATY)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX E. TEXAS (TETCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX EAST (RELIANT)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (ANR)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (COLUMBIA GULF)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (NGPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (SOUTHERN NATURAL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (TENNESSEE 500 LEG)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (TENNESSEE 800 LEG)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX LOUISIANA (TRUNKLINE)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX MICH CON CITY-GATE-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX MIDCONTINENT (NGPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX MISS/ALA (TRANSCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX MISSISSIPPI (MAINLINE)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX NIAGARA-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX OKLAHOMA (ANR)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX OKLAHOMA (ONG)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX PERMIAN BASIN (EL PASO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX PERMIAN BASIN (TRANSWESTERN)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ROCKIES/NW (STANFIELD)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ROCKIES/NW NOVA (AECO-C)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ROCKY MOUNTAINS (CIGC)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ROCKY MOUNTAINS (QUESTAR)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ROCKYMTNS (NWPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX S. LOUISIANA/EAST SIDE (GULF SOUTH)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX S. LOUISIANA (HENRY HUB)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX S. TEXAS (TETCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX SAN JUAN BASIN (EL PASO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX SOUTH TEXAS (NGPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX TEX/OKLA/KAN (NNG)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX TEX/OKLA/KAN (SOUTHERN)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX TEX/OKL MAINLINE (PEPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX TEXAS (TENNESSEE ZONE 0)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX TEXAS (TRUNKLINE)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX TEXOK (NGPL)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX VENTURA (NNG)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX W. LOUISIANA (TETCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX W. TEXAS (WAHA)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX WEST (RELIANT)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX WYOMING (KERN RIVER)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 1 (FGTC)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 1 (TGT)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 1 (TRANSCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 2 (FGTC)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 2 (TRANSCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 3 (FGTC)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 3 (TRANSCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 6 DELIVERED (TENNESSEE)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 6 NON-NY (TRANSCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE 6 NY (TRANSCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE M-3 (TETCO)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY INDEX ZONE SL (TGT)-GAS DAILY PRICE GUIDE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-MONTHLY-IPE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA, SOUTH TEXAS POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-AMARILLO POOLING PIN-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-LOUISIANA POOLING PIN-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-MID-CONTINENT POOLING PIN-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NATURAL GAS PIPELINE CO. OF AMERICA-TXOK EAST POOL (GULF COAST)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE-ARGUS NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE-HEREN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP-DAY AHEAD-ARGUS NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP-DAY AHEAD INDEX-HEREN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP-MONTH AHEAD UNWEIGHTED AVERAGE PRICE-ARGUS NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP MONTHLY-HEREN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NBP-PLATTS ENGR - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NEW MEXICO (EL PASO, BONDAD)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NEW MEXICO (EL PASO, SAN JUAN)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL (NICOR, NIPSCO, PGLC CITYGATE), NBPL-NICOR-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL AMARILLO-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL-AMARILLO-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL IOWA-ILL-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL-LA POOL-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL-MIDCONT-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL STX-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGPL-STX-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX AECO (C$/GJ)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX AECO (US$/MMBTU)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX AECO C/NIT (C$/GJ)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX AECO C/NIT (US$/MMBTU)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX EMPRESS (C$/GJ)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX EMPRESS (US$/MMBTU)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX UNION DAWN (C$/GJ)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NGX UNION DAWN (US$/MMBTU)-CANADIAN GAS PRICE REPORTER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NIAGARA ($US/MMBTU)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NIAGARA-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NNG DEMARCATION-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NNG TX-OKLA-KAN-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NNG VENTURA-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NORTHERN NATURAL GAS & NORTHERN BORDER (TRANSFER POINT) AT VENTURA-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NORTHERN NATURAL GAS-DEMARCATION-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NORTHWEST PIPELINE CORP.-ROCKY MOUNTAIN POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NORTHWEST PIPELINE CORP.-WYOMING POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NWP-ROCKY MTN-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NWP-WYOMING-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OCM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (ANR)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (ANR)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (NGPL)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (ONG)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (PANHANDLE)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (RELIANT EAST)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OKLAHOMA (RELIANT WEST)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ONEOK GAS TRANSPORTATION-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ONEOK-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OPAL-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-OPAL PLANT TAILGATE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PACIFIC GAS TRANSMISSION-MALIN POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PACIFIC GAS TRANSMISSION-STANFIELD POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PANHANDLE EASTERN PIPE LINE CO.-POOL GAS-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PANHANDLE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PEPL (TEXOK MAINLINE)-INSIDE FERC - - - FpML - - - Per Final Pre-publication Draft as of November 25, 2016 of the revised - 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity Reference - Prices, as amended and supplemented through the date on which parties enter into - the relevant transaction. - - - - - NATURAL GAS-PERMIAN BASIN (EL PASO)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PERMIAN BASIN (EL PASO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PERMIAN BASIN (TRANSWESTERN)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PERMIAN BASIN (WAHA)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PG&E CITY-GATE-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PG&E-CITYGATE-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PG&E-CITYGATE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PG&E MALIN-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-PG&E-TOPOCK-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKIES/NW (STANFIELD)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKIES/NW NOVA (AECO-C)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKIES (KERN RIVER, OPAL PLANT)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKIES (QUESTAR RM)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKIES (STANFIELD ORE.)-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKY MOUNTAINS (CIGC)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKY MOUNTAINS (QUESTAR)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ROCKYMTNS (NWPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-S. LOUISIANA/EAST SIDE (GULF SOUTH)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-S. LOUISIANA (HENRY HUB)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-S. TEXAS (TETCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SAN JUAN BASIN (EL PASO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SOCAL BORDER-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SOCAL GAS-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SONAT-T1-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SOUTHERN CALIFORNIA BORDER (EHRENBERG,TOPOCK,NEEDLES,WHEELER,KRS,STOR/PROD,KRAMER)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SOUTHERN NATURAL GAS CO.-TIER 1 POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-SOUTH TEXAS (NGPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-STANFIELD-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-STATION #2 ($CAD/GJ)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-STATION 2-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE 0-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE 6, 200 LINE (DELIVERED)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE L, 500 LEG POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TENNESSEE GAS PIPELINE CO.-ZONE L, 800 LEG POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TENNESSEE ZONE 0-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TENNESSEE ZONE 6-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TETCO-ELA-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TETCO-M1-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TETCO M-3-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TETCO-M3-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TETCO-STX-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TETCO-WLA-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEX/OKLA/KAN (NNG)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEX/OKLA/KAN (SOUTHERN)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - - - Deprecated usage: "NATURAL GAS-PEPL (TEXOK MAINLINE)-INSIDE FERC" - replaces "NATURAL GAS-TEX/OKL MAINLINE (PEPL)-INSIDE FERC". - "NATURAL GAS-TEX/OKL MAINLINE (PEPL)-INSIDE FERC" code has been - deprecated in Per Final Pre-publication Draft as of November 25, 2016 of the - revised 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices. The code is kept in FpML for backward compatibility - purposes. - - - - - NATURAL GAS-TEX/OKL MAINLINE (PEPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS (TENNESSEE ZONE 0)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS (TRUNKLINE)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN ETX-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN-M3 ZONE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN STX-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.- EAST LA-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.- M1 30 & 24 INCH-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.-SOUTH TEXAS ZONE-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS EASTERN TRANSMISSION CORP.- WEST LA-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS GAS TRANSMISSION CORP.- ZONE 1 FT POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS GAS TRANSMISSION CORP.- ZONE SL FT POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXAS GAS ZONE 1-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TEXOK (NGPL)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGP-500L-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGP-800L-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGP-Z0-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGP-Z6 200L-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGT-NGPL-TXOK-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGT-SL (FT)-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TGT-Z1(FT)-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-30-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-45-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-65-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-85-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-EP-PERMIAN-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 30 (ZONE 1)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 45 (ZONE 2)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 65 (ZONE 3)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-STATION 85 (ZONE 4)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPE LINE CORP.-ZONE 5 DELIVERED (NON-WASH.GAS LIGHT)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-ZONE 6 (NON-NY)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCONTINENTAL GAS PIPELINE CORP.-ZONE 6 (NY)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-Z6 (NON-NY)-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO-Z6 (NY)-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO ZONE 1-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO ZONE 4-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO ZONE 6 NON-NY-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRANSCO ZONE 6 NY-GAS DAILY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRUNKLINE-ELA-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRUNKLINE GAS COMPANY-EAST LOUISIANA POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRUNKLINE GAS COMPANY-WEST LOUISIANA POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-TRUNKLINE-WLA-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-UNION DAWN ($US/MMBTU)-NGX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-UNION GAS-DAWN-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-VENTURA (NNG)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-VENTURA-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-W. LOUISIANA (TETCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-W. TEXAS (WAHA)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WAHA HUB-WEST TEXAS-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WAHA-ICE/10X DAILY-NATURAL GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WEST (RELIANT)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WESTCOAST ENERGY & NORTHWEST PIPELINE CORP. (CDN BORDER)-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WESTCOAST ENERGY INC-STATION 2-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WYOMING (KERN RIVER)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-WYOMING INTERSTATE COMPANY-POOL-ICE/10X MONTHLY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZEEBRUGGE-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE - ARGUS NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZEEBRUGGE-DAY AHEAD AND WEEKEND UNWEIGHTED AVERAGE PRICE-HEREN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZEEBRUGGE-DAY AHEAD BASE INDEX-DOW JONES NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZEEBRUGGE HUB-MONTH AHEAD UNWEIGHTED AVERAGE PRICE-ARGUS NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZEEBRUGGE-MONTH AHEAD UNWEIGHTED AVERAGE PRICE-HEREN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZEEBRUGGE-WEEKEND BASE INDEX-DOW JONES NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZIG INDEX-DOW JONES NAT GAS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 1 (FGTC)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 1 (TGT)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 1 (TRANSCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 2 (FGTC)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 2 (TRANSCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 3 (FGTC)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 3 (TRANSCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 6 DELIVERED (TENNESSEE)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 6 NON-NY (TRANSCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE 6 NY (TRANSCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE M-3 (TETCO)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NATURAL GAS-ZONE SL (TGT)-INSIDE FERC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NEWPRINT 30LB EAST PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NEWPRINT 48.8 GSM US PAPER TRADER - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NEWSPRINT 45G PPI GERMANY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NEWSPRINT 60G PPI GERMANY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-BUTANE (EUROPE)-ARGUS LPG - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CANADIAN ISOBUTANE (EDMONTON)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CANADIAN ISOBUTANE (SARNIA)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CANADIAN N. BUTANE (EDMONTON)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CANADIAN N. BUTANE (SARNIA)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CANADIAN PROPANE (EDMONTON)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CANADIAN PROPANE (SARNIA)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY ETHANE (IN-LINE)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY ETHANE (IN-WELL)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY ISOBUTANE (IN-LINE)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY ISOBUTANE (IN-WELL)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY N. BUTANE (IN-LINE)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY N. BUTANE (IN-WELL)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY N. GAS (IN-LINE)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY N. GAS (IN-WELL)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY PROPANE (IN-LINE)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-CONWAY PROPANE (IN-WELL)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU EP MIX-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU ISOBUTANE (NON-TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU ISOBUTANE (TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU N. BUTANE (NON-TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU N. BUTANE (TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU N. GAS (NON-TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU PROPANE (NON-TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU PROPANE (TET)-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU PURITY ETHANE-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-MONT BELVIEU RIVER N. GAS-OPIS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-PROPANE (EUROPE)-ARGUS LPG - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-PROPANE (NORTH SEA)-ARGUS LPG - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-PROPANE (NORTH SEA BP)-ARGUS LPG - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-PROPANE (SAUDI ARAMCO)-ARGUS LPG - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NGL-PROPANE-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NICKEL-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NICKEL-LME 27 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NICKEL-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - NICKEL-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OATS-CBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BRENT (DTD)-ARGUS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BRENT (DTD)-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BRENT-ARGUS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BRENT-IPE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BRENT-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BWAVE (1)-IPE-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-BWAVE (2)-IPE-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-DUBAI-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-JCC-9 DIGIT PROVISIONAL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-JCC-DETAILED - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-JCC-FIXED - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-JCC-PROVISIONAL - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-MIDDLE EAST-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-OMAN-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-TAPIS-APPI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-TAPIS-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-WTI-ARGUS - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-WTI MIDLAND-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-WTI-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-WTI-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OIL-WTS-PLATTS MARKETWIRE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - OMAN MINISTRY OF GAS OFFICIAL PRICE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PALLADIUM-A.M. FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PALLADIUM-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PALLADIUM-P.M. FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PALLADIUM-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PLATINUM-A.M. FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PLATINUM-NYMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PLATINUM-P.M. FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PLATINUM-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP BLEACHED HARDWOOD KRAFT EUROPE PIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP BLEACHED HARDWOOD KRAFT PULP US RISI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP BLEACHED HARDWOOD KRAFT US PIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP NORTHERN BLEACHED SOFTWOOD KRAFT EUROPE PIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP NORTHERN BLEACHED SOFTWOOD KRAFT US PIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP NORTHERN BLEACHED SOFTWOOD KRAFT US PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - PULP NORTHERN BLEACHED SOFTWOOD KRAFT US RISI - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER 1.02 MIXED P&B (SORTED) PPI GERMANY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER 1.04 SUPERMARKET CORRUGATED MIXED P&B PPI GERMANY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER 1.05 OLD CORRUGATED CONTAINERS PPI FRANCE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER 1.11 SORTED GRAPHIC PAPER PPI GERMANY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER 2.01 NEWSPAPERS PPI GERMANY - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER DEINK NEWS (8) ATLANTA PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER DEINK NEWS (8) CHICAGO PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER DEINK NEWS (8) DALLAS-HOUSTON PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER DEINK NEWS (8) NEW YORK PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER DEINK NEWS (8) SAN FRANCISCO-LOS ANGELES PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER DEINK NEWS (8) U.S. AVERAGE PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 BUFFALO OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 CHICAGO OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 LOS ANGELES OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 NEW ENGLAND OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 NEW YORK OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 PACIFIC NW OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 SAN FRANCISCO OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 SOUTHEAST OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER NEWS #8 SOUTHWEST OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC #11 ATLANTA PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 BUFFALO OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 CHICAGO OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC #11 CHICAGO PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC #11 DALLAS-HOUSTON PPC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 LOS ANGELES OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 NEW ENGLAND OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 NEW YORK OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC #11 NEW YORK PPW - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 PACIFIC NW OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC #11 SAN FRANCISCO-LOS ANGELES - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 SAN FRANCISCO OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 SOUTHEAST OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC#11 SOUTHWEST OBM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RECOVERED PAPER OCC #11 U.S. AVERAGE PPC - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RUBBER-RSS3-SICOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RUBBER-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - RUBBER-TSR20-SICOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SILVER-COMEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SILVER-FIX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SILVER-TOCOM - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SOYBEAN MEAL-CBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SOYBEAN OIL-CBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SOYBEANS-CBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SOYBEANS-SAFEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-BILLET-CIS EXPORT FOB BLACK SEA-CRU LONG - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-CRC-GERMANY (EUR)-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-CRC-GERMANY (USD)-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-CRC-USA-MIDWEST-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-HRC-GERMANY (EUR)-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-HRC-GERMANY (USD)-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-HRC-USA-MIDWEST-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-SLAB-EUROPE-CIS-EXPORT-BLACK SEA PORT-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - STEEL-MONTHLY-SLAB-LATIN AMERICA-BRAZIL-EXPORT-CRU - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SUGAR # 11 (WORLD)-NYBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - SUNFLOWER SEEDS-SAFEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - TIN-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - TIN-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - TIN-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ULTRA LOW SULPHUR DIESEL-BARGES FOB ROTTERDAM 10 PPM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ULTRA LOW SULPHUR DIESEL-BARGES FOB ROTTERDAM-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ULTRA LOW SULPHUR DIESEL-CARGOES CIF NWE/BASIS ARA-PLATTS EUROPEAN - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ULTRA LOW SULPHUR DIESEL CIF NWE 50PPM-ARGUS EUROPEAN PRODUCTS REPORT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - WHEAT-CBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - WHEAT HRW-KCBOT - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - WHEAT-SAFEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - WHITE MAIZE-SAFEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - WHITE SUGAR-EURONEXT LIFFE - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - YELLOW MAIZE-SAFEX - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ZINC-LME 15 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ZINC-LME 27 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ZINC-LME 3 MONTH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - - ZINC-LME CASH - - - ISDA - - - Per 2005 ISDA Commodity Definitions, Sub-Annex A, Section 7.1 Commodity - Reference Prices, as amended and supplemented through the date on which parties - enter into the relevant transaction. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/commodity-reference-price-4-0.xml b/src/main/resources/coding-schemes/fpml/commodity-reference-price-4-0.xml index acbb537..22f464e 100644 --- a/src/main/resources/coding-schemes/fpml/commodity-reference-price-4-0.xml +++ b/src/main/resources/coding-schemes/fpml/commodity-reference-price-4-0.xml @@ -1,5 +1,5 @@ - - + + 2023-08-07 diff --git a/src/main/resources/coding-schemes/fpml/compounding-frequency-1-0.xml b/src/main/resources/coding-schemes/fpml/compounding-frequency-1-0.xml index 3e7dc22..9ac1249 100644 --- a/src/main/resources/coding-schemes/fpml/compounding-frequency-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/compounding-frequency-1-0.xml @@ -1,5 +1,5 @@ - - + + The frequency at which a rate is compounded. diff --git a/src/main/resources/coding-schemes/fpml/compression-type-1-0.xml b/src/main/resources/coding-schemes/fpml/compression-type-1-0.xml index a55548f..3ec5ff7 100644 --- a/src/main/resources/coding-schemes/fpml/compression-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/compression-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates what type of trade compression activity took - place. + place. 2012-03-21 @@ -55,7 +55,7 @@ A large pool of trades was combined into a small number of trades with a - similar risk position. + similar risk position. diff --git a/src/main/resources/coding-schemes/fpml/confirmation-method-1-1.xml b/src/main/resources/coding-schemes/fpml/confirmation-method-1-1.xml index e480d38..76dcf62 100644 --- a/src/main/resources/coding-schemes/fpml/confirmation-method-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/confirmation-method-1-1.xml @@ -1,10 +1,10 @@ - - + + Contains a code representing a trade could be confirmed (ie. how the - legally binding terms of a derivatives contract could be documented and - agreed.). + legally binding terms of a derivatives contract could be documented and + agreed.). 2012-11-05 @@ -45,7 +45,7 @@ Confirmation via a shared confirmation facility or platform, or a - private/bilateral electronic system. + private/bilateral electronic system. @@ -57,7 +57,7 @@ Confirmation via a human-readable written document (possibly transmitted - electronically). + electronically). @@ -69,11 +69,11 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/contractual-definitions-3-8.xml b/src/main/resources/coding-schemes/fpml/contractual-definitions-3-9.xml similarity index 84% rename from src/main/resources/coding-schemes/fpml/contractual-definitions-3-8.xml rename to src/main/resources/coding-schemes/fpml/contractual-definitions-3-9.xml index 194b6eb..f519ea0 100644 --- a/src/main/resources/coding-schemes/fpml/contractual-definitions-3-8.xml +++ b/src/main/resources/coding-schemes/fpml/contractual-definitions-3-9.xml @@ -1,18 +1,18 @@ - - + + Specifies a set of standard contract definitions relevant to the - transaction - 2021-08-16 + transaction + 2024-11-15 contractualDefinitionsScheme - 3-8 + 3-9 http://www.fpml.org/coding-scheme/contractual-definitions - http://www.fpml.org/coding-scheme/contractual-definitions-3-8 - http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml + http://www.fpml.org/coding-scheme/contractual-definitions-3-9 + http://www.fpml.org/coding-scheme/contractual-definitions-3-9.xml @@ -233,5 +233,27 @@ ISDA 2021 Interest Rate Derivatives Definitions + + + ISDA2022VerifiedCarbonCredit + + + FpML + + + ISDA 2022 Verified Carbon Credit Transactions Definitions + + + + + ISDA2023DigitalAsset + + + FpML + + + ISDA 2023 Digital Asset Definitions + + \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/contractual-supplement-8-0.xml b/src/main/resources/coding-schemes/fpml/contractual-supplement-8-0.xml index 56f4047..ac2fe73 100644 --- a/src/main/resources/coding-schemes/fpml/contractual-supplement-8-0.xml +++ b/src/main/resources/coding-schemes/fpml/contractual-supplement-8-0.xml @@ -1,9 +1,9 @@ - - + + Defines the supplements to a base set of ISDA Definitions that are - applicable to the transaction. + applicable to the transaction. 2015-10-16 @@ -55,7 +55,7 @@ Standard Terms Supplement for Asset-Backed Tranche - Transactions. + Transactions. @@ -67,7 +67,7 @@ ISDA Standard Terms Supplement for use with Credit Derivative - Transactions on Leveraged Loans. + Transactions on Leveraged Loans. @@ -79,8 +79,8 @@ ISDA Standard Terms Supplement for use with Credit Derivative - Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical - Settlement. + Transactions on Mortgage-backed Security with Pay-As-You-Go or Physical + Settlement. @@ -103,7 +103,7 @@ Standard Terms Supplement for CDX Emerging Markets Untranched - Transactions. + Transactions. @@ -115,7 +115,7 @@ Standard Terms Supplement for CDX Emerging Markets Diversified Untranched - Transactions.. + Transactions.. @@ -138,7 +138,7 @@ Standard Terms Supplement for Dow Jones CDX Tranche - Transactions. + Transactions. @@ -161,7 +161,7 @@ Standard Terms Supplement for Single Name European CMBS - Transactions. + Transactions. @@ -173,7 +173,7 @@ Standard Terms Supplement for Single Name European RMBS - Transactions. + Transactions. @@ -196,8 +196,8 @@ Supplement to the 1999 ISDA Credit Derivatives Definitions Relating to - Convertible, Exchangeable or Accreting Obligations dated November 9, - 2001. + Convertible, Exchangeable or Accreting Obligations dated November 9, + 2001. @@ -209,7 +209,7 @@ Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions - dated May 11, 2001. + dated May 11, 2001. @@ -221,7 +221,7 @@ Supplement Relating to Successor and Credit Events to the 1999 ISDA - Credit Derivatives Definitions dated November 28, 2001. + Credit Derivatives Definitions dated November 28, 2001. @@ -244,7 +244,7 @@ Additional Provisions for Contingent Credit Spread Transactions dated - August 15, 2008. + August 15, 2008. @@ -267,7 +267,7 @@ Additional Provisions for the Argentine Republic: Excluded Obligations - and Excluded Deliverable Obligations dated December 21, 2005. + and Excluded Deliverable Obligations dated December 21, 2005. @@ -279,8 +279,8 @@ ISDA Credit Derivatives Determinations Committees and Auction Settlement - Supplement to the 2003 ISDA Credit Derivatives Definitions (published on - [TBD]). + Supplement to the 2003 ISDA Credit Derivatives Definitions (published on + [TBD]). @@ -292,7 +292,7 @@ May 2003 Supplement to the 2003 ISDA Credit Derivatives - Definitions. + Definitions. @@ -304,7 +304,7 @@ Additional Provisions for Physically Settled Default Swaps Monoline - Insurer as Reference Entity dated May 9, 2003. + Insurer as Reference Entity dated May 9, 2003. @@ -316,7 +316,7 @@ Additional Provisions for Physically Settled Default Swaps Monoline - Insurer as Reference Entity dated January 21, 2005. + Insurer as Reference Entity dated January 21, 2005. @@ -328,8 +328,8 @@ Additional Provisions for the Republic of Hungary: Obligation - Characteristics and Deliverable Obligation Characteristics dated August 13, - 2004. + Characteristics and Deliverable Obligation Characteristics dated August 13, + 2004. @@ -341,8 +341,8 @@ Additional Provisions for the Republic of Hungary: Obligation - Characteristics and Deliverable Obligation Characteristics dated February 14, - 2005. + Characteristics and Deliverable Obligation Characteristics dated February 14, + 2005. @@ -354,8 +354,8 @@ Additional Provisions for the Russian Federation: Obligation - Characteristics and Deliverable Obligation Characteristics dated August 13, - 2004. + Characteristics and Deliverable Obligation Characteristics dated August 13, + 2004. @@ -367,7 +367,7 @@ Additional Provisions for Credit Derivative Transactions - U.S. Municipal - Entity as Reference Entity dated September 17, 2004. + Entity as Reference Entity dated September 17, 2004. @@ -379,7 +379,7 @@ Additional Provisions for STMicroelectronics NV dated December 6, - 2007. + 2007. @@ -391,7 +391,7 @@ 2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity - Derivatives Definitions. + Derivatives Definitions. @@ -403,7 +403,7 @@ 2007 Partial Lookthrough Depository Receipt Supplement to the 2002 ISDA - Equity Derivatives Definitions. + Equity Derivatives Definitions. @@ -415,7 +415,7 @@ Additional Provisions for Physically Settled Default Swaps Monoline - Insurer. + Insurer. @@ -427,7 +427,7 @@ Additional Provisions for Fixed Recovery Credit Default Swap - Transactions + Transactions @@ -439,7 +439,7 @@ Additional Provisions for Fixed Recovery Credit Default Swap - Transactions. + Transactions. @@ -462,7 +462,7 @@ Canadian Supplement to the 2004 Americas Interdealer Master Equity - Derivatives Confirmation Agreement dated March 29, 2004. + Derivatives Confirmation Agreement dated March 29, 2004. @@ -474,7 +474,7 @@ Additional Provisions for Recovery Lock Credit Default Swap - Transactions. + Transactions. @@ -486,7 +486,7 @@ Additional Provisions for Secured Deliverable Obligation - Characteristic. + Characteristic. @@ -509,7 +509,7 @@ Standard Terms Supplement for iTraxx Asia Ex-Japan Swaption - Transactions. + Transactions. @@ -521,7 +521,7 @@ Standard Terms Supplement for iTraxx Asia Excluding Japan Tranched - Transactions. + Transactions. @@ -544,7 +544,7 @@ Standard Terms Supplement for iTraxx Australia Swaption - Transactions. + Transactions. @@ -556,7 +556,7 @@ Standard Terms Supplement for iTraxx Australia Tranched - Transactions. + Transactions. @@ -579,7 +579,7 @@ Standard Terms Supplement for iTraxx CJ Tranched - Transactions. + Transactions. @@ -624,7 +624,7 @@ Standard Terms Supplement for iTraxx Europe Swaption - Transactions. + Transactions. @@ -636,7 +636,7 @@ Standard Terms Supplement for iTraxx Europe Tranched - Transactions. + Transactions. @@ -659,7 +659,7 @@ Standard Terms Supplement for iTraxx Japan Swaption - Transactions. + Transactions. @@ -671,7 +671,7 @@ Standard Terms Supplement for iTraxx Japan Tranched - Transactions. + Transactions. @@ -694,7 +694,7 @@ Standard Terms Supplement for iTraxx SDI 75 Dealer - Transactions. + Transactions. @@ -706,7 +706,7 @@ Standard Terms Supplement for iTraxx SDI 75 Non-Dealer - Transactions. + Transactions. @@ -729,7 +729,7 @@ Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap - Index Transactions. + Index Transactions. @@ -741,7 +741,7 @@ Standard Terms Supplement for Syndicated Secured Loan Credit Default Swap - Index Tranche Transactions. + Index Tranche Transactions. @@ -764,7 +764,7 @@ Standard Terms Supplement for Municipal CDX Untranched - Transactions. + Transactions. @@ -798,7 +798,7 @@ Standard Terms Supplement for Standard CDX Tranche - Transactions. + Transactions. @@ -810,7 +810,7 @@ Standard Terms Supplement for Standard iTraxx Europe Tranched - Transactions. + Transactions. @@ -822,7 +822,7 @@ Standard Syndicated Secured Loan Credit Default Swap Standard Terms - Supplement. + Supplement. @@ -834,7 +834,7 @@ Standard Terms Supplement for Standard Syndicated Secured Loan Credit - Default Swap Bullet Transactions. + Default Swap Bullet Transactions. @@ -846,7 +846,7 @@ Standard Terms Supplement for Standard Syndicated Secured Loan Credit - Default Swap Index Bullet Transactions. + Default Swap Index Bullet Transactions. @@ -858,7 +858,7 @@ Standard Terms Supplement for Standard Syndicated Secured Loan Credit - Default Swap Index Bullet Tranche Transactions. + Default Swap Index Bullet Tranche Transactions. @@ -870,7 +870,7 @@ Syndicated Secured Loan Credit Default Swap Standard Terms - Supplement. + Supplement. diff --git a/src/main/resources/coding-schemes/fpml/corporate-action-1-1.xml b/src/main/resources/coding-schemes/fpml/corporate-action-1-1.xml index 29949c5..64b8b54 100644 --- a/src/main/resources/coding-schemes/fpml/corporate-action-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/corporate-action-1-1.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of values for specifying the type of corporate - action. + action. 2013-07-26 @@ -44,15 +44,15 @@ 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. + 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. @@ -64,13 +64,13 @@ 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. + 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. @@ -82,12 +82,12 @@ 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. + 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. @@ -99,15 +99,15 @@ 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). + 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). @@ -119,12 +119,12 @@ 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. + 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. @@ -136,9 +136,9 @@ 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. + 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. @@ -161,11 +161,11 @@ 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. + 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. @@ -177,17 +177,17 @@ 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. + (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. @@ -199,15 +199,15 @@ 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. + 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. @@ -219,13 +219,13 @@ 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. + 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. @@ -248,13 +248,13 @@ 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. + 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. @@ -266,11 +266,11 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/coupon-type-1-0.xml b/src/main/resources/coding-schemes/fpml/coupon-type-1-0.xml index eb13787..d04740e 100644 --- a/src/main/resources/coding-schemes/fpml/coupon-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/coupon-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of values for specifying if the bond has a variable - coupon, step-up/down coupon or a zero-coupon. + coupon, step-up/down coupon or a zero-coupon. diff --git a/src/main/resources/coding-schemes/fpml/credit-approval-model-1-0.xml b/src/main/resources/coding-schemes/fpml/credit-approval-model-1-0.xml index aaf9bd6..edaa0ed 100644 --- a/src/main/resources/coding-schemes/fpml/credit-approval-model-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/credit-approval-model-1-0.xml @@ -1,11 +1,11 @@ - - + + 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. + 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. 2013-06-07 diff --git a/src/main/resources/coding-schemes/fpml/credit-document-1-0.xml b/src/main/resources/coding-schemes/fpml/credit-document-1-0.xml index 81c97b9..6c7653a 100644 --- a/src/main/resources/coding-schemes/fpml/credit-document-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/credit-document-1-0.xml @@ -1,5 +1,5 @@ - - + + Indicates a type of credit document. diff --git a/src/main/resources/coding-schemes/fpml/credit-event-type-1-0.xml b/src/main/resources/coding-schemes/fpml/credit-event-type-1-0.xml index d290fd8..44a46ec 100644 --- a/src/main/resources/coding-schemes/fpml/credit-event-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/credit-event-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of values for specifying the type of credit - event. + event. 2022-11-18 @@ -44,10 +44,10 @@ 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. + 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. @@ -59,8 +59,8 @@ 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. + downgraded to a distressed rating level. From a usage standpoint, this credit + event is typically not applicable in case of RMBS trades. @@ -72,9 +72,9 @@ 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. + 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. @@ -86,9 +86,9 @@ 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. + 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. @@ -100,9 +100,9 @@ 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. + 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. @@ -114,10 +114,10 @@ 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. + 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. @@ -129,8 +129,8 @@ 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. + that do not result in reductions of the outstanding principal of the reference + obligation. @@ -142,7 +142,7 @@ Results from the fact that the underlier fails to make principal payments - as expected. + as expected. @@ -154,12 +154,12 @@ 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. + 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. @@ -171,10 +171,10 @@ 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. + 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. @@ -186,10 +186,10 @@ 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. + 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. @@ -201,9 +201,9 @@ 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. + 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. @@ -215,7 +215,7 @@ Results from the fact that the underlier writes down its outstanding - principal amount. + principal amount. diff --git a/src/main/resources/coding-schemes/fpml/credit-limit-check-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/credit-limit-check-reason-1-0.xml index f5770fa..6d8c8ed 100644 --- a/src/main/resources/coding-schemes/fpml/credit-limit-check-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/credit-limit-check-reason-1-0.xml @@ -1,9 +1,9 @@ - - + + Standard code to indicate which type of credit limit check - reason. + reason. 2014-08-29 diff --git a/src/main/resources/coding-schemes/fpml/credit-limit-type-1-1.xml b/src/main/resources/coding-schemes/fpml/credit-limit-type-1-1.xml index 914af3b..0618da7 100644 --- a/src/main/resources/coding-schemes/fpml/credit-limit-type-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/credit-limit-type-1-1.xml @@ -1,9 +1,9 @@ - - + + "Standard code to indicate which type of credit line is being referred - to. + to. 2019-10-31 @@ -44,7 +44,7 @@ The type of credit line expressed in CS01. The sensitivity with respect - to changes in the CDS spread. + to changes in the CDS spread. @@ -56,8 +56,8 @@ 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. + basis point decrease in interest rates. It shows the change in a bond's price + compared to a decrease in the bond's yield. @@ -102,7 +102,7 @@ The type of credit line expressed in PV01. The value of a one dollar or - one basis point annuity. + one basis point annuity. diff --git a/src/main/resources/coding-schemes/fpml/credit-matrix-transaction-type-3-12.xml b/src/main/resources/coding-schemes/fpml/credit-matrix-transaction-type-3-12.xml index 51d90aa..12634fa 100644 --- a/src/main/resources/coding-schemes/fpml/credit-matrix-transaction-type-3-12.xml +++ b/src/main/resources/coding-schemes/fpml/credit-matrix-transaction-type-3-12.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of transaction types specified in the Credit Derivatives - Physical Settlement Matrix. + Physical Settlement Matrix. 2021-12-17 @@ -110,7 +110,7 @@ Matrix Transaction Type of EMERGING EUROPEAN AND MIDDLE EASTERN - SOVEREIGN. + SOVEREIGN. @@ -144,7 +144,7 @@ Matrix Transaction Type of EMERGING EUROPEAN FINANCIAL - CORPORATE. + CORPORATE. @@ -156,7 +156,7 @@ Matrix Transaction Type of EMERGING EUROPEAN FINANCIAL CORPORATE - LPN. + LPN. @@ -201,7 +201,7 @@ Matrix Transaction Type of EUROPEAN LIMITED RECOURSE - CORPORATE. + CORPORATE. @@ -213,7 +213,7 @@ Matrix Transaction Type of EUROPEAN SENIOR NON PREFERRED FINANCIAL - CORPORATE. + CORPORATE. @@ -291,7 +291,7 @@ Matrix Transaction Type of LATIN AMERICA FINANCIAL CORPORATE - B. + B. @@ -303,7 +303,7 @@ Matrix Transaction Type of LATIN AMERICA FINANCIAL CORPORATE - BL. + BL. @@ -370,7 +370,7 @@ Matrix Transaction Type of NORTH AMERICAN FINANCIAL - CORPORATE. + CORPORATE. @@ -459,7 +459,7 @@ Matrix Transaction Type of STANDARD AUSTRALIA FINANCIAL - CORPORATE. + CORPORATE. @@ -482,7 +482,7 @@ Matrix Transaction Type of STANDARD EMERGING EUROPEAN AND MIDDLE EASTERN - SOVEREIGN. + SOVEREIGN. @@ -494,7 +494,7 @@ Matrix Transaction Type of STANDARD EMERGING EUROPEAN - CORPORATE. + CORPORATE. @@ -506,7 +506,7 @@ Matrix Transaction Type of STANDARD EMERGING EUROPEAN CORPORATE - LPN. + LPN. @@ -518,7 +518,7 @@ Matrix Transaction Type of STANDARD EMERGING EUROPEAN FINANCIAL - CORPORATE. + CORPORATE. @@ -530,7 +530,7 @@ Matrix Transaction Type of STANDARD EMERGING EUROPEAN FINANCIAL CORPORATE - LPN. + LPN. @@ -542,7 +542,7 @@ Matrix Transaction Type of STANDARD EUROPEAN COCO FINANCIAL - CORPORATE. + CORPORATE. @@ -565,7 +565,7 @@ Matrix Transaction Type of STANDARD EUROPEAN FINANCIAL - CORPORATE. + CORPORATE. @@ -577,7 +577,7 @@ Matrix Transaction Type of STANDARD EUROPEAN LIMITED RECOURSE - CORPORATE. + CORPORATE. @@ -589,7 +589,7 @@ Matrix Transaction Type of STANDARD EUROPEAN SENIOR NON PREFERRED - FINANCIAL CORPORATE. + FINANCIAL CORPORATE. @@ -612,7 +612,7 @@ Matrix Transaction Type of STANDARD JAPAN FINANCIAL - CORPORATE. + CORPORATE. @@ -635,7 +635,7 @@ Matrix Transaction Type of STANDARD LATIN AMERICA CORPORATE - B. + B. @@ -647,7 +647,7 @@ Matrix Transaction Type of STANDARD LATIN AMERICA CORPORATE - BL. + BL. @@ -659,7 +659,7 @@ Matrix Transaction Type of STANDARD LATIN AMERICA FINANCIAL CORPORATE - B. + B. @@ -671,7 +671,7 @@ Matrix Transaction Type of STANDARD LATIN AMERICA FINANCIAL CORPORATE - BL. + BL. @@ -705,7 +705,7 @@ Matrix Transaction Type of STANDARD NEW ZEALAND FINANCIAL - CORPORATE. + CORPORATE. @@ -739,7 +739,7 @@ Matrix Transaction Type of STANDARD NORTH AMERICAN FINANCIAL - CORPORATE. + CORPORATE. @@ -762,7 +762,7 @@ Matrix Transaction Type of STANDARD SINGAPORE FINANCIAL - CORPORATE. + CORPORATE. @@ -785,7 +785,7 @@ Transaction Type of STANDARD SUBORDINATED EUROPEAN INSURANCE - CORPORATE. + CORPORATE. @@ -797,7 +797,7 @@ Matrix Transaction Type of STANDARD SUKUK FINANCIAL - CORPORATE. + CORPORATE. @@ -809,7 +809,7 @@ Matrix Transaction Type of STANDARD U.S. MUNICIPAL FULL FAITH AND - CREDIT. + CREDIT. @@ -821,7 +821,7 @@ Matrix Transaction Type of STANDARD U.S. MUNICIPAL GENERAL - FUND. + FUND. @@ -844,7 +844,7 @@ Matrix Transaction Type of STANDARD WESTERN EUROPEAN - SOVEREIGN. + SOVEREIGN. @@ -856,7 +856,7 @@ Matrix Transaction Type of SUBORDINATED EUROPEAN INSURANCE - CORPORATE. + CORPORATE. @@ -901,7 +901,7 @@ Matrix Transaction Type of U.S. MUNICIPAL FULL FAITH AND - CREDIT. + CREDIT. diff --git a/src/main/resources/coding-schemes/fpml/credit-rating-agency-1-0.xml b/src/main/resources/coding-schemes/fpml/credit-rating-agency-1-0.xml index d1bc570..bcea81a 100644 --- a/src/main/resources/coding-schemes/fpml/credit-rating-agency-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/credit-rating-agency-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the credit rating agencies. diff --git a/src/main/resources/coding-schemes/fpml/credit-seniority-2-3.xml b/src/main/resources/coding-schemes/fpml/credit-seniority-2-3.xml index d3fede6..e4e30d1 100644 --- a/src/main/resources/coding-schemes/fpml/credit-seniority-2-3.xml +++ b/src/main/resources/coding-schemes/fpml/credit-seniority-2-3.xml @@ -1,9 +1,9 @@ - - + + Specifies the repayment precedence of a debt - instrument. + instrument. 2017-12-22 diff --git a/src/main/resources/coding-schemes/fpml/credit-seniority-trading-1-1.xml b/src/main/resources/coding-schemes/fpml/credit-seniority-trading-1-1.xml index 1a5d9e9..3833f46 100644 --- a/src/main/resources/coding-schemes/fpml/credit-seniority-trading-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/credit-seniority-trading-1-1.xml @@ -1,9 +1,9 @@ - - + + Specifies the seniority of the reference obligation used in a single name - credit default swap trade. It overrides the creditSeniorityScheme. + credit default swap trade. It overrides the creditSeniorityScheme. 2017-12-22 @@ -55,7 +55,7 @@ Senior Loss Absorbing Capacity. A tier of debt, which is between Senior - and Subordinate. + and Subordinate. diff --git a/src/main/resources/coding-schemes/fpml/credit-support-agreement-type-1-1.xml b/src/main/resources/coding-schemes/fpml/credit-support-agreement-type-1-1.xml index 89a99c8..9df5ac4 100644 --- a/src/main/resources/coding-schemes/fpml/credit-support-agreement-type-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/credit-support-agreement-type-1-1.xml @@ -1,9 +1,9 @@ - - + + Specifies the type of ISDA Credit Support Agreement governing the - transaction. + transaction. @@ -43,7 +43,7 @@ The ISDA 1994 Credit Support Annex New York Law (pledge) - applies. + applies. @@ -55,7 +55,7 @@ The ISDA 1995 Credit Support Annex English Law (title transfer) - applies. + applies. @@ -78,7 +78,7 @@ The ISDA 1995 Credit Support Deed English Law (charge) - applies. + applies. diff --git a/src/main/resources/coding-schemes/fpml/csa-clearing-exception-and-exemptions-1-0.xml b/src/main/resources/coding-schemes/fpml/csa-clearing-exception-and-exemptions-1-0.xml new file mode 100644 index 0000000..b6b531c --- /dev/null +++ b/src/main/resources/coding-schemes/fpml/csa-clearing-exception-and-exemptions-1-0.xml @@ -0,0 +1,63 @@ + + + + + The reason a trade is exempted from a clearing mandate as defined by the + Canadian Securities Administrators (CSA). + 2024-11-15 + + + + clearingExceptionReasonScheme + 1-0 + http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions + http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions-1-0 + http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions-1-0.xml + + + + Code + + 63 + + + + Source + + + + Description + + + + key + + + + + + + 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. + + + + \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/csa-dealer-status-entity-classification-2-0.xml b/src/main/resources/coding-schemes/fpml/csa-dealer-status-entity-classification-2-0.xml index 10f3be3..660c073 100644 --- a/src/main/resources/coding-schemes/fpml/csa-dealer-status-entity-classification-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/csa-dealer-status-entity-classification-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the dealer status of a party under Canadian Securities - Administrators (CSA). + Administrators (CSA). 2017-03-17 @@ -44,7 +44,7 @@ Indicates the organization with respect to the reporting Regime is a - Dealer, for example in Canadian reporting. + Dealer, for example in Canadian reporting. @@ -56,7 +56,7 @@ Indicates the organization with respect to the reporting Regime is a Non - Dealer, for example in Canadian reporting. + Dealer, for example in Canadian reporting. diff --git a/src/main/resources/coding-schemes/fpml/csa-local-party-status-entity-classification-2-0.xml b/src/main/resources/coding-schemes/fpml/csa-local-party-status-entity-classification-2-0.xml index 23f9dd3..87f448f 100644 --- a/src/main/resources/coding-schemes/fpml/csa-local-party-status-entity-classification-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/csa-local-party-status-entity-classification-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the local party status of a party under Canadian Securities - Administrators (CSA). + Administrators (CSA). 2017-03-17 @@ -44,8 +44,8 @@ Indicates the organization referenced by the partyTradeInformation with - respect to the reporting Regime is a Local Party, for example in Canadian - reporting. + respect to the reporting Regime is a Local Party, for example in Canadian + reporting. @@ -57,8 +57,8 @@ Indicates the organization referenced by the partyTradeInformation with - respect to the reporting Regime is a Non Local Party, for example in Canadian - reporting. + respect to the reporting Regime is a Non Local Party, for example in Canadian + reporting. diff --git a/src/main/resources/coding-schemes/fpml/currency-1-0.xml b/src/main/resources/coding-schemes/fpml/currency-1-0.xml index a227f57..c4341c4 100644 --- a/src/main/resources/coding-schemes/fpml/currency-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/currency-1-0.xml @@ -1,10 +1,10 @@ - - + + 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 (currencyScheme) and the FpML non ISO currency scheme + (nonIsoCurrency). 2016-10-28 diff --git a/src/main/resources/coding-schemes/fpml/cut-name-1-0.xml b/src/main/resources/coding-schemes/fpml/cut-name-1-0.xml index 566430f..64bf46f 100644 --- a/src/main/resources/coding-schemes/fpml/cut-name-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/cut-name-1-0.xml @@ -1,9 +1,9 @@ - - + + The specification of the cut name, or expiry date and time, for an FX OTC - option. + option. diff --git a/src/main/resources/coding-schemes/fpml/date-adjustment-type-1-0.xml b/src/main/resources/coding-schemes/fpml/date-adjustment-type-1-0.xml index f572386..73bf6b6 100644 --- a/src/main/resources/coding-schemes/fpml/date-adjustment-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/date-adjustment-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a date adjustment type, based on a - business case (e.g. grace days). + business case (e.g. grace days). 2021-06-25 working-draft @@ -67,7 +67,7 @@ Indication that the date adjustment type is for trailing - days. + days. diff --git a/src/main/resources/coding-schemes/fpml/day-count-1-0.xml b/src/main/resources/coding-schemes/fpml/day-count-1-0.xml index 5af1233..0fd387a 100644 --- a/src/main/resources/coding-schemes/fpml/day-count-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/day-count-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the denominator for accrual calculation to be used as part of - the ISDA Standard CSA document. + the ISDA Standard CSA document. 2014-05-06 diff --git a/src/main/resources/coding-schemes/fpml/day-count-fraction-2-3.xml b/src/main/resources/coding-schemes/fpml/day-count-fraction-2-3.xml index b893bbc..b665a3e 100644 --- a/src/main/resources/coding-schemes/fpml/day-count-fraction-2-3.xml +++ b/src/main/resources/coding-schemes/fpml/day-count-fraction-2-3.xml @@ -1,10 +1,10 @@ - - + + 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. + 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. 021-06-25 @@ -45,9 +45,9 @@ 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). + (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). @@ -59,9 +59,9 @@ 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). + (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). @@ -73,12 +73,12 @@ 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. + (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. @@ -90,12 +90,12 @@ 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. + (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. @@ -107,9 +107,9 @@ 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). + (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). @@ -121,9 +121,9 @@ 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). + (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). @@ -135,8 +135,8 @@ 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). + (ix) or 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph + (i). @@ -148,9 +148,9 @@ 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. + EXACT/EXACT" day count fraction, as defined in the "Definitions Communes + plusieurs Additifs Techniques" published by the Association Francaise des + Banques in September 1994. @@ -162,10 +162,10 @@ 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. + (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. @@ -177,11 +177,11 @@ 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'. + (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'. @@ -193,13 +193,13 @@ 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. + 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. @@ -211,9 +211,9 @@ 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 + 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 @@ -225,9 +225,9 @@ 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. + (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. diff --git a/src/main/resources/coding-schemes/fpml/declear-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/declear-reason-1-0.xml index 24f708c..c7af42e 100644 --- a/src/main/resources/coding-schemes/fpml/declear-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/declear-reason-1-0.xml @@ -1,5 +1,5 @@ - - + + Indicates the reason that a declear was requested. @@ -43,7 +43,7 @@ The trade was cleared in error (but the trade itself remains in - effect). + effect). @@ -55,8 +55,8 @@ 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. + and is no longer eligible for clearing, the clearing service no longer clears + this type of trade, etc. @@ -68,7 +68,7 @@ The trade was cancelled, e.g. due to an error in creation of the - trade. + trade. diff --git a/src/main/resources/coding-schemes/fpml/delivery-method-1-0.xml b/src/main/resources/coding-schemes/fpml/delivery-method-1-0.xml index 6ca0d57..437ab6f 100644 --- a/src/main/resources/coding-schemes/fpml/delivery-method-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/delivery-method-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines the possible delivery methods for securities. @@ -43,7 +43,7 @@ Indicates that a securities delivery must be made against payment in - simultaneous transmissions and stipulate each other. + simultaneous transmissions and stipulate each other. @@ -55,8 +55,8 @@ 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. + cash payment in exchange and not depending on if payment obligations are + fulfilled or not and vice versa. @@ -68,8 +68,8 @@ 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. + payment for the securities; fulfillment of payment obligations depends on + securities delivery obligations fulfillment. @@ -81,8 +81,8 @@ Indicates that a payment in full amount must be made before the - securities delivery; fulfillment of securities delivery obligations depends on - payment obligations fulfillment. + securities delivery; fulfillment of securities delivery obligations depends on + payment obligations fulfillment. diff --git a/src/main/resources/coding-schemes/fpml/derivative-calculation-method-1-0.xml b/src/main/resources/coding-schemes/fpml/derivative-calculation-method-1-0.xml index e314678..47fd17d 100644 --- a/src/main/resources/coding-schemes/fpml/derivative-calculation-method-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/derivative-calculation-method-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the method by which a derivative is computed. @@ -42,7 +42,7 @@ The derivative is computed analytically, e.g. by a closed form analytical - equation. + equation. @@ -54,7 +54,7 @@ The derivative is computed by other (non-perturbative) numerical means, - such as a direct output from a numerical model. + such as a direct output from a numerical model. @@ -66,8 +66,8 @@ 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. + numerically perturbing the input, recalculating the measure, and dividing by the + amount of the perturbation. @@ -79,7 +79,7 @@ The derivative is computed by finite difference based on the substitution - of a supplied pricing input, e.g. a bumped yield curve. + of a supplied pricing input, e.g. a bumped yield curve. diff --git a/src/main/resources/coding-schemes/fpml/designated-priority-1-0.xml b/src/main/resources/coding-schemes/fpml/designated-priority-1-0.xml index aea4d98..4da11df 100644 --- a/src/main/resources/coding-schemes/fpml/designated-priority-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/designated-priority-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + In practice there could be any number of liens. Practice shows that the number does not + typically goes beyond 3. @@ -77,7 +77,7 @@ It is unknown whether a lien is associated with a loan - facility. + facility. diff --git a/src/main/resources/coding-schemes/fpml/determination-method-3-4.xml b/src/main/resources/coding-schemes/fpml/determination-method-3-4.xml index 8ad917a..959ad84 100644 --- a/src/main/resources/coding-schemes/fpml/determination-method-3-4.xml +++ b/src/main/resources/coding-schemes/fpml/determination-method-3-4.xml @@ -1,9 +1,9 @@ - - + + Specifies the method according to which an amount or a date is - determined. + determined. 2015-07-15 @@ -99,7 +99,7 @@ The initial Index Level is the level of the Expiring Contract as provided - in the Master Confirmation. + in the Master Confirmation. @@ -177,7 +177,7 @@ Date on which the strike is determined in respect of a forward starting - swap. + swap. diff --git a/src/main/resources/coding-schemes/fpml/embedded-option-type-1-0.xml b/src/main/resources/coding-schemes/fpml/embedded-option-type-1-0.xml index 53b0428..88434db 100644 --- a/src/main/resources/coding-schemes/fpml/embedded-option-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/embedded-option-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates a type of embedded option contained in an OTC derivative - contract. + contract. 2012-05-11 @@ -44,7 +44,7 @@ The right but not the obligation to terminate a trade early without - additional payment. + additional payment. @@ -56,7 +56,7 @@ The right but not the obligation to increase the term of a trade (without - changing other terms) without additional payment. + changing other terms) without additional payment. @@ -68,8 +68,8 @@ 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. + of fair market replacement value of the trade by the out of the money + counterparty. diff --git a/src/main/resources/coding-schemes/fpml/entity-classification-2-0.xml b/src/main/resources/coding-schemes/fpml/entity-classification-2-0.xml index 9a4be09..47d32ca 100644 --- a/src/main/resources/coding-schemes/fpml/entity-classification-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/entity-classification-2-0.xml @@ -1,5 +1,5 @@ - - + + This specifies the entity classification of a party. @@ -43,7 +43,7 @@ Indicates an organization with respect to the reporting Regime that does - not fit any other classification. + not fit any other classification. diff --git a/src/main/resources/coding-schemes/fpml/entity-type-1-0.xml b/src/main/resources/coding-schemes/fpml/entity-type-1-0.xml index 1497f04..9e702da 100644 --- a/src/main/resources/coding-schemes/fpml/entity-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/entity-type-1-0.xml @@ -1,9 +1,9 @@ - - + + This specifies the reference entity types corresponding to a list of types - defined in the ISDA First to Default documentation. + defined in the ISDA First to Default documentation. diff --git a/src/main/resources/coding-schemes/fpml/equity-matrix-transaction-type-1-0.xml b/src/main/resources/coding-schemes/fpml/equity-matrix-transaction-type-1-0.xml index be8b0d4..47479dc 100644 --- a/src/main/resources/coding-schemes/fpml/equity-matrix-transaction-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/equity-matrix-transaction-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of transaction types specified in the Equity Derivatives - Settlement Matrix. + Settlement Matrix. 2015-06-15 @@ -44,7 +44,7 @@ The ISDA-published 2011 Index Volatility Swap Agreement for Open - Markets. + Markets. diff --git a/src/main/resources/coding-schemes/fpml/esma-currency-pair-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-currency-pair-classification-1-0.xml index 943e64f..1721453 100644 --- a/src/main/resources/coding-schemes/fpml/esma-currency-pair-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-currency-pair-classification-1-0.xml @@ -1,9 +1,9 @@ - - + + Currency pair classification as defined under ESMA MiFID - II. + II. 2017-12-22 diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-action-type-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-action-type-1-0.xml index 76c9659..ef75204 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-action-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-action-type-1-0.xml @@ -1,10 +1,10 @@ - - + + Action type as defined in the European Market Infrastructure Regulation - Refit (EMIR Refit) by the European Securities and Markets Authority - (ESMA). + Refit (EMIR Refit) by the European Securities and Markets Authority + (ESMA). 2023-06-21 @@ -45,7 +45,7 @@ Correct: A report correcting the erroneous data fields of a previously - submitted report. + submitted report. @@ -57,10 +57,10 @@ 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. + 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. @@ -72,8 +72,8 @@ 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. + derivative, at a trade or position level, but not a correction of a + report. @@ -85,7 +85,7 @@ New: A report of a derivative, at a trade or position level, for the - first time. + first time. @@ -97,7 +97,7 @@ Position component: A report of a new derivative that is included in a - separate position report on the same day. + separate position report on the same day. @@ -109,7 +109,7 @@ Revive: Re-opening of a derivative, at a trade or position level, that - was cancelled with action type ‘Error’ or terminated by mistake. + was cancelled with action type ‘Error’ or terminated by mistake. @@ -121,7 +121,7 @@ Terminate: A termination of an existing derivative, at a trade or - position level. + position level. @@ -133,7 +133,7 @@ Valuation: An update of a valuation of a derivative, at a trade or - position level. + position level. diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-contract-type-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-contract-type-1-0.xml index d48ed9d..ea8aed0 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-contract-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-contract-type-1-0.xml @@ -1,9 +1,10 @@ - - + + - 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. + 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. 2023-11-03 diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-crypto-asset-indicator-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-crypto-asset-indicator-1-0.xml index 6ae0ead..3fea383 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-crypto-asset-indicator-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-crypto-asset-indicator-1-0.xml @@ -1,9 +1,9 @@ - - + + A scheme identifiying whether the product is based on a crypto - asset. + asset. 2023-06-21 diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-1-commodity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-1-commodity-classification-1-0.xml index c28371d..ca0b8c4 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-1-commodity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-1-commodity-classification-1-0.xml @@ -1,12 +1,13 @@ - - + + 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. + 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. 2023-11-03 @@ -156,7 +157,8 @@ ESMA - ‘Other C10 derivatives’ as defined in Table 10.1 of Annex III to Commission Delegated Regulation (EU) 2017/583. + ‘Other C10 derivatives’ as defined in Table 10.1 of Annex III to + Commission Delegated Regulation (EU) 2017/583. diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-2-commodity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-2-commodity-classification-1-0.xml index 9e58fb7..cb0312e 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-2-commodity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-2-commodity-classification-1-0.xml @@ -1,12 +1,13 @@ - - + + 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. + 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. 2023-11-03 diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-3-commodity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-3-commodity-classification-1-0.xml index a9c193c..9ee6037 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-3-commodity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-layer-3-commodity-classification-1-0.xml @@ -1,12 +1,13 @@ - - + + 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. + 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. 2023-11-03 diff --git a/src/main/resources/coding-schemes/fpml/esma-emir-refit-regulatory-corporate-sector-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-emir-refit-regulatory-corporate-sector-1-0.xml index 5d0249c..a482ff8 100644 --- a/src/main/resources/coding-schemes/fpml/esma-emir-refit-regulatory-corporate-sector-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-emir-refit-regulatory-corporate-sector-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies Corporate sector as defined by ESMA EMIR - Refit. + Refit. 2023-06-21 @@ -55,13 +55,13 @@ (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. + 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. @@ -95,7 +95,7 @@ (Financial) Credit institution authorised in accordance with Directive - 2013/36/EU. + 2013/36/EU. @@ -107,8 +107,8 @@ (Financial) Central securities depository authorised in accordance with - Regulation (EU) No 909/2014 of the European Parliament and of the - Council. + Regulation (EU) No 909/2014 of the European Parliament and of the + Council. @@ -120,7 +120,7 @@ (Non Financial) Electricity, gas, steam and air conditioning - supply. + supply. @@ -132,7 +132,7 @@ (Non Financial) Water supply, sewerage, waste management and remediation - activities. + activities. @@ -155,7 +155,7 @@ (Non Financial) Wholesale and retail trade, repair of motor vehicles and - motorcycles. + motorcycles. @@ -189,8 +189,8 @@ (Financial) Insurance undertaking or reinsurance undertaking authorised - in accordance with Directive 2009/138/EC of the European Parliament and of the - Council. + in accordance with Directive 2009/138/EC of the European Parliament and of the + Council. @@ -202,7 +202,7 @@ (Financial) Investment firm authorized in accordance with Directive - 2014/65/EU of the European Parliament and of the Council. + 2014/65/EU of the European Parliament and of the Council. @@ -247,7 +247,7 @@ (Non Financial) Professional, scientific and technical - activities. + activities. @@ -259,7 +259,7 @@ (Non Financial) Administrative and support service - activities. + activities. @@ -271,7 +271,7 @@ (Non Financial) Public administration and defence; compulsory social - security. + security. @@ -283,8 +283,8 @@ (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. + defined in point (1) of Article 6 of Directive (EU) 2016/2341 of the European + Parliament and of the Council. @@ -340,8 +340,8 @@ (Non Financial) Activities of households as employers; undifferentiated - goods – and services – producing activities of households for own - use. + goods – and services – producing activities of households for own + use. @@ -353,7 +353,7 @@ (Non Financial) Activities of extraterritorial organizations and - bodies. + bodies. @@ -365,10 +365,10 @@ (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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/esma-entity-classification-2-0.xml b/src/main/resources/coding-schemes/fpml/esma-entity-classification-2-0.xml index c99367a..2a861ef 100644 --- a/src/main/resources/coding-schemes/fpml/esma-entity-classification-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-entity-classification-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the entity classification of a party under - ESMA. + ESMA. 2017-03-17 @@ -44,7 +44,7 @@ Indicates the organization with respect to the reporting Regime is a - Central Counterparty, for example under ESMA EMIR. + Central Counterparty, for example under ESMA EMIR. @@ -56,7 +56,7 @@ Parties that are exempted from reporting Financial, NonFinancial status - as per Article 1(5) of EMIR, such as Multilateral Development Banks. + as per Article 1(5) of EMIR, such as Multilateral Development Banks. @@ -68,8 +68,8 @@ Indicates the organization referenced by the partyTradeInformation with - respect to the reporting Regime is a Financial Entity, for example in ESMA - reporting. + respect to the reporting Regime is a Financial Entity, for example in ESMA + reporting. @@ -81,8 +81,8 @@ Indicates the organization referenced by the partyTradeInformation with - respect to the reporting Regime is a NonFinancial Entity, for example in ESMA - reporting. + respect to the reporting Regime is a NonFinancial Entity, for example in ESMA + reporting. diff --git a/src/main/resources/coding-schemes/fpml/esma-mifir-otc-classification-2-0.xml b/src/main/resources/coding-schemes/fpml/esma-mifir-otc-classification-2-0.xml index 3423772..ebc9559 100644 --- a/src/main/resources/coding-schemes/fpml/esma-mifir-otc-classification-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-mifir-otc-classification-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the OTC post-trade indicator, as defined under ESMA MiFID - II. + II. 2017-02-17 @@ -132,7 +132,7 @@ Negotiated transactions in liquid financial instruments (For equity - instruments). + instruments). @@ -155,7 +155,7 @@ Negotiated transactions in illiquid financial instruments (For equity - instruments). + instruments). @@ -167,7 +167,7 @@ Negotiated transactions subject to conditions other than the current - market price (For equity instruments). + market price (For equity instruments). @@ -190,7 +190,7 @@ Transactions which have received price improvement (For equity - instruments). + instruments). @@ -224,8 +224,8 @@ Transactions not contributing to the price discovery process for the - purposes of Article 23 of Regulation (EU) No 600/2014 (For equity - instruments). + purposes of Article 23 of Regulation (EU) No 600/2014 (For equity + instruments). @@ -248,7 +248,7 @@ Exchange for Physical transaction (For non-equity - instruments). + instruments). diff --git a/src/main/resources/coding-schemes/fpml/esma-mifir-short-sale-2-1.xml b/src/main/resources/coding-schemes/fpml/esma-mifir-short-sale-2-1.xml index f6639ea..58532b2 100644 --- a/src/main/resources/coding-schemes/fpml/esma-mifir-short-sale-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/esma-mifir-short-sale-2-1.xml @@ -1,9 +1,9 @@ - - + + Specifies the type of short selling indicator, as defined under ESMA MiFID - II. + II. 2022-03-28 diff --git a/src/main/resources/coding-schemes/fpml/esma-mifir-trading-capacity-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-mifir-trading-capacity-1-0.xml index 211c73a..77e4ead 100644 --- a/src/main/resources/coding-schemes/fpml/esma-mifir-trading-capacity-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-mifir-trading-capacity-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the type of trading capacity, as defined under ESMA MiFID II / - MIFIR. + MIFIR. 2017-07-19 diff --git a/src/main/resources/coding-schemes/fpml/esma-mifir-trading-waiver-2-0.xml b/src/main/resources/coding-schemes/fpml/esma-mifir-trading-waiver-2-0.xml index 1e8745c..fd392ad 100644 --- a/src/main/resources/coding-schemes/fpml/esma-mifir-trading-waiver-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-mifir-trading-waiver-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the type of waiver indicator, as defined under ESMA MiFID - II. + II. 2017-02-17 diff --git a/src/main/resources/coding-schemes/fpml/esma-product-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/esma-product-classification-1-0.xml index aaf1ff1..16e3541 100644 --- a/src/main/resources/coding-schemes/fpml/esma-product-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-product-classification-1-0.xml @@ -1,11 +1,11 @@ - - + + 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. + 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. 2016-12-22 @@ -508,8 +508,8 @@ Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency swaps’ and - futures/forwards on Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency - swaps’ + futures/forwards on Fixed-to-Fixed 'multi-currency swaps' or ‘cross-currency + swaps’ @@ -521,7 +521,7 @@ Fixed-to-Fixed 'single currency swaps' and futures/forwards on - Fixed-to-Fixed 'single currency swaps' + Fixed-to-Fixed 'single currency swaps' @@ -533,8 +533,8 @@ Fixed-to-Float 'multi-currency swaps' or ‘cross-currency swaps’ and - futures/forwards on Fixed-to-Float 'multi-currency swaps' or ‘cross-currency - swaps’ + futures/forwards on Fixed-to-Float 'multi-currency swaps' or ‘cross-currency + swaps’ @@ -546,7 +546,7 @@ Fixed-to-Float 'single currency swaps' and futures/forwards on - Fixed-to-Float 'single currency swaps' + Fixed-to-Float 'single currency swaps' @@ -558,8 +558,8 @@ Float-to-Float 'multi-currency swaps' or ‘cross-currency swaps’ and - futures/forwards on Float-to-Float 'multi-currency swaps' or ‘cross-currency - swaps’ + futures/forwards on Float-to-Float 'multi-currency swaps' or ‘cross-currency + swaps’ @@ -571,7 +571,7 @@ Float-to-Float 'single currency swaps' and futures/forwards on - Float-to-Float 'single currency swaps' + Float-to-Float 'single currency swaps' @@ -594,8 +594,8 @@ Inflation 'multi-currency swaps' or ‘cross-currency swaps’ and - futures/forwards on Inflation 'multi-currency swaps' or ‘cross-currency - swaps’ + futures/forwards on Inflation 'multi-currency swaps' or ‘cross-currency + swaps’ @@ -607,7 +607,7 @@ Inflation 'single currency swaps' and futures/forwards on Inflation - 'single currency swaps' + 'single currency swaps' @@ -619,8 +619,8 @@ 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’ + swaps’ and futures/forwards on Overnight Index Swap (OIS) 'multi-currency swaps' + or ‘cross-currency swaps’ @@ -632,7 +632,7 @@ Overnight Index Swap (OIS) 'single currency swaps' and futures/forwards - on Overnight Index Swap (OIS) 'single currency swaps' + on Overnight Index Swap (OIS) 'single currency swaps' diff --git a/src/main/resources/coding-schemes/fpml/esma-reporting-boolean-2-0.xml b/src/main/resources/coding-schemes/fpml/esma-reporting-boolean-2-0.xml index 29834c0..6a7251a 100644 --- a/src/main/resources/coding-schemes/fpml/esma-reporting-boolean-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/esma-reporting-boolean-2-0.xml @@ -1,9 +1,9 @@ - - + + Defines an overridable boolean scheme for regulatory reporting, for ESMA - specifications + specifications 2017-02-17 @@ -66,7 +66,7 @@ Indicates a value of X as specified under ESMA Regulation (EU) No - 648/2012 and clarified in the Q and A on EMIR implementation + 648/2012 and clarified in the Q and A on EMIR implementation diff --git a/src/main/resources/coding-schemes/fpml/event-status-1-1.xml b/src/main/resources/coding-schemes/fpml/event-status-1-1.xml index ce44077..27753ed 100644 --- a/src/main/resources/coding-schemes/fpml/event-status-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/event-status-1-1.xml @@ -1,9 +1,9 @@ - - + + Status of the set of payments once the matching process is - performed. + performed. 2012-03-21 @@ -44,7 +44,7 @@ No corresponding payment (or set of payments) was found in "your" - submitted sets. + submitted sets. @@ -67,7 +67,7 @@ Both sides have the same payment (or set of payments) information within - matching policies. + matching policies. @@ -79,8 +79,8 @@ Both sides have the same payment (or set of payments), but there are - differences greater than the acceptable tolerance in the matching - policies. + differences greater than the acceptable tolerance in the matching + policies. @@ -92,7 +92,7 @@ No corresponding payment (or set of payments) was found in the "other - party's" submitted sets. + party's" submitted sets. diff --git a/src/main/resources/coding-schemes/fpml/event-type-2-1.xml b/src/main/resources/coding-schemes/fpml/event-type-2-1.xml index a613b0f..8d1b6e7 100644 --- a/src/main/resources/coding-schemes/fpml/event-type-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/event-type-2-1.xml @@ -1,15 +1,15 @@ - - + + 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 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. 2023-06-21 @@ -46,8 +46,8 @@ The Allocation code has been deprecated in favor of - Inception:Allocation. The code is kept in FpML for backward compatibility - purposes. + Inception:Allocation. The code is kept in FpML for backward compatibility + purposes. @@ -70,7 +70,7 @@ The elimination of a trade through an allocation operation, as the entire - size of the trade is allocated. (End of Life = Yes). + size of the trade is allocated. (End of Life = Yes). @@ -82,7 +82,7 @@ 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). + only part of the size of the trade is allocated. (End of Life = No). @@ -94,7 +94,7 @@ A negotiated change to the terms of a trade. (End of Life = - No). + No). @@ -102,8 +102,8 @@ The BasketChange code has been deprecated in favor of - Modification:BasketChange. The code is kept in FpML for backward - compatibility purposes. + Modification:BasketChange. The code is kept in FpML for backward + compatibility purposes. @@ -115,7 +115,7 @@ Indicates that the trade was affected by a change to the composition of a - basket that underlay it. + basket that underlay it. @@ -127,8 +127,8 @@ 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). + price crossed a pre-determined barrier (knock-out). (End of Life = + Yes). @@ -140,7 +140,7 @@ The elimination of a trade that was raised in error. (End of Life = - Yes). + Yes). @@ -152,7 +152,7 @@ The elimination of a trade that cancelled for legal reasons (e.g - prohibited by law or regulation). (End of Life = Yes). + prohibited by law or regulation). (End of Life = Yes). @@ -164,7 +164,7 @@ The elimination of a trade because it was replaced by a corrected trade - (via an Inception:Rebooking event). (End of Life = Yes). + (via an Inception:Rebooking event). (End of Life = Yes). @@ -176,7 +176,7 @@ The elimination of a trade that withdrawn from reporting from the - reporting service. (End of Life = Yes). + reporting service. (End of Life = Yes). @@ -188,7 +188,7 @@ The elimination of a trade because it was cleared via a central - counterparty clearing house. (End of Life = Yes). + counterparty clearing house. (End of Life = Yes). @@ -200,7 +200,7 @@ The elimination of a trade by the netting of cleared trades in a clearing - house. (End of Life = Yes). + house. (End of Life = Yes). @@ -208,7 +208,7 @@ The Cleared code has been deprecated in favor of Clear. The code is - kept in FpML for backward compatibility purposes. + kept in FpML for backward compatibility purposes. @@ -220,7 +220,7 @@ Indicates that the trade is the result of a clearing operation. Applies - in the context of an alpha trade. + in the context of an alpha trade. @@ -228,7 +228,7 @@ The Clearing code has been deprecated in favor of Clear. The code is - kept in FpML for backward compatibility purposes. + kept in FpML for backward compatibility purposes. @@ -240,7 +240,7 @@ Indicates that the trade is the result of a clearing operation. Applies - in the context of a beta or gamma trade. + in the context of a beta or gamma trade. @@ -252,8 +252,8 @@ The elimination of a trade because it was replaced in a portfolio - compression operation (via an Inception:Compression event). (End of Life = - Yes). + compression operation (via an Inception:Compression event). (End of Life = + Yes). @@ -261,8 +261,8 @@ The CorporateAction code has been deprecated in favor of - Modification:CorporateAction. The code is kept in FpML for backward - compatibility purposes. + Modification:CorporateAction. The code is kept in FpML for backward + compatibility purposes. @@ -274,7 +274,7 @@ Indicates that the trade experienced a corporate action (e.g., strategic - restructuring, renaming, merger, acquisition). + restructuring, renaming, merger, acquisition). @@ -282,7 +282,7 @@ The Exercise code has been deprecated in favor of Inception:Exercise. - The code is kept in FpML for backward compatibility purposes. + The code is kept in FpML for backward compatibility purposes. @@ -294,7 +294,7 @@ Indicates that the trade results from an exercise event or experienced an - exercise. + exercise. @@ -306,8 +306,8 @@ 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). + (possibly via an Inception:Exercise event if physically settled). (End of Life = + Yes). @@ -319,8 +319,8 @@ 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). + partially exercised (possibly via an Inception:Exercise event if physically + settled). (End of Life = No). @@ -328,7 +328,7 @@ The Expiration code has been deprecated in favor of Expiry. The code - is kept in FpML for backward compatibility purposes. + is kept in FpML for backward compatibility purposes. @@ -351,7 +351,7 @@ The elimination of a trade because it was an option that expired without - being exercised. (End of Life = Yes). + being exercised. (End of Life = Yes). @@ -363,7 +363,7 @@ The creation of a trade as an allocation of another trade. (End of Life = - No). + No). @@ -375,8 +375,8 @@ The creation of a trade through a clearing operation. (This trade will - have a central counterparty clearinghouse as one counterparty). (End of Life = - No). + have a central counterparty clearinghouse as one counterparty). (End of Life = + No). @@ -388,7 +388,7 @@ The creation of a trade through a portfolio compression operation. (End - of Life = No). + of Life = No). @@ -400,7 +400,7 @@ The creation of a trade through an exercise of a physically settled - option. (End of Life = No). + option. (End of Life = No). @@ -412,7 +412,7 @@ The creation of a trade by the netting of cleared trades in a clearing - house. (End of Life = No). + house. (End of Life = No). @@ -424,7 +424,7 @@ The creation of a trade through a new, standalone trade. (End of Life = - No). + No). @@ -436,7 +436,7 @@ The creation of a trade through the novation of another trade, in which - the counterparty iss assigned to another party. (End of Life = No). + the counterparty iss assigned to another party. (End of Life = No). @@ -448,7 +448,7 @@ The creation of a trade because of the cancellation and rebooking of - another trade. (End of Life = No). + another trade. (End of Life = No). @@ -460,7 +460,7 @@ The negotiated modification of a trade in which it size (notional, number - of option, volume, etc.) is increased. (End of Life = No). + of option, volume, etc.) is increased. (End of Life = No). @@ -468,8 +468,8 @@ The IndexChange code has been deprecated in favor of - Modification:IndexChange. The code is kept in FpML for backward - compatibility purposes. + Modification:IndexChange. The code is kept in FpML for backward + compatibility purposes. @@ -481,7 +481,7 @@ Indicates that the trade was affected by an external change to a - published index. + published index. @@ -493,7 +493,7 @@ The elimination of a trade because all of its terms have been satisfied - due to the passage of time. (End of Life = Yes). + due to the passage of time. (End of Life = Yes). @@ -505,8 +505,8 @@ 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). + a predetermined barrier (e.g. knock-in, partial knock-out, etc.) (End of Life = + No). @@ -518,7 +518,7 @@ A change in terms of the trade caused by a change to the composition of a - basket that underlay it. (End of Life = No). + basket that underlay it. (End of Life = No). @@ -530,8 +530,8 @@ A change in terms of the trade caused by a corporate action (e.g. merger, - acquisition, name change, strategic restructuring). (End of Life = - No). + acquisition, name change, strategic restructuring). (End of Life = + No). @@ -543,7 +543,7 @@ A reduction in the size of a trade caused by a credit event experienced - by an underlying reference entity. (End of Life = No). + by an underlying reference entity. (End of Life = No). @@ -555,7 +555,7 @@ A change in terms of the trade caused by a change to an index (renaming, - discontinuation, etc.). (End of Life = No). + discontinuation, etc.). (End of Life = No). @@ -567,7 +567,7 @@ A change in the terms of the trade caused by a legally mandated change - (e.g. act of government). (End of Life = No). + (e.g. act of government). (End of Life = No). @@ -579,7 +579,7 @@ The modification of a trade by the netting of cleared trades in a - clearing house. (End of Life = No). + clearing house. (End of Life = No). @@ -591,7 +591,7 @@ A non-negotiated change to the terms of the trade caused by unspecified - reasons. (End of Life = No). + reasons. (End of Life = No). @@ -603,8 +603,8 @@ 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). + resetting event, generally the observation of a rate or price. (End of Life = + No). @@ -612,8 +612,8 @@ 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. + Novation:Full:StepOut or Novation:Partial. The code is kept in FpML for + backward compatibility purposes. @@ -625,7 +625,7 @@ Indicates that the trade was novated (transferred fully or in part to - another counterparty). + another counterparty). @@ -637,7 +637,7 @@ The elimination of a trade through a novation operation, in which the - counterparty is assigned to another party. (End of Life = No). + counterparty is assigned to another party. (End of Life = No). @@ -649,8 +649,8 @@ 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). + risk-taking party must change legal entities due to reassignment of the + counterparty. (End of Life = Yes). @@ -662,8 +662,8 @@ 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). + which some of the size of the trade is assigned to another counterparty. (End of + Life = No). @@ -675,9 +675,9 @@ 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). + 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). @@ -685,7 +685,7 @@ The Reset code has been deprecated in favor of Modification:Reset. - The code is kept in FpML for backward compatibility purposes. + The code is kept in FpML for backward compatibility purposes. @@ -697,8 +697,8 @@ 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). + resetting event (for example an equity swap reset, or an fx-linked notional swap + reset). @@ -710,8 +710,8 @@ 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). + two parties, generally involving a payment from one party to the other. (End of + Life = Yes). @@ -723,8 +723,8 @@ 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 caused by a negotiated agreement between the two parties, generally + involving a payment from one party to the other. (End of Life = No). @@ -732,7 +732,7 @@ The Trade code has been deprecated in favor of Inception:NewTrade. - The code is kept in FpML for backward compatibility purposes. + The code is kept in FpML for backward compatibility purposes. @@ -744,7 +744,7 @@ Indicates that the trade or trade package is the result of a new trading - activity. + activity. @@ -752,7 +752,7 @@ The Valuation code has been deprecated. The code is kept in FpML for - backward compatibility purposes. + backward compatibility purposes. @@ -764,7 +764,7 @@ Indicates that the trade is being reported to update its - valuation. + valuation. @@ -772,8 +772,8 @@ The Withdrawal code has been deprecated in favor of - Cancel:Withdrawal. The code is kept in FpML for backward compatibility - purposes. + Cancel:Withdrawal. The code is kept in FpML for backward compatibility + purposes. @@ -785,7 +785,7 @@ Indicates that the trade was withdrawn from the reporting - service. + service. diff --git a/src/main/resources/coding-schemes/fpml/exchange-date-2-0.xml b/src/main/resources/coding-schemes/fpml/exchange-date-2-0.xml index 3011e0e..a4ff8c6 100644 --- a/src/main/resources/coding-schemes/fpml/exchange-date-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/exchange-date-2-0.xml @@ -1,9 +1,9 @@ - - + + Defines the alternate meaning for Exchange Date as specified in Paragraph - 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law). + 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law). 2015-01-20 @@ -44,9 +44,9 @@ 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"). + 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"). @@ -58,9 +58,9 @@ 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"). + 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"). @@ -72,9 +72,9 @@ 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"). + 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"). @@ -86,9 +86,9 @@ 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"). + 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"). diff --git a/src/main/resources/coding-schemes/fpml/execution-type-1-0.xml b/src/main/resources/coding-schemes/fpml/execution-type-1-0.xml index e633ce1..ac6ceba 100644 --- a/src/main/resources/coding-schemes/fpml/execution-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/execution-type-1-0.xml @@ -1,9 +1,9 @@ - - + + 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. + enforceable contract could be agreed, as per CFTC's 17 CFR Part 43. 2011-06-24 @@ -44,7 +44,7 @@ Execution via electronic execution facility, derivatives contract market, - or other electronic message such as an instant message. + or other electronic message such as an instant message. @@ -56,7 +56,7 @@ Execution via a spoken agreement, for example over a telephone - call. + call. diff --git a/src/main/resources/coding-schemes/fpml/execution-venue-type-1-2.xml b/src/main/resources/coding-schemes/fpml/execution-venue-type-1-2.xml index 9676004..a8a2e16 100644 --- a/src/main/resources/coding-schemes/fpml/execution-venue-type-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/execution-venue-type-1-2.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of venue where a trade could be - executed. + executed. 2015-06-24 @@ -55,7 +55,7 @@ Electronic Trading Platform as defined in the Japanese Financial - Instruments and Exchange Act. + Instruments and Exchange Act. @@ -67,11 +67,11 @@ 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. + 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. @@ -83,7 +83,7 @@ Bilateral execution between counterparties not pursuant to the rules of a - SEF or DCM. + SEF or DCM. @@ -95,10 +95,10 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/exposure-type-1-0.xml b/src/main/resources/coding-schemes/fpml/exposure-type-1-0.xml index f6e8787..5f1d997 100644 --- a/src/main/resources/coding-schemes/fpml/exposure-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/exposure-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Contains a code representing the type of exposure. @@ -43,7 +43,7 @@ Risk that is a component of an overall index or - multi-commodity/multi-asset basket. + multi-commodity/multi-asset basket. @@ -66,7 +66,7 @@ Risk generated by a trade based on a spread between two - commodities. + commodities. @@ -78,7 +78,7 @@ Risk generated by a trade based on a basis between a single commodity at - different delivery locations. + different delivery locations. diff --git a/src/main/resources/coding-schemes/fpml/facility-feature-1-1.xml b/src/main/resources/coding-schemes/fpml/facility-feature-1-1.xml index 1c50d8a..9bc13a5 100644 --- a/src/main/resources/coding-schemes/fpml/facility-feature-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/facility-feature-1-1.xml @@ -1,5 +1,5 @@ - - + + Various features associated with a given facility. @@ -43,9 +43,9 @@ 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. + (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. @@ -57,8 +57,8 @@ 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. + drawn down from the line of credit only for a specific period of time and only + to purchase specified assets. @@ -92,12 +92,12 @@ 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. + 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. @@ -109,14 +109,14 @@ 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. + 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. @@ -128,9 +128,9 @@ 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. + 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. @@ -142,8 +142,8 @@ 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. + by a borrower during the course of its Chapter 11 bankruptcy case, which is + secured and has priority over existing debt and other claims. @@ -155,10 +155,10 @@ 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. + 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. @@ -170,8 +170,8 @@ 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. + all or a portion of the initial facilitiy remains and is not extended, the + extended portion becomes a new facility. @@ -183,11 +183,11 @@ 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). + 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). @@ -199,13 +199,13 @@ 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. + 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. @@ -217,14 +217,14 @@ 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. + 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. @@ -236,7 +236,7 @@ Credit Facility that is not extended beyond its original maturity - date. + date. @@ -248,8 +248,8 @@ "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. + by the borrower is added to the principal amount owed to a lender. A separate + PIK facility is comprised of this interest. @@ -261,12 +261,12 @@ 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. + 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. @@ -289,9 +289,9 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/facility-type-2-0.xml b/src/main/resources/coding-schemes/fpml/facility-type-2-0.xml index c943f98..36826fa 100644 --- a/src/main/resources/coding-schemes/fpml/facility-type-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/facility-type-2-0.xml @@ -1,5 +1,5 @@ - - + + Specifies a typology for loan facilities. @@ -65,7 +65,7 @@ Letter of credit, i.e. commitment by a bank or syndicate to provide a - certain amount of funding. + certain amount of funding. @@ -88,8 +88,8 @@ 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. + that can be funded without advance notice. Sometimes, the swingline is traded + separately from the rest of the loan facility. @@ -112,7 +112,7 @@ Trade claim, i.e. claim on assets that result from a restructuring or - bankruptcy. + bankruptcy. diff --git a/src/main/resources/coding-schemes/fpml/floating-rate-index-3-9.xml b/src/main/resources/coding-schemes/fpml/floating-rate-index-3-10.xml similarity index 99% rename from src/main/resources/coding-schemes/fpml/floating-rate-index-3-9.xml rename to src/main/resources/coding-schemes/fpml/floating-rate-index-3-10.xml index c957d7e..d4cd826 100644 --- a/src/main/resources/coding-schemes/fpml/floating-rate-index-3-9.xml +++ b/src/main/resources/coding-schemes/fpml/floating-rate-index-3-10.xml @@ -1,9 +1,9 @@ - - + + 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. - 2024-04-26 + 2024-11-15 This document contains only public information. Aggregate Information Disclaimer: This content aggregates individual data submissions received by ISDA from third party participants. ISDA does not warrant that such aggregated data is comprehensive, and makes no warranty or guarantees to the accuracy of the underlying data provided by third parties. IMPORTANT: This document maps certain Floating Rate Option labels in the 2006 ISDA Definitions against Floating Rate Option labels in the 2021 ISDA Interest Rate Derivatives Definitions to the extent that they derive from the same underlying benchmark and is provided for information purposes on an 'as is' basis only. It does not signify that one Floating Rate Option is a successor to another Floating Rate Option or that the definition of such Floating Rate Options are identical. Among other differences, Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions may have updated fixing dates and fixing times, administrator names and fallback provisions in comparison to mapped Floating Rate Options under the 2006 ISDA Definitions. No representation is made as to its accuracy or completeness and the information it contains should not be relied on for any particular purpose. None of ISDA, FpML, their directors, staff or agents accept any responsibility for any inaccuracy or any loss incurred by any party as a result of any use to which it may be put. Consumers of this document should undertake their own due diligence on the subject matter it contains, in combination with such professional advisors as may be appropriate. @@ -11,10 +11,10 @@ floatingRateIndexScheme - 3-9 + 3-10 http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-9 - http://www.fpml.org/coding-scheme/floating-rate-index-3-9.xml + http://www.fpml.org/coding-scheme/floating-rate-index-3-10 + http://www.fpml.org/coding-scheme/floating-rate-index-3-10.xml @@ -4357,6 +4357,25 @@ + + + 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-OIS Compound @@ -6378,6 +6397,47 @@ + + + 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. + + + + + + NO + + + OIS Compounding + + + + IDR-JIBOR @@ -9333,6 +9393,25 @@ + + + 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 @@ -13824,6 +13903,25 @@ + + + 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 diff --git a/src/main/resources/coding-schemes/fpml/floating-rate-index-3-7.xml b/src/main/resources/coding-schemes/fpml/floating-rate-index-3-7.xml deleted file mode 100644 index d2e4930..0000000 --- a/src/main/resources/coding-schemes/fpml/floating-rate-index-3-7.xml +++ /dev/null @@ -1,15781 +0,0 @@ - - - - - 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. - 2023-07-28 - This document contains only public information. - Aggregate Information Disclaimer: This content aggregates individual data submissions received by ISDA from third party participants. ISDA does not warrant that such aggregated data is comprehensive, and makes no warranty or guarantees to the accuracy of the underlying data provided by third parties. - IMPORTANT: This document maps certain Floating Rate Option labels in the 2006 ISDA Definitions against Floating Rate Option labels in the 2021 ISDA Interest Rate Derivatives Definitions to the extent that they derive from the same underlying benchmark and is provided for information purposes on an 'as is' basis only. It does not signify that one Floating Rate Option is a successor to another Floating Rate Option or that the definition of such Floating Rate Options are identical. Among other differences, Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions may have updated fixing dates and fixing times, administrator names and fallback provisions in comparison to mapped Floating Rate Options under the 2006 ISDA Definitions. No representation is made as to its accuracy or completeness and the information it contains should not be relied on for any particular purpose. None of ISDA, FpML, their directors, staff or agents accept any responsibility for any inaccuracy or any loss incurred by any party as a result of any use to which it may be put. Consumers of this document should undertake their own due diligence on the subject matter it contains, in combination with such professional advisors as may be appropriate. - - - - floatingRateIndexScheme - 3-7 - http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-7 - http://www.fpml.org/coding-scheme/floating-rate-index-3-7.xml - - - - Code - - - - The unique string/code identifying the ISDA floating rate option, e.g. USD-LIBOR-BBA - - - 63 - - - - Source - - - - Description - - - - Does not provide the actual FRO Definitions, but rather point the user to the place where the FRO definitions can be found, e.g. Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction. - - - - - - Metadata - - - - Partial metadata is supplied for all ISDA FROs. Full metadata is provided for demonstration purposes for 2021 FROs in the currencies listed below. - This metadata is only relevant if the floating rate index code is used as an ISDA-defined Floating Rate Option as part of a Transaction as defined under the ISDA Definitions. For any other use of this floating rate index code (for instance as part of a loan transaction), the metadata is not applicable. - - - - CAD - - 2006 Definitions includes the FRO. - 2021 Definitions includes the FRO. - Broker Rate Source includes the BR. - The date the Floating Rate Option was added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2017/4/6 - The supplement or version the FRO was first added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S52 - The date the Floating Rate Option was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2013/8/29 - The supplement or version the FRO was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S36 - The date the Floating Rate Option was removed from the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2014/1/1 - The effective cessation date is the date that the rate stops being usable for settlement (e.g. stops being published or is deemed non-representative by a regulator.) - The administrator for that rate or benchmark or, if there is no administrator, the provider of that rate or benchmark. - Whether Designated Maturity is Applicable/ Not Applicable in the Floating Rate Matrix. - Broker Rate Description from ISDA Broker Rate Source. - Broker Rate Publication Page/Screen from ISDA Broker Rate Source. - YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having underlying benchmark that may also be referenced in syndicated loans, e.g.NO. - Where FROs under the 2006 ISDA Definitions map to FROs under the 2021 Definitions; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical. - Where FROs under the 2021 Definitions from Floating Rate Options under the 2006 ISDA Definitions map; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical. - 4-character ISO BenchmarkCurveNameCode(s) mapped to ISDA FROs for Regulatory purposes. e.g. "BBSW" ISO code is mapped to "AUD-BBSW" FRO - The 'Category' as set out in such column for the FRO in the Floating Rate Matrix. - The 'Style' as set out in such column for the FRO in the Floating Rate Matrix. - The method or formula as set out in the Category/Style column for the FRO in the Floating Rate Matrix. - Applicable to 2006 FROs only. 'OIS' indicates that an OIS formula is embedded in the FRO. - The default Floating Rate Day Count Fraction as set out in such column for the FRO in the Floating Rate Matrix. - Fixing Time as defined in the Fixing Time column for the FRO in the Floating Rate Matrix. - The Fixing Time in the Fixing Time Business Center as defined in the Fixing Time Definition. - The business center specified for the Fixing Time as defined in the Fixing Time Definition. - Any alternative Fixing Time that might apply under any specified scenario as defined in the Fixing Time Definition. - The business center used for any alternative Fixing Time as defined in the Fixing Time Definition. - The Designated Maturity (index tenor) for which the Alternative Fixing Time applies as defined in the Fixing Time Definition. - The description of the specified scenario that would result in the alternative Fixing Time being used as defined in the Fixing Time Definition. - Fixing Day offset as defined in the Fixing Day column for the FRO in the Floating Rate Matrix. - Default fixing offset period multiplier as defined in the Fixing Offset Definition. - Default fixing offset period (typically days) as defined in the Fixing Offset Definition. - Business Centers for fixing offset as defined Fixing Offset Definition. - Alternative fixing offset period multiplier where any specified condition applies as defined Fixing Offset Definition. - Alternative fixing offset period where any specified condition applies (typically days) as defined Fixing Offset Definition. - Business Center for alternative fixing offset period as defined Fixing Offset Definition. - The Designated Maturity (index tenor) for which the Fixing Day offset applies as defined in the Fixing Offset Definition. - The specific condition that would result in an alternative fixing offset period applying as defined in the Fixing Offset Definition. - Applicability of Designated Maturity as set out in such column for FRO in the Floating Rate Matrix, in case the applicable business days omitted from confirmation. - Rounding for Overnight Rate Compounding/Averaging has been added for those Floating Rate Options which apply a specific rounding convention for the purposes of the Overnight Rate Compounding Methods, the Overnight Rate Averaging Methods and the Index Methods (as applicable). This column previously existed in the Compounding/Averaging Matrix, which has now been ‘retired’. - - - - - - key - - - - - - - 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. - - - - - - NO - - - AED-EIBOR - - - - - - - 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 - - - AED-EBOR-Reuters - - - - - - - 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. - - - - - - NO - - - AUD-AONIA-OIS-COMPOUND - AUD-AONIA-OIS-COMPOUND-SwapMarker - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - AUD-AONIA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - AUD-AONIA-OIS Compound - - - OIS - - - - - - - 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-BBSW - - - BBSW - - - - - - - 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-BBSW - - - BBSW - - - - - - - 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-BBSW - - - BBSW - - - - - - - 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-BBSY Bid - - - - - - - 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-BBR-AUBBSW - AUD-BBR-BBSW - AUD-BBR-BBSW-Bloomberg - - - BBSW - - - - - - - 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-Quarterly Swap Rate-ICAP - - - SWAP - - - - - - - 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-Semi-annual Swap Rate-ICAP - - - SWAP - - - - - - - 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-BBR-BBSY (BID) - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-BBSW Quarterly Swap Rate ICAP - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-BBSW Semi Annual Swap Rate ICAP - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CAD-CDOR - - - CDOR - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CAD-CDOR - - - CDOR - - - - - - - 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. - - - - - 2000-07-17 - ISDA2000 - 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. - - - - - - 2007-01-12 - ISDA2006 - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CAD-CDOR - - - - - - - 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. - - - - - 2000-07-17 - ISDA2000 - 2007-01-12 - 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. - - - - - - 2021-06-11 - FRO-M-V1 - Refinitiv Benchmark Services (UK) Limited - Applicable - YES - - - CAD-BA-CDOR - CAD-BA-CDOR-Bloomberg - CAD-BA-Reuters - - - CDOR - - - Screen Rate - Term Rate - ACT/365.FIXED - 10:15, Toronto time - - 10:00 - CATO - - The Reset Date - - 0 - D - - - - - - - - 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. - - - - - - - 2021-05-13 - S74 - 2023-03-10 - FRO-M-V8 - Bank of Canada - Not Applicable - YES - - - CORA - - - Screen Rate - Overnight Rate - ACT/365.FIXED - To the nearest one hundred-thousandth of a percentage point - (0.00001%) - 09:00, Toronto time One Toronto Business Day following the Reset - Date - - 9:00 - CATO - - - 1 - D - CATO - - CATO - - - - - - - CAD-CORRA-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. - - - - - - 2021-06-11 - FRO-M-V1 - 2023-03-10 - FRO-M-V8 - Bank of Canada - Not Applicable - NO - - - CAD-CORRA-OIS-COMPOUND - - - Calculated Rate - Compounded FRO - OIS Compounding - ACT/365.FIXED - To the nearest one hundred-thousandth of a percentage point - (0.00001%) - 09:00, Toronto time - - 9:00 - CATO - - One Toronto Business Day following the day - "i" - - 1 - D - CATO - - CATO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - 2021-07-06 - S77 - NO - - - CAD-CORRA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - SWAP - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CORA - - - - - - - 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. - - - - - 2000-07-17 - ISDA2000 - 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. - - - - - - 2007-01-12 - ISDA2006 - 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. - - - - - - 2007-01-12 - ISDA2006 - 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. - - - - - 2000-07-17 - ISDA2000 - 2007-01-12 - 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 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-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-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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - CHF-LIBOR-BBA-Bloomberg - CHF-LIBOR-ISDA - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - CHF-SARON-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - CHF-SARON-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - CL-CLICP-Bloomberg - - - - - - - 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-TMA - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - CNH-HIBOR - - - HKIO - - - - - - - - - Deprecated usage: CNY 7-Repo Compounding Date - is not an floating rate - index and should not be in the floating-rate-index list (it is a - date). - - - - - 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-Fixing Repo Rate - - - - - - - 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-PBOCB-Reuters - - - - - - - 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-CNREPOFIX=CFXS-Reuters - - - - - - - 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-Deposit Rate - - - - - - - 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 7D Repo NDS Rate Tradition - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - - - - - 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. - - - - - - NO - - - CNY-Shibor-OIS-Compounding - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - CNY-SHIBOR-OIS Compound - - - OIS - - - - - - - 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 - - - CNY-SHIBOR - - - - - - - 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. - - - - - - NO - - - COP-IBR-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - COP-IBR-OIS Compound - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - OIS Compounding - - - - - - - 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 - - - PRBO - - - - - - - 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 - - - PRBO - - - - - - - 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 - - - PRBO - - - - - - - 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 - DKK-CIBOR-DKNA13-Bloomberg - - - CIBO - - - - - - - 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 - DKK-CIBOR2-DKNA13 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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-CIBOR2 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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 - - - - - - - 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-CITA - - - - - - - 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. - - - - - - NO - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - DKK-Tom Next-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - DKK-DKKOIS-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-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-TEC10-CNO - EUR-TEC10-CNO-SwapMarker - - - - - - - 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 - - - EONA - - - - - - - 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 - - - - - - - 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-AVERAGE - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - EUR-EONIA-OIS-COMPOUND - EUR-EONIA-OIS-COMPOUND-Bloomberg - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - EUR-EONIA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - EUR-EONIA-OIS Compound - - - OIS - - - - - - - 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 - - - EONS - - - - - - - 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-Reuters - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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-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-ISDA-EURIBOR Swap Rate-11:00 - - - SWAP - - - - - - - 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-ISDA-EURIBOR Swap Rate-12:00 - - - SWAP - - - - - - - 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 - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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. - - - - - - NO - - - EUR-EURONIA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - EUR-EURONIA-OIS Compound - - - OIS - - - - - - - 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 - - - ESTR - - - - - - - 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-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. - - - - - - YES - - - EUR-EuroSTR-OIS Compound - - - OIS - - - - - - - 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 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-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. - - - - - - NO - - - EUR-EuroSTR-COMPOUND - - - OIS Compounding - - - - - - - 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-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-EURIBOR ICE Swap Rate-11:00 - - - - - - - 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-EURIBOR ICE Swap Rate-12:00 - - - - - - - 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 - EUR-LIBOR-BBA-Bloomberg - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-CNO TEC10 - - - - - - - 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-CNO TEC10 - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 ICE Swap Rate - - - SWAP - - - - - - - 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-BBA - GBP-LIBOR-BBA-Bloomberg - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-ISDA-Swap Rate - - - SWAP - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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. - - - - - - NO - - - GBP-WMBA-RONIA-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SONA - - - - - - - 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. - - - - - - NO - - - GBP-SONIA-OIS Compound - - - OIS - - - - - - - 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 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 Swap Rate - - - SWAP - - - - - - - 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 - - - SONA - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - GBP-SONIA-COMPOUND - - - OIS Compounding - - - - - - - GBP-SONIA Refinitiv 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 - - - SONA - - - - - - - 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 ICE Swap Rate - - - SWAP - - - - - - - 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 - - - UK Base Rate - - - - - - - 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-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. - - - - - - NO - - - GBP-RONIA-OIS Compound - - - OIS - - - - - - - - - Deprecated usage: "GBP-SONIA-COMPOUND" replaces - "GBP-WMBA-SONIA-COMPOUND". "GBP-WMBA-SONIA-COMPOUND" code has been deprecated in - supplement 55 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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. - - - - - - NO - - - GBP-SONIA-COMPOUND - - - OIS - - - - - - - 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= - HKD-HIBOR-HKAB - HKD-HIBOR-HKAB-Bloomberg - - - HKIO - - - - - - - - - Deprecated usage: "HKD-HIBOR-HIBOR=" code has been deprecated in - supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate - Options.). The code is kept in FpML for backward compatibility - purposes. - - - - - 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 - - - HKIO - - - - - - - - - Deprecated usage: "HKD-HIBOR-HIBOR-Bloomberg" code has been deprecated - in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate - Options.). The code is kept in FpML for backward compatibility - purposes. - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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. - - - - - - NO - - - HKD-HONIX-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - HKD-HONIA-OIS Compound - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" code - has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" code - has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" code - has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-Reference Banks" code - has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" code - has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" code - has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" - code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of - certain Hong Kong Rate Options.). The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - BUBO - - - - - - - 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 - - - BUBO - - - - - - - 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-BUBOR - - - BUBO - - - - - - - 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-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 - - - - - - - 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-JIBOR - - - - - - - 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-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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - - - - - - - Deprecated usage: "IDR-SOR-Reuters" code has been deprecated in - supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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-TELBOR01-Reuters - - - TLBO - - - - - - - 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 - - - ILS-TELBOR - - - TLBO - - - - - - - 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 - - - TLBO - - - - - - - - - Deprecated usage: "INR-BMK" code has been deprecated in supplement 54 - to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility - purposes. - - - - - 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 - - - - - - - - - Deprecated usage: "INR-CMT" code has been deprecated in supplement 54 - to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility - purposes. - - - - - 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. - - - - - - NO - - - INR-MIBOR-OIS Compound - - - OIS - - - - - - - - - Deprecated usage: "INR-INBMK-REUTERS" code has been deprecated in - supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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-MIOIS - - - SWAP - - - - - - - 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. - - - - - - NO - - - INR-FBIL-MIBOR-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - INR-MIBOR OIS - - - OIS - - - - - - - - - Deprecated usage: "INR-MITOR-OIS-COMPOUND" code has been deprecated in - supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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-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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - - - - - 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 - - - ISK-REIBOR - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-TIBOR-ZTIBOR - - - TIBO - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-BBA - JPY-LIBOR-BBA-Bloomberg - JPY-LIBOR-FRASETT - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-TSR-Reuters-10:00 - - - SWAP - - - - - - - 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-TSR-Reuters-15:00 - - - SWAP - - - - - - - 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 - - - - - - - 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 MHBK - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - LIBO - - - - - - - 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-17097 - JPY-TIBOR-TIBM (All Banks)-Bloomberg - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - - - Deprecated usage: "JPY-TIBOR-TIBM (10 Banks)" code has been deprecated - in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - TIBO - - - - - - - - - Deprecated usage: "JPY-TIBOR-TIBM (5 Banks)" code has been deprecated - in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - TIBO - - - - - - - - - Deprecated usage: "JPY-TIBOR-TIBM (All Banks)" code has been deprecated - in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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-Euroyen TIBOR - - - TIBO - - - - - - - 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-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. - - - - - - NO - - - JPY-TONA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - JPY-TONA-OIS Compound - - - OIS - - - - - - - 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-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-LIBOR TSR-10:00 - - - - - - - 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-LIBOR TSR-15:00 - - - - - - - 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 - - - - - - - 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 - - - - - - - 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-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 91D - - - - - - - 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 - KRW-CD-KSDA-Bloomberg - - - - - - - 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-CD 91D - - - - - - - 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 - - - SWAP - - - - - - - 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-Banxico - MXN-TIIE-Banxico-Bloomberg - - - - - - - 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 - - - - - - - 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 - - - - - - - - - Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to - FpML in error, MXN-TIIE-Reference Banks should be used instead. - - - - - 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 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. - - - - - - NO - - - OIS Compounding - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-OIBOR - NOK-NIBOR-NIBR-Bloomberg - - - NIBO - - - - - - - - - Deprecated usage: "NOK-NIBOR-NIBR" code has been deprecated in - supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - NIBO - - - - - - - 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 - - - NIBO - - - - - - - - - Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML - in error, NOK-NIBOR-Reference Banks should be used instead. - - - - - 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 - - - NIBO - - - - - - - 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 - - - NIBO - - - - - - - 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 - - - NIBO - - - - - - - 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. - - - - - - - NO - - - OIS Compounding - OIS - - - - - - - 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-BKBM Bid - - - - - - - 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-BKBM FRA - - - - - - - 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-BBR-BID - - - - - - - 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-BBR-FRA - - - - - - - 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-Swap Rate-ICAP - - - SWAP - - - - - - - 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. - - - - - - NO - - - NZD-NZIONA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - NZD-NZIONA-OIS Compound - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-BKBM FRA Swap Rate ICAP - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Bloomberg - - - - - - - - - Deprecated usage: "PHP-PHIREF-BAP" code has been deprecated in - supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - PLN-POLONIA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - PLN-POLONIA-OIS Compound - - - OIS - - - - - - - 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-WIBO - - - WIBO - - - - - - - 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 - - - WIBO - - - - - - - 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-WIBOR - - - WIBO - - - - - - - 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 - - - WIBO - - - - - - - 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 - - - WIBO - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-ROBOR - - - - - - - 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 - - - RON-RBOR-Reuters - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - MOSP - - - - - - - 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 - - - MOSP - - - - - - - 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 - - - MOSP - - - - - - - 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. - - - - - - NO - - - RUB-RUONIA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - RUB-RUONIA-OIS Compound - - - OIS - - - - - - - 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-SUAA - - - - - - - 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 - - - SAR-SAIBOR - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - SEK-STIBOR-OIS Compound - - - OIS - - - - - - - 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 - SEK-STIBOR-SIDE - - - STBO - - - - - - - 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 - - - STBO - - - - - - - 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. - - - - - - NO - - - SEK-SIOR-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - STBO - - - - - - - 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-STIBOR - - - STBO - - - - - - - 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 Compounding - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - - - - - 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 - - - - - - - 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 - - - - - - - - - Deprecated usage: "SGD-SONAR-OIS-COMPOUND" code has been deprecated in - supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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. - - - - - - NO - - - OIS - - - - - - - - - Deprecated usage: "SGD-SONAR-OIS-VWAP-COMPOUND" code has been - deprecated usage: the code has been deprecated in supplement 62 to the 2006 ISDA - definitions. The code is kept in FpML for backward compatibility - purposes. - - - - - 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. - - - - - - NO - - - SGD-SORA-COMPOUND - - - OIS - - - - - - - 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-VWAP - - - - - - - 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. - - - - - - NO - - - SGD-SORA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - SGD-SORA-COMPOUND - - - OIS Compounding - - - - - - - - - Deprecated usage: "SGD-SOR-Reference Banks" code has been deprecated in - supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - - - - - - - Deprecated usage: "SGD-SOR-Reuters" code has been deprecated in - supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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-VWAP - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - - - - - - - Deprecated usage: the code has been deprecated in supplement 38 to the - 2006 ISDA definitions. The code is kept in FpML for backward compatibility - purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: the code has been deprecated in supplement 38 to the - 2006 ISDA definitions. The code is kept in FpML for backward compatibility - purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "THB-SOR-Reference Banks" code has been deprecated in - supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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 - - - - - - - - - Deprecated usage: "THB-SOR-Reuters" code has been deprecated in - supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward - compatibility purposes. - - - - - 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-Reuters - - - - - - - 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-THBFIX - - - - - - - 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. - - - - - - NO - - - THB-THOR-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - THB-THOR-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - TRY-TLREF-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - TRY-TLREF-OIS Compound - - - OIS - - - - - - - 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-Reuters - - - LIBO - - - - - - - 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 - - - TRY-TRLIBOR - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - TWD-TAIBOR-Reuters - - - - - - - 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 - - - - - - - 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-TAIBOR - - - - - - - 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 - - - GBP-UK Base Rate - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-T7051 - - - - - - - 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-T7052 - - - - - - - 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 - - - - - - - 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-CMT Average 1W - - - - - - - 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-COFI - - - - - - - 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-COFI - - - - - - - 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-COF11-FHLBSF - USD-COF11-Reuters - - - - - - - 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 - - - - - - - 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-H.15 - - - - - - - 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 - - - - - - - - - FRO-M-V7 - - - - - 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 - USD-Federal Funds-H.15-Bloomberg - - - EFFR - - - - - - - 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 - - - EFFR - - - - - - - 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 - - - EFFR - - - - - - - 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. - - - - - - NO - - - USD-Federal Funds-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - USD-Federal Funds-H.15-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - EFFR - - - - - - - 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-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-LIBOR ICE Swap Rate-11:00 - - - ISDA - - - - - - - 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 ICE Swap Rate-15:00 - - - ISDA - - - - - - - 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-LIBOR ICE Swap Rate-11:00 - - - SWAP - - - - - - - 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-LIBOR ICE Swap Rate-15:00 - - - SWAP - - - - - - - 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-BBA - USD-LIBOR-BBA-Bloomberg - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-ISDA-Swap Rate - USD-ISDAFIX3-Swap Rate - - - SWAP - - - - - - - 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-ISDA-Swap Rate-3:00 - USD-ISDAFIX3-Swap Rate-3:00 - - - SWAP - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-SIFMA Municipal Swap Index - USD-BMA Municipal Swap Index - - - MAAA - - - - - - - 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 - - - MAAA - - - - - - - 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 - - - MAAA - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - - - - - 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-S&P Index-High Grade - - - - - - - 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 - - - - - - - - - Deprecated usage: the code has been deprecated in supplement 36 to the - 2006 ISDA definitions (Section 7.1 (ab) (xxviii) USD-SIBOR-SIBO is deleted in its - entirety). The code is kept in FpML for backward compatibility - purposes. - - - - - 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-Municipal Swap Index - - - MAAA - - - - - - - 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 - - - SOFR - - - - - - - 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 - - - SOFR - - - - - - - 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 - - - SOFR - - - - - - - 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 - - - SOFR - - - - - - - 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-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 - - - USD-SOFR-OIS Compound - - - OIS - - - - - - - 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. - - - - - - - - - SWAP - - - - - - - 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-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. - - - - - - NO - - - USD-SOFR-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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-TBILL Secondary Market-Bond Equivalent Yield - - - TREA - - - - - - - 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-Secondary Market - - - TREA - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-SAFEX - - - JIBA - - - - - - - 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 - - - JIBA - - - - - - - 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-JIBAR - - - JIBA - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - OIS Compounding - - - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/floating-rate-index-3-8.xml b/src/main/resources/coding-schemes/fpml/floating-rate-index-3-8.xml deleted file mode 100644 index 8136000..0000000 --- a/src/main/resources/coding-schemes/fpml/floating-rate-index-3-8.xml +++ /dev/null @@ -1,14449 +0,0 @@ - - - - - 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. - 2023-11-03 - This document contains only public information. - Aggregate Information Disclaimer: This content aggregates individual data submissions received by ISDA from third party participants. ISDA does not warrant that such aggregated data is comprehensive, and makes no warranty or guarantees to the accuracy of the underlying data provided by third parties. - IMPORTANT: This document maps certain Floating Rate Option labels in the 2006 ISDA Definitions against Floating Rate Option labels in the 2021 ISDA Interest Rate Derivatives Definitions to the extent that they derive from the same underlying benchmark and is provided for information purposes on an 'as is' basis only. It does not signify that one Floating Rate Option is a successor to another Floating Rate Option or that the definition of such Floating Rate Options are identical. Among other differences, Floating Rate Options under the 2021 ISDA Interest Rate Derivatives Definitions may have updated fixing dates and fixing times, administrator names and fallback provisions in comparison to mapped Floating Rate Options under the 2006 ISDA Definitions. No representation is made as to its accuracy or completeness and the information it contains should not be relied on for any particular purpose. None of ISDA, FpML, their directors, staff or agents accept any responsibility for any inaccuracy or any loss incurred by any party as a result of any use to which it may be put. Consumers of this document should undertake their own due diligence on the subject matter it contains, in combination with such professional advisors as may be appropriate. - - - - floatingRateIndexScheme - 3-8 - http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-8 - http://www.fpml.org/coding-scheme/floating-rate-index-3-8.xml - - - - Code - - - - The unique string/code identifying the ISDA floating rate option, e.g. USD-LIBOR-BBA - - - 63 - - - - Source - - - - Description - - - - Does not provide the actual FRO Definitions, but rather point the user to the place where the FRO definitions can be found, e.g. Per 2021 ISDA Interest Rate Derivatives Definitions Floating Rate Matrix, as amended through the date on which parties enter into the relevant transaction. - - - - - - Metadata - - - - Partial metadata is supplied for all ISDA FROs. Full metadata is provided for demonstration purposes for 2021 FROs in the currencies listed below. - This metadata is only relevant if the floating rate index code is used as an ISDA-defined Floating Rate Option as part of a Transaction as defined under the ISDA Definitions. For any other use of this floating rate index code (for instance as part of a loan transaction), the metadata is not applicable. - - - - CAD - - 2006 Definitions includes the FRO. - 2021 Definitions includes the FRO. - Broker Rate Source includes the BR. - The date the Floating Rate Option was added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2017/4/6 - The supplement or version the FRO was first added to the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S52 - The date the Floating Rate Option was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2013/8/29 - The supplement or version the FRO was last updated in the 2006 Definitions or 2021 Floating Rate Matrix. e.g. S36 - The date the Floating Rate Option was removed from the 2006 Definitions or 2021 Floating Rate Matrix. e.g. 2014/1/1 - The effective cessation date is the date that the rate stops being usable for settlement (e.g. stops being published or is deemed non-representative by a regulator.) - The administrator for that rate or benchmark or, if there is no administrator, the provider of that rate or benchmark. - Whether Designated Maturity is Applicable/ Not Applicable in the Floating Rate Matrix. - Broker Rate Description from ISDA Broker Rate Source. - Broker Rate Publication Page/Screen from ISDA Broker Rate Source. - YES / NO to flag FROs identified by the FpML Syndicated Loan WG as having underlying benchmark that may also be referenced in syndicated loans, e.g.NO. - Where FROs under the 2006 ISDA Definitions map to FROs under the 2021 Definitions; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical. - Where FROs under the 2021 Definitions from Floating Rate Options under the 2006 ISDA Definitions map; 'mapping' means that the FROs share a common underlying benchmark, not that the Floating Rates Options are identical. - 4-character ISO BenchmarkCurveNameCode(s) mapped to ISDA FROs for Regulatory purposes. e.g. "BBSW" ISO code is mapped to "AUD-BBSW" FRO - The 'Category' as set out in such column for the FRO in the Floating Rate Matrix. - The 'Style' as set out in such column for the FRO in the Floating Rate Matrix. - The method or formula as set out in the Category/Style column for the FRO in the Floating Rate Matrix. - Applicable to 2006 FROs only. 'OIS' indicates that an OIS formula is embedded in the FRO. - The default Floating Rate Day Count Fraction as set out in such column for the FRO in the Floating Rate Matrix. - Fixing Time as defined in the Fixing Time column for the FRO in the Floating Rate Matrix. - The Fixing Time in the Fixing Time Business Center as defined in the Fixing Time Definition. - The business center specified for the Fixing Time as defined in the Fixing Time Definition. - Any alternative Fixing Time that might apply under any specified scenario as defined in the Fixing Time Definition. - The business center used for any alternative Fixing Time as defined in the Fixing Time Definition. - The Designated Maturity (index tenor) for which the Alternative Fixing Time applies as defined in the Fixing Time Definition. - The description of the specified scenario that would result in the alternative Fixing Time being used as defined in the Fixing Time Definition. - Fixing Day offset as defined in the Fixing Day column for the FRO in the Floating Rate Matrix. - Default fixing offset period multiplier as defined in the Fixing Offset Definition. - Default fixing offset period (typically days) as defined in the Fixing Offset Definition. - Business Centers for fixing offset as defined Fixing Offset Definition. - Alternative fixing offset period multiplier where any specified condition applies as defined Fixing Offset Definition. - Alternative fixing offset period where any specified condition applies (typically days) as defined Fixing Offset Definition. - Business Center for alternative fixing offset period as defined Fixing Offset Definition. - The Designated Maturity (index tenor) for which the Fixing Day offset applies as defined in the Fixing Offset Definition. - The specific condition that would result in an alternative fixing offset period applying as defined in the Fixing Offset Definition. - Applicability of Designated Maturity as set out in such column for FRO in the Floating Rate Matrix, in case the applicable business days omitted from confirmation. - Rounding for Overnight Rate Compounding/Averaging has been added for those Floating Rate Options which apply a specific rounding convention for the purposes of the Overnight Rate Compounding Methods, the Overnight Rate Averaging Methods and the Index Methods (as applicable). This column previously existed in the Compounding/Averaging Matrix, which has now been ‘retired’. - - - - - - key - - - - - - - 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. - - - - - - NO - - - AED-EIBOR - - - - - - - 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 - - - AED-EBOR-Reuters - - - - - - - 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. - - - - - - NO - - - AUD-AONIA-OIS-COMPOUND - AUD-AONIA-OIS-COMPOUND-SwapMarker - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - AUD-AONIA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - AUD-AONIA-OIS Compound - - - OIS - - - - - - - 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-BBSW - - - BBSW - - - - - - - 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-BBSW - - - BBSW - - - - - - - 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-BBSW - - - BBSW - - - - - - - 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-BBSY Bid - - - - - - - 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-BBR-AUBBSW - AUD-BBR-BBSW - AUD-BBR-BBSW-Bloomberg - - - BBSW - - - - - - - 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-Quarterly Swap Rate-ICAP - - - SWAP - - - - - - - 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-Semi-annual Swap Rate-ICAP - - - SWAP - - - - - - - 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-BBR-BBSY (BID) - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-BBSW Quarterly Swap Rate ICAP - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-BBSW Semi Annual Swap Rate ICAP - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CAD-CDOR - - - CDOR - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CAD-CDOR - - - CDOR - - - - - - - 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. - - - - - 2000-07-17 - ISDA2000 - 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. - - - - - - 2007-01-12 - ISDA2006 - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CAD-CDOR - - - - - - - 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. - - - - - 2000-07-17 - ISDA2000 - 2007-01-12 - 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. - - - - - - 2021-06-11 - FRO-M-V1 - Refinitiv Benchmark Services (UK) Limited - Applicable - YES - - - CAD-BA-CDOR - CAD-BA-CDOR-Bloomberg - CAD-BA-Reuters - - - CDOR - - - Screen Rate - Term Rate - ACT/365.FIXED - 10:15, Toronto time - - 10:00 - CATO - - The Reset Date - - 0 - D - - - - - - - - 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. - - - - - - - 2021-05-13 - S74 - 2023-03-10 - FRO-M-V8 - Bank of Canada - Not Applicable - YES - - - CORA - - - Screen Rate - Overnight Rate - ACT/365.FIXED - To the nearest one hundred-thousandth of a percentage point (0.00001%) - 09:00, Toronto time One Toronto Business Day following the Reset Date - - 9:00 - CATO - - - 1 - D - CATO - - CATO - - - - - - - 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. - - - - - - 2023-11-03 - FRO-M-V10 - Applicable - NO - - - CORA - - - Screen Rate - Term Rate - ACT/365.FIXED - 13:00, Toronto time - - 13:00 - CATO - - The Reset Date - - 0 - D - - - - - - - - CAD-CORRA-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. - - - - - - 2021-06-11 - FRO-M-V1 - 2023-03-10 - FRO-M-V8 - Bank of Canada - Not Applicable - NO - - - CAD-CORRA-OIS-COMPOUND - - - Calculated Rate - Compounded FRO - OIS Compounding - ACT/365.FIXED - To the nearest one hundred-thousandth of a percentage point (0.00001%) - 09:00, Toronto time - - 9:00 - CATO - - One Toronto Business Day following the day "i" - - 1 - D - CATO - - CATO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - 2021-07-06 - S77 - NO - - - CAD-CORRA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - SWAP - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - LIBO - - - - - - - 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. - - - - - - 2007-01-12 - ISDA2006 - NO - - - CORA - - - - - - - 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. - - - - - 2000-07-17 - ISDA2000 - 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. - - - - - - 2007-01-12 - ISDA2006 - 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. - - - - - - 2007-01-12 - ISDA2006 - 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. - - - - - 2000-07-17 - ISDA2000 - 2007-01-12 - 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 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-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-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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - CHF-LIBOR-BBA-Bloomberg - CHF-LIBOR-ISDA - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - CHF-SARON-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - CHF-SARON-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - CL-CLICP-Bloomberg - - - - - - - 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-TMA - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - CNH-HIBOR - - - HKIO - - - - - - - - - Deprecated usage: CNY 7-Repo Compounding Date - is not an floating rate index and should not be in the floating-rate-index list (it is a date). - - - - - 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-Fixing Repo Rate - - - - - - - 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-PBOCB-Reuters - - - - - - - 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-CNREPOFIX=CFXS-Reuters - - - - - - - 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-Deposit Rate - - - - - - - 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 7D Repo NDS Rate Tradition - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Quarterly 7 day Repo Non Deliverable Swap Rate-TRADITION - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - - - - - 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. - - - - - - NO - - - CNY-Shibor-OIS-Compounding - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - CNY-SHIBOR-OIS Compound - - - OIS - - - - - - - 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 - - - CNY-SHIBOR - - - - - - - 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. - - - - - - NO - - - COP-IBR-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - COP-IBR-OIS Compound - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - OIS Compounding - - - - - - - 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 - - - PRBO - - - - - - - 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 - - - PRBO - - - - - - - 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 - - - PRBO - - - - - - - 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 - DKK-CIBOR-DKNA13-Bloomberg - - - CIBO - - - - - - - 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 - DKK-CIBOR2-DKNA13 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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-CIBOR2 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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 - - - CIBO - - - - - - - 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 - - - - - - - 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-CITA - - - - - - - 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. - - - - - - NO - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - DKK-Tom Next-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - DKK-DKKOIS-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-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-TEC10-CNO - EUR-TEC10-CNO-SwapMarker - - - - - - - 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 - - - EONA - - - - - - - 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 - - - - - - - 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-AVERAGE - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - EUR-EONIA-OIS-COMPOUND - EUR-EONIA-OIS-COMPOUND-Bloomberg - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - EUR-EONIA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - EUR-EONIA-OIS Compound - - - OIS - - - - - - - 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 - - - EONS - - - - - - - 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-Reuters - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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-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-ISDA-EURIBOR Swap Rate-11:00 - - - SWAP - - - - - - - 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-ISDA-EURIBOR Swap Rate-12:00 - - - SWAP - - - - - - - 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 - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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 - - - EURI - - - - - - - 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. - - - - - - NO - - - EUR-EURONIA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - EUR-EURONIA-OIS Compound - - - OIS - - - - - - - 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 - - - ESTR - - - - - - - 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-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. - - - - - - YES - - - EUR-EuroSTR-OIS Compound - - - OIS - - - - - - - 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 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-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. - - - - - - NO - - - EUR-EuroSTR-COMPOUND - - - OIS Compounding - - - - - - - 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-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-EURIBOR ICE Swap Rate-11:00 - - - - - - - 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-EURIBOR ICE Swap Rate-12:00 - - - - - - - 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 - EUR-LIBOR-BBA-Bloomberg - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-CNO TEC10 - - - - - - - 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-CNO TEC10 - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 ICE Swap Rate - - - SWAP - - - - - - - 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-BBA - GBP-LIBOR-BBA-Bloomberg - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-ISDA-Swap Rate - - - SWAP - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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. - - - - - - NO - - - GBP-WMBA-RONIA-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SONA - - - - - - - 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. - - - - - - NO - - - GBP-SONIA-OIS Compound - - - OIS - - - - - - - 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 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 Swap Rate - - - SWAP - - - - - - - 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 - - - SONA - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - GBP-SONIA-COMPOUND - - - OIS Compounding - - - - - - - GBP-SONIA Refinitiv 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 - - - SONA - - - - - - - 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 ICE Swap Rate - - - SWAP - - - - - - - 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 - - - UK Base Rate - - - - - - - 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-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. - - - - - - NO - - - GBP-RONIA-OIS Compound - - - OIS - - - - - - - - - Deprecated usage: "GBP-SONIA-COMPOUND" replaces "GBP-WMBA-SONIA-COMPOUND". "GBP-WMBA-SONIA-COMPOUND" code has been deprecated in supplement 55 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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. - - - - - - NO - - - GBP-SONIA-COMPOUND - - - OIS - - - - - - - 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= - HKD-HIBOR-HKAB - HKD-HIBOR-HKAB-Bloomberg - - - HKIO - - - - - - - - - Deprecated usage: "HKD-HIBOR-HIBOR=" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - HKIO - - - - - - - - - Deprecated usage: "HKD-HIBOR-HIBOR-Bloomberg" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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 - - - HKIO - - - - - - - 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. - - - - - - NO - - - HKD-HONIX-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - HKD-HONIA-OIS Compound - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-11:00-TRADITION" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-4:00-BGCANTOR" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Annual Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-11:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-4:00-ICAP" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "HKD-Quarterly-Quarterly Swap Rate-Reference Banks" code has been deprecated in supplement 79 to the 2006 ISDA definitions (Removal of certain Hong Kong Rate Options.). The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - BUBO - - - - - - - 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 - - - BUBO - - - - - - - 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-BUBOR - - - BUBO - - - - - - - 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-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 - - - - - - - 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-JIBOR - - - - - - - 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-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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - - - - - - - Deprecated usage: "IDR-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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-TELBOR01-Reuters - - - TLBO - - - - - - - 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 - - - ILS-TELBOR - - - TLBO - - - - - - - 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 - - - TLBO - - - - - - - - - Deprecated usage: "INR-BMK" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - - - - - - - Deprecated usage: "INR-CMT" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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. - - - - - - NO - - - INR-MIBOR-OIS Compound - - - OIS - - - - - - - - - Deprecated usage: "INR-INBMK-REUTERS" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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-MIOIS - - - SWAP - - - - - - - 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. - - - - - - NO - - - INR-FBIL-MIBOR-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - INR-MIBOR OIS - - - OIS - - - - - - - - - Deprecated usage: "INR-MITOR-OIS-COMPOUND" code has been deprecated in supplement 54 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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-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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - - - - - 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 - - - ISK-REIBOR - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-TIBOR-ZTIBOR - - - TIBO - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-BBA - JPY-LIBOR-BBA-Bloomberg - JPY-LIBOR-FRASETT - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-TSR-Reuters-10:00 - - - SWAP - - - - - - - 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-TSR-Reuters-15:00 - - - SWAP - - - - - - - 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 - - - - - - - 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 MHBK - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - LIBO - - - - - - - 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-17097 - JPY-TIBOR-TIBM (All Banks)-Bloomberg - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - - - Deprecated usage: "JPY-TIBOR-TIBM (10 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - TIBO - - - - - - - - - Deprecated usage: "JPY-TIBOR-TIBM (5 Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - TIBO - - - - - - - - - Deprecated usage: "JPY-TIBOR-TIBM (All Banks)" code has been deprecated in supplement 47 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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-Euroyen TIBOR - - - TIBO - - - - - - - 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-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. - - - - - - NO - - - JPY-TONA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - JPY-TONA-OIS Compound - - - OIS - - - - - - - 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-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-LIBOR TSR-10:00 - - - - - - - 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-LIBOR TSR-15:00 - - - - - - - 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 - - - - - - - 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 - - - - - - - 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-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 91D - - - - - - - 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 - KRW-CD-KSDA-Bloomberg - - - - - - - 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-CD 91D - - - - - - - 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 - - - SWAP - - - - - - - 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-Banxico - MXN-TIIE-Banxico-Bloomberg - - - - - - - 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 - - - - - - - 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 - - - - - - - - - Deprecated usage: MXN-TIIE-Banxico-Reference Banks. It was added to FpML in error, MXN-TIIE-Reference Banks should be used instead. - - - - - 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 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. - - - - - - NO - - - OIS Compounding - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-OIBOR - NOK-NIBOR-NIBR-Bloomberg - - - NIBO - - - - - - - - - Deprecated usage: "NOK-NIBOR-NIBR" code has been deprecated in supplement 49 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - NIBO - - - - - - - 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 - - - NIBO - - - - - - - - - Deprecated usage: NOK-NIBOR-NIBR-Reference Banks. It was added to FpML in error, NOK-NIBOR-Reference Banks should be used instead. - - - - - 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 - - - NIBO - - - - - - - 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 - - - NIBO - - - - - - - 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 - - - NIBO - - - - - - - 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. - - - - - - - NO - - - OIS Compounding - OIS - - - - - - - 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-BKBM Bid - - - - - - - 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-BKBM FRA - - - - - - - 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-BBR-BID - - - - - - - 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-BBR-FRA - - - - - - - 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-Swap Rate-ICAP - - - SWAP - - - - - - - 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. - - - - - - NO - - - NZD-NZIONA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - NZD-NZIONA-OIS Compound - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-BKBM FRA Swap Rate ICAP - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Bloomberg - - - - - - - - - Deprecated usage: "PHP-PHIREF-BAP" code has been deprecated in supplement 45 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - PLN-POLONIA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - PLN-POLONIA-OIS Compound - - - OIS - - - - - - - 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-WIBO - - - WIBO - - - - - - - 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 - - - WIBO - - - - - - - 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-WIBOR - - - WIBO - - - - - - - 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 - - - WIBO - - - - - - - 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 - - - WIBO - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-ROBOR - - - - - - - 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 - - - RON-RBOR-Reuters - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - MOSP - - - - - - - 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 - - - MOSP - - - - - - - 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 - - - MOSP - - - - - - - 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. - - - - - - NO - - - RUB-RUONIA-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - RUB-RUONIA-OIS Compound - - - OIS - - - - - - - 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-SUAA - - - - - - - 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 - - - SAR-SAIBOR - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - SEK-STIBOR-OIS Compound - - - OIS - - - - - - - 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 - SEK-STIBOR-SIDE - - - STBO - - - - - - - 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 - - - STBO - - - - - - - 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. - - - - - - NO - - - SEK-SIOR-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - STBO - - - - - - - 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-STIBOR - - - STBO - - - - - - - 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 Compounding - OIS - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-Reuters - - - - - - - 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 - - - - - - - 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 - - - - - - - - - Deprecated usage: "SGD-SONAR-OIS-COMPOUND" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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. - - - - - - NO - - - OIS - - - - - - - - - Deprecated usage: "SGD-SONAR-OIS-VWAP-COMPOUND" code has been deprecated usage: the code has been deprecated in supplement 62 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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. - - - - - - NO - - - SGD-SORA-COMPOUND - - - OIS - - - - - - - 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-VWAP - - - - - - - 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. - - - - - - NO - - - SGD-SORA-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - SGD-SORA-COMPOUND - - - OIS Compounding - - - - - - - - - Deprecated usage: "SGD-SOR-Reference Banks" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - - - - - - - Deprecated usage: "SGD-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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-VWAP - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - - - - - - - Deprecated usage: the code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: the code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - SWAP - - - - - - - - - Deprecated usage: "THB-SOR-Reference Banks" code has been deprecated in supplement 38 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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 - - - - - - - - - Deprecated usage: "THB-SOR-Reuters" code has been deprecated in supplement 35 to the 2006 ISDA definitions. The code is kept in FpML for backward compatibility purposes. - - - - - 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-Reuters - - - - - - - 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-THBFIX - - - - - - - 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. - - - - - - NO - - - THB-THOR-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - THB-THOR-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - TRY-TLREF-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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. - - - - - - NO - - - TRY-TLREF-OIS Compound - - - OIS - - - - - - - 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-Reuters - - - LIBO - - - - - - - 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 - - - TRY-TRLIBOR - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - TWD-TAIBOR-Reuters - - - - - - - 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 - - - - - - - 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-TAIBOR - - - - - - - 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 - - - GBP-UK Base Rate - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-T7051 - - - - - - - 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-T7052 - - - - - - - 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 - - - - - - - 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-CMT Average 1W - - - - - - - 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-COFI - - - - - - - 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-COFI - - - - - - - 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-COF11-FHLBSF - USD-COF11-Reuters - - - - - - - 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 - - - - - - - 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-H.15 - - - - - - - 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 - - - - - - - - - FRO-M-V7 - - - - - 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 - USD-Federal Funds-H.15-Bloomberg - - - EFFR - - - - - - - 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 - - - EFFR - - - - - - - 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 - - - EFFR - - - - - - - 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. - - - - - - NO - - - USD-Federal Funds-OIS Compound - - - OIS - - - - - - - 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. - - - - - - NO - - - USD-Federal Funds-H.15-OIS-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - EFFR - - - - - - - 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-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-LIBOR ICE Swap Rate-11:00 - - - ISDA - - - - - - - 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 ICE Swap Rate-15:00 - - - ISDA - - - - - - - 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-LIBOR ICE Swap Rate-11:00 - - - SWAP - - - - - - - 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-LIBOR ICE Swap Rate-15:00 - - - SWAP - - - - - - - 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-BBA - USD-LIBOR-BBA-Bloomberg - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-ISDA-Swap Rate - USD-ISDAFIX3-Swap Rate - - - SWAP - - - - - - - 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-ISDA-Swap Rate-3:00 - USD-ISDAFIX3-Swap Rate-3:00 - - - SWAP - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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 - - - LIBO - - - - - - - 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-SIFMA Municipal Swap Index - USD-BMA Municipal Swap Index - - - MAAA - - - - - - - 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 - - - MAAA - - - - - - - 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 - - - MAAA - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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. - - - - - - NO - - - OIS - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - - - - - 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-S&P Index-High Grade - - - - - - - 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 - - - - - - - - - Deprecated usage: the code has been deprecated in supplement 36 to the 2006 ISDA definitions (Section 7.1 (ab) (xxviii) USD-SIBOR-SIBO is deleted in its entirety). The code is kept in FpML for backward compatibility purposes. - - - - - 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-Municipal Swap Index - - - MAAA - - - - - - - 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 - - - SOFR - - - - - - - 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 - - - SOFR - - - - - - - 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 - - - SOFR - - - - - - - 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 - - - SOFR - - - - - - - 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-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 - - - USD-SOFR-OIS Compound - - - OIS - - - - - - - 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. - - - - - - - - - SWAP - - - - - - - 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-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. - - - - - - NO - - - USD-SOFR-COMPOUND - - - OIS Compounding - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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-TBILL Secondary Market-Bond Equivalent Yield - - - TREA - - - - - - - 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-Secondary Market - - - TREA - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TIBO - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - TREA - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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-SAFEX - - - JIBA - - - - - - - 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 - - - JIBA - - - - - - - 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-JIBAR - - - JIBA - - - - - - - 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 - - - - - - - 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 - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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 - - - SWAP - - - - - - - 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. - - - - - - NO - - - OIS Compounding - - - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/fx-template-terms-1-0.xml b/src/main/resources/coding-schemes/fpml/fx-template-terms-1-0.xml index 6d73715..5562f1c 100644 --- a/src/main/resources/coding-schemes/fpml/fx-template-terms-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/fx-template-terms-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of template terms used to define FX - disruption events and thier fallbacks. + disruption events and thier fallbacks. 2013-04-26 diff --git a/src/main/resources/coding-schemes/fpml/generic-exercise-style-1-1.xml b/src/main/resources/coding-schemes/fpml/generic-exercise-style-1-1.xml index aa6ec6b..6a69be9 100644 --- a/src/main/resources/coding-schemes/fpml/generic-exercise-style-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/generic-exercise-style-1-1.xml @@ -1,5 +1,5 @@ - - + + Option Exercise Style. @@ -43,7 +43,7 @@ Option can be exercised on any date between a commencement date and an - expiration date. + expiration date. diff --git a/src/main/resources/coding-schemes/fpml/genericode.xsd b/src/main/resources/coding-schemes/fpml/genericode.xsd new file mode 100644 index 0000000..4ef307e --- /dev/null +++ b/src/main/resources/coding-schemes/fpml/genericode.xsd @@ -0,0 +1,1038 @@ + + + + + + + Details of an agency which produces code lists or related artifacts. + + + + + Short name (without whitespace) for the agency. + + + + + Human-readable name for the agency. + + + + + Identifier for the agency. + + + + + + + User annotation information. + + + + + Human-readable information. + + + + + Machine-readable information. + + + + + + + Container for any XML content which is in a different namespace to the Schema's target namespace. + + + + + + + + Container for any human-readable XML content which is in a different namespace to the Schema's target namespace. + + + + + + Language for the human-readable XML content. + + + + + + + + Top-level (root) element for a genericode code list definition. +A code list definition defines the details of a particular (version of a) code list. + + + + + Document type for genericode code list definitions. + A code list must have at least one key, unless it is a metadata-only definition without a 'SimpleCodeList' element. + + + + + General information (metadata) for the code list. + + + + + A choice between a column set definition and a column set reference. + + + + + The only choice is a simple (explicit) code list definition. +Not used if the code list definition contains code list metadata only. + + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Reference to a code list, possibly defined in an external document. + The code list reference must be valid. +An application may use the CanonicalVersionUri to select a local copy of the code list. +If there is no CanonicalVersionUri, the CanonicalUri may be used to select a local copy of the code list. +Otherwise the LocationUri value(s) may be tried in order, until a valid code list document is retrieved. +An application must signal an error to the user if it is not able to retrieve a code list document to match the code list reference. + + + + + User annotation for the referenced code list. + + + + + Canonical URI which uniquely identifies all versions (collectively) of the referenced code list. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Canonical URI which uniquely identifies a specific version of the referenced code list. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Suggested retrieval location for this code list, in genericode format. + + If the CanonicalVersionUri has been defined, the LocationUri must reference a genericode CodeList document. +If the CanonicalVersionUri is undefined, the LocationUri must reference a genericode CodeList Metadata document. +An application must signal an error to the user if a LocationUri does not reference the appropriate type of genericode document. + + An application must signal an error to the user if a document retrieved using a LocationUri is not in genericode format. + + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Top-level element for the definition of a code list set. + + + + + Document type for the definition of a set of code lists. + + + + + General document information for the code list set. + + + + + Contents of the code list set. If the code list set does not have any contents, it is a CodeListSet Metadata definition. + + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + A choice between a code list reference, an inline code list set, or a code list set reference. + + + + + + + + + + Reference to a code list set, possibly defined in an external document. + The code list set reference must be valid. +An application may use the CanonicalVersionUri to select a local copy of the code list set. +If there is no CanonicalVersionUri, the CanonicalUri may be used to select a local copy of the code list set. +Otherwise the LocationUri value(s) may be tried in order, until a valid code list set document is retrieved. +An application must signal an error to the user if it is not able to retrieve a code list set document to match the code list set reference. + + + + + User annotation for the referenced code list set. + + + + + Canonical URI which uniquely identifies all versions (collectively) of the referenced code list set. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Canonical URI which uniquely identifies a specific version of the referenced code list set. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Suggested retrieval location for this code list set, in genericode format. + + If the CanonicalVersionUri has been defined, the LocationUri must reference a genericode CodeListSet document. +If the CanonicalVersionUri is undefined, the LocationUri must reference a genericode CodeListSet Metadata document. +An application must signal an error to the user if a LocationUri does not reference the appropriate type of genericode document. + + An application must signal an error to the user if a document retrieved using a LocationUri is not in genericode format. + + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Definition of a column. + Each column of a code list defines a piece of metadata that can be specified for each item in the code list. + + + + + User information about the column. + + + + + Name(s) of the column. + + + + + URIs used to identify the column and/or the version of the column. + + + + + Data type of the column. + + + + + + ID which identifies the column within the document. + + + + + Whether the column is required or optional. + + + + + + A choice between a column definition and a column reference. + + + + + Definition of a column. + + + + + Reference to a column defined in an external column set or code list. + + + + + + + Reference to a column defined in an external column set or code list. + The column reference must be valid. +An application may use the CanonicalVersionUri to select a local copy of the code list or column set which contains the column definition. +Otherwise the LocationUri value(s) may be tried in order, until a valid code list or column set document (containing the necessary column definition) is retrieved. +An application must signal an error to the user if it is not able to retrieve a code list or column set document which contains the necessary column definition. + + + + + User annotation for the referenced column. + + + + + Identification of the external column set or code list document which contains the column set definition. + + + + + Restrictions to the data type of the referenced column. + + + + + + ID which identifies the column within this document. + + + + + ID which identifies which identifies the column within the external column set or code list. + + + + + Whether the column is required or optional. + If specified, this overrides the usage specified in the external column set or code list document. + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Attribute set for referring to a column definition. + + + + Reference to a column ID in the document. + + + + + + Top-level element for the definition of a column set. + + + + + Definition of a column set (columns and keys for a code list). + + + + Column set definitions. + + + + + Identification of the default datatype library for the column set. + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + A choice between a column set definition and a column set reference. + + + + + Definition of a column set (columns and keys for the code list). + + + + + Reference to a column set defined in an external column set or code list document. + + + + + + + Specific details of a column set. + + + + + A choice between a column definition and a column reference. + + + + + A choice between a key definition and a key reference. + + + + + + + Document type for the definition of a column set, which is a set of code list columns and/or keys. + + + + + General document information for the column set. + + + + + Details of the column set. + + + + + + Identification of the default datatype library for the column set. + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Reference to a column set defined in an external column set or code list document. + The column set reference must be valid. +An application may use the CanonicalVersionUri to select a local copy of the column set or code list. +Otherwise the LocationUri value(s) may be tried in order, until a valid column set or code list document is retrieved. +An application must signal an error to the user if it is not able to retrieve a column set or code list document to match the column set reference. + + + + + User annotation for the referenced column set. + + + + + Identification of the external column set or code list document which contains the column set definition. + + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Data type definition. + + + + + User annotation for the datatype. + + + + + Facet parameter which refines the datatype. + + + + + + Unique ID for the datatype within its datatype library. + The datatype ID must not include a namespace prefix. +For the W3C XML Schema datatypes, possible datatype IDs are 'string', 'token', 'boolean', 'decimal', etc. + If the data is complex (i.e. XML), this value is set to the root element name for the XML value, or '*' if the root element name is not restricted. + + + + + URI which uniquely identifies the datatype library. + If this URI not explicitly provided, the datatype library for the enclosing column set is used. + If the data is complex (i.e. XML), this value is set to the namespace URI for the XML, or '*' if the namespace URI is not restricted. + + + + + Language from which the data is taken or derived. + + + + + + Restrictions to a data type. + The 'gc:lang' attribute may be specified only if no language is already set for the data type that is being restricted. + + + + + Facet parameter which refines the datatype. + + + + + + Language from which the data is taken or derived. + + + + + + Facet information for refining a datatype. + + + + + + Short name (token) for the datatype facet. + + + + + Long name for the datatype facet. + + + + + + + + Identification of the default datatype library for a column set. + + + + URI which uniquely identifies the default datatype library for the column set. If not provided, defaults to the URI for W3C XML Schema datatypes. + + + + + + General document information (metadata). + + + + + User annotation information. + + + + + Identification and location information (metadata). + + + + + + + Attribute set used to identify a definition within an external document. + + + + Unique ID within the external document. + The external reference must not be prefixed with a '#' symbol. + + + + + + An identifier value. Typically not a long or short name. + + + + + + + + + + Attribute set used to identify a definition within the document. + + + + Unique ID within the document. + + + + + + Identification and location information (metadata). + + + + + Various names. + + + + + Version identifier. + + + + + Canonical URI which uniquely identifies all versions (collectively). + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Identification and location URIs for the version. + + + + + Agency that is responsible for publication and/or maintenance of the information. + + + + + + + Identification and location URIs. + + + + + Canonical URI which serves as a unique identifier for this version. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Suggested retrieval location for this version, in genericode format. + An application must signal an error to the user if a document retrieved using a LocationUri is not in genericode format. + + + + + + + URIs used as unique identifiers. + + + + + Canonical URI which uniquely identifies all versions collectively. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Canonical URI which uniquely identifies this version. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + + + Definition of a key. +A key is a set of one or more columns whose values together provide a unique identification of each item in a code list. + Only required columns can be used for keys. + + + + + User annotation for the key. + + + + + Name(s) of the key. + + + + + URIs used to identify the key and/or the version of the key. + + + + + Reference to the document ID of a column in the key. + + + + + + ID which identifies the key within the document. + + + + + + A choice between a key definition and a key reference. + + + + + Definition of a key. + + + + + Reference to a key defined in an external column set or code list. + + + + + + + Reference to a column which forms part of a key. + + + + + User annotation for the column. + + + + + + Reference to the ID of the column within the document. + + + + + + Reference to a key defined in an external column set or code list. + The key reference must be valid. +An application may use the CanonicalVersionUri to select a local copy of the code list or column set which contains the key definition. +Otherwise the LocationUri value(s) may be tried in order, until a valid code list or column set document (containing the necessary key definition) is retrieved. +An application must signal an error to the user if it is not able to retrieve a code list or column set document which contains the necessary key definition. + + + + + User annotation for the referenced key. + + + + + Identification of the external column set or code list which contains the key definition. + + + + + + ID which identifies the key within this document. + + + + + ID which identifies which identifies the key within the external column set or code list. + + + + + Base URL which applies to relative location URIs. + xml:base does not apply to canonical URIs. + + + + + + Attributes which describe the language of a piece of text. + + + + Language code which accepts the same values as 'xml:lang'. +Unlike 'xml:lang', the scope of the language definition is not restricted to the XML content within the element where the 'lang' attribute appears. + + + + + + A human-readable name. + + + + + + Information used to identify a particular long name where multiple long names exist. + + + + + + + + URI for a resource, with support for specifying the MIME type. + + + + + + MIME type of the resource which can be retrieved from the URI. + + + + + + + + Various names. + + + + + Short name (without whitespace). + + + + + Human-readable name. + + + + + + + Attribute set which defines the usage (optional attribute). + + + + Whether the usage is required or optional. + + + + + + A choice which currently only allows a simple (explicit) code list definition. + + + + + Details of a simple code list definition. + + + + + + + Attribute set which defines the usage (required attribute). + + + + Whether the usage is required or optional. + + + + + + Row which represents an individual item in a code list. + + + + + User annotation for the row. + + + + + Column value for the row. + A value must be provided for each required column. +A value does not need to be provided for a column if the column is optional. + If a value does not have an explicit column reference, the column is taken to be the column following the column of the preceding value in the row, or the first column if the value is the first value of the row. + + + + + + + A short name without whitespace that is suitable for use in generating names for software artifacts. + Must not contain whitespace characters. + + + + + + The language from which the short name is taken or derived. + + + + + + + + Simple (explicit) code list definition. + Applications must not have any dependency on the ordering of the rows. + + + + + User annotation for the code list. + + + + + Row which represents an individual item in the code list. + + + + + + + Details of a simple code list definition. + + + + + Simple (explicit) code list definition. + + + + + + + Simple textual value. + + + + + + + + Indicates whether the usage is required or optional. + + + + + + + + + An individual code list metadata value. + + + + + User annotation for the value. + + + + + A choice between a simple textual value and a complex (structured) XML value. If the value is undefined, then neither choice is used. + + + + + + Reference to the column with which this value is associated. + + + + + + A choice between a simple textual value and a complex (structured) XML value. + + + + + Simple textual value. + The value must be valid with respect to the datatype and restrictions of the matching column. + + + + + Complex (structured) XML value. + The names of all direct child elements of the 'ComplexValue' element must match the datatype ID for the matching column, unless that ID is set to '*'. + The namespace URIs of all direct child elements of the 'ComplexValue' element must match the datatype library URI for the matching column, unless that URI is set to '*'. + + + + + + + Information which identifies one of a set of alternate values. + + + + A string which identifies one of a set of alternate values. + + + + + The language from which the value is taken or derived. + + + + + + Identification and location URIs for a version. + + + + + Canonical URI which uniquely identifies this version. + Must be an absolute URI, must not be relative. + Must not be used as a de facto location URI. + + + + + Suggested retrieval location for this version, in genericode format. + An application must signal an error to the user if a document retrieved using a LocationUri is not in genericode format. + + + + + Suggested retrieval location for this version, in a non-genericode format. +Such alternative formats are intended only as additional renditions of the code list information, not as a replacements nor as alternatives for use in application processing. + + + + + diff --git a/src/main/resources/coding-schemes/fpml/governing-law-1-2.xml b/src/main/resources/coding-schemes/fpml/governing-law-1-2.xml index 359a328..d204264 100644 --- a/src/main/resources/coding-schemes/fpml/governing-law-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/governing-law-1-2.xml @@ -1,19 +1,19 @@ - - + + Identification of the law governing the transaction. In general the codes are the ISO country code where the applicable law is the - law of an entire country + law of an entire country For 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. + 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. + list. 2012-03-21 @@ -55,7 +55,7 @@ The Governing Law is determined by reference to the relevant master - agreement. + agreement. diff --git a/src/main/resources/coding-schemes/fpml/hedge-type-1-0.xml b/src/main/resources/coding-schemes/fpml/hedge-type-1-0.xml index 384e3e5..2a1ca2c 100644 --- a/src/main/resources/coding-schemes/fpml/hedge-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/hedge-type-1-0.xml @@ -1,5 +1,5 @@ - - + + List of assignment fee payment rules. @@ -43,7 +43,7 @@ Hedge based on BR01, e.g. a Basis2x trade where you would hedge 3M LIBOR - Swap vs 6M LIBOR Swap. + Swap vs 6M LIBOR Swap. diff --git a/src/main/resources/coding-schemes/fpml/holding-posted-collateral-1-0.xml b/src/main/resources/coding-schemes/fpml/holding-posted-collateral-1-0.xml index 3b1279c..c7aed57 100644 --- a/src/main/resources/coding-schemes/fpml/holding-posted-collateral-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/holding-posted-collateral-1-0.xml @@ -1,13 +1,13 @@ - - + + 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. + 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. 2014-05-06 @@ -48,7 +48,7 @@ The custodian is acceptable to the other party to the - agreement. + agreement. diff --git a/src/main/resources/coding-schemes/fpml/independent-amount-determination-1-0.xml b/src/main/resources/coding-schemes/fpml/independent-amount-determination-1-0.xml index 4cf5690..c7fd6e2 100644 --- a/src/main/resources/coding-schemes/fpml/independent-amount-determination-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/independent-amount-determination-1-0.xml @@ -1,12 +1,12 @@ - - + + 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. + 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. 2014-05-06 @@ -47,7 +47,7 @@ Independent amount is determined according to an internal approved - model. + model. @@ -81,7 +81,7 @@ Independent amount is determined according to the ISDA Standard Initial - Margin Model (SIMM). + Margin Model (SIMM). diff --git a/src/main/resources/coding-schemes/fpml/independent-amount-eligibility-1-0.xml b/src/main/resources/coding-schemes/fpml/independent-amount-eligibility-1-0.xml index 4bab6e6..0613838 100644 --- a/src/main/resources/coding-schemes/fpml/independent-amount-eligibility-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/independent-amount-eligibility-1-0.xml @@ -1,11 +1,11 @@ - - + + 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. + 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. 2014-05-06 diff --git a/src/main/resources/coding-schemes/fpml/ineligible-party-reason-type-1-0.xml b/src/main/resources/coding-schemes/fpml/ineligible-party-reason-type-1-0.xml index fdc4bb4..7409a23 100644 --- a/src/main/resources/coding-schemes/fpml/ineligible-party-reason-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/ineligible-party-reason-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to describe the reason why a party (i.e. lender) may be - ineligible to vote on a legal action approval. + ineligible to vote on a legal action approval. 2021-06-25 working-draft @@ -45,7 +45,7 @@ Lender holds a commitment in a covenant light structure, and therefore is - not eligible to vote on the legal action. + not eligible to vote on the legal action. @@ -57,7 +57,7 @@ The Lender is a defaulting lender, per Credit Agreement criteria, and is - therefore ineligible to vote on approval. + therefore ineligible to vote on approval. @@ -69,7 +69,7 @@ The lender's share of the deal or facility is insufficient for the lender - to be eligible to vote. + to be eligible to vote. diff --git a/src/main/resources/coding-schemes/fpml/inflation-index-description-2-3.xml b/src/main/resources/coding-schemes/fpml/inflation-index-description-2-3.xml index 3e7f222..e82cc96 100644 --- a/src/main/resources/coding-schemes/fpml/inflation-index-description-2-3.xml +++ b/src/main/resources/coding-schemes/fpml/inflation-index-description-2-3.xml @@ -1,10 +1,10 @@ - - + + The specification of the Index Descriptions based on Annex A to the 2008 ISDA - Inflation Derivatives Definitions + Inflation Derivatives Definitions 2022-07-15 @@ -68,7 +68,7 @@ Austria: AUS - Non-revised Harmonised Indices of Consumer Prices - (HICP) + (HICP) @@ -80,7 +80,7 @@ Belgium: BLG - Non-revised Consumer Price Index - General Index - (CPI) + (CPI) @@ -92,7 +92,7 @@ Belgium: BLG - Non-revised Consumer Price Index - Health Index - (CPI) + (CPI) @@ -104,7 +104,7 @@ Belgium: BLG - Non-revised Harmonised Consumer Price Index - (HICP) + (HICP) @@ -178,9 +178,9 @@ "DEK" code retained for backward compatibility with - inflation-index-description-2-0. + inflation-index-description-2-0. See: 2006 ISDA Inflation Derivatives Definitions, Section 1.12. - "Index Descriptions", paragraph (e). + "Index Descriptions", paragraph (e). @@ -199,9 +199,9 @@ "DEK" code retained for backward compatibility with - inflation-index-description-2-0. + inflation-index-description-2-0. See: 2006 ISDA Inflation Derivatives Definitions, Section 1.12. - "Index Descriptions", paragraph (e). + "Index Descriptions", paragraph (e). @@ -213,7 +213,7 @@ Denmark: DEK - Non-revised Harmonised Consumer Price Index - (HICP) + (HICP) @@ -236,7 +236,7 @@ Germany: DEM - Non-revised Consumer Price Index for North - Rhine-Westphalia + Rhine-Westphalia @@ -248,7 +248,7 @@ Germany: DEM - Non-revised Harmonised Consumer Price Index - (HICP) + (HICP) @@ -271,7 +271,7 @@ Spain: ESP - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -305,7 +305,7 @@ European Union: EUR - All Items-Non-revised Consumer Price - Index + Index @@ -328,7 +328,7 @@ European Union: EUR - Excluding Tobacco-Non-revised Consumer Price - Index + Index @@ -340,7 +340,7 @@ European Union: EUR - Excluding Tobacco-Revised Consumer Price - Index + Index @@ -363,7 +363,7 @@ Finland: FIN - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -375,7 +375,7 @@ France: FRC - Excluding Tobacco-Non-Revised Consumer Price - Index + Index @@ -387,7 +387,7 @@ France: FRC - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -410,7 +410,7 @@ Greece: GRD - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -477,7 +477,7 @@ Ireland: IRL - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -511,7 +511,7 @@ Italy: ITL - Inflation for Blue Collar Workers and Employees-Excluding - Tobacco Consumer Price Index + Tobacco Consumer Price Index @@ -523,7 +523,7 @@ Italy: ITL - Inflation for Blue Collar Workers and Employees-Including - Tobacco Consumer Price Index + Tobacco Consumer Price Index @@ -535,7 +535,7 @@ Italy: ITL - Non-revised Harmonised Consumer Price Index - (HICP) + (HICP) @@ -547,7 +547,7 @@ Italy: ITL - Whole Community - Excluding Tobacco Consumer Price - Index + Index @@ -559,7 +559,7 @@ Italy: ITL - Whole Community - Including Tobacco Consumer Price - Index + Index @@ -571,7 +571,7 @@ Japan: JPY - Non-revised Consumer Price Index Nationwide General - Excluding Fresh Food (CPI) + Excluding Fresh Food (CPI) @@ -605,7 +605,7 @@ Luxembourg: LUX - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -661,7 +661,7 @@ Netherlands: NLG - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -728,7 +728,7 @@ Portugal: POR - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -806,7 +806,7 @@ United Kingdom: GBP - Non-revised Consumer Prices Index including Housing - (UKCPIH) + (UKCPIH) @@ -818,7 +818,7 @@ United Kingdom: GBP - Harmonised-Non-revised Consumer Price Index - (HICP) + (HICP) @@ -841,7 +841,7 @@ United Kingdom: GBP - Non-revised Retail Price Index Excluding Mortgage - Interest Payments (UKRPIX) + Interest Payments (UKRPIX) @@ -853,7 +853,7 @@ United States: USA - Non-revised Consumer Price Index - Urban - (CPI-U) + (CPI-U) @@ -876,7 +876,7 @@ South Africa: ZAR - Non-revised Consumer Price Index Excluding Mortgages - (CPIX) + (CPIX) diff --git a/src/main/resources/coding-schemes/fpml/inflation-index-source-2-4.xml b/src/main/resources/coding-schemes/fpml/inflation-index-source-2-4.xml index 8af969d..44574ac 100644 --- a/src/main/resources/coding-schemes/fpml/inflation-index-source-2-4.xml +++ b/src/main/resources/coding-schemes/fpml/inflation-index-source-2-4.xml @@ -1,5 +1,5 @@ - - + + @@ -287,8 +287,8 @@ 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. + index "GBP – Harmonised-Non-revised Consumer Price Index (HICP)" as published in + Annex A to the 2008 ISDA Inflation Derivatives Definitions. diff --git a/src/main/resources/coding-schemes/fpml/inflation-main-publication-1-1.xml b/src/main/resources/coding-schemes/fpml/inflation-main-publication-1-1.xml index 38217e4..dd8424c 100644 --- a/src/main/resources/coding-schemes/fpml/inflation-main-publication-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/inflation-main-publication-1-1.xml @@ -1,5 +1,5 @@ - - + + @@ -56,7 +56,7 @@ Bureau of Labor Statistics, on internet website: - www.bls.gov/cpi/home.htm + www.bls.gov/cpi/home.htm @@ -101,7 +101,7 @@ Eurostat, on internet website: - www.europa.eu.int/comm/eurostat. + www.europa.eu.int/comm/eurostat. @@ -113,7 +113,7 @@ Instituto Nacional de Estadistica, on internet website: - www.ine.es. + www.ine.es. @@ -158,7 +158,7 @@ Office of National Statistics, on internet website - www.statistics.gov.uk/instantfigures.asp + www.statistics.gov.uk/instantfigures.asp diff --git a/src/main/resources/coding-schemes/fpml/information-provider-2-4.xml b/src/main/resources/coding-schemes/fpml/information-provider-2-4.xml index 3ca293e..6df6417 100644 --- a/src/main/resources/coding-schemes/fpml/information-provider-2-4.xml +++ b/src/main/resources/coding-schemes/fpml/information-provider-2-4.xml @@ -1,13 +1,13 @@ - - + + 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. + publish financial markets information. Their information sources will typically be used + to determine a relevant market rate, price or index. List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - - Certain Published and Displayed Sources, and other sources. + Certain Published and Displayed Sources, and other sources. 2022-11-18 @@ -137,7 +137,7 @@ The Federal Home Loan Bank of San Francisco, or its - successor. + successor. @@ -149,7 +149,7 @@ ICESWAP Rate Administrator which means ICE Benchmark Administration, or - any successor thereto, as administrator of the ICE Swap Rate. + any successor thereto, as administrator of the ICE Swap Rate. @@ -238,8 +238,8 @@ The Tokyo Swap Reference Rate (or TSR) Administrator, which means - Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of - the TSR. + Refinitiv Asia Pacific Limited, or any successor thereto, as administrator of + the TSR. diff --git a/src/main/resources/coding-schemes/fpml/initial-margin-interest-rate-terms-1-0.xml b/src/main/resources/coding-schemes/fpml/initial-margin-interest-rate-terms-1-0.xml index b42f875..38cb297 100644 --- a/src/main/resources/coding-schemes/fpml/initial-margin-interest-rate-terms-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/initial-margin-interest-rate-terms-1-0.xml @@ -1,11 +1,11 @@ - - + + 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. + 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. 2014-05-06 diff --git a/src/main/resources/coding-schemes/fpml/interpolation-method-1-2.xml b/src/main/resources/coding-schemes/fpml/interpolation-method-1-2.xml index d846dd9..c3ee7c9 100644 --- a/src/main/resources/coding-schemes/fpml/interpolation-method-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/interpolation-method-1-2.xml @@ -1,5 +1,5 @@ - - + + Specifies the type of interpolation used. @@ -50,8 +50,8 @@ "LinearZeroYield" value has been deprecated in favor "Linear" as per - ISDA 2006 Definitions. The value is kept in FpML for backward compatibility - purposes. + ISDA 2006 Definitions. The value is kept in FpML for backward compatibility + purposes. diff --git a/src/main/resources/coding-schemes/fpml/isda-layer-1-commodity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/isda-layer-1-commodity-classification-1-0.xml index f41cf90..4295af2 100644 --- a/src/main/resources/coding-schemes/fpml/isda-layer-1-commodity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/isda-layer-1-commodity-classification-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + of the classification in Sub-Annex A (2023 version) of the ISDA 2005 Commodity + Definitions. diff --git a/src/main/resources/coding-schemes/fpml/isda-layer-2-commodity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/isda-layer-2-commodity-classification-1-0.xml index edbdf3d..476b22f 100644 --- a/src/main/resources/coding-schemes/fpml/isda-layer-2-commodity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/isda-layer-2-commodity-classification-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + of the classification in Sub-Annex A (2023 version) of the ISDA 2005 Commodity + Definitions. 2023-11-03 diff --git a/src/main/resources/coding-schemes/fpml/isda-layer-3-commodity-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/isda-layer-3-commodity-classification-1-0.xml index dd87924..b1c0073 100644 --- a/src/main/resources/coding-schemes/fpml/isda-layer-3-commodity-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/isda-layer-3-commodity-classification-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + of the classification in Sub-Annex A (2023 version) of the ISDA 2005 Commodity + Definitions. 2023-11-03 diff --git a/src/main/resources/coding-schemes/fpml/lc-purpose-1-0.xml b/src/main/resources/coding-schemes/fpml/lc-purpose-1-0.xml index f6764b1..3b44d42 100644 --- a/src/main/resources/coding-schemes/fpml/lc-purpose-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/lc-purpose-1-0.xml @@ -1,9 +1,9 @@ - - + + A scheme defining the list of Letter of Credit - purposes. + purposes. 2015-07-15 @@ -44,7 +44,7 @@ Letter of credit extended on documents of title or other legal - documents. + documents. @@ -56,8 +56,8 @@ 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. + parties in the normal course of business, supporting the shipment of and payment + for goods. @@ -69,7 +69,7 @@ A Letter of Credit that supports the performance of non-financial - obligations. + obligations. diff --git a/src/main/resources/coding-schemes/fpml/lc-type-1-0.xml b/src/main/resources/coding-schemes/fpml/lc-type-1-0.xml index d8d75b4..42f6be8 100644 --- a/src/main/resources/coding-schemes/fpml/lc-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/lc-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A scheme defining the different types of Letters of - Credit. + Credit. 2015-07-15 @@ -44,8 +44,8 @@ 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. + 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. @@ -57,9 +57,9 @@ 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. + 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. @@ -71,10 +71,10 @@ 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. + 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. diff --git a/src/main/resources/coding-schemes/fpml/legal-document-name-1-0.xml b/src/main/resources/coding-schemes/fpml/legal-document-name-1-0.xml index 738152c..9f6e798 100644 --- a/src/main/resources/coding-schemes/fpml/legal-document-name-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/legal-document-name-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the legal document name. diff --git a/src/main/resources/coding-schemes/fpml/legal-document-publisher-1-0.xml b/src/main/resources/coding-schemes/fpml/legal-document-publisher-1-0.xml index e012a74..c4cd03c 100644 --- a/src/main/resources/coding-schemes/fpml/legal-document-publisher-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/legal-document-publisher-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the legal document publisher. diff --git a/src/main/resources/coding-schemes/fpml/legal-document-style-2-1.xml b/src/main/resources/coding-schemes/fpml/legal-document-style-2-1.xml index e444dd1..6ed0de6 100644 --- a/src/main/resources/coding-schemes/fpml/legal-document-style-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/legal-document-style-2-1.xml @@ -1,9 +1,9 @@ - - + + Specifies the reference style applicable to the legal - document. + document. 2019-08-31 diff --git a/src/main/resources/coding-schemes/fpml/lender-classification-1-0.xml b/src/main/resources/coding-schemes/fpml/lender-classification-1-0.xml index 4cb5b3c..d0cb4bc 100644 --- a/src/main/resources/coding-schemes/fpml/lender-classification-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/lender-classification-1-0.xml @@ -1,9 +1,9 @@ - - + + The category the purchaser of a loan falls within, with respect to lender - consent rules. + consent rules. 2015-07-15 @@ -44,7 +44,7 @@ The loan purchaser controls, is controlled by or is under common control - with the agent bank. + with the agent bank. @@ -56,7 +56,7 @@ The loan purchaser controls, is controlled by or is under common control - with a current lender. + with a current lender. @@ -68,9 +68,9 @@ 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. - + (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. + @@ -82,8 +82,8 @@ An entity that is currently extending credit to a borrower or borrowers - pursuant to the terms of the credit agreement governing a credit - facility. + pursuant to the terms of the credit agreement governing a credit + facility. diff --git a/src/main/resources/coding-schemes/fpml/link-type-1-0.xml b/src/main/resources/coding-schemes/fpml/link-type-1-0.xml index 9dfac76..d0858d7 100644 --- a/src/main/resources/coding-schemes/fpml/link-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/link-type-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + other related trades. For new implementations, the use of the "linkedTrade" element is + preferred. 2019-03-25 @@ -45,8 +45,8 @@ 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. + allocation process. This is used by each one of the allocated trades to + reference the block trade. @@ -58,7 +58,7 @@ The trade id of an allocated trade. This is used by the block trade to - reference the trades resulting from the allocaiton process. + reference the trades resulting from the allocaiton process. @@ -70,11 +70,11 @@ 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. + 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. @@ -86,11 +86,11 @@ 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. + 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. @@ -102,8 +102,8 @@ The ID of the trade that was submitted for clearing, from which this - trade was created. Equivalent to "originating trade" for a clearing - operation. + trade was created. Equivalent to "originating trade" for a clearing + operation. @@ -115,8 +115,8 @@ The trade id of a resulting trade (beta or gamma trade) that resulted - from this trade during a clearing operation. Equivalent to "resulting - trade". + from this trade during a clearing operation. Equivalent to "resulting + trade". @@ -128,11 +128,11 @@ 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. + 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. @@ -144,10 +144,10 @@ 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. + 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. @@ -159,7 +159,7 @@ The ID of an option trade that was exercised to create this - trade. + trade. @@ -171,7 +171,7 @@ The ID of a trade that was created from this option trade when the option - was exercise physically. + was exercise physically. @@ -183,10 +183,10 @@ 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. + 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. @@ -198,10 +198,10 @@ 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. + 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. @@ -213,8 +213,8 @@ 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. + identical in characteristics, except possibly size and/or direction, into this + trade. This is typically done to simplify processing. @@ -226,8 +226,8 @@ 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. + others that were more or less identical in characteristics, except possibly size + and/or direction, to simplify processing. @@ -239,7 +239,7 @@ In a novation process, the ID of the original trade that was novated to - create this one. + create this one. @@ -251,7 +251,7 @@ In a novation process, the ID of the new trade that was created based on - this one. + this one. @@ -263,7 +263,7 @@ In a cancellation-rebooking process, the previous (cancelled) version of - the trade. + the trade. @@ -275,7 +275,7 @@ In a cancellation-rebooking process, the replacement (rebooked) version - of the trade. + of the trade. @@ -287,9 +287,9 @@ 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. + decomposed into constituent trades for internal risk management, this represents + the ID of the consitutent trade to which this structured trade is + decomposed. @@ -301,8 +301,8 @@ Where a series of trades are grouped into a structure for trading - purposes, this represents the trade ID of another member of that - structure. + purposes, this represents the trade ID of another member of that + structure. @@ -314,9 +314,9 @@ 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. + decomposed into constituent trades for internal risk management, this represents + the ID of the structured trade to which this consistuent trade + belongs. diff --git a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-category-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-category-type-1-0.xml index 27e8c35..ff4077c 100644 --- a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-category-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-category-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a loan covenant obligation category - type (e.g. affirmative, negative, or financial) based on a scheme. + type (e.g. affirmative, negative, or financial) based on a scheme. 2021-06-25 working-draft @@ -45,7 +45,7 @@ A covenant requiring a borrower/issuer to affirmatively perform an action - or maintain a specified condition. + or maintain a specified condition. @@ -57,7 +57,7 @@ A covenant based on a borrower's/issuer's financial - performance. + performance. @@ -69,7 +69,7 @@ A covenant forbidding a borrower/issuer from performing a certain action - or creating a specified condition. + or creating a specified condition. diff --git a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-adjustment-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-adjustment-type-1-0.xml index 4668119..d29fc6a 100644 --- a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-adjustment-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-adjustment-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a metric adjustment type, described - by a scheme. + by a scheme. 2021-06-25 working-draft @@ -56,7 +56,7 @@ Indicates that the metric is related to the last twelve - months. + months. diff --git a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-type-1-0.xml index 202bf63..3a68d1e 100644 --- a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-metric-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a loan covenant obligation metric - type. + type. 2021-06-25 working-draft @@ -56,7 +56,7 @@ Debt Service Ratio: the ratio of EBITDA to scheduled debt payments - (principal plus interest). + (principal plus interest). @@ -68,7 +68,7 @@ Fixed Charge Coverage Ratio: the ratio of EBITDA to Debt Service plus - capital expenditure plus taxes plus dividends. + capital expenditure plus taxes plus dividends. @@ -80,7 +80,7 @@ Interest Coverage Ratio: the ratio of EBITDA to interest - expenses. + expenses. @@ -92,7 +92,7 @@ Lease Payments: the amount of lease payments, usually expressed as a - specified amount or % of EBITDA. + specified amount or % of EBITDA. @@ -104,7 +104,7 @@ Leverage Ratio: the ratio of debt at a fiscal end date (usually - quarter-end) to EBITDA for the previous two or four quarters. + quarter-end) to EBITDA for the previous two or four quarters. @@ -116,7 +116,7 @@ Net Worth: the net worth (usually stock value + assets + x% of revenue) - of borrower and subsidiaries. + of borrower and subsidiaries. @@ -128,7 +128,7 @@ Net Worth Ratio: ratio of total liabilities to tangible net - worth. + worth. diff --git a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-numerator-denominator-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-numerator-denominator-type-1-0.xml index a23e469..1232a31 100644 --- a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-numerator-denominator-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-numerator-denominator-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a financial metric type, described - by a scheme. + by a scheme. 2021-06-25 working-draft @@ -67,7 +67,7 @@ Indicates a financial metric type of accrued salaries and - wages. + wages. @@ -134,7 +134,7 @@ Indicates a financial metric type of current portion of long term - debt. + debt. @@ -157,7 +157,7 @@ Indicates a financial metric type of earnings before interest and - taxes. + taxes. @@ -169,7 +169,7 @@ Indicates a financial metric type of earnings before interest, taxes, and - depreciation. + depreciation. @@ -181,7 +181,7 @@ Indicates a financial metric type of earnings before interest, taxes, - depreciation, and amortization. + depreciation, and amortization. @@ -193,7 +193,7 @@ Indicates a financial metric type of earnings before interest, taxes, - depreciation, amortization, and restructuring or rent costs. + depreciation, amortization, and restructuring or rent costs. @@ -293,7 +293,7 @@ Indicates a financial metric type of property, plant, and - equipment. + equipment. @@ -316,7 +316,7 @@ Indicates a financial metric type of selling, general, and administrative - expenses. + expenses. diff --git a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-task-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-task-type-1-0.xml index edb4001..1eda363 100644 --- a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-task-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-task-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a loan covenant obligation task - type. + type. 2021-06-25 working-draft @@ -45,7 +45,7 @@ Indicates that the recipient must fulfill a covenant - obligation. + obligation. @@ -57,7 +57,7 @@ Indicates a request for the recipient to waive a covenant - obligation. + obligation. diff --git a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-type-1-0.xml index 0d65fb9..686f8da 100644 --- a/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-covenant-obligation-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a loan covenant obligation - type. + type. 2021-06-25 working-draft @@ -56,8 +56,8 @@ Restricts changes to other legal documents that might adversely affect - the credit agreement without consent of the administrative agent and - lenders. + the credit agreement without consent of the administrative agent and + lenders. @@ -69,7 +69,7 @@ An obligation to provide the administrative agent with audited financial - statements within a certain number of days of fiscal year-end. + statements within a certain number of days of fiscal year-end. @@ -81,7 +81,7 @@ An obligation of the borrower to keep proper books and - records. + records. @@ -93,7 +93,7 @@ Limits on the ability of a borrower to enter into negative pledges with - third parties. + third parties. @@ -105,8 +105,8 @@ 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. + documents filed with the SEC, as well as any other information upon request by + the administrative agent or lenders. @@ -118,9 +118,9 @@ 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. + lender that they have complied with the covenants. A representation of + calcultions supporting the certification and affirmation by a Financial Officer + must be included. @@ -132,7 +132,7 @@ An obligation of the borrower to comply with applicable laws. There may - be special mention of sanctions and anti-corruption laws. + be special mention of sanctions and anti-corruption laws. @@ -144,7 +144,7 @@ Limits the amount of additional debt the borrower may incur. There are - several debt types that may be routinely allowed. + several debt types that may be routinely allowed. @@ -156,7 +156,7 @@ Specification as to how documents and reports are to be delivered (direct - mail, doc upload to a hosting site, etc.). + mail, doc upload to a hosting site, etc.). @@ -168,7 +168,7 @@ Prohibits speculative derivative trading. Some types of derivative - hedging are often allowed. + hedging are often allowed. @@ -180,7 +180,7 @@ A prohibition on the borrower from issuing certain types of stock that - contain debt-like provisions. + contain debt-like provisions. @@ -192,7 +192,7 @@ Places limits on or precludes dividend payments and stock buybacks. There - may be permitted types of dividend payments. + may be permitted types of dividend payments. @@ -204,7 +204,7 @@ If liens are granted by the borrower to a third party, the lenders must - be equally and ratably secured. + be equally and ratably secured. @@ -216,7 +216,7 @@ An obligation of the borrower to try to keep itself in business with - exceptions for approved mergers and liquidations. + exceptions for approved mergers and liquidations. @@ -228,7 +228,7 @@ Indicates that the covenant obligation is related to maintenance of a - financial ratio. + financial ratio. @@ -240,7 +240,7 @@ Indicates that the covenant obligation is related to maintenance of a - financial value. + financial value. @@ -252,7 +252,7 @@ Prohibits the borrower from changing accounting treatment and/or last - days of fiscal year and quarters. + days of fiscal year and quarters. @@ -264,7 +264,7 @@ A restriction on transactions that would fundamentally change the nature - of the borrower’s business. + of the borrower’s business. @@ -276,7 +276,7 @@ Specifies actions the borrower must take to ensure lenders maintain a - good lien on collateral. + good lien on collateral. @@ -288,8 +288,8 @@ 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. + authorizations, etc., required by any governmental agency necessary under the + laws of the borrower’s country pertaining to the credit agreement. @@ -301,7 +301,7 @@ Places limits on or precludes the borrower and subsidiaries from - guaranteeing other debt. + guaranteeing other debt. @@ -313,8 +313,8 @@ An obligation of the borrower to allow representatives of the - administrative agent and lenders to inspect its properties upon reasonable prior - notice. + administrative agent and lenders to inspect its properties upon reasonable prior + notice. @@ -326,7 +326,7 @@ Specifies certain types of insurance and coverage levels that the - borrower is obligated to carry. + borrower is obligated to carry. @@ -338,7 +338,7 @@ An obligation of the borrower to purchase interest rate protection for a - specified term and amount. + specified term and amount. @@ -350,7 +350,7 @@ Prohibits most additional investments by the borrower, with some - permitted investment types and allowed investment amounts. + permitted investment types and allowed investment amounts. @@ -362,13 +362,13 @@ 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). + 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). @@ -380,7 +380,7 @@ Prohibits the borrower from expanding to other business - lines. + lines. @@ -392,8 +392,8 @@ A requirement that the borrower not modify or restructure other debt - outside the credit agreement without the consent of the administrative agent and - lenders. + outside the credit agreement without the consent of the administrative agent and + lenders. @@ -405,11 +405,11 @@ 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. + 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. @@ -421,7 +421,7 @@ An obligation of the borrower to ensure payment obligations are pari - passu with other debt obligations. + passu with other debt obligations. @@ -433,7 +433,7 @@ Limits how the borrower can organize under a holding company for purposes - of the credit agreement. + of the credit agreement. @@ -445,7 +445,7 @@ An obligation of the borrower to pay taxes and meet other financial - obligations. + obligations. @@ -457,7 +457,7 @@ An obligation of the borrower to keep properties maintained and in good - order. + order. @@ -469,8 +469,8 @@ An obligation to provide the administrative agent with financial - statements (interim or audited) within a certain number of days of fiscal - quarter-end. + statements (interim or audited) within a certain number of days of fiscal + quarter-end. @@ -482,8 +482,8 @@ 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. + dividends and distributions by subsidiaries to the borrower are constrained. + There may be permitted exceptions. @@ -495,7 +495,7 @@ Limits the ability of the borrower to sell an asset and then immediately - lease it back from the buyer. + lease it back from the buyer. @@ -507,8 +507,8 @@ An obligation of the borrower and subsidiaries to maintain a separate and - distinct existence from a parent entity to avoid substantive consolidation under - bankruptcy. + distinct existence from a parent entity to avoid substantive consolidation under + bankruptcy. @@ -520,7 +520,7 @@ Places restrictions on the amount of tax funneled upstream to the parent - in tax-sharing plans under Section 1504 of the IRS tax code. + in tax-sharing plans under Section 1504 of the IRS tax code. diff --git a/src/main/resources/coding-schemes/fpml/loan-legal-action-approval-status-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-legal-action-approval-status-type-1-0.xml index 4869184..791ab13 100644 --- a/src/main/resources/coding-schemes/fpml/loan-legal-action-approval-status-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-legal-action-approval-status-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to identify a legal action approval status type, based on - a scheme. + a scheme. 2021-06-25 working-draft diff --git a/src/main/resources/coding-schemes/fpml/loan-legal-action-status-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-legal-action-status-type-1-0.xml index 1dce99f..ac7bef1 100644 --- a/src/main/resources/coding-schemes/fpml/loan-legal-action-status-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-legal-action-status-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to identify a loan legal action status type, based on a - scheme. + scheme. 2021-06-25 working-draft diff --git a/src/main/resources/coding-schemes/fpml/loan-legal-action-task-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-legal-action-task-type-1-0.xml index 0a08134..0f8157f 100644 --- a/src/main/resources/coding-schemes/fpml/loan-legal-action-task-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-legal-action-task-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure that uniquely identifies a task type within a legal action - structure. + structure. 2021-06-25 working-draft @@ -45,7 +45,7 @@ The recipient must provide their feedback on the legal - action. + action. diff --git a/src/main/resources/coding-schemes/fpml/loan-legal-action-type-1-0.xml b/src/main/resources/coding-schemes/fpml/loan-legal-action-type-1-0.xml index ac39a3b..020729c 100644 --- a/src/main/resources/coding-schemes/fpml/loan-legal-action-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/loan-legal-action-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A structure used to uniquely identify a legal action type; e.g. Amendment, - Amended and Restated Agreement, Restructure. + Amended and Restated Agreement, Restructure. 2021-06-25 working-draft @@ -122,7 +122,7 @@ A remedy to a covenant breach or some other contractual - breach. + breach. diff --git a/src/main/resources/coding-schemes/fpml/local-jurisdiction-1-1.xml b/src/main/resources/coding-schemes/fpml/local-jurisdiction-1-1.xml index 58c55cc..283345a 100644 --- a/src/main/resources/coding-schemes/fpml/local-jurisdiction-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/local-jurisdiction-1-1.xml @@ -1,10 +1,10 @@ - - + + 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. + applies to a Transaction, for example for the purposes of defining which Local Taxes + will apply. 2013-01-15 diff --git a/src/main/resources/coding-schemes/fpml/margin-quote-type-1-0.xml b/src/main/resources/coding-schemes/fpml/margin-quote-type-1-0.xml index fdf85f5..4b2a9bc 100644 --- a/src/main/resources/coding-schemes/fpml/margin-quote-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/margin-quote-type-1-0.xml @@ -1,10 +1,10 @@ - - + + Allows the requestor to specify if they want this trade/trade set - margining with an associated portfolio with the Clearing Organization or - not. + margining with an associated portfolio with the Clearing Organization or + not. 2013-08-30 @@ -45,7 +45,7 @@ Indicates margining applies to the trade and its associated - portfolio. + portfolio. diff --git a/src/main/resources/coding-schemes/fpml/market-disruption-1-0.xml b/src/main/resources/coding-schemes/fpml/market-disruption-1-0.xml index f77ba72..c65a389 100644 --- a/src/main/resources/coding-schemes/fpml/market-disruption-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/market-disruption-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines the handling of a averaging date market disruption for an equity - derivative transaction. + derivative transaction. @@ -43,7 +43,7 @@ As defined in section 6.7 para (c) subpara (iii) of the ISDA 2002 Equity - Derivative definitions. + Derivative definitions. @@ -55,7 +55,7 @@ As defined in section 6.7 para (c) subpara (i) of the ISDA 2002 Equity - Derivative definitions. + Derivative definitions. @@ -67,7 +67,7 @@ As defined in section 6.7 para (c) subpara (ii) of the ISDA 2002 Equity - Derivative definitions. + Derivative definitions. diff --git a/src/main/resources/coding-schemes/fpml/master-agreement-type-3-1.xml b/src/main/resources/coding-schemes/fpml/master-agreement-type-3-1.xml deleted file mode 100644 index f70298b..0000000 --- a/src/main/resources/coding-schemes/fpml/master-agreement-type-3-1.xml +++ /dev/null @@ -1,427 +0,0 @@ - - - - - Defines the type of the master agreement governing the - transaction. - 2018-09-04 - - - - masterAgreementTypeScheme - 3-1 - http://www.fpml.org/coding-scheme/master-agreement-type - http://www.fpml.org/coding-scheme/master-agreement-type-3-1 - http://www.fpml.org/coding-scheme/master-agreement-type-3-1.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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 - - - - - 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 - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/master-agreement-type-3-2.xml b/src/main/resources/coding-schemes/fpml/master-agreement-type-3-2.xml index 29fde7b..6ca9cd0 100644 --- a/src/main/resources/coding-schemes/fpml/master-agreement-type-3-2.xml +++ b/src/main/resources/coding-schemes/fpml/master-agreement-type-3-2.xml @@ -1,9 +1,9 @@ - - + + Defines the type of the master agreement governing the - transaction. + transaction. 2024-03-14 @@ -44,7 +44,7 @@ AFB Master Agreement for Foreign Exchange and Derivatives - Transactions + Transactions @@ -56,7 +56,7 @@ A Bespoke (custom) Master Agreement, including one-off agreements for - transactions + transactions @@ -101,7 +101,7 @@ EFET General Agreement Concerning the Delivery and Acceptance of - Electricity + Electricity @@ -113,7 +113,7 @@ EFET General Agreement Concerning The Delivery And Acceptance of Natural - Gas + Gas @@ -125,7 +125,7 @@ European Master Agreement and the Derivatives Annex (Banking Federation - of the European Union) + of the European Union) @@ -137,7 +137,7 @@ Master Agreement Relating to transactions on Forward Financial - Instruments (Federation Bancaire Francaise) + Instruments (Federation Bancaire Francaise) @@ -149,7 +149,7 @@ GasEDI Base Contract for Short-term Sale and Purchase of Natural - Gas + Gas @@ -161,7 +161,7 @@ German Master Agreement for Financial derivatives and Addendum for - Options on Stock Exchange Indices or Securities + Options on Stock Exchange Indices or Securities @@ -217,7 +217,7 @@ International Emissions Trading Association Emissions Reduction Purchase - Agreement + Agreement @@ -229,7 +229,7 @@ International Emissions Trading Association Emissions Trading Master - Agreement + Agreement @@ -241,7 +241,7 @@ International Emissions Trading Association International Emissions - Trading Master Agreement + Trading Master Agreement @@ -319,7 +319,7 @@ International Bullion Master Agreement Terms published by the London - Bullion Market Association + Bullion Market Association @@ -375,7 +375,7 @@ Standard Documentation for Derivative Transactions on the Russian - Financial Markets + Financial Markets @@ -387,7 +387,7 @@ Master Agreement and Contractual Terms for Repurchase Agreements on the - Russian Financial Market + Russian Financial Market diff --git a/src/main/resources/coding-schemes/fpml/master-agreement-version-1-4.xml b/src/main/resources/coding-schemes/fpml/master-agreement-version-1-4.xml index 0b391f5..71b6626 100644 --- a/src/main/resources/coding-schemes/fpml/master-agreement-version-1-4.xml +++ b/src/main/resources/coding-schemes/fpml/master-agreement-version-1-4.xml @@ -1,9 +1,9 @@ - - + + Defines the version of the master agreement governing the - transaction. + transaction. 2014-02-05 @@ -121,7 +121,7 @@ ZBT 2004 Zeebrugge Hub Natural Gas Trading Terms and - Conditions + Conditions @@ -144,7 +144,7 @@ Master Agreement and Contractual Terms for Repurchase Agreements on the - Russian Financial Market 2007 + Russian Financial Market 2007 @@ -156,7 +156,7 @@ Standard Documentation for Derivative Transactions on the Russian - Financial Markets 2009 + Financial Markets 2009 @@ -179,9 +179,9 @@ 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 + Documentation for Derivative Transactions on the Russian Financial Markets 2011, + Master Agreement and Contractual Terms for Repurchase Agreements on the Russian + Financial Market 2011 @@ -193,7 +193,7 @@ International Emissions Trading Association Emissions Reduction Purchase - Agreement Version 3.0 + Agreement Version 3.0 @@ -205,7 +205,7 @@ International Emissions Trading Association Emissions Trading Master - Agreement Version 2.1 + Agreement Version 2.1 @@ -217,7 +217,7 @@ International Emissions Trading Association Emissions Trading Master - Agreement Version 3.0 + Agreement Version 3.0 @@ -229,7 +229,7 @@ International Emissions Trading Association International Emissions - Trading Master Agreement Version 1.0 + Trading Master Agreement Version 1.0 diff --git a/src/main/resources/coding-schemes/fpml/master-confirmation-annex-type-2-6.xml b/src/main/resources/coding-schemes/fpml/master-confirmation-annex-type-2-6.xml index a12fd4e..7932de7 100644 --- a/src/main/resources/coding-schemes/fpml/master-confirmation-annex-type-2-6.xml +++ b/src/main/resources/coding-schemes/fpml/master-confirmation-annex-type-2-6.xml @@ -1,9 +1,9 @@ - - + + Defines the type of annex to be used with master confirmation agreement - governing the transaction. + governing the transaction. @@ -43,9 +43,9 @@ 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. + Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 + Americas Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -57,9 +57,9 @@ 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. + Master Equity Derivatives Confirmation Agreement and to the Revised ISDA 2004 + Americas Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -71,7 +71,7 @@ The Dispersion Variance Swap Annex to the Revised 2007 ISDA European - Variance Swap Master Confirmation Agreement applies. + Variance Swap Master Confirmation Agreement applies. @@ -83,7 +83,7 @@ The EFS (Equity Share Finance Swap) 2007 Annex to the ISDA 2007 European - Master Equity Derivatives Confirmation Agreement applies. + Master Equity Derivatives Confirmation Agreement applies. @@ -95,8 +95,8 @@ The Index Variance Swap 2007 Annex to the Revised ISDA 2004 Americas - Interdealer Master Equity Derivatives Confirmation Agreement - applies. + Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -108,8 +108,8 @@ The Share Variance Swap 2007 Annex to the Revised ISDA 2004 Americas - Interdealer Master Equity Derivatives Confirmation Agreement - applies. + Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -121,7 +121,7 @@ The Variance Option Standard Terms Appendix to the Revised ISDA 2007 - European Variance Swap Master Confirmation Agreement applies. + European Variance Swap Master Confirmation Agreement applies. @@ -133,8 +133,8 @@ 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. + to the ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives + Confirmation Agreement applies. @@ -146,8 +146,8 @@ 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. + Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives + Confirmation Agreement applies. @@ -159,8 +159,8 @@ The Open Market Equity Option 2008 Annex to the ISDA 2008 AEJ (Asia - Excluding Japan) Master Equity Derivatives Confirmation Agreement - applies. + Excluding Japan) Master Equity Derivatives Confirmation Agreement + applies. @@ -172,8 +172,8 @@ The Open Market Equity Option Annex to the Revised ISDA 2008 AEJ (Asia - Excluding Japan) Master Equity Derivatives Confirmation Agreement - applies. + Excluding Japan) Master Equity Derivatives Confirmation Agreement + applies. @@ -185,7 +185,7 @@ The Equity Option 2008 Annex to the ISDA 2008 Japanese Master Equity - Derivatives Confirmation Agreement applies. + Derivatives Confirmation Agreement applies. @@ -197,8 +197,8 @@ 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. + Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives + Confirmation Agreement applies. @@ -210,8 +210,8 @@ The Interdealer Share Swap 2009 Annex to the ISDA 2009 European - Interdealer Master Equity Derivatives Confirmation Agreement - applies. + Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -223,7 +223,7 @@ The Index Swap 2009 Annex to the ISDA 2007 European Master Equity - Derivatives Confirmation Agreement applies. + Derivatives Confirmation Agreement applies. @@ -235,7 +235,7 @@ The Index and Share Options 2009 Annex to the ISDA 2009 Americas Master - Equity Derivatives Confirmation Agreement applies. + Equity Derivatives Confirmation Agreement applies. @@ -247,8 +247,8 @@ The Interdealer Index Swap 2009 Annex to the ISDA 2009 European - Interdealer Master Equity Derivatives Confirmation Agreement - applies. + Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -260,7 +260,7 @@ The Index Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master - Equity Derivatives Confirmation Agreement applies. + Equity Derivatives Confirmation Agreement applies. @@ -272,7 +272,7 @@ The Share Swap 2009 Annex to the ISDA 2009 Pan-Asia Interdealer Master - Equity Derivatives Confirmation Agreement applies. + Equity Derivatives Confirmation Agreement applies. @@ -284,8 +284,8 @@ The Fair Value Interdealer Share Swap 2010 Annex to the ISDA 2009 - European Interdealer Master Equity Derivatives Confirmation Agreement - applies. + European Interdealer Master Equity Derivatives Confirmation Agreement + applies. @@ -297,8 +297,8 @@ 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. + Annex to the ISDA 2010 EMEA EM Interdealer Master Equity Derivatives + Confirmation Agreement applies. diff --git a/src/main/resources/coding-schemes/fpml/master-confirmation-type-7-7.xml b/src/main/resources/coding-schemes/fpml/master-confirmation-type-7-7.xml index 15baaa8..3b28bfe 100644 --- a/src/main/resources/coding-schemes/fpml/master-confirmation-type-7-7.xml +++ b/src/main/resources/coding-schemes/fpml/master-confirmation-type-7-7.xml @@ -1,9 +1,9 @@ - - + + Defines the type of master confirmation agreement governing the - transaction. + transaction. 2015-07-15 @@ -44,8 +44,8 @@ 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. + contents of the creditDefaultSwap element. Best practice is to use the most + specific code that applies. @@ -57,7 +57,7 @@ A privately negotiated European Interdealer Master Confirmation Agreement - applies. + applies. @@ -69,7 +69,7 @@ A privately negotiated European Interdealer Master Confirmation Agreement - applies. + applies. @@ -81,7 +81,7 @@ A European Interdealer Master Confirmation Agreement not defined by ISDA, - and modified by the parties to the transaction applies. + and modified by the parties to the transaction applies. @@ -93,7 +93,7 @@ A European Interdealer Master Confirmation Agreement not defined by ISDA - applies. + applies. @@ -105,7 +105,7 @@ Dummy MCA value mirroring the matrix term value - AsiaCorporate. + AsiaCorporate. @@ -117,7 +117,7 @@ Dummy MCA value mirroring the matrix term value - AsiaFinancialCorporate. + AsiaFinancialCorporate. @@ -129,7 +129,7 @@ Dummy MCA value mirroring the matrix term value - AustraliaCorporate/NewZealandCorporate. + AustraliaCorporate/NewZealandCorporate. @@ -141,7 +141,7 @@ Dummy MCA value mirroring the matrix term value - AustraliaFinancialCorporate/NewZealandFinancialCorporate. + AustraliaFinancialCorporate/NewZealandFinancialCorporate. @@ -153,7 +153,7 @@ Dummy MCA value mirroring the matrix term value - EuropeanCorporate. + EuropeanCorporate. @@ -165,7 +165,7 @@ Dummy MCA value mirroring the matrix term value - EuropeanCoCoFinancialCorporate. + EuropeanCoCoFinancialCorporate. @@ -177,7 +177,7 @@ Dummy MCA value mirroring the matrix term value - EuropeanFinancialCorporate. + EuropeanFinancialCorporate. @@ -189,7 +189,7 @@ Dummy MCA value mirroring the matrix term value - JapanCorporate. + JapanCorporate. @@ -201,7 +201,7 @@ Dummy MCA value mirroring the matrix term value - JapanFinancialCorporate. + JapanFinancialCorporate. @@ -213,7 +213,7 @@ Dummy MCA value mirroring the matrix term value - NorthAmericanCorporate. + NorthAmericanCorporate. @@ -225,7 +225,7 @@ Dummy MCA value mirroring the matrix term value - NorthAmericanFinancialCorporate. + NorthAmericanFinancialCorporate. @@ -237,7 +237,7 @@ Dummy MCA value mirroring the matrix term values - SingaporeCorporate. + SingaporeCorporate. @@ -249,7 +249,7 @@ Dummy MCA value mirroring the matrix term values - SingaporeFinancialCorporate. + SingaporeFinancialCorporate. @@ -261,7 +261,7 @@ Dummy MCA value mirroring the matrix term value - AsiaSovereign. + AsiaSovereign. @@ -273,7 +273,7 @@ Dummy MCA value mirroring the matrix term value - EmergingEuropeanAndMiddleEasternSovereign. + EmergingEuropeanAndMiddleEasternSovereign. @@ -285,7 +285,7 @@ Dummy MCA value mirroring the matrix term value - JapanSovereign. + JapanSovereign. @@ -297,7 +297,7 @@ Dummy MCA value mirroring the matrix term value - LatinAmericaSovereign. + LatinAmericaSovereign. @@ -309,7 +309,7 @@ Dummy MCA value mirroring the matrix term value - WesternEuropeanSovereign. + WesternEuropeanSovereign. @@ -321,7 +321,7 @@ Dummy MCA value mirroring the matrix term values - StandardAsiaCorporate. + StandardAsiaCorporate. @@ -333,7 +333,7 @@ Dummy MCA value mirroring the matrix term values - StandardAsiaFinancialCorporate. + StandardAsiaFinancialCorporate. @@ -345,7 +345,7 @@ Dummy MCA value mirroring the matrix term values - StandardAustraliaCorporate and StandardNewZealandCorporate. + StandardAustraliaCorporate and StandardNewZealandCorporate. @@ -357,8 +357,8 @@ Dummy MCA value mirroring the matrix term values - StandardAustraliaFinancialCorporate and - StandardNewZealandFinancialCorporate. + StandardAustraliaFinancialCorporate and + StandardNewZealandFinancialCorporate. @@ -370,7 +370,7 @@ Dummy MCA value mirroring the matrix term value - StandardEuropeanCorporate. + StandardEuropeanCorporate. @@ -382,7 +382,7 @@ Dummy MCA value mirroring the matrix term value - StandardEuropeanCoCoFinancialCorporate. + StandardEuropeanCoCoFinancialCorporate. @@ -394,7 +394,7 @@ Dummy MCA value mirroring the matrix term value - StandardEuropeanFinancialCorporate. + StandardEuropeanFinancialCorporate. @@ -406,7 +406,7 @@ Dummy MCA value mirroring the matrix term values - StandardJapanCorporate. + StandardJapanCorporate. @@ -418,7 +418,7 @@ Dummy MCA value mirroring the matrix term value - StandardJapanFinancialCorporate. + StandardJapanFinancialCorporate. @@ -430,7 +430,7 @@ Dummy MCA value mirroring the matrix term value - StandardNorthAmericanCorporate. + StandardNorthAmericanCorporate. @@ -442,7 +442,7 @@ Dummy MCA value mirroring the matrix term value - standardNorthAmericanFinancialCorporate. + standardNorthAmericanFinancialCorporate. @@ -454,7 +454,7 @@ Dummy MCA value mirroring the matrix term values - StandardSingaporeCorporate. + StandardSingaporeCorporate. @@ -466,7 +466,7 @@ Dummy MCA value mirroring the matrix term value - StandardSingaporeFinancialCorporate. + StandardSingaporeFinancialCorporate. @@ -478,7 +478,7 @@ Dummy MCA value mirroring the matrix term value - StandardAsiaSovereign. + StandardAsiaSovereign. @@ -490,7 +490,7 @@ Dummy MCA value mirroring the matrix term value - StandardEmergingEuropeanAndMiddleEasternSovereign. + StandardEmergingEuropeanAndMiddleEasternSovereign. @@ -502,7 +502,7 @@ Dummy MCA value mirroring the matrix term values - StandardJapanSovereign. + StandardJapanSovereign. @@ -514,7 +514,7 @@ Dummy MCA value mirroring the matrix term value - StandardLatinAmericaSovereign. + StandardLatinAmericaSovereign. @@ -526,7 +526,7 @@ Dummy MCA value mirroring the matrix term value - StandardWesternEuropeanSovereign. + StandardWesternEuropeanSovereign. @@ -538,7 +538,7 @@ Used for CDS Index trades executed under the Dow Jones CDX Emerging - Markets Master Confirmation. + Markets Master Confirmation. @@ -550,7 +550,7 @@ Used for CDS Index trades executed under the Dow Jones CDX Emerging - Markets Diversified Master Confirmation. + Markets Diversified Master Confirmation. @@ -562,7 +562,7 @@ 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. + Confirmation that covers CDX.NA.IG, CDX.NA.HY, and CDX.NA.XO. @@ -574,7 +574,7 @@ Used for CDS Index trades executed under the Dow Jones iTraxx Europe - Master Confirmation Agreement. + Master Confirmation Agreement. @@ -586,8 +586,8 @@ 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. + Agreements. Use the more specific values to reference a specific type of + Americas Master Confirmation Agreement. @@ -599,8 +599,8 @@ 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. + Use the more specific values to reference a specific type of Asia Master + Confirmation Agreement. @@ -612,8 +612,8 @@ 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. + Agreements. Use the more specific values to reference a specific type of + European Master Confirmation Agreement. @@ -636,8 +636,8 @@ ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as - if Asia had been specified as the relevant Transaction Type in the Transaction - Supplement. + if Asia had been specified as the relevant Transaction Type in the Transaction + Supplement. @@ -649,8 +649,8 @@ 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. + if Australia and New Zealand had been specified as the relevant Transaction Type + in the Transaction Supplement. @@ -662,8 +662,8 @@ ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as - if European had been specified as the relevant Transaction Type in the - Transaction Supplement. + if European had been specified as the relevant Transaction Type in the + Transaction Supplement. @@ -675,8 +675,8 @@ ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as - if Japan had been specified as the relevant Transaction Type in the Transaction - Supplement. + if Japan had been specified as the relevant Transaction Type in the Transaction + Supplement. @@ -688,8 +688,8 @@ ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as - if North American had been specified as the relevant Transaction Type in the - Transaction Supplement. + if North American had been specified as the relevant Transaction Type in the + Transaction Supplement. @@ -701,8 +701,8 @@ ISDA 2003 Master Credit Derivatives Confirmation Agreement interpreted as - if Singapore had been specified as the relevant Transaction Type in the - Transaction Supplement. + if Singapore had been specified as the relevant Transaction Type in the + Transaction Supplement. @@ -714,9 +714,9 @@ 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. + 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. @@ -728,9 +728,9 @@ 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. + 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. @@ -742,9 +742,9 @@ 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. + 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. @@ -756,9 +756,9 @@ 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. + 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. @@ -770,9 +770,9 @@ 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. + 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. @@ -784,9 +784,9 @@ 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. + 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. @@ -798,7 +798,7 @@ Dummy MCA value mirroring the matrix term values - StandardAsiaCorporate. + StandardAsiaCorporate. @@ -810,8 +810,8 @@ Dummy MCA value mirroring the matrix term values - StandardAustraliaCorporate/Sovereign and - StandardNewZealandCorporate/Sovereign. + StandardAustraliaCorporate/Sovereign and + StandardNewZealandCorporate/Sovereign. @@ -823,7 +823,7 @@ Dummy MCA value mirroring the matrix term value - StandardEuropeanCorporate. + StandardEuropeanCorporate. @@ -835,7 +835,7 @@ Dummy MCA value mirroring the matrix term values - StandardJapanCorporate. + StandardJapanCorporate. @@ -847,7 +847,7 @@ Dummy MCA value mirroring the matrix term value - StandardNorthAmericanCorporate. + StandardNorthAmericanCorporate. @@ -859,7 +859,7 @@ Dummy MCA value mirroring the matrix term values - StandardSingaporeCorporate/Sovereign. + StandardSingaporeCorporate/Sovereign. @@ -871,8 +871,8 @@ ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement - interpreted as if Asia had been specified as the relevant Transaction Type in - the Transaction Supplement. + interpreted as if Asia had been specified as the relevant Transaction Type in + the Transaction Supplement. @@ -884,8 +884,8 @@ 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. + interpreted as if Emerging European and Middle Eastern had been specified as the + relevant Transaction Type in the Transaction Supplement. @@ -897,8 +897,8 @@ ISDA Sovereign 2004 Master Credit Derivatives Confirmation Agreement - interpreted as if Japan had been specified as the relevant Transaction Type in - the Transaction Supplement. + interpreted as if Japan had been specified as the relevant Transaction Type in + the Transaction Supplement. @@ -910,8 +910,8 @@ 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. + interpreted as if Latin American had been specified as the relevant Transaction + Type in the Transaction Supplement. @@ -923,8 +923,8 @@ 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. + interpreted as if Western European had been specified as the relevant + Transaction Type in the Transaction Supplement. @@ -936,7 +936,7 @@ The ISDA 2004 Americas Interdealer Master Equity Derivatives Confirmation - Agreement applies. + Agreement applies. @@ -948,7 +948,7 @@ The Revised ISDA 2004 Americas Interdealer Master Equity Derivatives - Confirmation Agreement applies. + Confirmation Agreement applies. @@ -960,7 +960,7 @@ Dummy MCA value mirroring the matrix term values - StandardAsiaSovereign. + StandardAsiaSovereign. @@ -972,7 +972,7 @@ Dummy MCA value mirroring the matrix term value - StandardEmergingEuropeanAndMiddleEasternSovereign. + StandardEmergingEuropeanAndMiddleEasternSovereign. @@ -984,7 +984,7 @@ Dummy MCA value mirroring the matrix term values - StandardJapanSovereign. + StandardJapanSovereign. @@ -996,7 +996,7 @@ Dummy MCA value mirroring the matrix term value - StandardLatinAmericaSovereign. + StandardLatinAmericaSovereign. @@ -1008,7 +1008,7 @@ Dummy MCA value mirroring the matrix term value - StandardWesternEuropeanSovereign. + StandardWesternEuropeanSovereign. @@ -1020,7 +1020,7 @@ ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master Equity - Derivatives Confirmation Agreement applies. + Derivatives Confirmation Agreement applies. @@ -1032,7 +1032,7 @@ Second Revised ISDA 2005 AEJ (Asia Excluding Japan) Interdealer Master - Equity Derivatives Confirmation Agreement applies. + Equity Derivatives Confirmation Agreement applies. @@ -1044,7 +1044,7 @@ The ISDA 2005 Japanese Interdealer Master Equity Derivatives Confirmation - Agreement applies. + Agreement applies. @@ -1056,7 +1056,7 @@ ISDA 2006 Variance Swap Japanese Confirmation Agreement - applies. + applies. @@ -1068,7 +1068,7 @@ ISDA 2006 Variance Swap Japanese Interdealer Confirmation Agreement - applies. + applies. @@ -1080,7 +1080,7 @@ The ISDA 2007 European Master Equity Derivatives Confirmation Agreement - applies. + applies. @@ -1092,7 +1092,7 @@ The ISDA 2007 Americas Master Variance Swap Confirmation Agreement - applies. + applies. @@ -1104,7 +1104,7 @@ The ISDA 2007 AEJ Master Variance Swap Confirmation Agreement - applies. + applies. @@ -1116,7 +1116,7 @@ The Revised ISDA 2007 AEJ Master Variance Swap Confirmation Agreement - applies. + applies. @@ -1128,7 +1128,7 @@ The Second Revised ISDA 2007 AEJ Master Variance Swap Confirmation - Agreement applies. + Agreement applies. @@ -1140,7 +1140,7 @@ The ISDA 2007 European Variance Swap Master Confirmation Agreement - applies. + applies. @@ -1152,7 +1152,7 @@ The Revised ISDA 2007 European Variance Swap Master Confirmation - Agreement applies. + Agreement applies. @@ -1164,7 +1164,7 @@ The ISDA 2008 Japanese Dividend Swap Master Confirmation Agreement - applies. + applies. @@ -1176,7 +1176,7 @@ The Revised ISDA 2008 Japanese Dividend Swap Master Confirmation - Agreement applies. + Agreement applies. @@ -1188,7 +1188,7 @@ The ISDA 2008 Americas Master Designated/Exchange-Traded Contract Option - Confirmation Agreement applies. + Confirmation Agreement applies. @@ -1200,7 +1200,7 @@ The ISDA 2008 AEJ (Asia Excluding Japan) Master Equity Derivatives - Confirmation Agreement applies. + Confirmation Agreement applies. @@ -1212,7 +1212,7 @@ The Revised ISDA 2008 AEJ (Asia Excluding Japan) Master Equity - Derivatives Confirmation Agreement applies. + Derivatives Confirmation Agreement applies. @@ -1224,7 +1224,7 @@ The ISDA 2008 Japanese Master Equity Derivatives Confirmation Agreement - applies. + applies. @@ -1236,7 +1236,7 @@ The ISDA 2009 Americas Master Equity Derivatives Confirmation Agreement - applies. + applies. @@ -1248,7 +1248,7 @@ The ISDA 2009 European Interdealer Master Equity Derivatives Confirmation - Agreement applies. + Agreement applies. @@ -1260,7 +1260,7 @@ 2009 Pan-Asia Interdealer Master Equity Derivatives Confirmation - Agreement applies. + Agreement applies. @@ -1272,7 +1272,7 @@ The ISDA 2010 EMEA EM Interdealer Master Equity Derivatives Confirmation - Agreement applies. + Agreement applies. @@ -1284,7 +1284,7 @@ The ISDA 2013 Americas Master Volatility Swap Confirmation Agreement - applies. + applies. @@ -1296,7 +1296,7 @@ The ISDA 2013 AEJ Master Volatility Swap Confirmation Agreement - applies. + applies. @@ -1308,7 +1308,7 @@ The ISDA 2013 European Volatility Swap Master Confirmation Agreement - applies. + applies. @@ -1320,7 +1320,7 @@ The ISDA 2013 Volatility Swap Japanese Confirmation Agreement - applies. + applies. diff --git a/src/main/resources/coding-schemes/fpml/matrix-type-1-1.xml b/src/main/resources/coding-schemes/fpml/matrix-type-1-1.xml index c9d9f59..0b8f1af 100644 --- a/src/main/resources/coding-schemes/fpml/matrix-type-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/matrix-type-1-1.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of values for identifying the form of applicable - matrix. + matrix. 2015-07-15 @@ -44,7 +44,7 @@ The ISDA-published Credit Derivatives Physical Settlement - Matrix. + Matrix. @@ -67,7 +67,7 @@ The ISDA-published 2000 ISDA Definitions Settlement Matrix for Early - Terminations and Swaptions. + Terminations and Swaptions. diff --git a/src/main/resources/coding-schemes/fpml/mortgage-sector-1-0.xml b/src/main/resources/coding-schemes/fpml/mortgage-sector-1-0.xml index 72d4b64..6a4bf62 100644 --- a/src/main/resources/coding-schemes/fpml/mortgage-sector-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/mortgage-sector-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies a mortgage typology. diff --git a/src/main/resources/coding-schemes/fpml/no-settle-period-type-1-0.xml b/src/main/resources/coding-schemes/fpml/no-settle-period-type-1-0.xml index bda0e65..c47937b 100644 --- a/src/main/resources/coding-schemes/fpml/no-settle-period-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/no-settle-period-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A period during which no settlement of a trade can occur, other than - non-business days. + non-business days. 2017-12-22 @@ -44,7 +44,7 @@ Period during which, due to servicing obligations by the Agent, no - settlement of trades can occur. + settlement of trades can occur. @@ -56,7 +56,7 @@ Period during which, due to the formation and funding of a CLO entity - lender, no settlement of trades can occur. + lender, no settlement of trades can occur. diff --git a/src/main/resources/coding-schemes/fpml/non-iso-currency-1-0.xml b/src/main/resources/coding-schemes/fpml/non-iso-currency-1-0.xml deleted file mode 100644 index ba81ce9..0000000 --- a/src/main/resources/coding-schemes/fpml/non-iso-currency-1-0.xml +++ /dev/null @@ -1,149 +0,0 @@ - - - - - Includes the currency codes to expand the ISO 4217 currency list, - including the offshore and historical currencies. - 2016-10-28 - - - - nonIsoCurrencyScheme - 1-0 - http://www.fpml.org/coding-scheme/non-iso-currency - http://www.fpml.org/coding-scheme/non-iso-currency-1-0 - http://www.fpml.org/coding-scheme/non-iso-currency-1-0.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - KID - - - FpML - - - TVD. - - - - - MCF - - - FpML - - - Monegasque franc. Historical currency code. - - - - - SML - - - FpML - - - Sammarinese lira. Hhistorical currency code. - - - - - VAL - - - FpML - - - Vatican lira. Historical currency code. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/non-iso-currency-1-1.xml b/src/main/resources/coding-schemes/fpml/non-iso-currency-1-1.xml index 7538818..ded474a 100644 --- a/src/main/resources/coding-schemes/fpml/non-iso-currency-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/non-iso-currency-1-1.xml @@ -1,9 +1,9 @@ - - + + Includes the currency codes to expand the ISO 4217 currency list, - including the offshore and historical currencies. + including the offshore and historical currencies. 2023-11-03 diff --git a/src/main/resources/coding-schemes/fpml/option-type-1-0.xml b/src/main/resources/coding-schemes/fpml/option-type-1-0.xml index 4c65267..4f52f8b 100644 --- a/src/main/resources/coding-schemes/fpml/option-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/option-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates a type of option contained in a complex OTC derivative - contract. + contract. 2012-05-11 @@ -44,8 +44,8 @@ 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. + asset may in turn be based on other assets, for example a spread on + prices. @@ -57,7 +57,7 @@ The right to receive payments when a rate exceeds a specified - level + level @@ -69,7 +69,7 @@ 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. + of option (e.g. a put or a call) the option will be. @@ -81,8 +81,8 @@ 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. + price exceeds a specified level coupled with the obligation to make payments if + the rate or price is under a (possibly different) level. @@ -94,7 +94,7 @@ The right to receive payments when a rate is under a specified - level + level @@ -117,8 +117,8 @@ 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.) + option holder would pay a fixed rate or price. (Also known as a "Payer" + swaption, or "RTP"=Right to Pay swaption.) @@ -130,8 +130,8 @@ 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. + The asset may in turn be based on other assets, for example a spread on + prices. @@ -143,8 +143,8 @@ 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.) + option holder would receive a fixed rate or price. (Also known as a "Receiver" + swaption, or "RTR"=Right to Receive swaption.) @@ -156,8 +156,8 @@ 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 + price exceeds a specified level or is under a (possibly different) + level diff --git a/src/main/resources/coding-schemes/fpml/org-type-category-1-0.xml b/src/main/resources/coding-schemes/fpml/org-type-category-1-0.xml index c05e746..023ac70 100644 --- a/src/main/resources/coding-schemes/fpml/org-type-category-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/org-type-category-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of organization. Used to clarify - which participant's information is being reported. + which participant's information is being reported. 2011-09-29 @@ -44,8 +44,8 @@ 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). + of the sender of the report, typically a clearing member firm or dealer (acting + as an agent). @@ -57,8 +57,8 @@ 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. + of the counterparty of the sender of the report, which is typically a clearing + member firm or dealer. @@ -70,8 +70,8 @@ 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. + of a client opposite the sender of the report, which is typically a clearing + member firm or dealer. @@ -83,8 +83,8 @@ 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). + of the sender of the report, typically a clearing member firm or dealer (acting + as a principal). diff --git a/src/main/resources/coding-schemes/fpml/organization-characteristic-1-0.xml b/src/main/resources/coding-schemes/fpml/organization-characteristic-1-0.xml index 82c63e8..503603d 100644 --- a/src/main/resources/coding-schemes/fpml/organization-characteristic-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/organization-characteristic-1-0.xml @@ -1,5 +1,5 @@ - - + + Indicates a type of organization characteristic. diff --git a/src/main/resources/coding-schemes/fpml/organization-type-2-0.xml b/src/main/resources/coding-schemes/fpml/organization-type-2-0.xml index ea39620..c7e0b49 100644 --- a/src/main/resources/coding-schemes/fpml/organization-type-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/organization-type-2-0.xml @@ -1,5 +1,5 @@ - - + + Indicates a type of organization. @@ -43,7 +43,7 @@ A significant participant in the swaps market, for example as defined by - the Dodd-Frank Act. + the Dodd-Frank Act. @@ -66,7 +66,7 @@ A firm that is neither a swap dealer nor a major swaps participant under - the Dodd-Frank Act. + the Dodd-Frank Act. diff --git a/src/main/resources/coding-schemes/fpml/originating-event-1-3.xml b/src/main/resources/coding-schemes/fpml/originating-event-1-3.xml deleted file mode 100644 index 7493d6b..0000000 --- a/src/main/resources/coding-schemes/fpml/originating-event-1-3.xml +++ /dev/null @@ -1,229 +0,0 @@ - - - - - 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. - 2016-06-13 - - - - originatingEventScheme - 1-3 - http://www.fpml.org/coding-scheme/originating-event - http://www.fpml.org/coding-scheme/originating-event-1-3 - http://www.fpml.org/coding-scheme/originating-event-1-3.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - 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. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/originating-event-1-4.xml b/src/main/resources/coding-schemes/fpml/originating-event-1-4.xml index deaf5d3..1eea59c 100644 --- a/src/main/resources/coding-schemes/fpml/originating-event-1-4.xml +++ b/src/main/resources/coding-schemes/fpml/originating-event-1-4.xml @@ -1,12 +1,12 @@ - - + + 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. + 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. 2023-11-03 @@ -58,9 +58,9 @@ 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.) + 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.) @@ -94,7 +94,7 @@ 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. + a trade formerly held by a now defaulted clearing member firm. @@ -139,7 +139,7 @@ Indicates the trade results from a novation event (the terms transfer, - assignment are also used in the industry). + assignment are also used in the industry). @@ -151,7 +151,7 @@ Indicates the trade results from a partial novation event (the terms - transfer, assignment are also used in the industry). + transfer, assignment are also used in the industry). @@ -185,9 +185,9 @@ 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.) + 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.) @@ -221,7 +221,7 @@ Indicates the trade results from a reorganization succession - event. + event. @@ -233,7 +233,7 @@ Indicates the trade or trade package is the result of a trade - transaction. + transaction. diff --git a/src/main/resources/coding-schemes/fpml/package-type-1-0.xml b/src/main/resources/coding-schemes/fpml/package-type-1-0.xml index f88ec22..3e48e7d 100644 --- a/src/main/resources/coding-schemes/fpml/package-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/package-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the type of package. @@ -43,8 +43,8 @@ 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"). + term (the "body"), and does the opposite (receives or pays fixed) for a short + and a long term (the "wings"). @@ -56,7 +56,7 @@ A strategy in which a swap is used to Roll from one IMM date into another - IMM swap. + IMM swap. @@ -68,7 +68,7 @@ A strategy in which 2 trades on different dates are done at the same - time, e.g., Sept vs June. + time, e.g., Sept vs June. @@ -80,7 +80,7 @@ A package created for a particular client need e.g., - portfolioCompression, termination. + portfolioCompression, termination. @@ -92,7 +92,7 @@ A strategy in which a firms buys new version of index and sells and old - version of the same index. + version of the same index. @@ -104,7 +104,7 @@ A package in which only a maximum of one of the components will be - executed (used for credit limit checking/orders). + executed (used for credit limit checking/orders). @@ -116,7 +116,7 @@ A strategy in which a firm either buys a treasury and enters a payer - swap, or sells treasury and enters a receiver swap. + swap, or sells treasury and enters a receiver swap. @@ -128,8 +128,8 @@ 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. + versus the opposite (receives or pays fixed) for different term. Typically the + second term starts at the completion of the first. diff --git a/src/main/resources/coding-schemes/fpml/party-group-type-1-0.xml b/src/main/resources/coding-schemes/fpml/party-group-type-1-0.xml index 8baa96f..069adee 100644 --- a/src/main/resources/coding-schemes/fpml/party-group-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/party-group-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Qualifies a group of parties. @@ -43,7 +43,7 @@ Indicates that the group of parties are jointly and severally - liable. + liable. diff --git a/src/main/resources/coding-schemes/fpml/party-relationship-type-1-1.xml b/src/main/resources/coding-schemes/fpml/party-relationship-type-1-1.xml index 49942cd..1312411 100644 --- a/src/main/resources/coding-schemes/fpml/party-relationship-type-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/party-relationship-type-1-1.xml @@ -1,9 +1,9 @@ - - + + A type is containing a code representing how two parties are related, e.g. - Affiliated, Intragroup. + Affiliated, Intragroup. 2015-05-10 @@ -44,8 +44,8 @@ Indicates whether the transaction is between two affiliated entities. It - is referred to as Inter-affiliate under the Canadian CSA reporting - regime. + is referred to as Inter-affiliate under the Canadian CSA reporting + regime. @@ -68,7 +68,7 @@ Indicates whether the contract was concluded as an intra-group - transaction, defined in Article 3, 4(2), 11(6) to 11(10) of EMIR. + transaction, defined in Article 3, 4(2), 11(6) to 11(10) of EMIR. diff --git a/src/main/resources/coding-schemes/fpml/party-role-3-8.xml b/src/main/resources/coding-schemes/fpml/party-role-3-8.xml deleted file mode 100644 index 4407880..0000000 --- a/src/main/resources/coding-schemes/fpml/party-role-3-8.xml +++ /dev/null @@ -1,591 +0,0 @@ - - - - - Contains a code representing a related party role. This can be extended to - provide custom roles. - 2017-04-13 - - - - partyRoleScheme - 3-8 - http://www.fpml.org/coding-scheme/party-role - http://www.fpml.org/coding-scheme/party-role-3-8 - http://www.fpml.org/coding-scheme/party-role-3-8.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - 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. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/party-role-3-9.xml b/src/main/resources/coding-schemes/fpml/party-role-3-9.xml deleted file mode 100644 index dc54157..0000000 --- a/src/main/resources/coding-schemes/fpml/party-role-3-9.xml +++ /dev/null @@ -1,615 +0,0 @@ - - - - - Contains a code representing a related party role. This can be extended to - provide custom roles. - 2023-11-03 - - - - partyRoleScheme - 3-9 - http://www.fpml.org/coding-scheme/party-role - http://www.fpml.org/coding-scheme/party-role-3-9 - http://www.fpml.org/coding-scheme/party-role-3-9.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - CompressionProvider - - - FpML - - - A party providing a post trade risk reduction service in the form of - compression. - - - - - 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. - - - - - 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. - - - - - RebalancingProvider - - - FpML - - - A party providing a post trade risk reduction service in the form of - portfolio rebalancing. - - - - - 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. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/party-role-4-0.xml b/src/main/resources/coding-schemes/fpml/party-role-4-0.xml index a0ca177..b05dfd3 100644 --- a/src/main/resources/coding-schemes/fpml/party-role-4-0.xml +++ b/src/main/resources/coding-schemes/fpml/party-role-4-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing a related party role. This can be extended to - provide custom roles. + provide custom roles. 2024-02-15 @@ -44,7 +44,7 @@ Organization responsible for preparing the accounting for the - trade. + trade. @@ -56,7 +56,7 @@ The organization responsible for supplying the allocations for a trade to - be allocated to multiple accounts/organizations. + be allocated to multiple accounts/organizations. @@ -68,7 +68,7 @@ The organization that arranged the trade, i.e. brought together the - counterparties. Synonyms/Alternatives: Inter-dealer broker, agent. + counterparties. Synonyms/Alternatives: Inter-dealer broker, agent. @@ -80,12 +80,12 @@ 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. + 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. @@ -97,9 +97,9 @@ 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. + 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. @@ -111,12 +111,12 @@ 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. + 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. @@ -128,11 +128,11 @@ 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. + 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. @@ -144,10 +144,10 @@ 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. + 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. @@ -159,7 +159,7 @@ A party to the trade that claims a clearing exception, such as an - end-user exception under Dodd-Frank Act provisions. + end-user exception under Dodd-Frank Act provisions. @@ -171,9 +171,9 @@ 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. + principal. Synonyms/alternates: Futures Commission Merchant (FCM), Clearing + Broker, Clearing Member Firm. Some implementations use "Clearing Broker" as + synonym. @@ -185,10 +185,10 @@ 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". + 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". @@ -200,8 +200,8 @@ 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. + other client of an investment firm, and is synonymous with the Beneficiary in + many circumstances. @@ -213,8 +213,8 @@ 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. + trade counterparty, made the decision to acquire or sell the financial + instrument. @@ -226,8 +226,8 @@ Organization serving as a financial intermediary for the purposes of - electronic confirmation or providing services for post-processing of - transactional data. + electronic confirmation or providing services for post-processing of + transactional data. @@ -239,8 +239,8 @@ 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. + context of the trade lifecycle, more specific annotations have been defined + which might be more appropriate. @@ -263,7 +263,7 @@ Organization offiially attached to the counterparty. e.g. partner, - branch, subsidiary. + branch, subsidiary. @@ -275,7 +275,7 @@ The topmost entity or organization, within the corporate hierarchy, - responsible for the reporting party. + responsible for the reporting party. @@ -287,7 +287,7 @@ Organization that enhances the credit of another organization (similar to - guarantor, but may not fully guarantee the obligation). + guarantor, but may not fully guarantee the obligation). @@ -299,7 +299,7 @@ Organization that maintains custody of the asset represented by the trade - on behalf of the owner/principal. + on behalf of the owner/principal. @@ -311,7 +311,7 @@ Entity submitting the transaction report to the competent - authority. + authority. @@ -334,9 +334,9 @@ 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. + If the intended usage relates to the context of the trade lifecycle, more + specific annotations have been defined which might be more + appropriate. @@ -348,7 +348,7 @@ The (generally sell-side) organization that executed the trade; the - price-making party. + price-making party. @@ -360,9 +360,9 @@ 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. + 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. @@ -374,10 +374,10 @@ 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. + 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. @@ -389,8 +389,8 @@ The facility, exchange, or market where the trade was executed. Synonym: - Swap Execution Facility, Designated Contract Market, Execution - Venue. + Swap Execution Facility, Designated Contract Market, Execution + Venue. @@ -402,7 +402,7 @@ Organization that backs (guarantees) the credit risk of the - trade. + trade. @@ -414,7 +414,7 @@ The entity transmitting the order to the reporting firm. Synonym: - Transmitting Firm. + Transmitting Firm. @@ -426,8 +426,8 @@ 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). + by stepping in between the two economic parties (without a central counterparty + clearing mechanism). @@ -439,7 +439,7 @@ The trade repository at which the trade was reported previous to the - current trade repository. + current trade repository. @@ -451,7 +451,7 @@ A party providing a post trade risk reduction service in the form of - compression. + compression. @@ -463,7 +463,7 @@ A party providing a post trade risk reduction service in the form of - portfolio rebalancing. + portfolio rebalancing. @@ -475,8 +475,8 @@ The reporting service (whether trade repository, market data service, or - exchange/facility/venue data distribution service) that published the report of - this trade. + exchange/facility/venue data distribution service) that published the report of + this trade. @@ -488,7 +488,7 @@ The party with the regulatory responsibility to report this - trade. + trade. @@ -500,7 +500,7 @@ Organization offiially attached to the reporting party e.g. partner, - branch, subsidiary. + branch, subsidiary. @@ -512,7 +512,7 @@ The topmost entity or organization, within the corporate hierarchy, - responsible for the reporting party. + responsible for the reporting party. @@ -524,13 +524,13 @@ 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. + 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. @@ -542,11 +542,11 @@ 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. + 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. @@ -558,7 +558,7 @@ The organization that makes or receives payments on behalf of the given - principal party. + principal party. @@ -570,7 +570,7 @@ An organization that maintains records of the trade for regulatory - reporting purposes. + reporting purposes. @@ -582,8 +582,8 @@ 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. + context of regulatory reporting, it is the submitter of the trade record to a + regulator or TR. @@ -595,7 +595,7 @@ The entity responsible for managing the assets/investments of this party. - Synonnym: Asset Manager, Investment Manager, Trading Advisory. + Synonnym: Asset Manager, Investment Manager, Trading Advisory. @@ -607,8 +607,8 @@ 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. + it acts as a counterparty on some transactions. This role is used for static + reference data, not individual transactions. diff --git a/src/main/resources/coding-schemes/fpml/party-role-type-1-0.xml b/src/main/resources/coding-schemes/fpml/party-role-type-1-0.xml index c18de33..bc18b29 100644 --- a/src/main/resources/coding-schemes/fpml/party-role-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/party-role-type-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + the role a role played by a party in one or more transactions. This can be extended to + provide custom types. 2011-04-24 diff --git a/src/main/resources/coding-schemes/fpml/person-role-1-3.xml b/src/main/resources/coding-schemes/fpml/person-role-1-3.xml index bb584a6..c2126de 100644 --- a/src/main/resources/coding-schemes/fpml/person-role-1-3.xml +++ b/src/main/resources/coding-schemes/fpml/person-role-1-3.xml @@ -1,5 +1,5 @@ - - + + Indicates the role of a person in a transaction. @@ -76,7 +76,7 @@ The party or person with legal responsibility for authorization of the - execution of the transaction. + execution of the transaction. @@ -88,7 +88,7 @@ Person within the firm who is responsible for execution of the - transaction. + transaction. @@ -111,7 +111,7 @@ Individual responsible for managing the closing-related operational - servicing of an asset. + servicing of an asset. @@ -123,8 +123,8 @@ Individual responsible for ongoing operational servicing of the asset. - E.g. managing principal draws and repayments, interest and fee payments, - etc. + E.g. managing principal draws and repayments, interest and fee payments, + etc. diff --git a/src/main/resources/coding-schemes/fpml/perturbation-type-1-0.xml b/src/main/resources/coding-schemes/fpml/perturbation-type-1-0.xml index 974359e..b6ed3f3 100644 --- a/src/main/resources/coding-schemes/fpml/perturbation-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/perturbation-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the type of perturbation applied to compute a derivative - perturbatively. + perturbatively. @@ -43,7 +43,7 @@ The perturbation is absolute, ie. it is ADDED to the original - value. + value. @@ -55,7 +55,7 @@ The perturbation is relative, ie. it is MULTIPLIED by the original - value. + value. diff --git a/src/main/resources/coding-schemes/fpml/position-change-type-1-0.xml b/src/main/resources/coding-schemes/fpml/position-change-type-1-0.xml index 4572700..d90a6f0 100644 --- a/src/main/resources/coding-schemes/fpml/position-change-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/position-change-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines the types of business events which can cause a change in position - for a given facility. + for a given facility. @@ -43,7 +43,7 @@ A purchase, by assignment (change in lender of record), of a portion of a - facility within the secondary markets. + facility within the secondary markets. @@ -55,7 +55,7 @@ A sale, by assignment (change in lender of record), of a portion of a - facility within the secondary markets. + facility within the secondary markets. @@ -67,7 +67,7 @@ A decrease in the commitment level against a particular - facility. + facility. @@ -79,7 +79,7 @@ An increase in the commitment level against a particular - facility. + facility. @@ -91,7 +91,7 @@ The repayment of a loan within a given facility, resulting in a decrease - of the commitment level of the facility. + of the commitment level of the facility. @@ -103,7 +103,7 @@ The increase of a loan within a facility, due to the borrower requiring - further credit in order to cover interest costs. + further credit in order to cover interest costs. diff --git a/src/main/resources/coding-schemes/fpml/position-status-1-0.xml b/src/main/resources/coding-schemes/fpml/position-status-1-0.xml index 5e2bdd5..e8b86be 100644 --- a/src/main/resources/coding-schemes/fpml/position-status-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/position-status-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates the status of the reconciliation of a - position. + position. @@ -54,7 +54,7 @@ Both sides have the same position information within matching - policies. + policies. @@ -66,7 +66,7 @@ Both sides have the same position, but there are differences greater than - the acceptable tolerance in the matching policies. + the acceptable tolerance in the matching policies. @@ -78,7 +78,7 @@ No corresponding position was found in "the other party's" submitted - set. + set. diff --git a/src/main/resources/coding-schemes/fpml/position-update-reason-code-1-1.xml b/src/main/resources/coding-schemes/fpml/position-update-reason-code-1-1.xml index 68b2572..1165b0c 100644 --- a/src/main/resources/coding-schemes/fpml/position-update-reason-code-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/position-update-reason-code-1-1.xml @@ -1,9 +1,9 @@ - - + + A code that describes the reason that an update - occurred. + occurred. 2012-03-21 @@ -55,7 +55,7 @@ A trade was removed for reasons other than a negotiated agreement (e.g. - reported in error). + reported in error). @@ -78,7 +78,7 @@ An option was invoked and therefore the original option is no longer in - effect. + effect. @@ -90,7 +90,7 @@ A trade's notional size was increased via a negotiated - agreement. + agreement. @@ -124,7 +124,7 @@ Trade details were adjusted for other reasons, e.g. corporate - action. + action. @@ -136,7 +136,7 @@ An existing trade was transferred to a new counterparty via a negotiated - agreement. + agreement. @@ -148,7 +148,7 @@ An existing trade was exited early via a negotiated - agreement. + agreement. diff --git a/src/main/resources/coding-schemes/fpml/pretrade-party-role-1-0.xml b/src/main/resources/coding-schemes/fpml/pretrade-party-role-1-0.xml index 7c750cb..dda6201 100644 --- a/src/main/resources/coding-schemes/fpml/pretrade-party-role-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/pretrade-party-role-1-0.xml @@ -1,5 +1,5 @@ - - + + List of party roles. diff --git a/src/main/resources/coding-schemes/fpml/price-quote-units-3-0.xml b/src/main/resources/coding-schemes/fpml/price-quote-units-3-0.xml index d032d7c..6d1e3ba 100644 --- a/src/main/resources/coding-schemes/fpml/price-quote-units-3-0.xml +++ b/src/main/resources/coding-schemes/fpml/price-quote-units-3-0.xml @@ -1,5 +1,5 @@ - - + + 2022-11-18 @@ -58,8 +58,7 @@ ISDA - A numerical amount (typically a currency amount), expressed as a decimal - value. + A numerical amount (typically a currency amount), expressed as a decimal value. @@ -70,8 +69,7 @@ ISDA - A value expressed in terms of one hundredths of a percent, i.e. 5 means 5 - basis points (bp) or 0.05%. + A value expressed in terms of one hundredths of a percent, i.e. 5 means 5 basis points (bp) or 0.05%. @@ -82,9 +80,7 @@ ISDA - 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). + 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). @@ -95,10 +91,7 @@ ISDA - 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"). + 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"). @@ -142,8 +135,7 @@ ISDA - DEPRECATED [Bushel] Bushel split into GBBSH (8 imperial gal)and USBSH (8 US - dry gal). + DEPRECATED [Bushel] Bushel split into GBBSH (8 imperial gal)and USBSH (8 US dry gal). @@ -154,8 +146,7 @@ ISDA - DEPRECATED [British Thermal Unit ] Replaced by GBBTU, USBTU and - ISOBTU. + DEPRECATED [British Thermal Unit ] Replaced by GBBTU, USBTU and ISOBTU. @@ -265,8 +256,7 @@ ISDA - Dry Metric Ton (Tonne) Units - Consists of a metric ton of mass excluding - moisture. + Dry Metric Ton (Tonne) Units - Consists of a metric ton of mass excluding moisture. @@ -277,8 +267,7 @@ ISDA - DEPRECATED [Dekatherm] Replaced by GBMMBTU, USMMBTU and - ISOMMBTU. + DEPRECATED [Dekatherm] Replaced by GBMMBTU, USMMBTU and ISOMMBTU. @@ -311,8 +300,7 @@ ISDA - A dimensionless conversion rate, e.g. 1.2. Typically used for - FX. + A dimensionless conversion rate, e.g. 1.2. Typically used for FX. @@ -356,8 +344,7 @@ ISDA - GB Bushel - When associated with a specific commodity implies standard unit - of weight. + GB Bushel - When associated with a specific commodity implies standard unit of weight. @@ -522,8 +509,7 @@ ISDA - DEPRECATED [Ingot] Ingot split into Standard Gold Bar (400 troy-oz) and - Hundred Ounces Gold Bar (100 troy-oz). + DEPRECATED [Ingot] Ingot split into Standard Gold Bar (400 troy-oz) and Hundred Ounces Gold Bar (100 troy-oz). @@ -655,8 +641,7 @@ ISDA - DEPRECATED [Kilowatt Hour Capacity] KWHC consolidated with - KWh. + DEPRECATED [Kilowatt Hour Capacity] KWHC consolidated with KWh. @@ -700,8 +685,7 @@ ISDA - DEPRECATED [Kilowatt Minute Capacity] KWMINC replaced by - KWmin. + DEPRECATED [Kilowatt Minute Capacity] KWMINC replaced by KWmin. @@ -756,9 +740,7 @@ ISDA - 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. + 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. @@ -780,8 +762,7 @@ ISDA - Thousand board feet. Used in contracts on forestry - underlyers. + Thousand board feet. Used in contracts on forestry underlyers. @@ -792,8 +773,7 @@ ISDA - DEPRECATED [Thousand British Thermal Units] MBTU replaced by GBMBTU, USMBTU - and ISOMBTU. + DEPRECATED [Thousand British Thermal Units] MBTU replaced by GBMBTU, USMBTU and ISOMBTU. @@ -837,8 +817,7 @@ ISDA - DEPRECATED [Million British Thermal Units] MMBTU replaced by GBMMBTU, - USMMBTU and ISOMMBTU. + DEPRECATED [Million British Thermal Units] MMBTU replaced by GBMMBTU, USMMBTU and ISOMMBTU. @@ -915,8 +894,7 @@ ISDA - DEPRECATED [Megawatt Hour Capacity] MWHC consolidated with - MWh. + DEPRECATED [Megawatt Hour Capacity] MWHC consolidated with MWh. @@ -960,8 +938,7 @@ ISDA - DEPRECATED [Megawatt Minute Capacity] MWMINC replaced by - MWmin. + DEPRECATED [Megawatt Minute Capacity] MWMINC replaced by MWmin. @@ -1005,8 +982,7 @@ ISDA - A price, expressed in percentage of face value as a decimal, e.g. - 101.5. + A price, expressed in percentage of face value as a decimal, e.g. 101.5. @@ -1017,8 +993,7 @@ ISDA - A price, expressed in percentage of face value with fractions, e.g. 101 - 3/8. Normally used for quoting bonds. + A price, expressed in percentage of face value with fractions, e.g. 101 3/8. Normally used for quoting bonds. @@ -1051,8 +1026,7 @@ ISDA - A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 - means 5%. + A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%. @@ -1074,8 +1048,7 @@ ISDA - The number of units of stock. Typically used for expressing sensitivity to - equity prices (equity "delta" risk). + The number of units of stock. Typically used for expressing sensitivity to equity prices (equity "delta" risk). @@ -1086,8 +1059,7 @@ ISDA - A difference in rates or prices expressed as a decimal. I.e. 0.05 means - 5%. + A difference in rates or prices expressed as a decimal. I.e. 0.05 means 5%. @@ -1142,8 +1114,7 @@ ISDA - A difference in rates (typically FX rates) expressed as a decimal - value. + A difference in rates (typically FX rates) expressed as a decimal value. @@ -1154,8 +1125,7 @@ ISDA - US Bushel - When associated with a specific commodity implies standard unit - of weight. + US Bushel - When associated with a specific commodity implies standard unit of weight. @@ -1243,9 +1213,7 @@ ISDA - 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.). + 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.). @@ -1256,9 +1224,7 @@ ISDA - The value (expressed in currency units) per percent change in the - underlying rate. Typically used for expressing sensitivity to volatility changes - ("vega" risk). + The value (expressed in currency units) per percent change in the underlying rate. Typically used for expressing sensitivity to volatility changes ("vega" risk). diff --git a/src/main/resources/coding-schemes/fpml/pricing-context-2-0.xml b/src/main/resources/coding-schemes/fpml/pricing-context-2-0.xml index c5e9a7a..1f29860 100644 --- a/src/main/resources/coding-schemes/fpml/pricing-context-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/pricing-context-2-0.xml @@ -1,19 +1,19 @@ - - + + 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. + 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. 2016-09-16 @@ -54,7 +54,7 @@ The trade was created as an allocation of a previously traded contract, - and thus does not reflect market activity. + and thus does not reflect market activity. @@ -66,7 +66,7 @@ Trade was triggered as a result of a clearing member firm default, and - therefore may not reflect market price. + therefore may not reflect market price. @@ -78,8 +78,8 @@ 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. + process to determine transaction pricing from its clearing members, and + therefore may not reflect market price. @@ -91,13 +91,13 @@ 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. + 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. @@ -109,7 +109,7 @@ The trade was forced to be executed for operational or risk reason and - therefore does accurately reflect market prices. + therefore does accurately reflect market prices. @@ -121,8 +121,8 @@ The trade was executed prior to the enactment of the reporting - legislation or regulation, and therefore is not eligible for price - disclosure. + legislation or regulation, and therefore is not eligible for price + disclosure. @@ -134,7 +134,7 @@ Trade was done between affiliated parties and the price may not - accurately reflect market price. + accurately reflect market price. @@ -146,9 +146,9 @@ 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.) + 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.) @@ -160,7 +160,7 @@ Trade is bespoke or part of a package so the price or individual price - components cannot be accurately determined. + components cannot be accurately determined. @@ -172,7 +172,7 @@ The trade is exempt for price disclosure for reasons not otherwise - identified. + identified. @@ -184,7 +184,7 @@ Trade was entered into as part of an arrangement with a prime - broker. + broker. diff --git a/src/main/resources/coding-schemes/fpml/pricing-input-type-1-0.xml b/src/main/resources/coding-schemes/fpml/pricing-input-type-1-0.xml index d6a597c..495a04f 100644 --- a/src/main/resources/coding-schemes/fpml/pricing-input-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/pricing-input-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the type of pricing structure represented. @@ -42,7 +42,7 @@ A representation of the prices of collection of assets (in any asset - class). + class). @@ -65,7 +65,7 @@ A representation of forecast FX rates at different - maturities. + maturities. @@ -88,7 +88,7 @@ A representation of the volatlity of an asset (in any asset - class). + class). @@ -100,7 +100,7 @@ A representation of the interest rates (yields) at different - maturities. + maturities. diff --git a/src/main/resources/coding-schemes/fpml/pricing-model-1-1.xml b/src/main/resources/coding-schemes/fpml/pricing-model-1-1.xml index e0fa668..68e170c 100644 --- a/src/main/resources/coding-schemes/fpml/pricing-model-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/pricing-model-1-1.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of values for specifying the type of corporate - action. + action. 2016-06-13 @@ -44,9 +44,9 @@ 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. + 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. @@ -58,9 +58,9 @@ 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. + 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. @@ -72,8 +72,8 @@ 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. + discounting them to the present using a risk free rate of interest, without + requiring probabilistic assumptions or models. @@ -85,7 +85,7 @@ Indicates the value is calculated based on an internal pricing model - (e.g. Mark to Model). + (e.g. Mark to Model). @@ -97,8 +97,8 @@ 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. + The Method encompasses any technique of statistical sampling employed to + approximate solutions to quantitative problems. diff --git a/src/main/resources/coding-schemes/fpml/product-taxonomy-4-0.xml b/src/main/resources/coding-schemes/fpml/product-taxonomy-4-0.xml index b330046..d7cc934 100644 --- a/src/main/resources/coding-schemes/fpml/product-taxonomy-4-0.xml +++ b/src/main/resources/coding-schemes/fpml/product-taxonomy-4-0.xml @@ -1,5 +1,5 @@ - - + + Contains a product type code based on the ISDA product taxonomy diff --git a/src/main/resources/coding-schemes/fpml/product-type-simple-1-7.xml b/src/main/resources/coding-schemes/fpml/product-type-simple-1-7.xml index e9fa0cc..abeb3ac 100644 --- a/src/main/resources/coding-schemes/fpml/product-type-simple-1-7.xml +++ b/src/main/resources/coding-schemes/fpml/product-type-simple-1-7.xml @@ -1,9 +1,9 @@ - - + + A simple product typology, focused on identifing the type of financial - instrument, without characterizing its features. + instrument, without characterizing its features. 2019-10-01 @@ -44,8 +44,8 @@ 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"). + No transfer of asset takes place (sometimes the sale of the bond is included in + the "asset swap construct"). @@ -57,8 +57,8 @@ 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. + into the bond underlyer (or its cash equivalent) under specified + conditions. @@ -81,7 +81,7 @@ An agreement between two parties to exchange at some fixed future date a - given quantity of bullion for a price defined today. + given quantity of bullion for a price defined today. @@ -93,7 +93,7 @@ A contract that guarantees either a maximum (cap) or a minimum (floor) - level of a variable inrerest rate reference. + level of a variable inrerest rate reference. @@ -116,7 +116,7 @@ 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. + based on the price of a commodity or the level of a commodity index. @@ -128,7 +128,7 @@ An option contract in which the underlying asset is a convertible - bond. + bond. @@ -140,8 +140,8 @@ 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. + contingent payment by the other party following a credit event on a basket of + credit entities. @@ -153,8 +153,8 @@ 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. + contingent payment by the other party following a credit event on a Tranche of + an Index of a basket of credit entities. @@ -166,8 +166,8 @@ 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. + contingent payment by the other party following a credit event on an Index of + credit entities. @@ -179,8 +179,8 @@ 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. + contingent payment by the other party following a credit event on a Tranche of + an Index of credit entities. @@ -192,8 +192,8 @@ 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. + option) as a credit default swap on a specific reference credit with a specific + maturity. @@ -205,9 +205,9 @@ 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. + 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. @@ -219,7 +219,7 @@ An interest rate swap agreement which interest streams are denominated in - different currencies. + different currencies. @@ -242,7 +242,7 @@ A contract between two parties regarding the future value of the equity - underlyer (or its cash equivalent). + underlyer (or its cash equivalent). @@ -254,8 +254,8 @@ 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. + into the equity underlyer (or its cash equivalent) under specified + conditions. @@ -267,7 +267,7 @@ Forward Rate Agreement, corresponding to an agreement between parties - regarding the level of a variable interest rate at a future date. + regarding the level of a variable interest rate at a future date. @@ -279,13 +279,13 @@ 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. + 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. @@ -297,13 +297,13 @@ 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). + 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). @@ -315,13 +315,13 @@ 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. + 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. @@ -333,7 +333,7 @@ An agreement between two parties regarding the future value of a currency - exchange rate. + exchange rate. @@ -345,7 +345,7 @@ A contract on future levels of implied volatility. This contract can be - cash settled or physically delivered. + cash settled or physically delivered. @@ -357,7 +357,7 @@ A cash-settled agreement between two parties regarding the future value - of a currency exchange rate. + of a currency exchange rate. @@ -369,8 +369,8 @@ 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. + into the FX underlyer (or its cash equivalent) under specified + conditions. @@ -382,7 +382,7 @@ A transaction consisting of several component transactions, at least one - of which is a foreign exchange option transaction. + of which is a foreign exchange option transaction. @@ -394,13 +394,13 @@ 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. + 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. @@ -412,9 +412,9 @@ 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. + 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. @@ -426,7 +426,7 @@ A financial instrument that corresponds to the combination of an FX spot - and an FX forward transactions. + and an FX forward transactions. @@ -438,11 +438,11 @@ 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. + 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. @@ -454,8 +454,8 @@ 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. + between the realized Variance and a fixed Variance rate of an underlying + currency pair determined upon trade inception. @@ -467,8 +467,8 @@ 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. + between the realized Volatility and a fixed Volatility rate of an underlying + currency pair determined upon trade inception. @@ -480,7 +480,7 @@ A swap agreement where one leg references an inflation index while the - other one will typically reference a variable interest rate. + other one will typically reference a variable interest rate. @@ -492,9 +492,9 @@ 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). + 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). @@ -517,9 +517,9 @@ 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. + 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. @@ -531,10 +531,10 @@ 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. + 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. @@ -546,7 +546,7 @@ The simple commoditized term deposit that is typically a trade with a - tenor of 1-year or less with no interim interest payments. + tenor of 1-year or less with no interim interest payments. @@ -558,8 +558,8 @@ 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. + a reference asset to the other party, typically in the exchange of the financing + cost of this asset. @@ -571,7 +571,7 @@ A financial derivative instrument whose price is a function of the - variance of the price of the underlyer. + variance of the price of the underlyer. diff --git a/src/main/resources/coding-schemes/fpml/query-parameter-operator-1-0.xml b/src/main/resources/coding-schemes/fpml/query-parameter-operator-1-0.xml index 8130251..8dd5a60 100644 --- a/src/main/resources/coding-schemes/fpml/query-parameter-operator-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/query-parameter-operator-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies the query parameter operator. diff --git a/src/main/resources/coding-schemes/fpml/quote-timing-1-2.xml b/src/main/resources/coding-schemes/fpml/quote-timing-1-2.xml index 4fd95c3..83f8236 100644 --- a/src/main/resources/coding-schemes/fpml/quote-timing-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/quote-timing-1-2.xml @@ -1,5 +1,5 @@ - - + + Specifies the type of the time of the quote. @@ -54,7 +54,7 @@ The quotation represents the end of day value as computed during an end - of day processing run. + of day processing run. @@ -66,7 +66,7 @@ The quotation represents the highest value obtained during the - day. + day. @@ -78,7 +78,7 @@ The quotation represents the lowest value obtained during the - day. + day. diff --git a/src/main/resources/coding-schemes/fpml/reason-code-1-0.xml b/src/main/resources/coding-schemes/fpml/reason-code-1-0.xml index b991645..9f5e0b9 100644 --- a/src/main/resources/coding-schemes/fpml/reason-code-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/reason-code-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines a list of machine interpretable error codes. @@ -251,7 +251,7 @@ Invalid FpML message - message doesn't validate w.r.t. specified - DTD/schema. + DTD/schema. @@ -274,7 +274,7 @@ Validation failure - mandatory FpML rule (a rule we say must always be - followed). + followed). @@ -286,7 +286,7 @@ Validation failure - master agreement rule (a rule 2 parties agree to - follow). + follow). @@ -298,7 +298,7 @@ Validation failure - business policy (a rule that only the recipient - has). + has). @@ -332,7 +332,7 @@ Signature not accepted - problem with message signer (cert revoked, - unacceptable principal, etc.). + unacceptable principal, etc.). @@ -366,7 +366,7 @@ Suitability - trade can't be done for client or dealer suitability - reasons. + reasons. @@ -411,7 +411,7 @@ Message expired - message arrived on time, but a response was not - generated in time. + generated in time. diff --git a/src/main/resources/coding-schemes/fpml/region-1-0.xml b/src/main/resources/coding-schemes/fpml/region-1-0.xml index f307edc..024175d 100644 --- a/src/main/resources/coding-schemes/fpml/region-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/region-1-0.xml @@ -1,5 +1,5 @@ - - + + Specifies Region @@ -43,7 +43,7 @@ Countries that are within the European Economic Area as defined by - ESMA. + ESMA. @@ -55,7 +55,7 @@ Countries that are not within the European Economic Area as defined by - ESMA. + ESMA. diff --git a/src/main/resources/coding-schemes/fpml/regulatory-corporate-sector-1-2.xml b/src/main/resources/coding-schemes/fpml/regulatory-corporate-sector-1-2.xml index 7782c60..5df14ec 100644 --- a/src/main/resources/coding-schemes/fpml/regulatory-corporate-sector-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/regulatory-corporate-sector-1-2.xml @@ -1,9 +1,9 @@ - - + + Specifies Corporate sector as defined by or for regulators including ESMA, - CFTC, etc. + CFTC, etc. 2016-06-13 @@ -44,8 +44,8 @@ (Non Financial) - 9 = Accommodation and food service activities. - Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -57,8 +57,8 @@ (Non Financial) - 14 = Administrative and support service activities. - Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -70,7 +70,7 @@ (Non Financial) - 1 = Agriculture, forestry and fishing. Classification - as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -82,7 +82,7 @@ L=Alternative investment fund managed by AIFMs authorised or registered - in accordance with Directive 2011/61/EU; + in accordance with Directive 2011/61/EU; @@ -94,7 +94,7 @@ (Non Financial) - 18 = Arts, entertainment and recreation. Classification - as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -106,7 +106,7 @@ A=Assurance undertaking authorised in accordance with Directive - 2002/83/EC; + 2002/83/EC; @@ -118,7 +118,7 @@ (Non Financial) - 6 = Construction. Classification as defined in - Regulation (EC) No 1893/2006 and ESMA/2015/1645. + Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -141,7 +141,7 @@ C=Credit institution authorised in accordance with Directive - 2006/48/EC; + 2006/48/EC; @@ -153,7 +153,7 @@ (Non Financial) - 16 = Education. Classification as defined in Regulation - (EC) No 1893/2006 and ESMA/2015/1645. + (EC) No 1893/2006 and ESMA/2015/1645. @@ -165,8 +165,8 @@ (Non Financial) - 4 = Electricity, gas, steam and air conditioning - supply. Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + supply. Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -178,8 +178,8 @@ (Non Financial) - 21 = Activities of extraterritorial organisations and - bodies. Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + bodies. Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -191,7 +191,7 @@ (Non Financial) - 11 = Financial and insurance activities. Classification - as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + as defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -199,7 +199,7 @@ Deprecated usage: Used when the organization is a financial - counterparty but its specific type is unspecified. + counterparty but its specific type is unspecified. @@ -211,8 +211,8 @@ The identification of Financial Entity can be determined by the - entityClassification Coding scheme under reportingRegime/entityClassification - + entityClassification Coding scheme under reportingRegime/entityClassification + @@ -224,8 +224,8 @@ (Non Financial) - 17 = Human health and social work activities. - Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -237,9 +237,9 @@ (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. + undifferentiated goods – and services –producing activities of households for + own use. Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -262,7 +262,7 @@ (Non Financial) - 10 = Information and communication. Classification as - defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -274,7 +274,7 @@ O=Institution for occupational retirement provision within the meaning of - Article 6(a) of Directive 2003/41/EC; + Article 6(a) of Directive 2003/41/EC; @@ -286,7 +286,7 @@ I=Insurance undertaking authorised in accordance with Directive - 73/239/EEC; + 73/239/EEC; @@ -309,7 +309,7 @@ (Non Financial) - 3 =Manufacturing. Classification as defined in - Regulation (EC) No 1893/2006 and ESMA/2015/1645. + Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -321,7 +321,7 @@ (Non Financial) - 2 = Mining and quarrying. Classification as defined in - Regulation (EC) No 1893/2006 and ESMA/2015/1645. + Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -329,7 +329,7 @@ Deprecated usage: Used when the organization is a non-financial - counterparty but its specific type is unspecified. + counterparty but its specific type is unspecified. @@ -341,8 +341,8 @@ The identification of Non Financial Entity can be determined by the - entityClassification Coding scheme under reportingRegime/entityClassification - + entityClassification Coding scheme under reportingRegime/entityClassification + @@ -354,7 +354,7 @@ (Non Financial) - 19 = Other service activities. Classification as - defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -366,8 +366,8 @@ (Non Financial) - 13 = Professional, scientific and technical activities. - Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -379,8 +379,8 @@ (Non Financial) - 15 = Public administration and defence; compulsory - social security. Classification as defined in Regulation (EC) No 1893/2006 and - ESMA/2015/1645. + social security. Classification as defined in Regulation (EC) No 1893/2006 and + ESMA/2015/1645. @@ -392,7 +392,7 @@ (Non Financial) - 12 = Real estate activities. Classification as defined - in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -404,7 +404,7 @@ R=Reinsurance undertaking authorised in accordance with Directive - 2005/68/EC; + 2005/68/EC; @@ -416,7 +416,7 @@ (Non Financial) - 8 = Transportation and storage. Classification as - defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. + defined in Regulation (EC) No 1893/2006 and ESMA/2015/1645. @@ -428,7 +428,7 @@ U=UCITS and its management company, authorised in accordance with - Directive 2009/65/EC; + Directive 2009/65/EC; @@ -440,8 +440,8 @@ (Non Financial) - 5 = Water supply, sewerage, waste management and - remediation activities. Classification as defined in Regulation (EC) No - 1893/2006 and ESMA/2015/1645. + remediation activities. Classification as defined in Regulation (EC) No + 1893/2006 and ESMA/2015/1645. @@ -453,8 +453,8 @@ (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. + vehicles and motorcycles. Classification as defined in Regulation (EC) No + 1893/2006 and ESMA/2015/1645. diff --git a/src/main/resources/coding-schemes/fpml/reporting-boolean-1-0.xml b/src/main/resources/coding-schemes/fpml/reporting-boolean-1-0.xml index fa26708..d909958 100644 --- a/src/main/resources/coding-schemes/fpml/reporting-boolean-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/reporting-boolean-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines an overridable boolean scheme for regulatory - reporting + reporting 2016-06-13 diff --git a/src/main/resources/coding-schemes/fpml/reporting-currency-type-1-0.xml b/src/main/resources/coding-schemes/fpml/reporting-currency-type-1-0.xml index 47caff4..c97d2f1 100644 --- a/src/main/resources/coding-schemes/fpml/reporting-currency-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/reporting-currency-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines the type of currency that was used to report the value of an - asset. + asset. @@ -54,7 +54,7 @@ The currency whose increase in value will result in a DECREASE in value - to the Base Organization. + to the Base Organization. @@ -66,7 +66,7 @@ The currency that represents the primary risk as seen from the - perspective of the Base Organization. + perspective of the Base Organization. @@ -89,7 +89,7 @@ This is the currency whose increase in value will result in an INCREASE - in value to the Base Organization. + in value to the Base Organization. @@ -101,8 +101,8 @@ A standard currency used for reporting all values within a report, - irrespective of the currency of the trades or units within the - report. + irrespective of the currency of the trades or units within the + report. @@ -114,7 +114,7 @@ The currency that the Base Organization is receiving in settlements - involving the trade. + involving the trade. @@ -126,8 +126,8 @@ 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. + as a legal entity, fund, account, branch, business unit, etc., irrespective of + the currency of the trades within the report. diff --git a/src/main/resources/coding-schemes/fpml/reporting-level-1-0.xml b/src/main/resources/coding-schemes/fpml/reporting-level-1-0.xml index 4d67b4c..e3ac658 100644 --- a/src/main/resources/coding-schemes/fpml/reporting-level-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/reporting-level-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme for expressing the level of reporting for regulatory - reporting + reporting 2016-06-13 @@ -44,11 +44,11 @@ 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. + 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. @@ -60,8 +60,8 @@ 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. + synonym: Transaction. Value matches CPMI-IOSCO CDE, CFTC Part 45 (2019), EMIR, + and MIFID ‘Trade' value and to SFTR 'Single Transaction' value. diff --git a/src/main/resources/coding-schemes/fpml/reporting-purpose-1-1.xml b/src/main/resources/coding-schemes/fpml/reporting-purpose-1-1.xml deleted file mode 100644 index a978d89..0000000 --- a/src/main/resources/coding-schemes/fpml/reporting-purpose-1-1.xml +++ /dev/null @@ -1,110 +0,0 @@ - - - - - Contains a code representing the purpose of a report. - 2016-06-21 - - - - reportingPurposeScheme - 1-1 - http://www.fpml.org/coding-scheme/reporting-purpose - http://www.fpml.org/coding-scheme/reporting-purpose-1-1 - http://www.fpml.org/coding-scheme/reporting-purpose-1-1.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - 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. - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/reporting-purpose-1-2.xml b/src/main/resources/coding-schemes/fpml/reporting-purpose-1-2.xml index 576d964..bd66d97 100644 --- a/src/main/resources/coding-schemes/fpml/reporting-purpose-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/reporting-purpose-1-2.xml @@ -1,5 +1,5 @@ - - + + Contains a code representing the purpose of a report. diff --git a/src/main/resources/coding-schemes/fpml/reporting-regime-1-6.xml b/src/main/resources/coding-schemes/fpml/reporting-regime-1-6.xml deleted file mode 100644 index 07a203d..0000000 --- a/src/main/resources/coding-schemes/fpml/reporting-regime-1-6.xml +++ /dev/null @@ -1,183 +0,0 @@ - - - - - Contains a code representing a reportingregime under which this - transaction may be reported. - 2022-06-10 - - - - reportingRegimeNameScheme - 1-6 - http://www.fpml.org/coding-scheme/reporting-regime - http://www.fpml.org/coding-scheme/reporting-regime-1-6 - http://www.fpml.org/coding-scheme/reporting-regime-1-6.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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 - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/reporting-regime-1-7.xml b/src/main/resources/coding-schemes/fpml/reporting-regime-1-7.xml index ea59bd1..21d2e88 100644 --- a/src/main/resources/coding-schemes/fpml/reporting-regime-1-7.xml +++ b/src/main/resources/coding-schemes/fpml/reporting-regime-1-7.xml @@ -1,5 +1,5 @@ - - + + Contains a code representing a reportingregime under which this diff --git a/src/main/resources/coding-schemes/fpml/reporting-role-2-1.xml b/src/main/resources/coding-schemes/fpml/reporting-role-2-1.xml index a3b4271..12be80b 100644 --- a/src/main/resources/coding-schemes/fpml/reporting-role-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/reporting-role-2-1.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the role of a party in a report. Used to - clarify which participant's information is being reported. + clarify which participant's information is being reported. 2013-05-03 @@ -44,7 +44,7 @@ The reporting counterparty has concluded the contract as agent for the - account of and on behalf of a client. + account of and on behalf of a client. @@ -56,7 +56,7 @@ The reporting counterparty is providing the relevant details for their - side of the transaction. + side of the transaction. @@ -68,7 +68,7 @@ Party has fully delegated responsibility of their reporting obligation in - this jurisdiction to the submitter of this transaction. + this jurisdiction to the submitter of this transaction. @@ -80,7 +80,7 @@ Party has taken sole responsibility of the reporting obligation in the - applicable jurisdiction. + applicable jurisdiction. @@ -92,8 +92,8 @@ Party has partially delegated responsibility of their reporting - obligation (typically the common data only) in this jurisdiction to the - submitter of this transaction. + obligation (typically the common data only) in this jurisdiction to the + submitter of this transaction. @@ -105,7 +105,7 @@ The reporting counterparty has concluded the contract as principal on own - account (on own behalf or on behalf of a client). + account (on own behalf or on behalf of a client). diff --git a/src/main/resources/coding-schemes/fpml/requested-action-1-0.xml b/src/main/resources/coding-schemes/fpml/requested-action-1-0.xml index 8e24464..be69d18 100644 --- a/src/main/resources/coding-schemes/fpml/requested-action-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/requested-action-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates the action that is requested to be performed, for example in a - consent request message. + consent request message. 2011-05-13 @@ -66,7 +66,7 @@ A trade is to be ported. (moved to a new clearing - firm/account). + firm/account). diff --git a/src/main/resources/coding-schemes/fpml/requested-collateral-allocation-action-1-0.xml b/src/main/resources/coding-schemes/fpml/requested-collateral-allocation-action-1-0.xml index 4d0ab41..63923cd 100644 --- a/src/main/resources/coding-schemes/fpml/requested-collateral-allocation-action-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/requested-collateral-allocation-action-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates the action that is requested to be performed. The purpose is to - allow FCMs to specify how the allocations are to be processed. + allow FCMs to specify how the allocations are to be processed. 2013-04-12 @@ -44,10 +44,10 @@ 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). + 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). @@ -59,8 +59,8 @@ 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. + the allocations for only the clients specified in the message, leaving existing + allocations for any unspecified clients unchanged. diff --git a/src/main/resources/coding-schemes/fpml/requested-withdrawal-action-1-0.xml b/src/main/resources/coding-schemes/fpml/requested-withdrawal-action-1-0.xml index 22f09ce..06172a0 100644 --- a/src/main/resources/coding-schemes/fpml/requested-withdrawal-action-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/requested-withdrawal-action-1-0.xml @@ -1,9 +1,9 @@ - - + + Indicates the action that is requested to be performed, in a withdrawal - request message. + request message. 2012-03-21 @@ -55,7 +55,7 @@ Retain records of the item in question, but mark it as - removed. + removed. diff --git a/src/main/resources/coding-schemes/fpml/resource-type-1-1.xml b/src/main/resources/coding-schemes/fpml/resource-type-1-1.xml index ca2d236..dc949e5 100644 --- a/src/main/resources/coding-schemes/fpml/resource-type-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/resource-type-1-1.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type of a resource (e.g. - document). + document). 2013-09-10 @@ -55,10 +55,10 @@ 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. + 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. @@ -70,7 +70,7 @@ Document describing the economic characteristics of a - transaction. + transaction. diff --git a/src/main/resources/coding-schemes/fpml/restructuring-1-1.xml b/src/main/resources/coding-schemes/fpml/restructuring-1-1.xml index 380ae0f..33e94e0 100644 --- a/src/main/resources/coding-schemes/fpml/restructuring-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/restructuring-1-1.xml @@ -1,9 +1,9 @@ - - + + Specifies the form of the restructuring credit event that is applicable to - the credit default swap. + the credit default swap. 2015-01-20 @@ -44,8 +44,8 @@ Restructuring (Section 4.7) and Modified Restructuring Maturity - Limitation and Conditionally Transferable Obligation (2014 Definitions: Section - 3.31, 2003 Definitions: 2.32) apply. + Limitation and Conditionally Transferable Obligation (2014 Definitions: Section + 3.31, 2003 Definitions: 2.32) apply. @@ -57,8 +57,8 @@ Restructuring (Section 4.7) and Restructuring Maturity Limitation and - Fully Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: - 2.32) apply. + Fully Transferable Obligation (2014 Definitions: Section 3.31, 2003 Definitions: + 2.32) apply. @@ -70,7 +70,7 @@ Restructuring as defined in the applicable ISDA Credit Derivatives - Definitions. (2003 or 2014). + Definitions. (2003 or 2014). diff --git a/src/main/resources/coding-schemes/fpml/scheduled-date-type-1-0.xml b/src/main/resources/coding-schemes/fpml/scheduled-date-type-1-0.xml index 18a93bb..293776d 100644 --- a/src/main/resources/coding-schemes/fpml/scheduled-date-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/scheduled-date-type-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines the type of each scheduled date that is - reported. + reported. @@ -43,7 +43,7 @@ Date interest first starts accruing. In most cases, this will be the - effective date. + effective date. @@ -55,8 +55,8 @@ 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). + is not directly included in the swap stream (for example, in certain equity + swaps). @@ -68,8 +68,8 @@ 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". + payment, if known, could be represented by an associated value of measure type + "Cash". @@ -81,8 +81,8 @@ 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". + payment, if known, could be represented by an associated value of measure type + "Cash". @@ -94,8 +94,8 @@ 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". + the valuation date. The amount of the payment, if known, could be represented by + an associated value of measure type "Cash". @@ -107,7 +107,7 @@ The date of the next upcoming reset in this stream, after the valuation - date. + date. @@ -119,8 +119,8 @@ 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". + valuation date. The amount of the payment could be represented by an associated + value of measure type "Cash". @@ -132,9 +132,9 @@ 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). + 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). @@ -146,8 +146,8 @@ 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). + is not directly included in the swap stream (for example, in certain equity + swaps). diff --git a/src/main/resources/coding-schemes/fpml/sec-entity-classification-2-0.xml b/src/main/resources/coding-schemes/fpml/sec-entity-classification-2-0.xml index cbc4700..bd8d3ec 100644 --- a/src/main/resources/coding-schemes/fpml/sec-entity-classification-2-0.xml +++ b/src/main/resources/coding-schemes/fpml/sec-entity-classification-2-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the entity classification of a party under the U.S. Securities - and Exchange Commission (SEC). + and Exchange Commission (SEC). 2017-03-17 @@ -44,8 +44,8 @@ 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. + Clearing Agency, for example under SEC. CA under SEC has the same meaning as + CentralCounterparty under ESMA. @@ -57,7 +57,7 @@ Indicates the organization with respect to the reporting Regime is a - Major Security-based Swap Participant, for example under SEC SBSR. + Major Security-based Swap Participant, for example under SEC SBSR. @@ -69,8 +69,8 @@ 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. + neither a Security-based Swap Dealer nor a Major Security-based Swap + Participant, for example under SEC SBSR. @@ -82,7 +82,7 @@ Indicates an organization with respect to the reporting Regime is a - participant. + participant. @@ -94,7 +94,7 @@ Indicates the organization with respect to the reporting Regime is - Security-based Swap Dealer, for example under SEC SBSR. + Security-based Swap Dealer, for example under SEC SBSR. diff --git a/src/main/resources/coding-schemes/fpml/service-advisory-category-1-0.xml b/src/main/resources/coding-schemes/fpml/service-advisory-category-1-0.xml index 7a9de47..31a1df1 100644 --- a/src/main/resources/coding-schemes/fpml/service-advisory-category-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/service-advisory-category-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the type or category of an advisory issued by - a service. + a service. 2012-03-07 @@ -44,7 +44,7 @@ The advisory relates to the availability or service hours of the - service. + service. @@ -67,7 +67,7 @@ The advisory relates to the rules required to use the - service. + service. diff --git a/src/main/resources/coding-schemes/fpml/service-processing-cycle-1-0.xml b/src/main/resources/coding-schemes/fpml/service-processing-cycle-1-0.xml index 5efd9fd..1672b8e 100644 --- a/src/main/resources/coding-schemes/fpml/service-processing-cycle-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/service-processing-cycle-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing a processing cycle that a service is - performing. + performing. 2012-03-07 @@ -44,7 +44,7 @@ Processing that occurs to close the books at the end of a - day. + day. diff --git a/src/main/resources/coding-schemes/fpml/service-processing-event-1-0.xml b/src/main/resources/coding-schemes/fpml/service-processing-event-1-0.xml index 584ffc0..04d38ee 100644 --- a/src/main/resources/coding-schemes/fpml/service-processing-event-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/service-processing-event-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing a processing event that occurred in a - service. + service. 2012-03-07 diff --git a/src/main/resources/coding-schemes/fpml/service-processing-step-1-0.xml b/src/main/resources/coding-schemes/fpml/service-processing-step-1-0.xml index e1e8911..abf56b7 100644 --- a/src/main/resources/coding-schemes/fpml/service-processing-step-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/service-processing-step-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing a processing step (a stage within a - processing cycle) that a service is performing. + processing cycle) that a service is performing. 2012-03-07 diff --git a/src/main/resources/coding-schemes/fpml/service-status-1-0.xml b/src/main/resources/coding-schemes/fpml/service-status-1-0.xml index f3a76b7..7b07c9f 100644 --- a/src/main/resources/coding-schemes/fpml/service-status-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/service-status-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing the overall status of a - service. + service. 2012-03-07 diff --git a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-14.xml b/src/main/resources/coding-schemes/fpml/set-of-schemes-2-14.xml deleted file mode 100644 index 7cdee8b..0000000 --- a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-14.xml +++ /dev/null @@ -1,2767 +0,0 @@ - - - - - Definition of references to the set of FpML coding schemes. - 2023-07-28 - - The International Swaps and Derivatives Association, Inc. (ISDA) has published a - new basic and enhanced coding-scheme catalog versions 2-14 published on July 28, 2023. - Below are the changes compared to the previous version 2-13 published on June 21, 2023. -
    -
  • The following coding schemes have been updated:
      -
    • floatingRateIndexScheme
        -
      • Updated FROs:
          -
        • CNY-SHIBOR-OIS Compound
          • -
        • DKK-DESTR
          • -
        • DKK-DESTR-OIS Compound
          • -
        • DKK-Tom Next-OIS Compound
          • -
        • ILS-SHIR
          • -
        • ILS-SHIR-OIS Compound
          • -
        • KRW-KOFR
          • -
        • KRW-KOFR-OIS Compound
          • -
        • MXN-TIIE
          • -
        • PLN-WIRON
          • -
        • PLN-WIRON-OIS Compound
          • -
        • SEK-STIBOR-OIS Compound
          • -
        • SEK-SWESTR
          • -
        • SEK-SWESTR Average 1M
          • -
        • SEK-SWESTR Average 1W
          • -
        • SEK-SWESTR Average 2M
          • -
        • SEK-SWESTR Average 3M
          • -
        • SEK-SWESTR Average 6M
          • -
        • SEK-SWESTR Compounded Index
          • -
        • SEK-SWESTR-OIS Compound
          • -
        -
        • -
      • New FROs added:
          -
        • MXN-TIIE ON
          • -
        • MXN-TIIE ON-OIS Compound
          • -
        • ZAR-ZARONIA
          • -
        • ZAR-ZARONIA-OIS Compound
          • -
        -
        • -
      • Source: FpML
        • -
      • Version 3-7
        • -
      • Publication Date: 2023-07-28
        • -
      -
      • -
    -
    • -
  • Enhanced FpML Coding Scheme Catalog available:
      -
    • ISDA has updated the enhanced coding-scheme catalog accordingly, to - support the latest changes to the 2021 ISDA Definitions, including the - metadata fields which provides additional information about each code in the - scheme. In this catalog, only the floatingRateIndexScheme has been updated.
      • -
    • More information is available at: https://www.isda.org/book/enhanced-fpml-coding-scheme-catalog
      • -
    -
    • -
- - - - - FpML Set of Coding Schemes - 2-14 - http://www.fpml.org/coding-scheme/set-of-schemes - http://www.fpml.org/coding-scheme/set-of-schemes-2-14 - http://www.fpml.org/coding-scheme/set-of-schemes-2-14.xml - - - - - Contains a code representing the type of an account, for example in a - clearing or exchange model. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/account-type - http://www.fpml.org/coding-scheme/account-type-1-1 - http://www.fpml.org/coding-scheme/account-type-1-1.xml - - - - - Facility-level accruing fees. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/accruing-fee-type - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0 - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml - - - - - Action type as defined by the European Securities and Markets Authority - (ESMA). - 2015-06-24 - - - http://www.fpml.org/coding-scheme/action-type - http://www.fpml.org/coding-scheme/action-type-1-0 - http://www.fpml.org/coding-scheme/action-type-1-0.xml - - - - - Action type as defined in the European Market Infrastructure Regulation - Refit (EMIR Refit) by the European Securities and Markets Authority - (ESMA). - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-action-type - http://www.fpml.org/coding-scheme/sftr-action-type-1-0 - http://www.fpml.org/coding-scheme/sftr-action-type-1-0.xml - - - - - Defines the role of the algorithm. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/algorithm-role - http://www.fpml.org/coding-scheme/algorithm-role-1-0 - http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml - - - - - Defines an allocation reporting status categorization. Specifies whether - the trade is anticipated to be allocated, has been allocated, or will not be - allocated. - 2012-04-20 - - - http://www.fpml.org/coding-scheme/allocation-reporting-status - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0 - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml - - - - - A list of settlement tasks at the allocation level, the completion of - which are prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/allocation-settlement-task-type - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0.xml - - - - - The purpose of a person or business unit in relation to an asset or - assets. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-purpose - http://www.fpml.org/coding-scheme/applicable-purpose-1-0 - http://www.fpml.org/coding-scheme/applicable-purpose-1-0.xml - - - - - The transaction (event) types that the associated settlement instructions - apply to. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-transaction-type - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0 - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0.xml - - - - - Defines the type of approval in a consent or approval process. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/approval-type - http://www.fpml.org/coding-scheme/approval-type-1-0 - http://www.fpml.org/coding-scheme/approval-type-1-0.xml - - - - - Defines a simple asset class categorization. Used for classification of - the risk class of the trade. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/asset-class - http://www.fpml.org/coding-scheme/asset-class-2-1 - http://www.fpml.org/coding-scheme/asset-class-2-1.xml - - - - - The type of measure about an asset. Used for escribing valuation, - sensitivity, and risk measures. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/asset-measure - http://www.fpml.org/coding-scheme/asset-measure-5-8 - http://www.fpml.org/coding-scheme/asset-measure-5-8.xml - - - - - List of assignment fee payment rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/assignment-fee-rule - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0 - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml - - - - - Defines the type of Broker Confirm the FpML trade - represents. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/broker-confirmation-type - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0 - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml - - - - - Defines where bullion is to be delivered for a Bullion - Transaction. - - - http://www.fpml.org/coding-scheme/bullion-delivery-location - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0 - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml - - - - - Contains a code representing the type of business process a message (e.g. - a status request) applies to. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/business-process - http://www.fpml.org/coding-scheme/business-process-1-0 - http://www.fpml.org/coding-scheme/business-process-1-0.xml - - - - - The type of cash flows associated with OTC derivatives contracts and their - lifecycle events. - - - http://www.fpml.org/coding-scheme/cashflow-type - http://www.fpml.org/coding-scheme/cashflow-type-2-0 - http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml - - - - - Contains a code representing the type of organization. Used to clarify - which participant's information is being reported. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/org-type-category - http://www.fpml.org/coding-scheme/org-type-category-1-0 - http://www.fpml.org/coding-scheme/org-type-category-1-0.xml - - - - - 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. - 2020-12-14 - - - http://www.fpml.org/coding-scheme/category-anonymous-execution - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0 - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml - - - - - A clearance system - - - http://www.fpml.org/coding-scheme/clearance-system - http://www.fpml.org/coding-scheme/clearance-system-1-0 - http://www.fpml.org/coding-scheme/clearance-system-1-0.xml - - - - - Defines a list of clearing status codes. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/clearing-status - http://www.fpml.org/coding-scheme/clearing-status-1-1 - http://www.fpml.org/coding-scheme/clearing-status-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/clearing-exception-reason - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1 - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2022-11-30 - - - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1 - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateral-arrangement - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0 - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0.xml - - - - - ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA - Collateral Asset Definitions. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/collateral-asset-definitions - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0 - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml - - - - - Defines a list of collateral dispute resolution method - codes. - - - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0 - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml - - - - - Defines a list of collateral interest response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-interest-response-reason - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml - - - - - Collateralization Level. Indicates whether the trade is collateralized at - the individual trade level, the portfolio level, or position level. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0 - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0.xml - - - - - Defines a list of collateral reason codes. - - - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml - - - - - Defines a list of collateral response reason codes. - - - http://www.fpml.org/coding-scheme/collateral-response-reason - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml - - - - - Defines a list of collateral retraction reason codes. - - - http://www.fpml.org/coding-scheme/collateral-retraction-reason - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1 - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml - - - - - Defines a list of collateral substitution response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml - - - - - Contains a code representing the type of collateral obtained by a party to - offset its counterparty risk. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/collateral-type - http://www.fpml.org/coding-scheme/collateral-type-1-0 - http://www.fpml.org/coding-scheme/collateral-type-1-0.xml - - - - - Specifies the commodity business calendar. - - 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. - - 2020-02-04 - - - http://www.fpml.org/coding-scheme/commodity-business-calendar - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6 - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6.xml - - - - - Defines a scheme of Coal Quality Adjustments. - - - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml - - - - - Defines a scheme of Coal Product Sources. - 2015-12-14 - - - http://www.fpml.org/coding-scheme/commodity-coal-product-source - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml - - - - - Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal - Annex. - - - http://www.fpml.org/coding-scheme/commodity-coal-product-type - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml - - - - - Defines a scheme of Coal Transportation Equipment - values. - - - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml - - - - - For US Emissions Allowance Transactions. A system where all electronic - certificates are stored and emissions are tracked. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0 - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml - - - - - Specifies the event relative to which optional expiration(s) - occur. - - - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0 - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml - - - - - Specifies the frequency with which a price shall be - observed. - - - http://www.fpml.org/coding-scheme/commodity-frequency-type - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0 - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml - - - - - Specifies the method by which FX rate will be applied. - - - http://www.fpml.org/coding-scheme/commodity-fx-type - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0 - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml - - - - - Defines a publication in which the rate, price, index or factor is to be - found. (e.g Gas Daily, Platts Bloomberg.) - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-information-provider - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0 - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml - - - - - Specifies the Disruption Fallbacks that are applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml - - - - - Specifies the Market Disruption Events that are - applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml - - - - - Specifies the brand manager of metal product for a physically settled - metal trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml - - - - - Specifies the brand name of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-name - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml - - - - - Specifies the types of metal product for a physically settled metal trade. - Note: the coding scheme is intended for non-precious metals only. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/commodity-metal-product-type - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0.xml - - - - - Specifies the shape(s) of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-shape - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml - - - - - Defines a type of physical commodity product to be - delivered. - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-type - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml - - - - - Specifies the event relative to which payment(s) occur. - 2011-07-08 - - - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0 - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml - - - - - 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. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/commodity-quantity-frequency - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2 - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml - - - - - Contains a code representing a CFTC Part 20 covered commodity. The CFTC Part 20 Large Trader Reporting for Physical Commodity Swaps guidebook can be found on - http://www.cftc.gov/. Note: FpML defines the coding scheme, but the values are defined by an external source. The source of each value indicates the organization that defines it (e.g. CFTC, FpML). - 2018-10-31 - - - http://www.fpml.org/coding-scheme/cftc-commodity-code - http://www.fpml.org/coding-scheme/cftc-commodity-code-1-0 - - - - - - Defines a scheme of Commodity Reference Prices specified in the Annex to - the 2005 ISDA Commodity Definitions. - 2018-08-29 - - - http://www.fpml.org/coding-scheme/commodity-reference-price - http://www.fpml.org/coding-scheme/commodity-reference-price-3-4 - http://www.fpml.org/coding-scheme/commodity-reference-price-3-4.xml - - - - - The frequency at which a rate is compounded. - - - http://www.fpml.org/coding-scheme/compounding-frequency - http://www.fpml.org/coding-scheme/compounding-frequency-1-0 - http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml - - - - - Indicates what type of trade compression activity took - place. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/compression-type - http://www.fpml.org/coding-scheme/compression-type-1-0 - http://www.fpml.org/coding-scheme/compression-type-1-0.xml - - - - - Contains a code representing a trade could be confirmed (ie. how the - legally binding terms of a derivatives contract could be documented and - agreed.). - 2012-11-05 - - - http://www.fpml.org/coding-scheme/confirmation-method - http://www.fpml.org/coding-scheme/confirmation-method-1-1 - http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml - - - - - Specifies a set of standard contract definitions relevant to the - transaction - 2021-08-16 - - - http://www.fpml.org/coding-scheme/contractual-definitions - http://www.fpml.org/coding-scheme/contractual-definitions-3-8 - http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml - - - - - Defines the supplements to a base set of ISDA Definitions that are - applicable to the transaction. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/contractual-supplement - http://www.fpml.org/coding-scheme/contractual-supplement-8-0 - http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2013-07-26 - - - http://www.fpml.org/coding-scheme/corporate-action - http://www.fpml.org/coding-scheme/corporate-action-1-1 - http://www.fpml.org/coding-scheme/corporate-action-1-1.xml - - - - - Defines a scheme of values for specifying if the bond has a variable - coupon, step-up/down coupon or a zero-coupon. - - - http://www.fpml.org/coding-scheme/coupon-type - http://www.fpml.org/coding-scheme/coupon-type-1-0 - http://www.fpml.org/coding-scheme/coupon-type-1-0.xml - - - - - 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. - 2013-06-07 - - - http://www.fpml.org/coding-scheme/credit-approval-model - http://www.fpml.org/coding-scheme/credit-approval-model-1-0 - http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml - - - - - Indicates a type of credit document. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/credit-document - http://www.fpml.org/coding-scheme/credit-document-1-0 - http://www.fpml.org/coding-scheme/credit-document-1-0.xml - - - - - Defines a scheme of values for specifying the type of credit - event. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/credit-event-type - http://www.fpml.org/coding-scheme/credit-event-type-1-0 - http://www.fpml.org/coding-scheme/credit-event-type-1-0.xml - - - - - Standard code to indicate which type of credit limit check - reason. - 2014-08-29 - - - http://www.fpml.org/coding-scheme/credit-limit-check-reason - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0 - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml - - - - - "Standard code to indicate which type of credit line is being referred - to. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/credit-limit-type - http://www.fpml.org/coding-scheme/credit-limit-type-1-1 - http://www.fpml.org/coding-scheme/credit-limit-type-1-1.xml - - - - - 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; - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-credit-quality - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0 - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0.xml - - - - - Specifies the credit rating agencies. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/credit-rating-agency - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0 - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml - - - - - Specifies the repayment precedence of a debt - instrument. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority - http://www.fpml.org/coding-scheme/credit-seniority-2-3 - http://www.fpml.org/coding-scheme/credit-seniority-2-3.xml - - - - - Specifies the seniority of the reference obligation used in a single name - credit default swap trade. It overrides the creditSeniorityScheme. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority-trading - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1 - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1.xml - - - - - Specifies the type of ISDA Credit Support Agreement governing the - transaction. - - - http://www.fpml.org/coding-scheme/credit-support-agreement-type - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1 - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml - - - - - The FpML currency code coding scheme is the union of the ISO 4217 currency - scheme (currencyScheme) and the FpML non ISO currency scheme - (nonIsoCurrency). - 2016-10-28 - - - http://www.fpml.org/coding-scheme/currency - http://www.fpml.org/coding-scheme/currency-1-0 - http://www.fpml.org/coding-scheme/currency-1-0.xml - - - - - Currency pair classification as defined under ESMA MiFID - II. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/esma-currency-pair-classification - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0 - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0.xml - - - - - The specification of the cut name, or expiry date and time, for an FX OTC - option. - - - http://www.fpml.org/coding-scheme/cut-name - http://www.fpml.org/coding-scheme/cut-name-1-0 - http://www.fpml.org/coding-scheme/cut-name-1-0.xml - - - - - A structure used to uniquely identify a date adjustment type, based on a - business case (e.g. grace days). - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/date-adjustment-type - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0.xml - - - - - Specifies the denominator for accrual calculation to be used as part of - the ISDA Standard CSA document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/day-count - http://www.fpml.org/coding-scheme/day-count-1-0 - http://www.fpml.org/coding-scheme/day-count-1-0.xml - - - - - 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. - 021-06-25 - - - http://www.fpml.org/coding-scheme/day-count-fraction - http://www.fpml.org/coding-scheme/day-count-fraction-2-3 - http://www.fpml.org/coding-scheme/day-count-fraction-2-3.xml - - - - - Indicates the reason that a declear was requested. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/declear-reason - http://www.fpml.org/coding-scheme/declear-reason-1-0 - http://www.fpml.org/coding-scheme/declear-reason-1-0.xml - - - - - Defines the possible delivery methods for securities. - 2015-02-11 - - - http://www.fpml.org/coding-scheme/delivery-method - http://www.fpml.org/coding-scheme/delivery-method-1-0 - http://www.fpml.org/coding-scheme/delivery-method-1-0.xml - - - - - Specifies how the parties to the trade aportion responsibility for the - delivery of the commodity product (for example Free On Board, Cost, Insurance, - Freight). - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-delivery-risk - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0 - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml - - - - - Specifies the method by which a derivative is computed. - - - http://www.fpml.org/coding-scheme/derivative-calculation-method - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0 - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/designated-priority - http://www.fpml.org/coding-scheme/designated-priority-1-0 - http://www.fpml.org/coding-scheme/designated-priority-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/determination-method - http://www.fpml.org/coding-scheme/determination-method-3-4 - http://www.fpml.org/coding-scheme/determination-method-3-4.xml - - - - - Indicates a type of embedded option contained in an OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/embedded-option-type - http://www.fpml.org/coding-scheme/embedded-option-type-1-0 - http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml - - - - - This specifies the entity classification of a party. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/entity-classification - http://www.fpml.org/coding-scheme/entity-classification-2-0 - http://www.fpml.org/coding-scheme/entity-classification-2-0.xml - - - - - Specifies the dealer status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0.xml - - - - - Specifies the local party status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under - ESMA. - 2017-03-17 - - - http://www.fpml.org/coding-scheme/esma-entity-classification - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0 - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under the U.S. Securities - and Exchange Commission (SEC). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/sec-entity-classification - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0 - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0.xml - - - - - This specifies the reference entity types corresponding to a list of types - defined in the ISDA First to Default documentation. - - - http://www.fpml.org/coding-scheme/entity-type - http://www.fpml.org/coding-scheme/entity-type-1-0 - http://www.fpml.org/coding-scheme/entity-type-1-0.xml - - - - - Status of the set of payments once the matching process is - performed. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/event-status - http://www.fpml.org/coding-scheme/event-status-1-1 - http://www.fpml.org/coding-scheme/event-status-1-1.xml - - - - - 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. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/event-type - http://www.fpml.org/coding-scheme/event-type-2-1 - http://www.fpml.org/coding-scheme/event-type-2-1.xml - - - - - Defines the alternate meaning for Exchange Date as specified in Paragraph - 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law). - 2015-01-20 - - - http://www.fpml.org/coding-scheme/exchange-date - http://www.fpml.org/coding-scheme/exchange-date-2-0 - http://www.fpml.org/coding-scheme/exchange-date-2-0.xml - - - - - 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. - 2011-06-24 - - - http://www.fpml.org/coding-scheme/execution-type - http://www.fpml.org/coding-scheme/execution-type-1-0 - http://www.fpml.org/coding-scheme/execution-type-1-0.xml - - - - - Contains a code representing the type of venue where a trade could be - executed. - 2015-06-24 - - - http://www.fpml.org/coding-scheme/execution-venue-type - http://www.fpml.org/coding-scheme/execution-venue-type-1-2 - http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml - - - - - Option Exercise Style. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/generic-exercise-style - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1 - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml - - - - - Contains a code representing the type of exposure. - 2011-06-10 - - - http://www.fpml.org/coding-scheme/exposure-type - http://www.fpml.org/coding-scheme/exposure-type-1-0 - http://www.fpml.org/coding-scheme/exposure-type-1-0.xml - - - - - Various features associated with a given facility. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/facility-feature - http://www.fpml.org/coding-scheme/facility-feature-1-1 - http://www.fpml.org/coding-scheme/facility-feature-1-1.xml - - - - - Commodity Rate Options. - 2013-02-12 - - - http://www.fpml.org/coding-scheme/commodity-floating-rate-index - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0 - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml - - - - - A structure used to uniquely identify a financial metric type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0.xml - - - - - Contains a code representing the type of template terms used to define FX - disruption events and thier fallbacks. - 2013-04-26 - - - http://www.fpml.org/coding-scheme/fx-template-terms - http://www.fpml.org/coding-scheme/fx-template-terms-1-0 - http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml - - - - - Identification of the law governing the transaction. - - In general the codes are the ISO country code where the applicable law is the - law of an entire country - For 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. - - 2012-03-21 - - - http://www.fpml.org/coding-scheme/governing-law - http://www.fpml.org/coding-scheme/governing-law-1-2 - http://www.fpml.org/coding-scheme/governing-law-1-2.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/holding-posted-collateral - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0 - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml - - - - - List of assignment fee payment rules. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/hedge-type - http://www.fpml.org/coding-scheme/hedge-type-1-0 - http://www.fpml.org/coding-scheme/hedge-type-1-0 - - - - - List of party roles. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/pretrade-party-role - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-determination - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0 - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-eligibility - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0 - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml - - - - - Defines a scheme of values for specifying the CDX index annex - source. - - - http://www.fpml.org/coding-scheme/cdx-index-annex-source - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0 - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml - - - - - A structure used to describe the reason why a party (i.e. lender) may be - ineligible to vote on a legal action approval. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/ineligible-party-reason-type - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0 - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0.xml - - - - - - The specification of the Index Descriptions based on Annex A to the 2008 ISDA - Inflation Derivatives Definitions - - 2022-07-15 - - - http://www.fpml.org/coding-scheme/inflation-index-description - http://www.fpml.org/coding-scheme/inflation-index-description-2-3 - http://www.fpml.org/coding-scheme/inflation-index-description-2-3.xml - - - - - - The specification of the Index Source. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/inflation-index-source - http://www.fpml.org/coding-scheme/inflation-index-source-2-4 - http://www.fpml.org/coding-scheme/inflation-index-source-2-4.xml - - - - - - The specification of the Inflation Index Main Publication. - - 2013-02-22 - - - http://www.fpml.org/coding-scheme/inflation-main-publication - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1 - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml - - - - - 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. - - List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - - Certain Published and Displayed Sources, and other sources. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/information-provider - http://www.fpml.org/coding-scheme/information-provider-2-4 - http://www.fpml.org/coding-scheme/information-provider-2-4.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0 - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml - - - - - Specifies the type of interpolation used. - 2020-06-08 - - - http://www.fpml.org/coding-scheme/interpolation-method - http://www.fpml.org/coding-scheme/interpolation-method-1-2 - http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml - - - - - A scheme defining the list of Letter of Credit - purposes. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-purpose - http://www.fpml.org/coding-scheme/lc-purpose-1-0 - http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml - - - - - A scheme defining the different types of Letters of - Credit. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-type - http://www.fpml.org/coding-scheme/lc-type-1-0 - http://www.fpml.org/coding-scheme/lc-type-1-0.xml - - - - - Specifies the legal document name. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-name - http://www.fpml.org/coding-scheme/legal-document-name-1-0 - http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml - - - - - Specifies the legal document publisher. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-publisher - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0 - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml - - - - - Specifies the reference style applicable to the legal - document. - 2019-08-31 - - - http://www.fpml.org/coding-scheme/legal-document-style - http://www.fpml.org/coding-scheme/legal-document-style-2-1 - http://www.fpml.org/coding-scheme/legal-document-style-2-1.xml - - - - - The category the purchaser of a loan falls within, with respect to lender - consent rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lender-classification - http://www.fpml.org/coding-scheme/lender-classification-1-0 - http://www.fpml.org/coding-scheme/lender-classification-1-0.xml - - - - - 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. - 2019-03-25 - - - http://www.fpml.org/coding-scheme/link-type - http://www.fpml.org/coding-scheme/link-type-1-0 - http://www.fpml.org/coding-scheme/link-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation category - type (e.g. affirmative, negative, or financial) based on a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation task - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation metric - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0.xml - - - - - A structure used to identify a legal action approval status type, based on - a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0.xml - - - - - A structure used to identify a loan legal action status type, based on a - scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0.xml - - - - - A structure that uniquely identifies a task type within a legal action - structure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-task-type - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0.xml - - - - - A structure used to uniquely identify a legal action type; e.g. Amendment, - Amended and Restated Agreement, Restructure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-type - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0.xml - - - - - Specifies a typology for loan facilities. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/facility-type - http://www.fpml.org/coding-scheme/facility-type-2-0 - http://www.fpml.org/coding-scheme/facility-type-2-0.xml - - - - - 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. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/local-jurisdiction - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1 - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml - - - - - Includes the currency codes to expand the ISO 4217 currency list, - including the offshore and historical currencies. - 2016-10-28 - - - http://www.fpml.org/coding-scheme/non-iso-currency - http://www.fpml.org/coding-scheme/non-iso-currency-1-0 - http://www.fpml.org/coding-scheme/non-iso-currency-1-0.xml - - - - - Allows the requestor to specify if they want this trade/trade set - margining with an associated portfolio with the Clearing Organization or - not. - 2013-08-30 - - - http://www.fpml.org/coding-scheme/margin-quote-type - http://www.fpml.org/coding-scheme/margin-quote-type-1-0 - http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml - - - - - Defines the handling of a averaging date market disruption for an equity - derivative transaction. - - - http://www.fpml.org/coding-scheme/market-disruption - http://www.fpml.org/coding-scheme/market-disruption-1-0 - http://www.fpml.org/coding-scheme/market-disruption-1-0.xml - - - - - Defines the type of the master agreement governing the - transaction. - 2018-09-04 - - - http://www.fpml.org/coding-scheme/master-agreement-type - http://www.fpml.org/coding-scheme/master-agreement-type-3-1 - http://www.fpml.org/coding-scheme/master-agreement-type-3-1.xml - - - - - Defines the version of the master agreement governing the - transaction. - 2014-02-05 - - - http://www.fpml.org/coding-scheme/master-agreement-version - http://www.fpml.org/coding-scheme/master-agreement-version-1-4 - http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml - - - - - Defines the type of annex to be used with master confirmation agreement - governing the transaction. - - - http://www.fpml.org/coding-scheme/master-confirmation-annex-type - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6 - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml - - - - - Defines the type of master confirmation agreement governing the - transaction. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/master-confirmation-type - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7 - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml - - - - - Defines a scheme of transaction types specified in the Credit Derivatives - Physical Settlement Matrix. - 2021-12-17 - - - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12 - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12.xml - - - - - Defines a scheme of transaction types specified in the Equity Derivatives - Settlement Matrix. - 2015-06-15 - - - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0 - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml - - - - - Defines a scheme of values for identifying the form of applicable - matrix. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/matrix-type - http://www.fpml.org/coding-scheme/matrix-type-1-1 - http://www.fpml.org/coding-scheme/matrix-type-1-1.xml - - - - - A structure used to uniquely identify a metric adjustment type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0.xml - - - - - Specifies a mortgage typology. - - - http://www.fpml.org/coding-scheme/mortgage-sector - http://www.fpml.org/coding-scheme/mortgage-sector-1-0 - http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml - - - - - A period during which no settlement of a trade can occur, other than - non-business days. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/no-settle-period-type - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0 - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0.xml - - - - - Indicates a type of option contained in a complex OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/option-type - http://www.fpml.org/coding-scheme/option-type-1-0 - http://www.fpml.org/coding-scheme/option-type-1-0.xml - - - - - Indicates a type of organization characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/organization-characteristic - http://www.fpml.org/coding-scheme/organization-characteristic-1-0 - http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml - - - - - Indicates a type of organization. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/organization-type - http://www.fpml.org/coding-scheme/organization-type-2-0 - http://www.fpml.org/coding-scheme/organization-type-2-0.xml - - - - - Indicates whether a counterparty is an entity established pursuant to a - U.S. federal law, including CFTC Amendments to Part 45 (2020). - 2022-11-18 - working-draft - - - http://www.fpml.org/coding-scheme/cftc-organization-type - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0 - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0.xml - - - - - Financial Entity Indicator as defined by the CFTC. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/cftc-entity-classification - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0 - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0.xml - - - - - 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. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/originating-event - http://www.fpml.org/coding-scheme/originating-event-1-3 - http://www.fpml.org/coding-scheme/originating-event-1-3.xml - - - - - Specifies the OTC post-trade indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml - - - - - Specifies the type of package. - 2014-06-04 - - - http://www.fpml.org/coding-scheme/package-type - http://www.fpml.org/coding-scheme/package-type-1-0 - http://www.fpml.org/coding-scheme/package-type-1-0.xml - - - - - Qualifies a group of parties. - 2015-11-04 - - - http://www.fpml.org/coding-scheme/party-group-type - http://www.fpml.org/coding-scheme/party-group-type-1-0 - http://www.fpml.org/coding-scheme/party-group-type-1-0.xml - - - - - Contains a code representing a related party role. This can be extended to - provide custom roles. - 2017-04-13 - - - http://www.fpml.org/coding-scheme/party-role - http://www.fpml.org/coding-scheme/party-role-3-8 - http://www.fpml.org/coding-scheme/party-role-3-8.xml - - - - - 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. - 2011-04-24 - - - http://www.fpml.org/coding-scheme/party-role-type - http://www.fpml.org/coding-scheme/party-role-type-1-0 - http://www.fpml.org/coding-scheme/party-role-type-1-0.xml - - - - - A type is containing a code representing how two parties are related, e.g. - Affiliated, Intragroup. - 2015-05-10 - - - http://www.fpml.org/coding-scheme/party-relationship-type - http://www.fpml.org/coding-scheme/party-relationship-type-1-1 - http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml - - - - - Indicates the role of a person in a transaction. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/person-role - http://www.fpml.org/coding-scheme/person-role-1-3 - http://www.fpml.org/coding-scheme/person-role-1-3.xml - - - - - Specifies the type of perturbation applied to compute a derivative - perturbatively. - - - http://www.fpml.org/coding-scheme/perturbation-type - http://www.fpml.org/coding-scheme/perturbation-type-1-0 - http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml - - - - - Defines the types of business events which can cause a change in position - for a given facility. - - - http://www.fpml.org/coding-scheme/position-change-type - http://www.fpml.org/coding-scheme/position-change-type-1-0 - http://www.fpml.org/coding-scheme/position-change-type-1-0.xml - - - - - Indicates the status of the reconciliation of a - position. - - - http://www.fpml.org/coding-scheme/position-status - http://www.fpml.org/coding-scheme/position-status-1-0 - http://www.fpml.org/coding-scheme/position-status-1-0.xml - - - - - A code that describes the reason that an update - occurred. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/position-update-reason-code - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1 - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml - - - - - 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. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/pricing-context - http://www.fpml.org/coding-scheme/pricing-context-2-0 - http://www.fpml.org/coding-scheme/pricing-context-2-0.xml - - - - - Specifies the type of pricing structure represented. - - - http://www.fpml.org/coding-scheme/pricing-input-type - http://www.fpml.org/coding-scheme/pricing-input-type-1-0 - http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/pricing-model - http://www.fpml.org/coding-scheme/pricing-model-1-1 - http://www.fpml.org/coding-scheme/pricing-model-1-1.xml - - - - - Identifies the grade of physical commodity product to be - delivered. - 2012-09-14 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-grade - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml - - - - - Contains a product type code based on the ISDA product taxonomy - 2016-10-28 - - - http://www.fpml.org/coding-scheme/product-taxonomy - http://www.fpml.org/coding-scheme/product-taxonomy-4-0 - http://www.fpml.org/coding-scheme/product-taxonomy-4-0.xml - - - - - A scheme identifiying whether the product is based on a crypto - asset. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator-1-0.xml - - - - - A simple product typology, focused on identifing the type of financial - instrument, without characterizing its features. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/product-type-simple - http://www.fpml.org/coding-scheme/product-type-simple-1-7 - http://www.fpml.org/coding-scheme/product-type-simple-1-7.xml - - - - - 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. - 2016-12-22 - - - http://www.fpml.org/coding-scheme/esma-product-classification - http://www.fpml.org/coding-scheme/esma-product-classification-1-0 - http://www.fpml.org/coding-scheme/esma-product-classification-1-0.xml - - - - - Specifies the query parameter operator. - - - http://www.fpml.org/coding-scheme/query-parameter-operator - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0 - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml - - - - - Specifies the type of the time of the quote. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/quote-timing - http://www.fpml.org/coding-scheme/quote-timing-1-2 - http://www.fpml.org/coding-scheme/quote-timing-1-2.xml - - - - - Defines a list of machine interpretable error codes. - - - http://www.fpml.org/coding-scheme/reason-code - http://www.fpml.org/coding-scheme/reason-code-1-0 - http://www.fpml.org/coding-scheme/reason-code-1-0.xml - - - - - Specifies Region - 2011-11-30 - - - http://www.fpml.org/coding-scheme/region - http://www.fpml.org/coding-scheme/region-1-0 - http://www.fpml.org/coding-scheme/region-1-0.xml - - - - - Specifies Corporate sector as defined by or for regulators including ESMA, - CFTC, etc. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/regulatory-corporate-sector - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2 - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml - - - - - Specifies Corporate sector as defined by ESMA EMIR - Refit. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-boolean - http://www.fpml.org/coding-scheme/reporting-boolean-1-0 - http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory reporting, for ESMA - specifications - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-reporting-boolean - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0 - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0.xml - - - - - Defines the type of currency that was used to report the value of an - asset. - - - http://www.fpml.org/coding-scheme/reporting-currency-type - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0 - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml - - - - - Defines a scheme for expressing the level of reporting for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level-1-0.xml - - - - - Contains a code representing a reportingregime under which this - transaction may be reported. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/reporting-regime - http://www.fpml.org/coding-scheme/reporting-regime-1-6 - http://www.fpml.org/coding-scheme/reporting-regime-1-6.xml - - - - - Contains a code representing the role of a party in a report. Used to - clarify which participant's information is being reported. - 2013-05-03 - - - http://www.fpml.org/coding-scheme/reporting-role - http://www.fpml.org/coding-scheme/reporting-role-2-1 - http://www.fpml.org/coding-scheme/reporting-role-2-1.xml - - - - - Contains a code representing the purpose of a report. - 2016-06-21 - - - http://www.fpml.org/coding-scheme/reporting-purpose - http://www.fpml.org/coding-scheme/reporting-purpose-1-1 - http://www.fpml.org/coding-scheme/reporting-purpose-1-1.xml - - - - - Indicates the action that is requested to be performed, in a withdrawal - request message. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/requested-withdrawal-action - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0 - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml - - - - - Indicates the action that is requested to be performed, for example in a - consent request message. - 2011-05-13 - - - http://www.fpml.org/coding-scheme/requested-action - http://www.fpml.org/coding-scheme/requested-action-1-0 - http://www.fpml.org/coding-scheme/requested-action-1-0.xml - - - - - Indicates the action that is requested to be performed. The purpose is to - allow FCMs to specify how the allocations are to be processed. - 2013-04-12 - - - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0 - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml - - - - - Contains a code representing the type of a resource (e.g. - document). - 2013-09-10 - - - http://www.fpml.org/coding-scheme/resource-type - http://www.fpml.org/coding-scheme/resource-type-1-1 - http://www.fpml.org/coding-scheme/resource-type-1-1.xml - - - - - Specifies the form of the restructuring credit event that is applicable to - the credit default swap. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/restructuring - http://www.fpml.org/coding-scheme/restructuring-1-1 - http://www.fpml.org/coding-scheme/restructuring-1-1.xml - - - - - Defines the type of each scheduled date that is - reported. - - - http://www.fpml.org/coding-scheme/scheduled-date-type - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0 - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml - - - - - Contains a code representing the overall status of a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-status - http://www.fpml.org/coding-scheme/service-status-1-0 - http://www.fpml.org/coding-scheme/service-status-1-0.xml - - - - - Contains a code representing a processing event that occurred in a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-event - http://www.fpml.org/coding-scheme/service-processing-event-1-0 - http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml - - - - - Contains a code representing a processing cycle that a service is - performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-cycle - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0 - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml - - - - - Contains a code representing a processing step (a stage within a - processing cycle) that a service is performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-step - http://www.fpml.org/coding-scheme/service-processing-step-1-0 - http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml - - - - - Contains a code representing the type or category of an advisory issued by - a service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-advisory-category - http://www.fpml.org/coding-scheme/service-advisory-category-1-0 - http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml - - - - - 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. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/settlement-day - http://www.fpml.org/coding-scheme/settlement-day-1-0 - http://www.fpml.org/coding-scheme/settlement-day-1-0.xml - - - - - Used to specify the relevant settled entity matrix - source. - - - http://www.fpml.org/coding-scheme/settled-entity-matrix-source - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0 - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml - - - - - The specification of the method for settling a particular - trade. - - - http://www.fpml.org/coding-scheme/settlement-method - http://www.fpml.org/coding-scheme/settlement-method-1-0 - http://www.fpml.org/coding-scheme/settlement-method-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - - - http://www.fpml.org/coding-scheme/settlement-price-default-election - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0 - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml - - - - - The source from which the settlement price is to be - obtained. - - - http://www.fpml.org/coding-scheme/settlement-price-source - http://www.fpml.org/coding-scheme/settlement-price-source-1-0 - http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml - - - - - Defines a scheme of settlement rate options specified in the Annex A to - the 1998 FX and Currency Option Definitions. - 2018-07-10 - - - http://www.fpml.org/coding-scheme/settlement-rate-option - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11 - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11.xml - - - - - Specifies the type of short selling indicator, as defined under ESMA MiFID - II. - 2022-03-28 - - - http://www.fpml.org/coding-scheme/esma-mifir-short-sale - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1 - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1.xml - - - - - Defines the type of each spread schedule type. - - - http://www.fpml.org/coding-scheme/spread-schedule-type - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0 - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml - - - - - Contains a code representing a supervisory-body that may be supervising - this transaction. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/supervisory-body - http://www.fpml.org/coding-scheme/supervisory-body-2-1 - http://www.fpml.org/coding-scheme/supervisory-body-2-1.xml - - - - - Type of tax form registered. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/tax-form-type - http://www.fpml.org/coding-scheme/tax-form-type-1-0 - http://www.fpml.org/coding-scheme/tax-form-type-1-0.xml - - - - - 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. - 2015-12-14 - - - http://www.fpml.org/coding-scheme/terminating-event - http://www.fpml.org/coding-scheme/terminating-event-1-1 - http://www.fpml.org/coding-scheme/terminating-event-1-1.xml - - - - - Status of the set of payments once the matching process is - performed. - - - http://www.fpml.org/coding-scheme/trade-cashflows-status - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0 - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml - - - - - A list of settlement tasks at the trade level, the completion of which are - prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trade-settlement-task-type - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0.xml - - - - - Specifies the type of trading capacity, as defined under ESMA MiFID II / - MIFIR. - 2017-07-19 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0.xml - - - - - 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. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trading-party-role - http://www.fpml.org/coding-scheme/trading-party-role-1-0 - http://www.fpml.org/coding-scheme/trading-party-role-1-0.xml - - - - - Specifies the type of waiver indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0.xml - - - - - Indicates a type of transaction characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/transaction-characteristic - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0 - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml - - - - - Defines the list of transport currencies admissible as part of the ISDA - Standard Credit Support Annex document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/transport-currency - http://www.fpml.org/coding-scheme/transport-currency-1-0 - http://www.fpml.org/coding-scheme/transport-currency-1-0.xml - - - - - Indicates the role of a unit in a transaction. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/unit-role - http://www.fpml.org/coding-scheme/unit-role-2-1 - http://www.fpml.org/coding-scheme/unit-role-2-1.xml - - - - - Indicates a type of verification status. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/verification-status - http://www.fpml.org/coding-scheme/verification-status-1-0 - http://www.fpml.org/coding-scheme/verification-status-1-0.xml - - - - - Contains a code representing a trade could be verified (ie. how the - economic terms of a contract could be checked for consistency). - 2012-06-01 - - - http://www.fpml.org/coding-scheme/verification-method - http://www.fpml.org/coding-scheme/verification-method-1-0 - http://www.fpml.org/coding-scheme/verification-method-1-0.xml - - - - - 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. - 2012-10-05 - - - http://www.fpml.org/coding-scheme/weather-data-provider - http://www.fpml.org/coding-scheme/weather-data-provider-1-0 - http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml - - - - - Specifies CPD Reference Level: millimeters or inches of daily - precipitation HDD Reference Level: degree-days CDD Reference Level: - degree-days. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/weather-index-reference-level - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0 - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml - - - - - Indicates the reason that a withdrawal was requested. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/withdrawal-reason - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1 - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml - - - - - A list of reasons for withholding tax being applied to a cash - flow. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/withholding-tax-reason - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0 - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml - - - - - 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. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/business-center - http://www.fpml.org/coding-scheme/business-center-9-1 - http://www.fpml.org/coding-scheme/business-center-9-1.xml - - - - - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/price-quote-units - http://www.fpml.org/coding-scheme/price-quote-units-3-0 - http://www.fpml.org/coding-scheme/price-quote-units-3-0.xml - - - - - 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. - 2023-07-28 - - - http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-7 - http://www.fpml.org/coding-scheme/floating-rate-index-3-7.xml - - - - - FpML Benchmark rates - 2022-11-30 - - - http://www.fpml.org/coding-scheme/benchmark-rate - http://www.fpml.org/coding-scheme/benchmark-rate-1-3 - http://www.fpml.org/coding-scheme/benchmark-rate-1-3.xml - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-16.xml b/src/main/resources/coding-schemes/fpml/set-of-schemes-2-16.xml deleted file mode 100644 index 74bce31..0000000 --- a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-16.xml +++ /dev/null @@ -1,2904 +0,0 @@ - - - - - Definition of references to the set of FpML coding schemes. - 2023-11-03 - - The International Swaps and Derivatives Association, Inc. (ISDA) has published a - new basic and enhanced coding-scheme catalog versions 2-16 published on November 3, 2023. - Below are the changes compared to the previous version 2-15 published on August 7, 2023. -
    -
  • The following coding schemes have been added: -
      -
    • commodityClassificationScheme
        -
      • Added new coding schemes required for ESMA EMIR Refit regulatory reporting:
          -
        • http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification
          • -
        • http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification
          • -
        • http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification
          • -
        • http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification
          • -
        • http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification
          • -
        • http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification
          • -
        -
        • -
      • Source: FpML
        • -
      • Version 1-0
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • contractTypeScheme
        -
      • Added a new 'http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type' coding scheme required for ESMA EMIR Refit regulatory reporting.
        • -
      • Source: FpML
        • -
      • Version 1-0
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • linkIdScheme
        -
      • Added a new 'http://www.fpml.org/coding-scheme/external/compression-link-identifier' external coding scheme required for ESMA EMIR Refit regulatory reporting.
        • -
      • Source: FpML
        • -
      • Version 1-0
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • productIdScheme
        -
      • Added a new 'http://www.fpml.org/coding-scheme/external/iso4914' external coding scheme required to specify Unique Product Identifier (UPI) under ESMA EMIR Refit regulatory reporting.
        • -
      • Source: FpML
        • -
      • Version 1-0
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    -
    • -
  • The following coding schemes have been updated: -
      -
    • businessCenterScheme
        -
      • Fixed reference to the proper 2021 Definitions sectioon for 4 business centers: AEAD, AEAB, NYFD, NYSE
        • -
      • Source: FpML
        • -
      • Version changed from 9-1 to 9-2
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • floatingRateIndexScheme
        -
      • Added new FRO code "CAD-CORRA CanDeal TMX Term"
        • -
      • Source: FpML
        • -
      • Version changed from 3-7 to 3-8
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • nonIsoCurrencyScheme
        -
      • Fixed the description for TVD (Tuvalu Dollar)
        • -
      • Source: FpML
        • -
      • Version changed from 1-0 to 1-1
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • originatingEventScheme
        -
      • Added new code "PortfolioRebalancing" required for ESMA EMIR Refit regulatory reporting.
        • -
      • Source: FpML
        • -
      • Version changed from 1-3 to 1-4
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • partyRoleScheme
        -
      • Added new codes "CompressionProvider" and "RebalancingProvider" required for ESMA EMIR Refit regulatory reporting.
        • -
      • Source: FpML
        • -
      • Version changed from 3-8 to 3-9
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • rateAdministratorScheme (enhanced scheme)
        -
      • Added new administrator "CanDeal Benchmark Administration Services Inc."
        • -
      • Source: FpML
        • -
      • Version changed from 1-1 to 1-2
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    • terminatingEventScheme
        -
      • Added new code "PortfolioRebalancing" required for ESMA EMIR Refit regulatory reporting.
        • -
      • Source: FpML
        • -
      • Version changed from 1-1 to 1-2
        • -
      • Publication Date: 2023-11-03
        • -
      -
      • -
    -
    • -
  • 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
      • -
    -
    • -
- - - - - FpML Set of Coding Schemes - 2-16 - http://www.fpml.org/coding-scheme/set-of-schemes - http://www.fpml.org/coding-scheme/set-of-schemes-2-16 - http://www.fpml.org/coding-scheme/set-of-schemes-2-16.xml - - - - - Contains a code representing the type of an account, for example in a - clearing or exchange model. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/account-type - http://www.fpml.org/coding-scheme/account-type-1-1 - http://www.fpml.org/coding-scheme/account-type-1-1.xml - - - - - Facility-level accruing fees. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/accruing-fee-type - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0 - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml - - - - - Action type as defined by the European Securities and Markets Authority - (ESMA). - 2015-06-24 - - - http://www.fpml.org/coding-scheme/action-type - http://www.fpml.org/coding-scheme/action-type-1-0 - http://www.fpml.org/coding-scheme/action-type-1-0.xml - - - - - Action type as defined in the European Market Infrastructure Regulation - Refit (EMIR Refit) by the European Securities and Markets Authority - (ESMA). - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-action-type - http://www.fpml.org/coding-scheme/sftr-action-type-1-0 - http://www.fpml.org/coding-scheme/sftr-action-type-1-0.xml - - - - - Defines the role of the algorithm. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/algorithm-role - http://www.fpml.org/coding-scheme/algorithm-role-1-0 - http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml - - - - - Defines an allocation reporting status categorization. Specifies whether - the trade is anticipated to be allocated, has been allocated, or will not be - allocated. - 2012-04-20 - - - http://www.fpml.org/coding-scheme/allocation-reporting-status - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0 - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml - - - - - A list of settlement tasks at the allocation level, the completion of - which are prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/allocation-settlement-task-type - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0.xml - - - - - The purpose of a person or business unit in relation to an asset or - assets. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-purpose - http://www.fpml.org/coding-scheme/applicable-purpose-1-0 - http://www.fpml.org/coding-scheme/applicable-purpose-1-0.xml - - - - - The transaction (event) types that the associated settlement instructions - apply to. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-transaction-type - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0 - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0.xml - - - - - Defines the type of approval in a consent or approval process. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/approval-type - http://www.fpml.org/coding-scheme/approval-type-1-0 - http://www.fpml.org/coding-scheme/approval-type-1-0.xml - - - - - Defines a simple asset class categorization. Used for classification of - the risk class of the trade. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/asset-class - http://www.fpml.org/coding-scheme/asset-class-2-1 - http://www.fpml.org/coding-scheme/asset-class-2-1.xml - - - - - The type of measure about an asset. Used for escribing valuation, - sensitivity, and risk measures. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/asset-measure - http://www.fpml.org/coding-scheme/asset-measure-5-8 - http://www.fpml.org/coding-scheme/asset-measure-5-8.xml - - - - - List of assignment fee payment rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/assignment-fee-rule - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0 - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml - - - - - Defines the type of Broker Confirm the FpML trade - represents. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/broker-confirmation-type - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0 - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml - - - - - Defines where bullion is to be delivered for a Bullion - Transaction. - - - http://www.fpml.org/coding-scheme/bullion-delivery-location - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0 - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml - - - - - Contains a code representing the type of business process a message (e.g. - a status request) applies to. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/business-process - http://www.fpml.org/coding-scheme/business-process-1-0 - http://www.fpml.org/coding-scheme/business-process-1-0.xml - - - - - The type of cash flows associated with OTC derivatives contracts and their - lifecycle events. - - - http://www.fpml.org/coding-scheme/cashflow-type - http://www.fpml.org/coding-scheme/cashflow-type-2-0 - http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml - - - - - Contains a code representing the type of organization. Used to clarify - which participant's information is being reported. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/org-type-category - http://www.fpml.org/coding-scheme/org-type-category-1-0 - http://www.fpml.org/coding-scheme/org-type-category-1-0.xml - - - - - 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. - 2020-12-14 - - - http://www.fpml.org/coding-scheme/category-anonymous-execution - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0 - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml - - - - - A clearance system - - - http://www.fpml.org/coding-scheme/clearance-system - http://www.fpml.org/coding-scheme/clearance-system-1-0 - http://www.fpml.org/coding-scheme/clearance-system-1-0.xml - - - - - Defines a list of clearing status codes. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/clearing-status - http://www.fpml.org/coding-scheme/clearing-status-1-1 - http://www.fpml.org/coding-scheme/clearing-status-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/clearing-exception-reason - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1 - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2022-11-30 - - - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1 - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateral-arrangement - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0 - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0.xml - - - - - ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA - Collateral Asset Definitions. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/collateral-asset-definitions - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0 - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml - - - - - Defines a list of collateral dispute resolution method - codes. - - - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0 - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml - - - - - Defines a list of collateral interest response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-interest-response-reason - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml - - - - - Collateralization Level. Indicates whether the trade is collateralized at - the individual trade level, the portfolio level, or position level. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0 - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0.xml - - - - - Defines a list of collateral reason codes. - - - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml - - - - - Defines a list of collateral response reason codes. - - - http://www.fpml.org/coding-scheme/collateral-response-reason - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml - - - - - Defines a list of collateral retraction reason codes. - - - http://www.fpml.org/coding-scheme/collateral-retraction-reason - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1 - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml - - - - - Defines a list of collateral substitution response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml - - - - - Contains a code representing the type of collateral obtained by a party to - offset its counterparty risk. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/collateral-type - http://www.fpml.org/coding-scheme/collateral-type-1-0 - http://www.fpml.org/coding-scheme/collateral-type-1-0.xml - - - - - Specifies the commodity business calendar. - - 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. - - 2020-02-04 - - - http://www.fpml.org/coding-scheme/commodity-business-calendar - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6 - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0.xml - - - - - Defines a scheme of Coal Quality Adjustments. - - - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml - - - - - Defines a scheme of Coal Product Sources. - 2015-12-14 - - - http://www.fpml.org/coding-scheme/commodity-coal-product-source - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml - - - - - Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal - Annex. - - - http://www.fpml.org/coding-scheme/commodity-coal-product-type - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml - - - - - Defines a scheme of Coal Transportation Equipment - values. - - - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml - - - - - For US Emissions Allowance Transactions. A system where all electronic - certificates are stored and emissions are tracked. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0 - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml - - - - - Specifies the event relative to which optional expiration(s) - occur. - - - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0 - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml - - - - - Specifies the frequency with which a price shall be - observed. - - - http://www.fpml.org/coding-scheme/commodity-frequency-type - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0 - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml - - - - - Specifies the method by which FX rate will be applied. - - - http://www.fpml.org/coding-scheme/commodity-fx-type - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0 - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml - - - - - Defines a publication in which the rate, price, index or factor is to be - found. (e.g Gas Daily, Platts Bloomberg.) - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-information-provider - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0 - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml - - - - - Specifies the Disruption Fallbacks that are applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml - - - - - Specifies the Market Disruption Events that are - applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml - - - - - Specifies the brand manager of metal product for a physically settled - metal trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml - - - - - Specifies the brand name of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-name - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml - - - - - Specifies the types of metal product for a physically settled metal trade. - Note: the coding scheme is intended for non-precious metals only. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/commodity-metal-product-type - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0.xml - - - - - Specifies the shape(s) of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-shape - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml - - - - - Defines a type of physical commodity product to be - delivered. - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-type - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml - - - - - Specifies the event relative to which payment(s) occur. - 2011-07-08 - - - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0 - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml - - - - - 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. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/commodity-quantity-frequency - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2 - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml - - - - - The frequency at which a rate is compounded. - - - http://www.fpml.org/coding-scheme/compounding-frequency - http://www.fpml.org/coding-scheme/compounding-frequency-1-0 - http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml - - - - - Indicates what type of trade compression activity took - place. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/compression-type - http://www.fpml.org/coding-scheme/compression-type-1-0 - http://www.fpml.org/coding-scheme/compression-type-1-0.xml - - - - - Contains a code representing a trade could be confirmed (ie. how the - legally binding terms of a derivatives contract could be documented and - agreed.). - 2012-11-05 - - - http://www.fpml.org/coding-scheme/confirmation-method - http://www.fpml.org/coding-scheme/confirmation-method-1-1 - http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml - - - - - Specifies a set of standard contract definitions relevant to the - transaction - 2021-08-16 - - - http://www.fpml.org/coding-scheme/contractual-definitions - http://www.fpml.org/coding-scheme/contractual-definitions-3-8 - http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml - - - - - Defines the supplements to a base set of ISDA Definitions that are - applicable to the transaction. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/contractual-supplement - http://www.fpml.org/coding-scheme/contractual-supplement-8-0 - http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2013-07-26 - - - http://www.fpml.org/coding-scheme/corporate-action - http://www.fpml.org/coding-scheme/corporate-action-1-1 - http://www.fpml.org/coding-scheme/corporate-action-1-1.xml - - - - - Defines a scheme of values for specifying if the bond has a variable - coupon, step-up/down coupon or a zero-coupon. - - - http://www.fpml.org/coding-scheme/coupon-type - http://www.fpml.org/coding-scheme/coupon-type-1-0 - http://www.fpml.org/coding-scheme/coupon-type-1-0.xml - - - - - 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. - 2013-06-07 - - - http://www.fpml.org/coding-scheme/credit-approval-model - http://www.fpml.org/coding-scheme/credit-approval-model-1-0 - http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml - - - - - Indicates a type of credit document. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/credit-document - http://www.fpml.org/coding-scheme/credit-document-1-0 - http://www.fpml.org/coding-scheme/credit-document-1-0.xml - - - - - Defines a scheme of values for specifying the type of credit - event. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/credit-event-type - http://www.fpml.org/coding-scheme/credit-event-type-1-0 - http://www.fpml.org/coding-scheme/credit-event-type-1-0.xml - - - - - Standard code to indicate which type of credit limit check - reason. - 2014-08-29 - - - http://www.fpml.org/coding-scheme/credit-limit-check-reason - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0 - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml - - - - - "Standard code to indicate which type of credit line is being referred - to. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/credit-limit-type - http://www.fpml.org/coding-scheme/credit-limit-type-1-1 - http://www.fpml.org/coding-scheme/credit-limit-type-1-1.xml - - - - - 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; - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-credit-quality - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0 - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0.xml - - - - - Specifies the credit rating agencies. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/credit-rating-agency - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0 - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml - - - - - Specifies the repayment precedence of a debt - instrument. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority - http://www.fpml.org/coding-scheme/credit-seniority-2-3 - http://www.fpml.org/coding-scheme/credit-seniority-2-3.xml - - - - - Specifies the seniority of the reference obligation used in a single name - credit default swap trade. It overrides the creditSeniorityScheme. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority-trading - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1 - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1.xml - - - - - Specifies the type of ISDA Credit Support Agreement governing the - transaction. - - - http://www.fpml.org/coding-scheme/credit-support-agreement-type - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1 - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml - - - - - The FpML currency code coding scheme is the union of the ISO 4217 currency - scheme (currencyScheme) and the FpML non ISO currency scheme - (nonIsoCurrency). - 2016-10-28 - - - http://www.fpml.org/coding-scheme/currency - http://www.fpml.org/coding-scheme/currency-1-0 - http://www.fpml.org/coding-scheme/currency-1-0.xml - - - - - Currency pair classification as defined under ESMA MiFID - II. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/esma-currency-pair-classification - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0 - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0.xml - - - - - The specification of the cut name, or expiry date and time, for an FX OTC - option. - - - http://www.fpml.org/coding-scheme/cut-name - http://www.fpml.org/coding-scheme/cut-name-1-0 - http://www.fpml.org/coding-scheme/cut-name-1-0.xml - - - - - A structure used to uniquely identify a date adjustment type, based on a - business case (e.g. grace days). - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/date-adjustment-type - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0.xml - - - - - Specifies the denominator for accrual calculation to be used as part of - the ISDA Standard CSA document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/day-count - http://www.fpml.org/coding-scheme/day-count-1-0 - http://www.fpml.org/coding-scheme/day-count-1-0.xml - - - - - 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. - 021-06-25 - - - http://www.fpml.org/coding-scheme/day-count-fraction - http://www.fpml.org/coding-scheme/day-count-fraction-2-3 - http://www.fpml.org/coding-scheme/day-count-fraction-2-3.xml - - - - - Indicates the reason that a declear was requested. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/declear-reason - http://www.fpml.org/coding-scheme/declear-reason-1-0 - http://www.fpml.org/coding-scheme/declear-reason-1-0.xml - - - - - Defines the possible delivery methods for securities. - 2015-02-11 - - - http://www.fpml.org/coding-scheme/delivery-method - http://www.fpml.org/coding-scheme/delivery-method-1-0 - http://www.fpml.org/coding-scheme/delivery-method-1-0.xml - - - - - Specifies how the parties to the trade aportion responsibility for the - delivery of the commodity product (for example Free On Board, Cost, Insurance, - Freight). - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-delivery-risk - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0 - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml - - - - - Specifies the method by which a derivative is computed. - - - http://www.fpml.org/coding-scheme/derivative-calculation-method - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0 - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/designated-priority - http://www.fpml.org/coding-scheme/designated-priority-1-0 - http://www.fpml.org/coding-scheme/designated-priority-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/determination-method - http://www.fpml.org/coding-scheme/determination-method-3-4 - http://www.fpml.org/coding-scheme/determination-method-3-4.xml - - - - - Indicates a type of embedded option contained in an OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/embedded-option-type - http://www.fpml.org/coding-scheme/embedded-option-type-1-0 - http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml - - - - - This specifies the entity classification of a party. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/entity-classification - http://www.fpml.org/coding-scheme/entity-classification-2-0 - http://www.fpml.org/coding-scheme/entity-classification-2-0.xml - - - - - Specifies the dealer status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0.xml - - - - - Specifies the local party status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under - ESMA. - 2017-03-17 - - - http://www.fpml.org/coding-scheme/esma-entity-classification - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0 - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under the U.S. Securities - and Exchange Commission (SEC). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/sec-entity-classification - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0 - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0.xml - - - - - This specifies the reference entity types corresponding to a list of types - defined in the ISDA First to Default documentation. - - - http://www.fpml.org/coding-scheme/entity-type - http://www.fpml.org/coding-scheme/entity-type-1-0 - http://www.fpml.org/coding-scheme/entity-type-1-0.xml - - - - - Status of the set of payments once the matching process is - performed. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/event-status - http://www.fpml.org/coding-scheme/event-status-1-1 - http://www.fpml.org/coding-scheme/event-status-1-1.xml - - - - - 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. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/event-type - http://www.fpml.org/coding-scheme/event-type-2-1 - http://www.fpml.org/coding-scheme/event-type-2-1.xml - - - - - Defines the alternate meaning for Exchange Date as specified in Paragraph - 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law). - 2015-01-20 - - - http://www.fpml.org/coding-scheme/exchange-date - http://www.fpml.org/coding-scheme/exchange-date-2-0 - http://www.fpml.org/coding-scheme/exchange-date-2-0.xml - - - - - 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. - 2011-06-24 - - - http://www.fpml.org/coding-scheme/execution-type - http://www.fpml.org/coding-scheme/execution-type-1-0 - http://www.fpml.org/coding-scheme/execution-type-1-0.xml - - - - - Contains a code representing the type of venue where a trade could be - executed. - 2015-06-24 - - - http://www.fpml.org/coding-scheme/execution-venue-type - http://www.fpml.org/coding-scheme/execution-venue-type-1-2 - http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml - - - - - Option Exercise Style. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/generic-exercise-style - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1 - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml - - - - - Contains a code representing the type of exposure. - 2011-06-10 - - - http://www.fpml.org/coding-scheme/exposure-type - http://www.fpml.org/coding-scheme/exposure-type-1-0 - http://www.fpml.org/coding-scheme/exposure-type-1-0.xml - - - - - Various features associated with a given facility. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/facility-feature - http://www.fpml.org/coding-scheme/facility-feature-1-1 - http://www.fpml.org/coding-scheme/facility-feature-1-1.xml - - - - - Commodity Rate Options. - 2013-02-12 - - - http://www.fpml.org/coding-scheme/commodity-floating-rate-index - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0 - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml - - - - - A structure used to uniquely identify a financial metric type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0.xml - - - - - Contains a code representing the type of template terms used to define FX - disruption events and thier fallbacks. - 2013-04-26 - - - http://www.fpml.org/coding-scheme/fx-template-terms - http://www.fpml.org/coding-scheme/fx-template-terms-1-0 - http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml - - - - - Identification of the law governing the transaction. - - In general the codes are the ISO country code where the applicable law is the - law of an entire country - For 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. - - 2012-03-21 - - - http://www.fpml.org/coding-scheme/governing-law - http://www.fpml.org/coding-scheme/governing-law-1-2 - http://www.fpml.org/coding-scheme/governing-law-1-2.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/holding-posted-collateral - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0 - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml - - - - - List of assignment fee payment rules. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/hedge-type - http://www.fpml.org/coding-scheme/hedge-type-1-0 - http://www.fpml.org/coding-scheme/hedge-type-1-0 - - - - - List of party roles. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/pretrade-party-role - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-determination - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0 - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-eligibility - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0 - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml - - - - - Defines a scheme of values for specifying the CDX index annex - source. - - - http://www.fpml.org/coding-scheme/cdx-index-annex-source - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0 - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml - - - - - A structure used to describe the reason why a party (i.e. lender) may be - ineligible to vote on a legal action approval. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/ineligible-party-reason-type - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0 - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0.xml - - - - - - The specification of the Index Descriptions based on Annex A to the 2008 ISDA - Inflation Derivatives Definitions - - 2022-07-15 - - - http://www.fpml.org/coding-scheme/inflation-index-description - http://www.fpml.org/coding-scheme/inflation-index-description-2-3 - http://www.fpml.org/coding-scheme/inflation-index-description-2-3.xml - - - - - - The specification of the Index Source. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/inflation-index-source - http://www.fpml.org/coding-scheme/inflation-index-source-2-4 - http://www.fpml.org/coding-scheme/inflation-index-source-2-4.xml - - - - - - The specification of the Inflation Index Main Publication. - - 2013-02-22 - - - http://www.fpml.org/coding-scheme/inflation-main-publication - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1 - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml - - - - - 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. - - List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - - Certain Published and Displayed Sources, and other sources. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/information-provider - http://www.fpml.org/coding-scheme/information-provider-2-4 - http://www.fpml.org/coding-scheme/information-provider-2-4.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0 - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml - - - - - Specifies the type of interpolation used. - 2020-06-08 - - - http://www.fpml.org/coding-scheme/interpolation-method - http://www.fpml.org/coding-scheme/interpolation-method-1-2 - http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml - - - - - A scheme defining the list of Letter of Credit - purposes. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-purpose - http://www.fpml.org/coding-scheme/lc-purpose-1-0 - http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml - - - - - A scheme defining the different types of Letters of - Credit. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-type - http://www.fpml.org/coding-scheme/lc-type-1-0 - http://www.fpml.org/coding-scheme/lc-type-1-0.xml - - - - - Specifies the legal document name. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-name - http://www.fpml.org/coding-scheme/legal-document-name-1-0 - http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml - - - - - Specifies the legal document publisher. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-publisher - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0 - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml - - - - - Specifies the reference style applicable to the legal - document. - 2019-08-31 - - - http://www.fpml.org/coding-scheme/legal-document-style - http://www.fpml.org/coding-scheme/legal-document-style-2-1 - http://www.fpml.org/coding-scheme/legal-document-style-2-1.xml - - - - - The category the purchaser of a loan falls within, with respect to lender - consent rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lender-classification - http://www.fpml.org/coding-scheme/lender-classification-1-0 - http://www.fpml.org/coding-scheme/lender-classification-1-0.xml - - - - - 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. - 2019-03-25 - - - http://www.fpml.org/coding-scheme/link-type - http://www.fpml.org/coding-scheme/link-type-1-0 - http://www.fpml.org/coding-scheme/link-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation category - type (e.g. affirmative, negative, or financial) based on a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation task - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation metric - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0.xml - - - - - A structure used to identify a legal action approval status type, based on - a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0.xml - - - - - A structure used to identify a loan legal action status type, based on a - scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0.xml - - - - - A structure that uniquely identifies a task type within a legal action - structure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-task-type - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0.xml - - - - - A structure used to uniquely identify a legal action type; e.g. Amendment, - Amended and Restated Agreement, Restructure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-type - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0.xml - - - - - Specifies a typology for loan facilities. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/facility-type - http://www.fpml.org/coding-scheme/facility-type-2-0 - http://www.fpml.org/coding-scheme/facility-type-2-0.xml - - - - - 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. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/local-jurisdiction - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1 - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml - - - - - Includes the currency codes to expand the ISO 4217 currency list, - including the offshore and historical currencies. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/non-iso-currency - http://www.fpml.org/coding-scheme/non-iso-currency-1-1 - http://www.fpml.org/coding-scheme/non-iso-currency-1-1.xml - - - - - Allows the requestor to specify if they want this trade/trade set - margining with an associated portfolio with the Clearing Organization or - not. - 2013-08-30 - - - http://www.fpml.org/coding-scheme/margin-quote-type - http://www.fpml.org/coding-scheme/margin-quote-type-1-0 - http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml - - - - - Defines the handling of a averaging date market disruption for an equity - derivative transaction. - - - http://www.fpml.org/coding-scheme/market-disruption - http://www.fpml.org/coding-scheme/market-disruption-1-0 - http://www.fpml.org/coding-scheme/market-disruption-1-0.xml - - - - - Defines the type of the master agreement governing the - transaction. - 2018-09-04 - - - http://www.fpml.org/coding-scheme/master-agreement-type - http://www.fpml.org/coding-scheme/master-agreement-type-3-1 - http://www.fpml.org/coding-scheme/master-agreement-type-3-1.xml - - - - - Defines the version of the master agreement governing the - transaction. - 2014-02-05 - - - http://www.fpml.org/coding-scheme/master-agreement-version - http://www.fpml.org/coding-scheme/master-agreement-version-1-4 - http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml - - - - - Defines the type of annex to be used with master confirmation agreement - governing the transaction. - - - http://www.fpml.org/coding-scheme/master-confirmation-annex-type - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6 - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml - - - - - Defines the type of master confirmation agreement governing the - transaction. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/master-confirmation-type - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7 - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml - - - - - Defines a scheme of transaction types specified in the Credit Derivatives - Physical Settlement Matrix. - 2021-12-17 - - - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12 - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12.xml - - - - - Defines a scheme of transaction types specified in the Equity Derivatives - Settlement Matrix. - 2015-06-15 - - - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0 - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml - - - - - Defines a scheme of values for identifying the form of applicable - matrix. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/matrix-type - http://www.fpml.org/coding-scheme/matrix-type-1-1 - http://www.fpml.org/coding-scheme/matrix-type-1-1.xml - - - - - A structure used to uniquely identify a metric adjustment type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0.xml - - - - - Specifies a mortgage typology. - - - http://www.fpml.org/coding-scheme/mortgage-sector - http://www.fpml.org/coding-scheme/mortgage-sector-1-0 - http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml - - - - - A period during which no settlement of a trade can occur, other than - non-business days. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/no-settle-period-type - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0 - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0.xml - - - - - Indicates a type of option contained in a complex OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/option-type - http://www.fpml.org/coding-scheme/option-type-1-0 - http://www.fpml.org/coding-scheme/option-type-1-0.xml - - - - - Indicates a type of organization characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/organization-characteristic - http://www.fpml.org/coding-scheme/organization-characteristic-1-0 - http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml - - - - - Indicates a type of organization. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/organization-type - http://www.fpml.org/coding-scheme/organization-type-2-0 - http://www.fpml.org/coding-scheme/organization-type-2-0.xml - - - - - Indicates whether a counterparty is an entity established pursuant to a - U.S. federal law, including CFTC Amendments to Part 45 (2020). - 2022-11-18 - working-draft - - - http://www.fpml.org/coding-scheme/cftc-organization-type - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0 - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0.xml - - - - - Financial Entity Indicator as defined by the CFTC. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/cftc-entity-classification - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0 - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/originating-event - http://www.fpml.org/coding-scheme/originating-event-1-4 - http://www.fpml.org/coding-scheme/originating-event-1-4.xml - - - - - Specifies the OTC post-trade indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml - - - - - Specifies the type of package. - 2014-06-04 - - - http://www.fpml.org/coding-scheme/package-type - http://www.fpml.org/coding-scheme/package-type-1-0 - http://www.fpml.org/coding-scheme/package-type-1-0.xml - - - - - Qualifies a group of parties. - 2015-11-04 - - - http://www.fpml.org/coding-scheme/party-group-type - http://www.fpml.org/coding-scheme/party-group-type-1-0 - http://www.fpml.org/coding-scheme/party-group-type-1-0.xml - - - - - Contains a code representing a related party role. This can be extended to - provide custom roles. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/party-role - http://www.fpml.org/coding-scheme/party-role-3-9 - http://www.fpml.org/coding-scheme/party-role-3-9.xml - - - - - 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. - 2011-04-24 - - - http://www.fpml.org/coding-scheme/party-role-type - http://www.fpml.org/coding-scheme/party-role-type-1-0 - http://www.fpml.org/coding-scheme/party-role-type-1-0.xml - - - - - A type is containing a code representing how two parties are related, e.g. - Affiliated, Intragroup. - 2015-05-10 - - - http://www.fpml.org/coding-scheme/party-relationship-type - http://www.fpml.org/coding-scheme/party-relationship-type-1-1 - http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml - - - - - Indicates the role of a person in a transaction. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/person-role - http://www.fpml.org/coding-scheme/person-role-1-3 - http://www.fpml.org/coding-scheme/person-role-1-3.xml - - - - - Specifies the type of perturbation applied to compute a derivative - perturbatively. - - - http://www.fpml.org/coding-scheme/perturbation-type - http://www.fpml.org/coding-scheme/perturbation-type-1-0 - http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml - - - - - Defines the types of business events which can cause a change in position - for a given facility. - - - http://www.fpml.org/coding-scheme/position-change-type - http://www.fpml.org/coding-scheme/position-change-type-1-0 - http://www.fpml.org/coding-scheme/position-change-type-1-0.xml - - - - - Indicates the status of the reconciliation of a - position. - - - http://www.fpml.org/coding-scheme/position-status - http://www.fpml.org/coding-scheme/position-status-1-0 - http://www.fpml.org/coding-scheme/position-status-1-0.xml - - - - - A code that describes the reason that an update - occurred. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/position-update-reason-code - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1 - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml - - - - - 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. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/pricing-context - http://www.fpml.org/coding-scheme/pricing-context-2-0 - http://www.fpml.org/coding-scheme/pricing-context-2-0.xml - - - - - Specifies the type of pricing structure represented. - - - http://www.fpml.org/coding-scheme/pricing-input-type - http://www.fpml.org/coding-scheme/pricing-input-type-1-0 - http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/pricing-model - http://www.fpml.org/coding-scheme/pricing-model-1-1 - http://www.fpml.org/coding-scheme/pricing-model-1-1.xml - - - - - Identifies the grade of physical commodity product to be - delivered. - 2012-09-14 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-grade - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml - - - - - Contains a product type code based on the ISDA product taxonomy - 2016-10-28 - - - http://www.fpml.org/coding-scheme/product-taxonomy - http://www.fpml.org/coding-scheme/product-taxonomy-4-0 - http://www.fpml.org/coding-scheme/product-taxonomy-4-0.xml - - - - - A scheme identifiying whether the product is based on a crypto - asset. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator-1-0.xml - - - - - A simple product typology, focused on identifing the type of financial - instrument, without characterizing its features. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/product-type-simple - http://www.fpml.org/coding-scheme/product-type-simple-1-7 - http://www.fpml.org/coding-scheme/product-type-simple-1-7.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0.xml - - - - - 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. - 2016-12-22 - - - http://www.fpml.org/coding-scheme/esma-product-classification - http://www.fpml.org/coding-scheme/esma-product-classification-1-0 - http://www.fpml.org/coding-scheme/esma-product-classification-1-0.xml - - - - - Specifies the query parameter operator. - - - http://www.fpml.org/coding-scheme/query-parameter-operator - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0 - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml - - - - - Specifies the type of the time of the quote. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/quote-timing - http://www.fpml.org/coding-scheme/quote-timing-1-2 - http://www.fpml.org/coding-scheme/quote-timing-1-2.xml - - - - - Defines a list of machine interpretable error codes. - - - http://www.fpml.org/coding-scheme/reason-code - http://www.fpml.org/coding-scheme/reason-code-1-0 - http://www.fpml.org/coding-scheme/reason-code-1-0.xml - - - - - Specifies Region - 2011-11-30 - - - http://www.fpml.org/coding-scheme/region - http://www.fpml.org/coding-scheme/region-1-0 - http://www.fpml.org/coding-scheme/region-1-0.xml - - - - - Specifies Corporate sector as defined by or for regulators including ESMA, - CFTC, etc. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/regulatory-corporate-sector - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2 - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml - - - - - Specifies Corporate sector as defined by ESMA EMIR - Refit. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-boolean - http://www.fpml.org/coding-scheme/reporting-boolean-1-0 - http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory reporting, for ESMA - specifications - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-reporting-boolean - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0 - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0.xml - - - - - Defines the type of currency that was used to report the value of an - asset. - - - http://www.fpml.org/coding-scheme/reporting-currency-type - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0 - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml - - - - - Defines a scheme for expressing the level of reporting for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level-1-0.xml - - - - - Contains a code representing a reportingregime under which this - transaction may be reported. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/reporting-regime - http://www.fpml.org/coding-scheme/reporting-regime-1-6 - http://www.fpml.org/coding-scheme/reporting-regime-1-6.xml - - - - - Contains a code representing the role of a party in a report. Used to - clarify which participant's information is being reported. - 2013-05-03 - - - http://www.fpml.org/coding-scheme/reporting-role - http://www.fpml.org/coding-scheme/reporting-role-2-1 - http://www.fpml.org/coding-scheme/reporting-role-2-1.xml - - - - - Contains a code representing the purpose of a report. - 2016-06-21 - - - http://www.fpml.org/coding-scheme/reporting-purpose - http://www.fpml.org/coding-scheme/reporting-purpose-1-1 - http://www.fpml.org/coding-scheme/reporting-purpose-1-1.xml - - - - - Indicates the action that is requested to be performed, in a withdrawal - request message. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/requested-withdrawal-action - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0 - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml - - - - - Indicates the action that is requested to be performed, for example in a - consent request message. - 2011-05-13 - - - http://www.fpml.org/coding-scheme/requested-action - http://www.fpml.org/coding-scheme/requested-action-1-0 - http://www.fpml.org/coding-scheme/requested-action-1-0.xml - - - - - Indicates the action that is requested to be performed. The purpose is to - allow FCMs to specify how the allocations are to be processed. - 2013-04-12 - - - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0 - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml - - - - - Contains a code representing the type of a resource (e.g. - document). - 2013-09-10 - - - http://www.fpml.org/coding-scheme/resource-type - http://www.fpml.org/coding-scheme/resource-type-1-1 - http://www.fpml.org/coding-scheme/resource-type-1-1.xml - - - - - Specifies the form of the restructuring credit event that is applicable to - the credit default swap. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/restructuring - http://www.fpml.org/coding-scheme/restructuring-1-1 - http://www.fpml.org/coding-scheme/restructuring-1-1.xml - - - - - Defines the type of each scheduled date that is - reported. - - - http://www.fpml.org/coding-scheme/scheduled-date-type - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0 - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml - - - - - Contains a code representing the overall status of a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-status - http://www.fpml.org/coding-scheme/service-status-1-0 - http://www.fpml.org/coding-scheme/service-status-1-0.xml - - - - - Contains a code representing a processing event that occurred in a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-event - http://www.fpml.org/coding-scheme/service-processing-event-1-0 - http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml - - - - - Contains a code representing a processing cycle that a service is - performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-cycle - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0 - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml - - - - - Contains a code representing a processing step (a stage within a - processing cycle) that a service is performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-step - http://www.fpml.org/coding-scheme/service-processing-step-1-0 - http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml - - - - - Contains a code representing the type or category of an advisory issued by - a service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-advisory-category - http://www.fpml.org/coding-scheme/service-advisory-category-1-0 - http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml - - - - - 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. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/settlement-day - http://www.fpml.org/coding-scheme/settlement-day-1-0 - http://www.fpml.org/coding-scheme/settlement-day-1-0.xml - - - - - Used to specify the relevant settled entity matrix - source. - - - http://www.fpml.org/coding-scheme/settled-entity-matrix-source - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0 - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml - - - - - The specification of the method for settling a particular - trade. - - - http://www.fpml.org/coding-scheme/settlement-method - http://www.fpml.org/coding-scheme/settlement-method-1-0 - http://www.fpml.org/coding-scheme/settlement-method-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - - - http://www.fpml.org/coding-scheme/settlement-price-default-election - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0 - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml - - - - - The source from which the settlement price is to be - obtained. - - - http://www.fpml.org/coding-scheme/settlement-price-source - http://www.fpml.org/coding-scheme/settlement-price-source-1-0 - http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml - - - - - Defines a scheme of settlement rate options specified in the Annex A to - the 1998 FX and Currency Option Definitions. - 2018-07-10 - - - http://www.fpml.org/coding-scheme/settlement-rate-option - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11 - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11.xml - - - - - Specifies the type of short selling indicator, as defined under ESMA MiFID - II. - 2022-03-28 - - - http://www.fpml.org/coding-scheme/esma-mifir-short-sale - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1 - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1.xml - - - - - Defines the type of each spread schedule type. - - - http://www.fpml.org/coding-scheme/spread-schedule-type - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0 - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml - - - - - Contains a code representing a supervisory-body that may be supervising - this transaction. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/supervisory-body - http://www.fpml.org/coding-scheme/supervisory-body-2-1 - http://www.fpml.org/coding-scheme/supervisory-body-2-1.xml - - - - - Type of tax form registered. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/tax-form-type - http://www.fpml.org/coding-scheme/tax-form-type-1-0 - http://www.fpml.org/coding-scheme/tax-form-type-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/terminating-event - http://www.fpml.org/coding-scheme/terminating-event-1-2 - http://www.fpml.org/coding-scheme/terminating-event-1-2.xml - - - - - Status of the set of payments once the matching process is - performed. - - - http://www.fpml.org/coding-scheme/trade-cashflows-status - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0 - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml - - - - - A list of settlement tasks at the trade level, the completion of which are - prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trade-settlement-task-type - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0.xml - - - - - Specifies the type of trading capacity, as defined under ESMA MiFID II / - MIFIR. - 2017-07-19 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0.xml - - - - - 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. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trading-party-role - http://www.fpml.org/coding-scheme/trading-party-role-1-0 - http://www.fpml.org/coding-scheme/trading-party-role-1-0.xml - - - - - Specifies the type of waiver indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0.xml - - - - - Indicates a type of transaction characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/transaction-characteristic - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0 - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml - - - - - Defines the list of transport currencies admissible as part of the ISDA - Standard Credit Support Annex document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/transport-currency - http://www.fpml.org/coding-scheme/transport-currency-1-0 - http://www.fpml.org/coding-scheme/transport-currency-1-0.xml - - - - - Indicates the role of a unit in a transaction. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/unit-role - http://www.fpml.org/coding-scheme/unit-role-2-1 - http://www.fpml.org/coding-scheme/unit-role-2-1.xml - - - - - Indicates a type of verification status. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/verification-status - http://www.fpml.org/coding-scheme/verification-status-1-0 - http://www.fpml.org/coding-scheme/verification-status-1-0.xml - - - - - Contains a code representing a trade could be verified (ie. how the - economic terms of a contract could be checked for consistency). - 2012-06-01 - - - http://www.fpml.org/coding-scheme/verification-method - http://www.fpml.org/coding-scheme/verification-method-1-0 - http://www.fpml.org/coding-scheme/verification-method-1-0.xml - - - - - 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. - 2012-10-05 - - - http://www.fpml.org/coding-scheme/weather-data-provider - http://www.fpml.org/coding-scheme/weather-data-provider-1-0 - http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml - - - - - Specifies CPD Reference Level: millimeters or inches of daily - precipitation HDD Reference Level: degree-days CDD Reference Level: - degree-days. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/weather-index-reference-level - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0 - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml - - - - - Indicates the reason that a withdrawal was requested. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/withdrawal-reason - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1 - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml - - - - - A list of reasons for withholding tax being applied to a cash - flow. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/withholding-tax-reason - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0 - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/business-center - http://www.fpml.org/coding-scheme/business-center-9-2 - http://www.fpml.org/coding-scheme/business-center-9-2.xml - - - - - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/price-quote-units - http://www.fpml.org/coding-scheme/price-quote-units-3-0 - http://www.fpml.org/coding-scheme/price-quote-units-3-0.xml - - - - - - 2023-08-07 - - - http://www.fpml.org/coding-scheme/commodity-reference-price - http://www.fpml.org/coding-scheme/commodity-reference-price-4-0 - http://www.fpml.org/coding-scheme/commodity-reference-price-4-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-8 - http://www.fpml.org/coding-scheme/floating-rate-index-3-8.xml - - - - - FpML Benchmark rates - 2022-11-30 - - - http://www.fpml.org/coding-scheme/benchmark-rate - http://www.fpml.org/coding-scheme/benchmark-rate-1-3 - http://www.fpml.org/coding-scheme/benchmark-rate-1-3.xml - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-17.xml b/src/main/resources/coding-schemes/fpml/set-of-schemes-2-17.xml deleted file mode 100644 index 8cd74ef..0000000 --- a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-17.xml +++ /dev/null @@ -1,2862 +0,0 @@ - - - - - Definition of references to the set of FpML coding schemes. - 2024-02-15 - - The International Swaps and Derivatives Association, Inc. (ISDA) has published a - new basic and enhanced coding-scheme catalog versions 2-17 published on February 15, - 2024. Below are the changes compared to the previous version 2-16 published on November - 3, 2023. -
    -
  • The following coding schemes have been updated:
      -
    • businessCenterScheme
        -
      • Code "GIGI" for Gibraltar added to - businessCenterScheme.
        • -
      • Code "GUGC" for Guatemala City deprecated, replaced by new code - "GTGC". (FpML ISSUE-1338).
        • -
      • Code "GTGC" for Guatemala City added, replacing "GUGC". (FpML - ISSUE-1338).
        • -
      • Source: FpML
        • -
      • Version changed from 9-2 to 9-3
        • -
      • Publication Date: 2024-02-15
        • -
      -
      • -
    • partyRoleScheme
        -
      • Code "RebalancingProvider" renamed - "PTRRRebalancingProvider".
        • -
      • Code "CompressionProvider" renamed - "PTRRCompressionProvider".
        • -
      • Source: FpML
        • -
      • Version changed from 3-9 to 4-0
        • -
      • Publication Date: 2024-02-15
        • -
      -
      • -
    • linkIdScheme (external)
        -
      • Original URI - http://www.fpml.org/coding-scheme/external/compression-link-identifier - removed and split into:
          -
        • http://www.fpml.org/coding-scheme/external/esma-ptrr-compression
          • -
        • http://www.fpml.org/coding-scheme/external/esma-ptrr-portfolio-rebalancing
          • -
        • http://www.fpml.org/coding-scheme/external/esma-ptrr-margin-management
          • -
        -
        • -
      • Added URI representing Report Tracking Number
          -
        • http://www.fpml.org/coding-scheme/external/esma-report-tracking-number
          • -
        -
        • -
      -
      • -
    • productIdScheme (external)
        -
      • Added URI - http://www.fpml.org/coding-scheme/external/instrument-id-ISIN to - external scheme "productIdScheme".
        • -
      -
      • -
    -
    • -
  • 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
      • -
    -
    • -
- - - - - FpML Set of Coding Schemes - 2-17 - http://www.fpml.org/coding-scheme/set-of-schemes - http://www.fpml.org/coding-scheme/set-of-schemes-2-17 - http://www.fpml.org/coding-scheme/set-of-schemes-2-17.xml - - - - - Contains a code representing the type of an account, for example in a - clearing or exchange model. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/account-type - http://www.fpml.org/coding-scheme/account-type-1-1 - http://www.fpml.org/coding-scheme/account-type-1-1.xml - - - - - Facility-level accruing fees. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/accruing-fee-type - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0 - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml - - - - - Action type as defined by the European Securities and Markets Authority - (ESMA). - 2015-06-24 - - - http://www.fpml.org/coding-scheme/action-type - http://www.fpml.org/coding-scheme/action-type-1-0 - http://www.fpml.org/coding-scheme/action-type-1-0.xml - - - - - Action type as defined in the European Market Infrastructure Regulation - Refit (EMIR Refit) by the European Securities and Markets Authority - (ESMA). - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-action-type - http://www.fpml.org/coding-scheme/sftr-action-type-1-0 - http://www.fpml.org/coding-scheme/sftr-action-type-1-0.xml - - - - - Defines the role of the algorithm. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/algorithm-role - http://www.fpml.org/coding-scheme/algorithm-role-1-0 - http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml - - - - - Defines an allocation reporting status categorization. Specifies whether - the trade is anticipated to be allocated, has been allocated, or will not be - allocated. - 2012-04-20 - - - http://www.fpml.org/coding-scheme/allocation-reporting-status - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0 - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml - - - - - A list of settlement tasks at the allocation level, the completion of - which are prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/allocation-settlement-task-type - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0.xml - - - - - The purpose of a person or business unit in relation to an asset or - assets. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-purpose - http://www.fpml.org/coding-scheme/applicable-purpose-1-0 - http://www.fpml.org/coding-scheme/applicable-purpose-1-0.xml - - - - - The transaction (event) types that the associated settlement instructions - apply to. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-transaction-type - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0 - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0.xml - - - - - Defines the type of approval in a consent or approval process. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/approval-type - http://www.fpml.org/coding-scheme/approval-type-1-0 - http://www.fpml.org/coding-scheme/approval-type-1-0.xml - - - - - Defines a simple asset class categorization. Used for classification of - the risk class of the trade. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/asset-class - http://www.fpml.org/coding-scheme/asset-class-2-1 - http://www.fpml.org/coding-scheme/asset-class-2-1.xml - - - - - The type of measure about an asset. Used for escribing valuation, - sensitivity, and risk measures. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/asset-measure - http://www.fpml.org/coding-scheme/asset-measure-5-8 - http://www.fpml.org/coding-scheme/asset-measure-5-8.xml - - - - - List of assignment fee payment rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/assignment-fee-rule - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0 - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml - - - - - Defines the type of Broker Confirm the FpML trade - represents. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/broker-confirmation-type - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0 - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml - - - - - Defines where bullion is to be delivered for a Bullion - Transaction. - - - http://www.fpml.org/coding-scheme/bullion-delivery-location - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0 - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml - - - - - Contains a code representing the type of business process a message (e.g. - a status request) applies to. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/business-process - http://www.fpml.org/coding-scheme/business-process-1-0 - http://www.fpml.org/coding-scheme/business-process-1-0.xml - - - - - The type of cash flows associated with OTC derivatives contracts and their - lifecycle events. - - - http://www.fpml.org/coding-scheme/cashflow-type - http://www.fpml.org/coding-scheme/cashflow-type-2-0 - http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml - - - - - Contains a code representing the type of organization. Used to clarify - which participant's information is being reported. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/org-type-category - http://www.fpml.org/coding-scheme/org-type-category-1-0 - http://www.fpml.org/coding-scheme/org-type-category-1-0.xml - - - - - 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. - 2020-12-14 - - - http://www.fpml.org/coding-scheme/category-anonymous-execution - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0 - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml - - - - - A clearance system - - - http://www.fpml.org/coding-scheme/clearance-system - http://www.fpml.org/coding-scheme/clearance-system-1-0 - http://www.fpml.org/coding-scheme/clearance-system-1-0.xml - - - - - Defines a list of clearing status codes. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/clearing-status - http://www.fpml.org/coding-scheme/clearing-status-1-1 - http://www.fpml.org/coding-scheme/clearing-status-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/clearing-exception-reason - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1 - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2022-11-30 - - - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1 - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateral-arrangement - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0 - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0.xml - - - - - ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA - Collateral Asset Definitions. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/collateral-asset-definitions - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0 - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml - - - - - Defines a list of collateral dispute resolution method - codes. - - - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0 - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml - - - - - Defines a list of collateral interest response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-interest-response-reason - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml - - - - - Collateralization Level. Indicates whether the trade is collateralized at - the individual trade level, the portfolio level, or position level. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0 - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0.xml - - - - - Defines a list of collateral reason codes. - - - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml - - - - - Defines a list of collateral response reason codes. - - - http://www.fpml.org/coding-scheme/collateral-response-reason - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml - - - - - Defines a list of collateral retraction reason codes. - - - http://www.fpml.org/coding-scheme/collateral-retraction-reason - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1 - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml - - - - - Defines a list of collateral substitution response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml - - - - - Contains a code representing the type of collateral obtained by a party to - offset its counterparty risk. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/collateral-type - http://www.fpml.org/coding-scheme/collateral-type-1-0 - http://www.fpml.org/coding-scheme/collateral-type-1-0.xml - - - - - Specifies the commodity business calendar. - - 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. - - 2020-02-04 - - - http://www.fpml.org/coding-scheme/commodity-business-calendar - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6 - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0.xml - - - - - Defines a scheme of Coal Quality Adjustments. - - - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml - - - - - Defines a scheme of Coal Product Sources. - 2015-12-14 - - - http://www.fpml.org/coding-scheme/commodity-coal-product-source - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml - - - - - Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal - Annex. - - - http://www.fpml.org/coding-scheme/commodity-coal-product-type - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml - - - - - Defines a scheme of Coal Transportation Equipment - values. - - - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml - - - - - For US Emissions Allowance Transactions. A system where all electronic - certificates are stored and emissions are tracked. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0 - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml - - - - - Specifies the event relative to which optional expiration(s) - occur. - - - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0 - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml - - - - - Specifies the frequency with which a price shall be - observed. - - - http://www.fpml.org/coding-scheme/commodity-frequency-type - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0 - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml - - - - - Specifies the method by which FX rate will be applied. - - - http://www.fpml.org/coding-scheme/commodity-fx-type - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0 - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml - - - - - Defines a publication in which the rate, price, index or factor is to be - found. (e.g Gas Daily, Platts Bloomberg.) - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-information-provider - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0 - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml - - - - - Specifies the Disruption Fallbacks that are applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml - - - - - Specifies the Market Disruption Events that are - applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml - - - - - Specifies the brand manager of metal product for a physically settled - metal trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml - - - - - Specifies the brand name of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-name - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml - - - - - Specifies the types of metal product for a physically settled metal trade. - Note: the coding scheme is intended for non-precious metals only. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/commodity-metal-product-type - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0.xml - - - - - Specifies the shape(s) of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-shape - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml - - - - - Defines a type of physical commodity product to be - delivered. - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-type - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml - - - - - Specifies the event relative to which payment(s) occur. - 2011-07-08 - - - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0 - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml - - - - - 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. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/commodity-quantity-frequency - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2 - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml - - - - - The frequency at which a rate is compounded. - - - http://www.fpml.org/coding-scheme/compounding-frequency - http://www.fpml.org/coding-scheme/compounding-frequency-1-0 - http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml - - - - - Indicates what type of trade compression activity took - place. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/compression-type - http://www.fpml.org/coding-scheme/compression-type-1-0 - http://www.fpml.org/coding-scheme/compression-type-1-0.xml - - - - - Contains a code representing a trade could be confirmed (ie. how the - legally binding terms of a derivatives contract could be documented and - agreed.). - 2012-11-05 - - - http://www.fpml.org/coding-scheme/confirmation-method - http://www.fpml.org/coding-scheme/confirmation-method-1-1 - http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml - - - - - Specifies a set of standard contract definitions relevant to the - transaction - 2021-08-16 - - - http://www.fpml.org/coding-scheme/contractual-definitions - http://www.fpml.org/coding-scheme/contractual-definitions-3-8 - http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml - - - - - Defines the supplements to a base set of ISDA Definitions that are - applicable to the transaction. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/contractual-supplement - http://www.fpml.org/coding-scheme/contractual-supplement-8-0 - http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2013-07-26 - - - http://www.fpml.org/coding-scheme/corporate-action - http://www.fpml.org/coding-scheme/corporate-action-1-1 - http://www.fpml.org/coding-scheme/corporate-action-1-1.xml - - - - - Defines a scheme of values for specifying if the bond has a variable - coupon, step-up/down coupon or a zero-coupon. - - - http://www.fpml.org/coding-scheme/coupon-type - http://www.fpml.org/coding-scheme/coupon-type-1-0 - http://www.fpml.org/coding-scheme/coupon-type-1-0.xml - - - - - 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. - 2013-06-07 - - - http://www.fpml.org/coding-scheme/credit-approval-model - http://www.fpml.org/coding-scheme/credit-approval-model-1-0 - http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml - - - - - Indicates a type of credit document. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/credit-document - http://www.fpml.org/coding-scheme/credit-document-1-0 - http://www.fpml.org/coding-scheme/credit-document-1-0.xml - - - - - Defines a scheme of values for specifying the type of credit - event. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/credit-event-type - http://www.fpml.org/coding-scheme/credit-event-type-1-0 - http://www.fpml.org/coding-scheme/credit-event-type-1-0.xml - - - - - Standard code to indicate which type of credit limit check - reason. - 2014-08-29 - - - http://www.fpml.org/coding-scheme/credit-limit-check-reason - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0 - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml - - - - - "Standard code to indicate which type of credit line is being referred - to. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/credit-limit-type - http://www.fpml.org/coding-scheme/credit-limit-type-1-1 - http://www.fpml.org/coding-scheme/credit-limit-type-1-1.xml - - - - - 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; - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-credit-quality - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0 - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0.xml - - - - - Specifies the credit rating agencies. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/credit-rating-agency - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0 - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml - - - - - Specifies the repayment precedence of a debt - instrument. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority - http://www.fpml.org/coding-scheme/credit-seniority-2-3 - http://www.fpml.org/coding-scheme/credit-seniority-2-3.xml - - - - - Specifies the seniority of the reference obligation used in a single name - credit default swap trade. It overrides the creditSeniorityScheme. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority-trading - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1 - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1.xml - - - - - Specifies the type of ISDA Credit Support Agreement governing the - transaction. - - - http://www.fpml.org/coding-scheme/credit-support-agreement-type - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1 - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml - - - - - The FpML currency code coding scheme is the union of the ISO 4217 currency - scheme (currencyScheme) and the FpML non ISO currency scheme - (nonIsoCurrency). - 2016-10-28 - - - http://www.fpml.org/coding-scheme/currency - http://www.fpml.org/coding-scheme/currency-1-0 - http://www.fpml.org/coding-scheme/currency-1-0.xml - - - - - Currency pair classification as defined under ESMA MiFID - II. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/esma-currency-pair-classification - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0 - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0.xml - - - - - The specification of the cut name, or expiry date and time, for an FX OTC - option. - - - http://www.fpml.org/coding-scheme/cut-name - http://www.fpml.org/coding-scheme/cut-name-1-0 - http://www.fpml.org/coding-scheme/cut-name-1-0.xml - - - - - A structure used to uniquely identify a date adjustment type, based on a - business case (e.g. grace days). - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/date-adjustment-type - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0.xml - - - - - Specifies the denominator for accrual calculation to be used as part of - the ISDA Standard CSA document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/day-count - http://www.fpml.org/coding-scheme/day-count-1-0 - http://www.fpml.org/coding-scheme/day-count-1-0.xml - - - - - 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. - 021-06-25 - - - http://www.fpml.org/coding-scheme/day-count-fraction - http://www.fpml.org/coding-scheme/day-count-fraction-2-3 - http://www.fpml.org/coding-scheme/day-count-fraction-2-3.xml - - - - - Indicates the reason that a declear was requested. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/declear-reason - http://www.fpml.org/coding-scheme/declear-reason-1-0 - http://www.fpml.org/coding-scheme/declear-reason-1-0.xml - - - - - Defines the possible delivery methods for securities. - 2015-02-11 - - - http://www.fpml.org/coding-scheme/delivery-method - http://www.fpml.org/coding-scheme/delivery-method-1-0 - http://www.fpml.org/coding-scheme/delivery-method-1-0.xml - - - - - Specifies how the parties to the trade aportion responsibility for the - delivery of the commodity product (for example Free On Board, Cost, Insurance, - Freight). - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-delivery-risk - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0 - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml - - - - - Specifies the method by which a derivative is computed. - - - http://www.fpml.org/coding-scheme/derivative-calculation-method - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0 - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/designated-priority - http://www.fpml.org/coding-scheme/designated-priority-1-0 - http://www.fpml.org/coding-scheme/designated-priority-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/determination-method - http://www.fpml.org/coding-scheme/determination-method-3-4 - http://www.fpml.org/coding-scheme/determination-method-3-4.xml - - - - - Indicates a type of embedded option contained in an OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/embedded-option-type - http://www.fpml.org/coding-scheme/embedded-option-type-1-0 - http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml - - - - - This specifies the entity classification of a party. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/entity-classification - http://www.fpml.org/coding-scheme/entity-classification-2-0 - http://www.fpml.org/coding-scheme/entity-classification-2-0.xml - - - - - Specifies the dealer status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0.xml - - - - - Specifies the local party status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under - ESMA. - 2017-03-17 - - - http://www.fpml.org/coding-scheme/esma-entity-classification - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0 - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under the U.S. Securities - and Exchange Commission (SEC). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/sec-entity-classification - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0 - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0.xml - - - - - This specifies the reference entity types corresponding to a list of types - defined in the ISDA First to Default documentation. - - - http://www.fpml.org/coding-scheme/entity-type - http://www.fpml.org/coding-scheme/entity-type-1-0 - http://www.fpml.org/coding-scheme/entity-type-1-0.xml - - - - - Status of the set of payments once the matching process is - performed. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/event-status - http://www.fpml.org/coding-scheme/event-status-1-1 - http://www.fpml.org/coding-scheme/event-status-1-1.xml - - - - - 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. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/event-type - http://www.fpml.org/coding-scheme/event-type-2-1 - http://www.fpml.org/coding-scheme/event-type-2-1.xml - - - - - Defines the alternate meaning for Exchange Date as specified in Paragraph - 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law). - 2015-01-20 - - - http://www.fpml.org/coding-scheme/exchange-date - http://www.fpml.org/coding-scheme/exchange-date-2-0 - http://www.fpml.org/coding-scheme/exchange-date-2-0.xml - - - - - 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. - 2011-06-24 - - - http://www.fpml.org/coding-scheme/execution-type - http://www.fpml.org/coding-scheme/execution-type-1-0 - http://www.fpml.org/coding-scheme/execution-type-1-0.xml - - - - - Contains a code representing the type of venue where a trade could be - executed. - 2015-06-24 - - - http://www.fpml.org/coding-scheme/execution-venue-type - http://www.fpml.org/coding-scheme/execution-venue-type-1-2 - http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml - - - - - Option Exercise Style. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/generic-exercise-style - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1 - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml - - - - - Contains a code representing the type of exposure. - 2011-06-10 - - - http://www.fpml.org/coding-scheme/exposure-type - http://www.fpml.org/coding-scheme/exposure-type-1-0 - http://www.fpml.org/coding-scheme/exposure-type-1-0.xml - - - - - Various features associated with a given facility. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/facility-feature - http://www.fpml.org/coding-scheme/facility-feature-1-1 - http://www.fpml.org/coding-scheme/facility-feature-1-1.xml - - - - - Commodity Rate Options. - 2013-02-12 - - - http://www.fpml.org/coding-scheme/commodity-floating-rate-index - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0 - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml - - - - - A structure used to uniquely identify a financial metric type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0.xml - - - - - Contains a code representing the type of template terms used to define FX - disruption events and thier fallbacks. - 2013-04-26 - - - http://www.fpml.org/coding-scheme/fx-template-terms - http://www.fpml.org/coding-scheme/fx-template-terms-1-0 - http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml - - - - - Identification of the law governing the transaction. - - In general the codes are the ISO country code where the applicable law is the - law of an entire country - For 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. - - 2012-03-21 - - - http://www.fpml.org/coding-scheme/governing-law - http://www.fpml.org/coding-scheme/governing-law-1-2 - http://www.fpml.org/coding-scheme/governing-law-1-2.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/holding-posted-collateral - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0 - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml - - - - - List of assignment fee payment rules. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/hedge-type - http://www.fpml.org/coding-scheme/hedge-type-1-0 - http://www.fpml.org/coding-scheme/hedge-type-1-0 - - - - - List of party roles. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/pretrade-party-role - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-determination - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0 - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-eligibility - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0 - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml - - - - - Defines a scheme of values for specifying the CDX index annex - source. - - - http://www.fpml.org/coding-scheme/cdx-index-annex-source - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0 - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml - - - - - A structure used to describe the reason why a party (i.e. lender) may be - ineligible to vote on a legal action approval. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/ineligible-party-reason-type - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0 - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0.xml - - - - - - The specification of the Index Descriptions based on Annex A to the 2008 ISDA - Inflation Derivatives Definitions - - 2022-07-15 - - - http://www.fpml.org/coding-scheme/inflation-index-description - http://www.fpml.org/coding-scheme/inflation-index-description-2-3 - http://www.fpml.org/coding-scheme/inflation-index-description-2-3.xml - - - - - - The specification of the Index Source. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/inflation-index-source - http://www.fpml.org/coding-scheme/inflation-index-source-2-4 - http://www.fpml.org/coding-scheme/inflation-index-source-2-4.xml - - - - - - The specification of the Inflation Index Main Publication. - - 2013-02-22 - - - http://www.fpml.org/coding-scheme/inflation-main-publication - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1 - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml - - - - - 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. - - List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - - Certain Published and Displayed Sources, and other sources. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/information-provider - http://www.fpml.org/coding-scheme/information-provider-2-4 - http://www.fpml.org/coding-scheme/information-provider-2-4.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0 - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml - - - - - Specifies the type of interpolation used. - 2020-06-08 - - - http://www.fpml.org/coding-scheme/interpolation-method - http://www.fpml.org/coding-scheme/interpolation-method-1-2 - http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml - - - - - A scheme defining the list of Letter of Credit - purposes. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-purpose - http://www.fpml.org/coding-scheme/lc-purpose-1-0 - http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml - - - - - A scheme defining the different types of Letters of - Credit. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-type - http://www.fpml.org/coding-scheme/lc-type-1-0 - http://www.fpml.org/coding-scheme/lc-type-1-0.xml - - - - - Specifies the legal document name. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-name - http://www.fpml.org/coding-scheme/legal-document-name-1-0 - http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml - - - - - Specifies the legal document publisher. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-publisher - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0 - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml - - - - - Specifies the reference style applicable to the legal - document. - 2019-08-31 - - - http://www.fpml.org/coding-scheme/legal-document-style - http://www.fpml.org/coding-scheme/legal-document-style-2-1 - http://www.fpml.org/coding-scheme/legal-document-style-2-1.xml - - - - - The category the purchaser of a loan falls within, with respect to lender - consent rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lender-classification - http://www.fpml.org/coding-scheme/lender-classification-1-0 - http://www.fpml.org/coding-scheme/lender-classification-1-0.xml - - - - - 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. - 2019-03-25 - - - http://www.fpml.org/coding-scheme/link-type - http://www.fpml.org/coding-scheme/link-type-1-0 - http://www.fpml.org/coding-scheme/link-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation category - type (e.g. affirmative, negative, or financial) based on a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation task - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation metric - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0.xml - - - - - A structure used to identify a legal action approval status type, based on - a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0.xml - - - - - A structure used to identify a loan legal action status type, based on a - scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0.xml - - - - - A structure that uniquely identifies a task type within a legal action - structure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-task-type - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0.xml - - - - - A structure used to uniquely identify a legal action type; e.g. Amendment, - Amended and Restated Agreement, Restructure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-type - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0.xml - - - - - Specifies a typology for loan facilities. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/facility-type - http://www.fpml.org/coding-scheme/facility-type-2-0 - http://www.fpml.org/coding-scheme/facility-type-2-0.xml - - - - - 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. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/local-jurisdiction - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1 - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml - - - - - Includes the currency codes to expand the ISO 4217 currency list, - including the offshore and historical currencies. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/non-iso-currency - http://www.fpml.org/coding-scheme/non-iso-currency-1-1 - http://www.fpml.org/coding-scheme/non-iso-currency-1-1.xml - - - - - Allows the requestor to specify if they want this trade/trade set - margining with an associated portfolio with the Clearing Organization or - not. - 2013-08-30 - - - http://www.fpml.org/coding-scheme/margin-quote-type - http://www.fpml.org/coding-scheme/margin-quote-type-1-0 - http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml - - - - - Defines the handling of a averaging date market disruption for an equity - derivative transaction. - - - http://www.fpml.org/coding-scheme/market-disruption - http://www.fpml.org/coding-scheme/market-disruption-1-0 - http://www.fpml.org/coding-scheme/market-disruption-1-0.xml - - - - - Defines the type of the master agreement governing the - transaction. - 2018-09-04 - - - http://www.fpml.org/coding-scheme/master-agreement-type - http://www.fpml.org/coding-scheme/master-agreement-type-3-1 - http://www.fpml.org/coding-scheme/master-agreement-type-3-1.xml - - - - - Defines the version of the master agreement governing the - transaction. - 2014-02-05 - - - http://www.fpml.org/coding-scheme/master-agreement-version - http://www.fpml.org/coding-scheme/master-agreement-version-1-4 - http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml - - - - - Defines the type of annex to be used with master confirmation agreement - governing the transaction. - - - http://www.fpml.org/coding-scheme/master-confirmation-annex-type - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6 - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml - - - - - Defines the type of master confirmation agreement governing the - transaction. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/master-confirmation-type - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7 - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml - - - - - Defines a scheme of transaction types specified in the Credit Derivatives - Physical Settlement Matrix. - 2021-12-17 - - - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12 - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12.xml - - - - - Defines a scheme of transaction types specified in the Equity Derivatives - Settlement Matrix. - 2015-06-15 - - - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0 - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml - - - - - Defines a scheme of values for identifying the form of applicable - matrix. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/matrix-type - http://www.fpml.org/coding-scheme/matrix-type-1-1 - http://www.fpml.org/coding-scheme/matrix-type-1-1.xml - - - - - A structure used to uniquely identify a metric adjustment type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0.xml - - - - - Specifies a mortgage typology. - - - http://www.fpml.org/coding-scheme/mortgage-sector - http://www.fpml.org/coding-scheme/mortgage-sector-1-0 - http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml - - - - - A period during which no settlement of a trade can occur, other than - non-business days. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/no-settle-period-type - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0 - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0.xml - - - - - Indicates a type of option contained in a complex OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/option-type - http://www.fpml.org/coding-scheme/option-type-1-0 - http://www.fpml.org/coding-scheme/option-type-1-0.xml - - - - - Indicates a type of organization characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/organization-characteristic - http://www.fpml.org/coding-scheme/organization-characteristic-1-0 - http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml - - - - - Indicates a type of organization. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/organization-type - http://www.fpml.org/coding-scheme/organization-type-2-0 - http://www.fpml.org/coding-scheme/organization-type-2-0.xml - - - - - Indicates whether a counterparty is an entity established pursuant to a - U.S. federal law, including CFTC Amendments to Part 45 (2020). - 2022-11-18 - working-draft - - - http://www.fpml.org/coding-scheme/cftc-organization-type - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0 - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0.xml - - - - - Financial Entity Indicator as defined by the CFTC. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/cftc-entity-classification - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0 - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/originating-event - http://www.fpml.org/coding-scheme/originating-event-1-4 - http://www.fpml.org/coding-scheme/originating-event-1-4.xml - - - - - Specifies the OTC post-trade indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml - - - - - Specifies the type of package. - 2014-06-04 - - - http://www.fpml.org/coding-scheme/package-type - http://www.fpml.org/coding-scheme/package-type-1-0 - http://www.fpml.org/coding-scheme/package-type-1-0.xml - - - - - Qualifies a group of parties. - 2015-11-04 - - - http://www.fpml.org/coding-scheme/party-group-type - http://www.fpml.org/coding-scheme/party-group-type-1-0 - http://www.fpml.org/coding-scheme/party-group-type-1-0.xml - - - - - Contains a code representing a related party role. This can be extended to - provide custom roles. - 2024-02-15 - - - http://www.fpml.org/coding-scheme/party-role - http://www.fpml.org/coding-scheme/party-role-4-0 - http://www.fpml.org/coding-scheme/party-role-4-0.xml - - - - - 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. - 2011-04-24 - - - http://www.fpml.org/coding-scheme/party-role-type - http://www.fpml.org/coding-scheme/party-role-type-1-0 - http://www.fpml.org/coding-scheme/party-role-type-1-0.xml - - - - - A type is containing a code representing how two parties are related, e.g. - Affiliated, Intragroup. - 2015-05-10 - - - http://www.fpml.org/coding-scheme/party-relationship-type - http://www.fpml.org/coding-scheme/party-relationship-type-1-1 - http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml - - - - - Indicates the role of a person in a transaction. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/person-role - http://www.fpml.org/coding-scheme/person-role-1-3 - http://www.fpml.org/coding-scheme/person-role-1-3.xml - - - - - Specifies the type of perturbation applied to compute a derivative - perturbatively. - - - http://www.fpml.org/coding-scheme/perturbation-type - http://www.fpml.org/coding-scheme/perturbation-type-1-0 - http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml - - - - - Defines the types of business events which can cause a change in position - for a given facility. - - - http://www.fpml.org/coding-scheme/position-change-type - http://www.fpml.org/coding-scheme/position-change-type-1-0 - http://www.fpml.org/coding-scheme/position-change-type-1-0.xml - - - - - Indicates the status of the reconciliation of a - position. - - - http://www.fpml.org/coding-scheme/position-status - http://www.fpml.org/coding-scheme/position-status-1-0 - http://www.fpml.org/coding-scheme/position-status-1-0.xml - - - - - A code that describes the reason that an update - occurred. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/position-update-reason-code - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1 - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml - - - - - 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. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/pricing-context - http://www.fpml.org/coding-scheme/pricing-context-2-0 - http://www.fpml.org/coding-scheme/pricing-context-2-0.xml - - - - - Specifies the type of pricing structure represented. - - - http://www.fpml.org/coding-scheme/pricing-input-type - http://www.fpml.org/coding-scheme/pricing-input-type-1-0 - http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/pricing-model - http://www.fpml.org/coding-scheme/pricing-model-1-1 - http://www.fpml.org/coding-scheme/pricing-model-1-1.xml - - - - - Identifies the grade of physical commodity product to be - delivered. - 2012-09-14 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-grade - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml - - - - - Contains a product type code based on the ISDA product taxonomy - 2016-10-28 - - - http://www.fpml.org/coding-scheme/product-taxonomy - http://www.fpml.org/coding-scheme/product-taxonomy-4-0 - http://www.fpml.org/coding-scheme/product-taxonomy-4-0.xml - - - - - A scheme identifiying whether the product is based on a crypto - asset. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator-1-0.xml - - - - - A simple product typology, focused on identifing the type of financial - instrument, without characterizing its features. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/product-type-simple - http://www.fpml.org/coding-scheme/product-type-simple-1-7 - http://www.fpml.org/coding-scheme/product-type-simple-1-7.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0.xml - - - - - 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. - 2016-12-22 - - - http://www.fpml.org/coding-scheme/esma-product-classification - http://www.fpml.org/coding-scheme/esma-product-classification-1-0 - http://www.fpml.org/coding-scheme/esma-product-classification-1-0.xml - - - - - Specifies the query parameter operator. - - - http://www.fpml.org/coding-scheme/query-parameter-operator - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0 - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml - - - - - Specifies the type of the time of the quote. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/quote-timing - http://www.fpml.org/coding-scheme/quote-timing-1-2 - http://www.fpml.org/coding-scheme/quote-timing-1-2.xml - - - - - Defines a list of machine interpretable error codes. - - - http://www.fpml.org/coding-scheme/reason-code - http://www.fpml.org/coding-scheme/reason-code-1-0 - http://www.fpml.org/coding-scheme/reason-code-1-0.xml - - - - - Specifies Region - 2011-11-30 - - - http://www.fpml.org/coding-scheme/region - http://www.fpml.org/coding-scheme/region-1-0 - http://www.fpml.org/coding-scheme/region-1-0.xml - - - - - Specifies Corporate sector as defined by or for regulators including ESMA, - CFTC, etc. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/regulatory-corporate-sector - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2 - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml - - - - - Specifies Corporate sector as defined by ESMA EMIR - Refit. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-boolean - http://www.fpml.org/coding-scheme/reporting-boolean-1-0 - http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory reporting, for ESMA - specifications - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-reporting-boolean - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0 - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0.xml - - - - - Defines the type of currency that was used to report the value of an - asset. - - - http://www.fpml.org/coding-scheme/reporting-currency-type - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0 - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml - - - - - Defines a scheme for expressing the level of reporting for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level-1-0.xml - - - - - Contains a code representing a reportingregime under which this - transaction may be reported. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/reporting-regime - http://www.fpml.org/coding-scheme/reporting-regime-1-6 - http://www.fpml.org/coding-scheme/reporting-regime-1-6.xml - - - - - Contains a code representing the role of a party in a report. Used to - clarify which participant's information is being reported. - 2013-05-03 - - - http://www.fpml.org/coding-scheme/reporting-role - http://www.fpml.org/coding-scheme/reporting-role-2-1 - http://www.fpml.org/coding-scheme/reporting-role-2-1.xml - - - - - Contains a code representing the purpose of a report. - 2016-06-21 - - - http://www.fpml.org/coding-scheme/reporting-purpose - http://www.fpml.org/coding-scheme/reporting-purpose-1-1 - http://www.fpml.org/coding-scheme/reporting-purpose-1-1.xml - - - - - Indicates the action that is requested to be performed, in a withdrawal - request message. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/requested-withdrawal-action - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0 - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml - - - - - Indicates the action that is requested to be performed, for example in a - consent request message. - 2011-05-13 - - - http://www.fpml.org/coding-scheme/requested-action - http://www.fpml.org/coding-scheme/requested-action-1-0 - http://www.fpml.org/coding-scheme/requested-action-1-0.xml - - - - - Indicates the action that is requested to be performed. The purpose is to - allow FCMs to specify how the allocations are to be processed. - 2013-04-12 - - - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0 - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml - - - - - Contains a code representing the type of a resource (e.g. - document). - 2013-09-10 - - - http://www.fpml.org/coding-scheme/resource-type - http://www.fpml.org/coding-scheme/resource-type-1-1 - http://www.fpml.org/coding-scheme/resource-type-1-1.xml - - - - - Specifies the form of the restructuring credit event that is applicable to - the credit default swap. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/restructuring - http://www.fpml.org/coding-scheme/restructuring-1-1 - http://www.fpml.org/coding-scheme/restructuring-1-1.xml - - - - - Defines the type of each scheduled date that is - reported. - - - http://www.fpml.org/coding-scheme/scheduled-date-type - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0 - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml - - - - - Contains a code representing the overall status of a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-status - http://www.fpml.org/coding-scheme/service-status-1-0 - http://www.fpml.org/coding-scheme/service-status-1-0.xml - - - - - Contains a code representing a processing event that occurred in a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-event - http://www.fpml.org/coding-scheme/service-processing-event-1-0 - http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml - - - - - Contains a code representing a processing cycle that a service is - performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-cycle - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0 - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml - - - - - Contains a code representing a processing step (a stage within a - processing cycle) that a service is performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-step - http://www.fpml.org/coding-scheme/service-processing-step-1-0 - http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml - - - - - Contains a code representing the type or category of an advisory issued by - a service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-advisory-category - http://www.fpml.org/coding-scheme/service-advisory-category-1-0 - http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml - - - - - 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. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/settlement-day - http://www.fpml.org/coding-scheme/settlement-day-1-0 - http://www.fpml.org/coding-scheme/settlement-day-1-0.xml - - - - - Used to specify the relevant settled entity matrix - source. - - - http://www.fpml.org/coding-scheme/settled-entity-matrix-source - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0 - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml - - - - - The specification of the method for settling a particular - trade. - - - http://www.fpml.org/coding-scheme/settlement-method - http://www.fpml.org/coding-scheme/settlement-method-1-0 - http://www.fpml.org/coding-scheme/settlement-method-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - - - http://www.fpml.org/coding-scheme/settlement-price-default-election - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0 - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml - - - - - The source from which the settlement price is to be - obtained. - - - http://www.fpml.org/coding-scheme/settlement-price-source - http://www.fpml.org/coding-scheme/settlement-price-source-1-0 - http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml - - - - - Defines a scheme of settlement rate options specified in the Annex A to - the 1998 FX and Currency Option Definitions. - 2018-07-10 - - - http://www.fpml.org/coding-scheme/settlement-rate-option - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11 - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11.xml - - - - - Specifies the type of short selling indicator, as defined under ESMA MiFID - II. - 2022-03-28 - - - http://www.fpml.org/coding-scheme/esma-mifir-short-sale - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1 - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1.xml - - - - - Defines the type of each spread schedule type. - - - http://www.fpml.org/coding-scheme/spread-schedule-type - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0 - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml - - - - - Contains a code representing a supervisory-body that may be supervising - this transaction. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/supervisory-body - http://www.fpml.org/coding-scheme/supervisory-body-2-1 - http://www.fpml.org/coding-scheme/supervisory-body-2-1.xml - - - - - Type of tax form registered. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/tax-form-type - http://www.fpml.org/coding-scheme/tax-form-type-1-0 - http://www.fpml.org/coding-scheme/tax-form-type-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/terminating-event - http://www.fpml.org/coding-scheme/terminating-event-1-2 - http://www.fpml.org/coding-scheme/terminating-event-1-2.xml - - - - - Status of the set of payments once the matching process is - performed. - - - http://www.fpml.org/coding-scheme/trade-cashflows-status - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0 - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml - - - - - A list of settlement tasks at the trade level, the completion of which are - prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trade-settlement-task-type - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0.xml - - - - - Specifies the type of trading capacity, as defined under ESMA MiFID II / - MIFIR. - 2017-07-19 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0.xml - - - - - 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. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trading-party-role - http://www.fpml.org/coding-scheme/trading-party-role-1-0 - http://www.fpml.org/coding-scheme/trading-party-role-1-0.xml - - - - - Specifies the type of waiver indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0.xml - - - - - Indicates a type of transaction characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/transaction-characteristic - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0 - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml - - - - - Defines the list of transport currencies admissible as part of the ISDA - Standard Credit Support Annex document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/transport-currency - http://www.fpml.org/coding-scheme/transport-currency-1-0 - http://www.fpml.org/coding-scheme/transport-currency-1-0.xml - - - - - Indicates the role of a unit in a transaction. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/unit-role - http://www.fpml.org/coding-scheme/unit-role-2-1 - http://www.fpml.org/coding-scheme/unit-role-2-1.xml - - - - - Indicates a type of verification status. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/verification-status - http://www.fpml.org/coding-scheme/verification-status-1-0 - http://www.fpml.org/coding-scheme/verification-status-1-0.xml - - - - - Contains a code representing a trade could be verified (ie. how the - economic terms of a contract could be checked for consistency). - 2012-06-01 - - - http://www.fpml.org/coding-scheme/verification-method - http://www.fpml.org/coding-scheme/verification-method-1-0 - http://www.fpml.org/coding-scheme/verification-method-1-0.xml - - - - - 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. - 2012-10-05 - - - http://www.fpml.org/coding-scheme/weather-data-provider - http://www.fpml.org/coding-scheme/weather-data-provider-1-0 - http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml - - - - - Specifies CPD Reference Level: millimeters or inches of daily - precipitation HDD Reference Level: degree-days CDD Reference Level: - degree-days. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/weather-index-reference-level - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0 - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml - - - - - Indicates the reason that a withdrawal was requested. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/withdrawal-reason - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1 - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml - - - - - A list of reasons for withholding tax being applied to a cash - flow. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/withholding-tax-reason - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0 - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml - - - - - 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. - 2024-02-15 - - - http://www.fpml.org/coding-scheme/business-center - http://www.fpml.org/coding-scheme/business-center-9-3 - http://www.fpml.org/coding-scheme/business-center-9-3.xml - - - - - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/price-quote-units - http://www.fpml.org/coding-scheme/price-quote-units-3-0 - http://www.fpml.org/coding-scheme/price-quote-units-3-0.xml - - - - - - 2023-08-07 - - - http://www.fpml.org/coding-scheme/commodity-reference-price - http://www.fpml.org/coding-scheme/commodity-reference-price-4-0 - http://www.fpml.org/coding-scheme/commodity-reference-price-4-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-8 - http://www.fpml.org/coding-scheme/floating-rate-index-3-8.xml - - - - - FpML Benchmark rates - 2022-11-30 - - - http://www.fpml.org/coding-scheme/benchmark-rate - http://www.fpml.org/coding-scheme/benchmark-rate-1-3 - http://www.fpml.org/coding-scheme/benchmark-rate-1-3.xml - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-18.xml b/src/main/resources/coding-schemes/fpml/set-of-schemes-2-18.xml deleted file mode 100644 index 7cf0f73..0000000 --- a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-18.xml +++ /dev/null @@ -1,2857 +0,0 @@ - - - - - Definition of references to the set of FpML coding schemes. - 2024-03-14 - - The International Swaps and Derivatives Association, Inc. (ISDA) has published a - new basic and enhanced coding-scheme catalog versions 2-18 published on March 14, 2024. - Below are the changes compared to the previous version 2-17 published on February 15, - 2024. -
    -
  • The following coding schemes have been updated:
      -
    • masterAgreementTypeScheme
        -
      • Added code "ISDAIIFM-TMA" for ISDA-IIFM Tahawwut (Hedging) - Master Agreement (TMA).
        • -
      • Source: FpML
        • -
      • Version changed from 3-1 to 3-2
        • -
      • Publication Date: 2024-03-14
        • -
      -
      • -
    • assetMeasureScheme
        -
      • Added codes "ValuationAdjusted" and "ValuationUnadjusted" - required for regulatory reporting (Ex: JFSA 39 Valuation - Amount).
        • -
      • Source: FpML
        • -
      • Version changed from 5-8 to 5-9
        • -
      • Publication Date: 2024-03-14
        • -
      -
      • -
    • linkIdScheme (external)
        -
      • Reintroduced regulation and procedure agnostic URI for PTRR - introduced in version 2.16
          -
        • - http://www.fpml.org/coding-scheme/external/compression-link-identifier
          • -
        - as a complement to regulation and procedure specific PTRR URIs - introduced in version 2.17.
          -
        • http://www.fpml.org/coding-scheme/external/esma-ptrr-compression
          • -
        • http://www.fpml.org/coding-scheme/external/esma-ptrr-portfolio-rebalancing
          • -
        • http://www.fpml.org/coding-scheme/external/esma-ptrr-margin-management
          • -
        -
        • -
      -
      • -
    • messageIdScheme (external)
        -
      • Added URI representing the Technical Record Id: - http://www.fpml.org/coding-scheme/external/technical-record-id -
        • -
      -
      • -
    -
    • -
  • 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
      • -
    -
    • -
- - - - - FpML Set of Coding Schemes - 2-18 - http://www.fpml.org/coding-scheme/set-of-schemes - http://www.fpml.org/coding-scheme/set-of-schemes-2-18 - http://www.fpml.org/coding-scheme/set-of-schemes-2-18.xml - - - - - Contains a code representing the type of an account, for example in a - clearing or exchange model. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/account-type - http://www.fpml.org/coding-scheme/account-type-1-1 - http://www.fpml.org/coding-scheme/account-type-1-1.xml - - - - - Facility-level accruing fees. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/accruing-fee-type - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0 - http://www.fpml.org/coding-scheme/accruing-fee-type-1-0.xml - - - - - Action type as defined by the European Securities and Markets Authority - (ESMA). - 2015-06-24 - - - http://www.fpml.org/coding-scheme/action-type - http://www.fpml.org/coding-scheme/action-type-1-0 - http://www.fpml.org/coding-scheme/action-type-1-0.xml - - - - - Action type as defined in the European Market Infrastructure Regulation - Refit (EMIR Refit) by the European Securities and Markets Authority - (ESMA). - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-action-type-1-0.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-action-type - http://www.fpml.org/coding-scheme/sftr-action-type-1-0 - http://www.fpml.org/coding-scheme/sftr-action-type-1-0.xml - - - - - Defines the role of the algorithm. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/algorithm-role - http://www.fpml.org/coding-scheme/algorithm-role-1-0 - http://www.fpml.org/coding-scheme/algorithm-role-1-0.xml - - - - - Defines an allocation reporting status categorization. Specifies whether - the trade is anticipated to be allocated, has been allocated, or will not be - allocated. - 2012-04-20 - - - http://www.fpml.org/coding-scheme/allocation-reporting-status - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0 - http://www.fpml.org/coding-scheme/allocation-reporting-status-1-0.xml - - - - - A list of settlement tasks at the allocation level, the completion of - which are prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/allocation-settlement-task-type - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/allocation-settlement-task-type-1-0.xml - - - - - The purpose of a person or business unit in relation to an asset or - assets. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-purpose - http://www.fpml.org/coding-scheme/applicable-purpose-1-0 - http://www.fpml.org/coding-scheme/applicable-purpose-1-0.xml - - - - - The transaction (event) types that the associated settlement instructions - apply to. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/applicable-transaction-type - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0 - http://www.fpml.org/coding-scheme/applicable-transaction-type-1-0.xml - - - - - Defines the type of approval in a consent or approval process. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/approval-type - http://www.fpml.org/coding-scheme/approval-type-1-0 - http://www.fpml.org/coding-scheme/approval-type-1-0.xml - - - - - Defines a simple asset class categorization. Used for classification of - the risk class of the trade. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/asset-class - http://www.fpml.org/coding-scheme/asset-class-2-1 - http://www.fpml.org/coding-scheme/asset-class-2-1.xml - - - - - The type of measure about an asset. Used for escribing valuation, - sensitivity, and risk measures. - 2024-03-14 - - - http://www.fpml.org/coding-scheme/asset-measure - http://www.fpml.org/coding-scheme/asset-measure-5-9 - http://www.fpml.org/coding-scheme/asset-measure-5-9.xml - - - - - List of assignment fee payment rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/assignment-fee-rule - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0 - http://www.fpml.org/coding-scheme/assignment-fee-rule-1-0.xml - - - - - Defines the type of Broker Confirm the FpML trade - represents. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/broker-confirmation-type - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0 - http://www.fpml.org/coding-scheme/broker-confirmation-type-5-0.xml - - - - - Defines where bullion is to be delivered for a Bullion - Transaction. - - - http://www.fpml.org/coding-scheme/bullion-delivery-location - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0 - http://www.fpml.org/coding-scheme/bullion-delivery-location-1-0.xml - - - - - Contains a code representing the type of business process a message (e.g. - a status request) applies to. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/business-process - http://www.fpml.org/coding-scheme/business-process-1-0 - http://www.fpml.org/coding-scheme/business-process-1-0.xml - - - - - The type of cash flows associated with OTC derivatives contracts and their - lifecycle events. - - - http://www.fpml.org/coding-scheme/cashflow-type - http://www.fpml.org/coding-scheme/cashflow-type-2-0 - http://www.fpml.org/coding-scheme/cashflow-type-2-0.xml - - - - - Contains a code representing the type of organization. Used to clarify - which participant's information is being reported. - 2011-09-29 - - - http://www.fpml.org/coding-scheme/org-type-category - http://www.fpml.org/coding-scheme/org-type-category-1-0 - http://www.fpml.org/coding-scheme/org-type-category-1-0.xml - - - - - 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. - 2020-12-14 - - - http://www.fpml.org/coding-scheme/category-anonymous-execution - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0 - http://www.fpml.org/coding-scheme/category-anonymous-execution-1-0.xml - - - - - A clearance system - - - http://www.fpml.org/coding-scheme/clearance-system - http://www.fpml.org/coding-scheme/clearance-system-1-0 - http://www.fpml.org/coding-scheme/clearance-system-1-0.xml - - - - - Defines a list of clearing status codes. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/clearing-status - http://www.fpml.org/coding-scheme/clearing-status-1-1 - http://www.fpml.org/coding-scheme/clearing-status-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/clearing-exception-reason - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1 - http://www.fpml.org/coding-scheme/clearing-exception-reason-1-1.xml - - - - - The reason a trade is exempted from a clearing mandate. - 2022-11-30 - - - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1 - http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1.xml - - - - - 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. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateral-arrangement - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0 - http://www.fpml.org/coding-scheme/collateral-arrangement-1-0.xml - - - - - ISDA Collateral Assets Definitions as published by ISDA in the 2003 ISDA - Collateral Asset Definitions. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/collateral-asset-definitions - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0 - http://www.fpml.org/coding-scheme/collateral-asset-definitions-1-0.xml - - - - - Defines a list of collateral dispute resolution method - codes. - - - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0 - http://www.fpml.org/coding-scheme/collateral-dispute-resolution-method-reason-2-0.xml - - - - - Defines a list of collateral interest response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-interest-response-reason - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-interest-response-reason-1-0.xml - - - - - Collateralization Level. Indicates whether the trade is collateralized at - the individual trade level, the portfolio level, or position level. - 2019-08-02 - - - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0 - http://www.fpml.org/coding-scheme/collateralized-exposure-grouping-1-0.xml - - - - - Defines a list of collateral reason codes. - - - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-margin-call-response-reason-1-0.xml - - - - - Defines a list of collateral response reason codes. - - - http://www.fpml.org/coding-scheme/collateral-response-reason - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-response-reason-1-0.xml - - - - - Defines a list of collateral retraction reason codes. - - - http://www.fpml.org/coding-scheme/collateral-retraction-reason - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1 - http://www.fpml.org/coding-scheme/collateral-retraction-reason-1-1.xml - - - - - Defines a list of collateral substitution response reason - codes. - - - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0 - http://www.fpml.org/coding-scheme/collateral-substitution-response-reason-1-0.xml - - - - - Contains a code representing the type of collateral obtained by a party to - offset its counterparty risk. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/collateral-type - http://www.fpml.org/coding-scheme/collateral-type-1-0 - http://www.fpml.org/coding-scheme/collateral-type-1-0.xml - - - - - Specifies the commodity business calendar. - - 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. - - 2020-02-04 - - - http://www.fpml.org/coding-scheme/commodity-business-calendar - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6 - http://www.fpml.org/coding-scheme/commodity-business-calendar-3-6.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-1-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-2-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/isda-layer-3-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-1-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-2-commodity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-layer-3-commodity-classification-1-0.xml - - - - - Defines a scheme of Coal Quality Adjustments. - - - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments-2-0.xml - - - - - Defines a scheme of Coal Product Sources. - 2015-12-14 - - - http://www.fpml.org/coding-scheme/commodity-coal-product-source - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-source-3-0.xml - - - - - Defines a scheme of Coal Products specified in Exhibit A to the ISDA Coal - Annex. - - - http://www.fpml.org/coding-scheme/commodity-coal-product-type - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-product-type-2-0.xml - - - - - Defines a scheme of Coal Transportation Equipment - values. - - - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0 - http://www.fpml.org/coding-scheme/commodity-coal-transportation-equipment-2-0.xml - - - - - For US Emissions Allowance Transactions. A system where all electronic - certificates are stored and emissions are tracked. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0 - http://www.fpml.org/coding-scheme/commodity-environmental-tracking-system-1-0.xml - - - - - Specifies the event relative to which optional expiration(s) - occur. - - - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0 - http://www.fpml.org/coding-scheme/commodity-expire-relative-to-event-2-0.xml - - - - - Specifies the frequency with which a price shall be - observed. - - - http://www.fpml.org/coding-scheme/commodity-frequency-type - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0 - http://www.fpml.org/coding-scheme/commodity-frequency-type-1-0.xml - - - - - Specifies the method by which FX rate will be applied. - - - http://www.fpml.org/coding-scheme/commodity-fx-type - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0 - http://www.fpml.org/coding-scheme/commodity-fx-type-1-0.xml - - - - - Defines a publication in which the rate, price, index or factor is to be - found. (e.g Gas Daily, Platts Bloomberg.) - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-information-provider - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0 - http://www.fpml.org/coding-scheme/commodity-information-provider-4-0.xml - - - - - Specifies the Disruption Fallbacks that are applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback-1-0.xml - - - - - Specifies the Market Disruption Events that are - applicable. - - - http://www.fpml.org/coding-scheme/commodity-market-disruption - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0 - http://www.fpml.org/coding-scheme/commodity-market-disruption-1-0.xml - - - - - Specifies the brand manager of metal product for a physically settled - metal trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-manager-1-0.xml - - - - - Specifies the brand name of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-brand-name - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-brand-name-1-0.xml - - - - - Specifies the types of metal product for a physically settled metal trade. - Note: the coding scheme is intended for non-precious metals only. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/commodity-metal-product-type - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-metal-product-type-3-0.xml - - - - - Specifies the shape(s) of metal product for a physically settled metal - trade. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-metal-shape - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0 - http://www.fpml.org/coding-scheme/commodity-metal-shape-1-0.xml - - - - - Defines a type of physical commodity product to be - delivered. - 2014-09-15 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-type - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-type-3-0.xml - - - - - Specifies the event relative to which payment(s) occur. - 2011-07-08 - - - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0 - http://www.fpml.org/coding-scheme/commodity-pay-relative-to-event-1-0.xml - - - - - 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. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/commodity-quantity-frequency - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2 - http://www.fpml.org/coding-scheme/commodity-quantity-frequency-1-2.xml - - - - - The frequency at which a rate is compounded. - - - http://www.fpml.org/coding-scheme/compounding-frequency - http://www.fpml.org/coding-scheme/compounding-frequency-1-0 - http://www.fpml.org/coding-scheme/compounding-frequency-1-0.xml - - - - - Indicates what type of trade compression activity took - place. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/compression-type - http://www.fpml.org/coding-scheme/compression-type-1-0 - http://www.fpml.org/coding-scheme/compression-type-1-0.xml - - - - - Contains a code representing a trade could be confirmed (ie. how the - legally binding terms of a derivatives contract could be documented and - agreed.). - 2012-11-05 - - - http://www.fpml.org/coding-scheme/confirmation-method - http://www.fpml.org/coding-scheme/confirmation-method-1-1 - http://www.fpml.org/coding-scheme/confirmation-method-1-1.xml - - - - - Specifies a set of standard contract definitions relevant to the - transaction - 2021-08-16 - - - http://www.fpml.org/coding-scheme/contractual-definitions - http://www.fpml.org/coding-scheme/contractual-definitions-3-8 - http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml - - - - - Defines the supplements to a base set of ISDA Definitions that are - applicable to the transaction. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/contractual-supplement - http://www.fpml.org/coding-scheme/contractual-supplement-8-0 - http://www.fpml.org/coding-scheme/contractual-supplement-8-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2013-07-26 - - - http://www.fpml.org/coding-scheme/corporate-action - http://www.fpml.org/coding-scheme/corporate-action-1-1 - http://www.fpml.org/coding-scheme/corporate-action-1-1.xml - - - - - Defines a scheme of values for specifying if the bond has a variable - coupon, step-up/down coupon or a zero-coupon. - - - http://www.fpml.org/coding-scheme/coupon-type - http://www.fpml.org/coding-scheme/coupon-type-1-0 - http://www.fpml.org/coding-scheme/coupon-type-1-0.xml - - - - - 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. - 2013-06-07 - - - http://www.fpml.org/coding-scheme/credit-approval-model - http://www.fpml.org/coding-scheme/credit-approval-model-1-0 - http://www.fpml.org/coding-scheme/credit-approval-model-1-0.xml - - - - - Indicates a type of credit document. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/credit-document - http://www.fpml.org/coding-scheme/credit-document-1-0 - http://www.fpml.org/coding-scheme/credit-document-1-0.xml - - - - - Defines a scheme of values for specifying the type of credit - event. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/credit-event-type - http://www.fpml.org/coding-scheme/credit-event-type-1-0 - http://www.fpml.org/coding-scheme/credit-event-type-1-0.xml - - - - - Standard code to indicate which type of credit limit check - reason. - 2014-08-29 - - - http://www.fpml.org/coding-scheme/credit-limit-check-reason - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0 - http://www.fpml.org/coding-scheme/credit-limit-check-reason-1-0.xml - - - - - "Standard code to indicate which type of credit line is being referred - to. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/credit-limit-type - http://www.fpml.org/coding-scheme/credit-limit-type-1-1 - http://www.fpml.org/coding-scheme/credit-limit-type-1-1.xml - - - - - 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; - 2019-08-02 - - - http://www.fpml.org/coding-scheme/sftr-credit-quality - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0 - http://www.fpml.org/coding-scheme/sftr-credit-quality-1-0.xml - - - - - Specifies the credit rating agencies. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/credit-rating-agency - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0 - http://www.fpml.org/coding-scheme/credit-rating-agency-1-0.xml - - - - - Specifies the repayment precedence of a debt - instrument. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority - http://www.fpml.org/coding-scheme/credit-seniority-2-3 - http://www.fpml.org/coding-scheme/credit-seniority-2-3.xml - - - - - Specifies the seniority of the reference obligation used in a single name - credit default swap trade. It overrides the creditSeniorityScheme. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/credit-seniority-trading - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1 - http://www.fpml.org/coding-scheme/credit-seniority-trading-1-1.xml - - - - - Specifies the type of ISDA Credit Support Agreement governing the - transaction. - - - http://www.fpml.org/coding-scheme/credit-support-agreement-type - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1 - http://www.fpml.org/coding-scheme/credit-support-agreement-type-1-1.xml - - - - - The FpML currency code coding scheme is the union of the ISO 4217 currency - scheme (currencyScheme) and the FpML non ISO currency scheme - (nonIsoCurrency). - 2016-10-28 - - - http://www.fpml.org/coding-scheme/currency - http://www.fpml.org/coding-scheme/currency-1-0 - http://www.fpml.org/coding-scheme/currency-1-0.xml - - - - - Currency pair classification as defined under ESMA MiFID - II. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/esma-currency-pair-classification - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0 - http://www.fpml.org/coding-scheme/esma-currency-pair-classification-1-0.xml - - - - - The specification of the cut name, or expiry date and time, for an FX OTC - option. - - - http://www.fpml.org/coding-scheme/cut-name - http://www.fpml.org/coding-scheme/cut-name-1-0 - http://www.fpml.org/coding-scheme/cut-name-1-0.xml - - - - - A structure used to uniquely identify a date adjustment type, based on a - business case (e.g. grace days). - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/date-adjustment-type - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/date-adjustment-type-1-0.xml - - - - - Specifies the denominator for accrual calculation to be used as part of - the ISDA Standard CSA document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/day-count - http://www.fpml.org/coding-scheme/day-count-1-0 - http://www.fpml.org/coding-scheme/day-count-1-0.xml - - - - - 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. - 021-06-25 - - - http://www.fpml.org/coding-scheme/day-count-fraction - http://www.fpml.org/coding-scheme/day-count-fraction-2-3 - http://www.fpml.org/coding-scheme/day-count-fraction-2-3.xml - - - - - Indicates the reason that a declear was requested. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/declear-reason - http://www.fpml.org/coding-scheme/declear-reason-1-0 - http://www.fpml.org/coding-scheme/declear-reason-1-0.xml - - - - - Defines the possible delivery methods for securities. - 2015-02-11 - - - http://www.fpml.org/coding-scheme/delivery-method - http://www.fpml.org/coding-scheme/delivery-method-1-0 - http://www.fpml.org/coding-scheme/delivery-method-1-0.xml - - - - - Specifies how the parties to the trade aportion responsibility for the - delivery of the commodity product (for example Free On Board, Cost, Insurance, - Freight). - 2012-08-02 - - - http://www.fpml.org/coding-scheme/commodity-delivery-risk - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0 - http://www.fpml.org/coding-scheme/commodity-delivery-risk-1-0.xml - - - - - Specifies the method by which a derivative is computed. - - - http://www.fpml.org/coding-scheme/derivative-calculation-method - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0 - http://www.fpml.org/coding-scheme/derivative-calculation-method-1-0.xml - - - - - 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. - - - http://www.fpml.org/coding-scheme/designated-priority - http://www.fpml.org/coding-scheme/designated-priority-1-0 - http://www.fpml.org/coding-scheme/designated-priority-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/determination-method - http://www.fpml.org/coding-scheme/determination-method-3-4 - http://www.fpml.org/coding-scheme/determination-method-3-4.xml - - - - - Indicates a type of embedded option contained in an OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/embedded-option-type - http://www.fpml.org/coding-scheme/embedded-option-type-1-0 - http://www.fpml.org/coding-scheme/embedded-option-type-1-0.xml - - - - - This specifies the entity classification of a party. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/entity-classification - http://www.fpml.org/coding-scheme/entity-classification-2-0 - http://www.fpml.org/coding-scheme/entity-classification-2-0.xml - - - - - Specifies the dealer status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-dealer-status-entity-classification-2-0.xml - - - - - Specifies the local party status of a party under Canadian Securities - Administrators (CSA). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0 - http://www.fpml.org/coding-scheme/csa-local-party-status-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under - ESMA. - 2017-03-17 - - - http://www.fpml.org/coding-scheme/esma-entity-classification - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0 - http://www.fpml.org/coding-scheme/esma-entity-classification-2-0.xml - - - - - Specifies the entity classification of a party under the U.S. Securities - and Exchange Commission (SEC). - 2017-03-17 - - - http://www.fpml.org/coding-scheme/sec-entity-classification - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0 - http://www.fpml.org/coding-scheme/sec-entity-classification-2-0.xml - - - - - This specifies the reference entity types corresponding to a list of types - defined in the ISDA First to Default documentation. - - - http://www.fpml.org/coding-scheme/entity-type - http://www.fpml.org/coding-scheme/entity-type-1-0 - http://www.fpml.org/coding-scheme/entity-type-1-0.xml - - - - - Status of the set of payments once the matching process is - performed. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/event-status - http://www.fpml.org/coding-scheme/event-status-1-1 - http://www.fpml.org/coding-scheme/event-status-1-1.xml - - - - - 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. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/event-type - http://www.fpml.org/coding-scheme/event-type-2-1 - http://www.fpml.org/coding-scheme/event-type-2-1.xml - - - - - Defines the alternate meaning for Exchange Date as specified in Paragraph - 3(d)(ii) of the ISDA Standard Credit Support Annex (English Law). - 2015-01-20 - - - http://www.fpml.org/coding-scheme/exchange-date - http://www.fpml.org/coding-scheme/exchange-date-2-0 - http://www.fpml.org/coding-scheme/exchange-date-2-0.xml - - - - - 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. - 2011-06-24 - - - http://www.fpml.org/coding-scheme/execution-type - http://www.fpml.org/coding-scheme/execution-type-1-0 - http://www.fpml.org/coding-scheme/execution-type-1-0.xml - - - - - Contains a code representing the type of venue where a trade could be - executed. - 2015-06-24 - - - http://www.fpml.org/coding-scheme/execution-venue-type - http://www.fpml.org/coding-scheme/execution-venue-type-1-2 - http://www.fpml.org/coding-scheme/execution-venue-type-1-2.xml - - - - - Option Exercise Style. - 2015-10-16 - - - http://www.fpml.org/coding-scheme/generic-exercise-style - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1 - http://www.fpml.org/coding-scheme/generic-exercise-style-1-1.xml - - - - - Contains a code representing the type of exposure. - 2011-06-10 - - - http://www.fpml.org/coding-scheme/exposure-type - http://www.fpml.org/coding-scheme/exposure-type-1-0 - http://www.fpml.org/coding-scheme/exposure-type-1-0.xml - - - - - Various features associated with a given facility. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/facility-feature - http://www.fpml.org/coding-scheme/facility-feature-1-1 - http://www.fpml.org/coding-scheme/facility-feature-1-1.xml - - - - - Commodity Rate Options. - 2013-02-12 - - - http://www.fpml.org/coding-scheme/commodity-floating-rate-index - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0 - http://www.fpml.org/coding-scheme/commodity-floating-rate-index-1-0.xml - - - - - A structure used to uniquely identify a financial metric type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-numerator-denominator-type-1-0.xml - - - - - Contains a code representing the type of template terms used to define FX - disruption events and thier fallbacks. - 2013-04-26 - - - http://www.fpml.org/coding-scheme/fx-template-terms - http://www.fpml.org/coding-scheme/fx-template-terms-1-0 - http://www.fpml.org/coding-scheme/fx-template-terms-1-0.xml - - - - - Identification of the law governing the transaction. - - In general the codes are the ISO country code where the applicable law is the - law of an entire country - For 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. - - 2012-03-21 - - - http://www.fpml.org/coding-scheme/governing-law - http://www.fpml.org/coding-scheme/governing-law-1-2 - http://www.fpml.org/coding-scheme/governing-law-1-2.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/holding-posted-collateral - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0 - http://www.fpml.org/coding-scheme/holding-posted-collateral-1-0.xml - - - - - List of assignment fee payment rules. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/hedge-type - http://www.fpml.org/coding-scheme/hedge-type-1-0 - http://www.fpml.org/coding-scheme/hedge-type-1-0 - - - - - List of party roles. - 2017-06-09 - - - http://www.fpml.org/coding-scheme/pretrade-party-role - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - http://www.fpml.org/coding-scheme/pretrade-party-role-1-0 - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-determination - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0 - http://www.fpml.org/coding-scheme/independent-amount-determination-1-0.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/independent-amount-eligibility - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0 - http://www.fpml.org/coding-scheme/independent-amount-eligibility-1-0.xml - - - - - Defines a scheme of values for specifying the CDX index annex - source. - - - http://www.fpml.org/coding-scheme/cdx-index-annex-source - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0 - http://www.fpml.org/coding-scheme/cdx-index-annex-source-1-0.xml - - - - - A structure used to describe the reason why a party (i.e. lender) may be - ineligible to vote on a legal action approval. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/ineligible-party-reason-type - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0 - http://www.fpml.org/coding-scheme/ineligible-party-reason-type-1-0.xml - - - - - - The specification of the Index Descriptions based on Annex A to the 2008 ISDA - Inflation Derivatives Definitions - - 2022-07-15 - - - http://www.fpml.org/coding-scheme/inflation-index-description - http://www.fpml.org/coding-scheme/inflation-index-description-2-3 - http://www.fpml.org/coding-scheme/inflation-index-description-2-3.xml - - - - - - The specification of the Index Source. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/inflation-index-source - http://www.fpml.org/coding-scheme/inflation-index-source-2-4 - http://www.fpml.org/coding-scheme/inflation-index-source-2-4.xml - - - - - - The specification of the Inflation Index Main Publication. - - 2013-02-22 - - - http://www.fpml.org/coding-scheme/inflation-main-publication - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1 - http://www.fpml.org/coding-scheme/inflation-main-publication-1-1.xml - - - - - 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. - - List compiled from the Annex to the 2000 ISDA Definitions Section 7.2 - - Certain Published and Displayed Sources, and other sources. - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/information-provider - http://www.fpml.org/coding-scheme/information-provider-2-4 - http://www.fpml.org/coding-scheme/information-provider-2-4.xml - - - - - 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. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0 - http://www.fpml.org/coding-scheme/initial-margin-interest-rate-terms-1-0.xml - - - - - Specifies the type of interpolation used. - 2020-06-08 - - - http://www.fpml.org/coding-scheme/interpolation-method - http://www.fpml.org/coding-scheme/interpolation-method-1-2 - http://www.fpml.org/coding-scheme/interpolation-method-1-2.xml - - - - - A scheme defining the list of Letter of Credit - purposes. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-purpose - http://www.fpml.org/coding-scheme/lc-purpose-1-0 - http://www.fpml.org/coding-scheme/lc-purpose-1-0.xml - - - - - A scheme defining the different types of Letters of - Credit. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lc-type - http://www.fpml.org/coding-scheme/lc-type-1-0 - http://www.fpml.org/coding-scheme/lc-type-1-0.xml - - - - - Specifies the legal document name. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-name - http://www.fpml.org/coding-scheme/legal-document-name-1-0 - http://www.fpml.org/coding-scheme/legal-document-name-1-0.xml - - - - - Specifies the legal document publisher. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/legal-document-publisher - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0 - http://www.fpml.org/coding-scheme/legal-document-publisher-1-0.xml - - - - - Specifies the reference style applicable to the legal - document. - 2019-08-31 - - - http://www.fpml.org/coding-scheme/legal-document-style - http://www.fpml.org/coding-scheme/legal-document-style-2-1 - http://www.fpml.org/coding-scheme/legal-document-style-2-1.xml - - - - - The category the purchaser of a loan falls within, with respect to lender - consent rules. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/lender-classification - http://www.fpml.org/coding-scheme/lender-classification-1-0 - http://www.fpml.org/coding-scheme/lender-classification-1-0.xml - - - - - 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. - 2019-03-25 - - - http://www.fpml.org/coding-scheme/link-type - http://www.fpml.org/coding-scheme/link-type-1-0 - http://www.fpml.org/coding-scheme/link-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation category - type (e.g. affirmative, negative, or financial) based on a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-category-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation task - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-task-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-type-1-0.xml - - - - - A structure used to uniquely identify a loan covenant obligation metric - type. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-type-1-0.xml - - - - - A structure used to identify a legal action approval status type, based on - a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-approval-status-type-1-0.xml - - - - - A structure used to identify a loan legal action status type, based on a - scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-status-type - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-status-type-1-0.xml - - - - - A structure that uniquely identifies a task type within a legal action - structure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-task-type - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-task-type-1-0.xml - - - - - A structure used to uniquely identify a legal action type; e.g. Amendment, - Amended and Restated Agreement, Restructure. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-legal-action-type - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0 - http://www.fpml.org/coding-scheme/loan-legal-action-type-1-0.xml - - - - - Specifies a typology for loan facilities. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/facility-type - http://www.fpml.org/coding-scheme/facility-type-2-0 - http://www.fpml.org/coding-scheme/facility-type-2-0.xml - - - - - 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. - 2013-01-15 - - - http://www.fpml.org/coding-scheme/local-jurisdiction - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1 - http://www.fpml.org/coding-scheme/local-jurisdiction-1-1.xml - - - - - Includes the currency codes to expand the ISO 4217 currency list, - including the offshore and historical currencies. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/non-iso-currency - http://www.fpml.org/coding-scheme/non-iso-currency-1-1 - http://www.fpml.org/coding-scheme/non-iso-currency-1-1.xml - - - - - Allows the requestor to specify if they want this trade/trade set - margining with an associated portfolio with the Clearing Organization or - not. - 2013-08-30 - - - http://www.fpml.org/coding-scheme/margin-quote-type - http://www.fpml.org/coding-scheme/margin-quote-type-1-0 - http://www.fpml.org/coding-scheme/margin-quote-type-1-0.xml - - - - - Defines the handling of a averaging date market disruption for an equity - derivative transaction. - - - http://www.fpml.org/coding-scheme/market-disruption - http://www.fpml.org/coding-scheme/market-disruption-1-0 - http://www.fpml.org/coding-scheme/market-disruption-1-0.xml - - - - - Defines the type of the master agreement governing the - transaction. - 2024-03-14 - - - http://www.fpml.org/coding-scheme/master-agreement-type - http://www.fpml.org/coding-scheme/master-agreement-type-3-2 - http://www.fpml.org/coding-scheme/master-agreement-type-3-2.xml - - - - - Defines the version of the master agreement governing the - transaction. - 2014-02-05 - - - http://www.fpml.org/coding-scheme/master-agreement-version - http://www.fpml.org/coding-scheme/master-agreement-version-1-4 - http://www.fpml.org/coding-scheme/master-agreement-version-1-4.xml - - - - - Defines the type of annex to be used with master confirmation agreement - governing the transaction. - - - http://www.fpml.org/coding-scheme/master-confirmation-annex-type - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6 - http://www.fpml.org/coding-scheme/master-confirmation-annex-type-2-6.xml - - - - - Defines the type of master confirmation agreement governing the - transaction. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/master-confirmation-type - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7 - http://www.fpml.org/coding-scheme/master-confirmation-type-7-7.xml - - - - - Defines a scheme of transaction types specified in the Credit Derivatives - Physical Settlement Matrix. - 2021-12-17 - - - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12 - http://www.fpml.org/coding-scheme/credit-matrix-transaction-type-3-12.xml - - - - - Defines a scheme of transaction types specified in the Equity Derivatives - Settlement Matrix. - 2015-06-15 - - - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0 - http://www.fpml.org/coding-scheme/equity-matrix-transaction-type-1-0.xml - - - - - Defines a scheme of values for identifying the form of applicable - matrix. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/matrix-type - http://www.fpml.org/coding-scheme/matrix-type-1-1 - http://www.fpml.org/coding-scheme/matrix-type-1-1.xml - - - - - A structure used to uniquely identify a metric adjustment type, described - by a scheme. - 2021-06-25 - working-draft - - - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0 - http://www.fpml.org/coding-scheme/loan-covenant-obligation-metric-adjustment-type-1-0.xml - - - - - Specifies a mortgage typology. - - - http://www.fpml.org/coding-scheme/mortgage-sector - http://www.fpml.org/coding-scheme/mortgage-sector-1-0 - http://www.fpml.org/coding-scheme/mortgage-sector-1-0.xml - - - - - A period during which no settlement of a trade can occur, other than - non-business days. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/no-settle-period-type - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0 - http://www.fpml.org/coding-scheme/no-settle-period-type-1-0.xml - - - - - Indicates a type of option contained in a complex OTC derivative - contract. - 2012-05-11 - - - http://www.fpml.org/coding-scheme/option-type - http://www.fpml.org/coding-scheme/option-type-1-0 - http://www.fpml.org/coding-scheme/option-type-1-0.xml - - - - - Indicates a type of organization characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/organization-characteristic - http://www.fpml.org/coding-scheme/organization-characteristic-1-0 - http://www.fpml.org/coding-scheme/organization-characteristic-1-0.xml - - - - - Indicates a type of organization. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/organization-type - http://www.fpml.org/coding-scheme/organization-type-2-0 - http://www.fpml.org/coding-scheme/organization-type-2-0.xml - - - - - Indicates whether a counterparty is an entity established pursuant to a - U.S. federal law, including CFTC Amendments to Part 45 (2020). - 2022-11-18 - working-draft - - - http://www.fpml.org/coding-scheme/cftc-organization-type - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0 - http://www.fpml.org/coding-scheme/cftc-organization-type-2-0.xml - - - - - Financial Entity Indicator as defined by the CFTC. - 2022-11-18 - - - http://www.fpml.org/coding-scheme/cftc-entity-classification - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0 - http://www.fpml.org/coding-scheme/cftc-entity-classification-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/originating-event - http://www.fpml.org/coding-scheme/originating-event-1-4 - http://www.fpml.org/coding-scheme/originating-event-1-4.xml - - - - - Specifies the OTC post-trade indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-otc-classification-2-0.xml - - - - - Specifies the type of package. - 2014-06-04 - - - http://www.fpml.org/coding-scheme/package-type - http://www.fpml.org/coding-scheme/package-type-1-0 - http://www.fpml.org/coding-scheme/package-type-1-0.xml - - - - - Qualifies a group of parties. - 2015-11-04 - - - http://www.fpml.org/coding-scheme/party-group-type - http://www.fpml.org/coding-scheme/party-group-type-1-0 - http://www.fpml.org/coding-scheme/party-group-type-1-0.xml - - - - - Contains a code representing a related party role. This can be extended to - provide custom roles. - 2024-02-15 - - - http://www.fpml.org/coding-scheme/party-role - http://www.fpml.org/coding-scheme/party-role-4-0 - http://www.fpml.org/coding-scheme/party-role-4-0.xml - - - - - 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. - 2011-04-24 - - - http://www.fpml.org/coding-scheme/party-role-type - http://www.fpml.org/coding-scheme/party-role-type-1-0 - http://www.fpml.org/coding-scheme/party-role-type-1-0.xml - - - - - A type is containing a code representing how two parties are related, e.g. - Affiliated, Intragroup. - 2015-05-10 - - - http://www.fpml.org/coding-scheme/party-relationship-type - http://www.fpml.org/coding-scheme/party-relationship-type-1-1 - http://www.fpml.org/coding-scheme/party-relationship-type-1-1.xml - - - - - Indicates the role of a person in a transaction. - 2019-10-31 - - - http://www.fpml.org/coding-scheme/person-role - http://www.fpml.org/coding-scheme/person-role-1-3 - http://www.fpml.org/coding-scheme/person-role-1-3.xml - - - - - Specifies the type of perturbation applied to compute a derivative - perturbatively. - - - http://www.fpml.org/coding-scheme/perturbation-type - http://www.fpml.org/coding-scheme/perturbation-type-1-0 - http://www.fpml.org/coding-scheme/perturbation-type-1-0.xml - - - - - Defines the types of business events which can cause a change in position - for a given facility. - - - http://www.fpml.org/coding-scheme/position-change-type - http://www.fpml.org/coding-scheme/position-change-type-1-0 - http://www.fpml.org/coding-scheme/position-change-type-1-0.xml - - - - - Indicates the status of the reconciliation of a - position. - - - http://www.fpml.org/coding-scheme/position-status - http://www.fpml.org/coding-scheme/position-status-1-0 - http://www.fpml.org/coding-scheme/position-status-1-0.xml - - - - - A code that describes the reason that an update - occurred. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/position-update-reason-code - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1 - http://www.fpml.org/coding-scheme/position-update-reason-code-1-1.xml - - - - - 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. - 2016-09-16 - - - http://www.fpml.org/coding-scheme/pricing-context - http://www.fpml.org/coding-scheme/pricing-context-2-0 - http://www.fpml.org/coding-scheme/pricing-context-2-0.xml - - - - - Specifies the type of pricing structure represented. - - - http://www.fpml.org/coding-scheme/pricing-input-type - http://www.fpml.org/coding-scheme/pricing-input-type-1-0 - http://www.fpml.org/coding-scheme/pricing-input-type-1-0.xml - - - - - Defines a scheme of values for specifying the type of corporate - action. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/pricing-model - http://www.fpml.org/coding-scheme/pricing-model-1-1 - http://www.fpml.org/coding-scheme/pricing-model-1-1.xml - - - - - Identifies the grade of physical commodity product to be - delivered. - 2012-09-14 - - - http://www.fpml.org/coding-scheme/commodity-oil-product-grade - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0 - http://www.fpml.org/coding-scheme/commodity-oil-product-grade-1-0.xml - - - - - Contains a product type code based on the ISDA product taxonomy - 2016-10-28 - - - http://www.fpml.org/coding-scheme/product-taxonomy - http://www.fpml.org/coding-scheme/product-taxonomy-4-0 - http://www.fpml.org/coding-scheme/product-taxonomy-4-0.xml - - - - - A scheme identifiying whether the product is based on a crypto - asset. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator - http://www.fpml.org/coding-scheme/esma-emir-refit-crypto-asset-indicator-1-0.xml - - - - - A simple product typology, focused on identifing the type of financial - instrument, without characterizing its features. - 2019-10-01 - - - http://www.fpml.org/coding-scheme/product-type-simple - http://www.fpml.org/coding-scheme/product-type-simple-1-7 - http://www.fpml.org/coding-scheme/product-type-simple-1-7.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-contract-type-1-0.xml - - - - - 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. - 2016-12-22 - - - http://www.fpml.org/coding-scheme/esma-product-classification - http://www.fpml.org/coding-scheme/esma-product-classification-1-0 - http://www.fpml.org/coding-scheme/esma-product-classification-1-0.xml - - - - - Specifies the query parameter operator. - - - http://www.fpml.org/coding-scheme/query-parameter-operator - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0 - http://www.fpml.org/coding-scheme/query-parameter-operator-1-0.xml - - - - - Specifies the type of the time of the quote. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/quote-timing - http://www.fpml.org/coding-scheme/quote-timing-1-2 - http://www.fpml.org/coding-scheme/quote-timing-1-2.xml - - - - - Defines a list of machine interpretable error codes. - - - http://www.fpml.org/coding-scheme/reason-code - http://www.fpml.org/coding-scheme/reason-code-1-0 - http://www.fpml.org/coding-scheme/reason-code-1-0.xml - - - - - Specifies Region - 2011-11-30 - - - http://www.fpml.org/coding-scheme/region - http://www.fpml.org/coding-scheme/region-1-0 - http://www.fpml.org/coding-scheme/region-1-0.xml - - - - - Specifies Corporate sector as defined by or for regulators including ESMA, - CFTC, etc. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/regulatory-corporate-sector - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2 - http://www.fpml.org/coding-scheme/regulatory-corporate-sector-1-2.xml - - - - - Specifies Corporate sector as defined by ESMA EMIR - Refit. - 2023-06-21 - - - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0 - http://www.fpml.org/coding-scheme/esma-emir-refit-regulatory-corporate-sector-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-boolean - http://www.fpml.org/coding-scheme/reporting-boolean-1-0 - http://www.fpml.org/coding-scheme/reporting-boolean-1-0.xml - - - - - Defines an overridable boolean scheme for regulatory reporting, for ESMA - specifications - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-reporting-boolean - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0 - http://www.fpml.org/coding-scheme/esma-reporting-boolean-2-0.xml - - - - - Defines the type of currency that was used to report the value of an - asset. - - - http://www.fpml.org/coding-scheme/reporting-currency-type - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0 - http://www.fpml.org/coding-scheme/reporting-currency-type-1-0.xml - - - - - Defines a scheme for expressing the level of reporting for regulatory - reporting - 2016-06-13 - - - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level - http://www.fpml.org/coding-scheme/reporting-level-1-0.xml - - - - - Contains a code representing a reportingregime under which this - transaction may be reported. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/reporting-regime - http://www.fpml.org/coding-scheme/reporting-regime-1-6 - http://www.fpml.org/coding-scheme/reporting-regime-1-6.xml - - - - - Contains a code representing the role of a party in a report. Used to - clarify which participant's information is being reported. - 2013-05-03 - - - http://www.fpml.org/coding-scheme/reporting-role - http://www.fpml.org/coding-scheme/reporting-role-2-1 - http://www.fpml.org/coding-scheme/reporting-role-2-1.xml - - - - - Contains a code representing the purpose of a report. - 2016-06-21 - - - http://www.fpml.org/coding-scheme/reporting-purpose - http://www.fpml.org/coding-scheme/reporting-purpose-1-1 - http://www.fpml.org/coding-scheme/reporting-purpose-1-1.xml - - - - - Indicates the action that is requested to be performed, in a withdrawal - request message. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/requested-withdrawal-action - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0 - http://www.fpml.org/coding-scheme/requested-withdrawal-action-1-0.xml - - - - - Indicates the action that is requested to be performed, for example in a - consent request message. - 2011-05-13 - - - http://www.fpml.org/coding-scheme/requested-action - http://www.fpml.org/coding-scheme/requested-action-1-0 - http://www.fpml.org/coding-scheme/requested-action-1-0.xml - - - - - Indicates the action that is requested to be performed. The purpose is to - allow FCMs to specify how the allocations are to be processed. - 2013-04-12 - - - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0 - http://www.fpml.org/coding-scheme/requested-collateral-allocation-action-1-0.xml - - - - - Contains a code representing the type of a resource (e.g. - document). - 2013-09-10 - - - http://www.fpml.org/coding-scheme/resource-type - http://www.fpml.org/coding-scheme/resource-type-1-1 - http://www.fpml.org/coding-scheme/resource-type-1-1.xml - - - - - Specifies the form of the restructuring credit event that is applicable to - the credit default swap. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/restructuring - http://www.fpml.org/coding-scheme/restructuring-1-1 - http://www.fpml.org/coding-scheme/restructuring-1-1.xml - - - - - Defines the type of each scheduled date that is - reported. - - - http://www.fpml.org/coding-scheme/scheduled-date-type - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0 - http://www.fpml.org/coding-scheme/scheduled-date-type-1-0.xml - - - - - Contains a code representing the overall status of a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-status - http://www.fpml.org/coding-scheme/service-status-1-0 - http://www.fpml.org/coding-scheme/service-status-1-0.xml - - - - - Contains a code representing a processing event that occurred in a - service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-event - http://www.fpml.org/coding-scheme/service-processing-event-1-0 - http://www.fpml.org/coding-scheme/service-processing-event-1-0.xml - - - - - Contains a code representing a processing cycle that a service is - performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-cycle - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0 - http://www.fpml.org/coding-scheme/service-processing-cycle-1-0.xml - - - - - Contains a code representing a processing step (a stage within a - processing cycle) that a service is performing. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-processing-step - http://www.fpml.org/coding-scheme/service-processing-step-1-0 - http://www.fpml.org/coding-scheme/service-processing-step-1-0.xml - - - - - Contains a code representing the type or category of an advisory issued by - a service. - 2012-03-07 - - - http://www.fpml.org/coding-scheme/service-advisory-category - http://www.fpml.org/coding-scheme/service-advisory-category-1-0 - http://www.fpml.org/coding-scheme/service-advisory-category-1-0.xml - - - - - 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. - 2015-01-20 - - - http://www.fpml.org/coding-scheme/settlement-day - http://www.fpml.org/coding-scheme/settlement-day-1-0 - http://www.fpml.org/coding-scheme/settlement-day-1-0.xml - - - - - Used to specify the relevant settled entity matrix - source. - - - http://www.fpml.org/coding-scheme/settled-entity-matrix-source - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0 - http://www.fpml.org/coding-scheme/settled-entity-matrix-source-1-0.xml - - - - - The specification of the method for settling a particular - trade. - - - http://www.fpml.org/coding-scheme/settlement-method - http://www.fpml.org/coding-scheme/settlement-method-1-0 - http://www.fpml.org/coding-scheme/settlement-method-1-0.xml - - - - - Specifies the method according to which an amount or a date is - determined. - - - http://www.fpml.org/coding-scheme/settlement-price-default-election - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0 - http://www.fpml.org/coding-scheme/settlement-price-default-election-1-0.xml - - - - - The source from which the settlement price is to be - obtained. - - - http://www.fpml.org/coding-scheme/settlement-price-source - http://www.fpml.org/coding-scheme/settlement-price-source-1-0 - http://www.fpml.org/coding-scheme/settlement-price-source-1-0.xml - - - - - Defines a scheme of settlement rate options specified in the Annex A to - the 1998 FX and Currency Option Definitions. - 2018-07-10 - - - http://www.fpml.org/coding-scheme/settlement-rate-option - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11 - http://www.fpml.org/coding-scheme/settlement-rate-option-2-11.xml - - - - - Specifies the type of short selling indicator, as defined under ESMA MiFID - II. - 2022-03-28 - - - http://www.fpml.org/coding-scheme/esma-mifir-short-sale - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1 - http://www.fpml.org/coding-scheme/esma-mifir-short-sale-2-1.xml - - - - - Defines the type of each spread schedule type. - - - http://www.fpml.org/coding-scheme/spread-schedule-type - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0 - http://www.fpml.org/coding-scheme/spread-schedule-type-1-0.xml - - - - - Contains a code representing a supervisory-body that may be supervising - this transaction. - 2022-06-10 - - - http://www.fpml.org/coding-scheme/supervisory-body - http://www.fpml.org/coding-scheme/supervisory-body-2-1 - http://www.fpml.org/coding-scheme/supervisory-body-2-1.xml - - - - - Type of tax form registered. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/tax-form-type - http://www.fpml.org/coding-scheme/tax-form-type-1-0 - http://www.fpml.org/coding-scheme/tax-form-type-1-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/terminating-event - http://www.fpml.org/coding-scheme/terminating-event-1-2 - http://www.fpml.org/coding-scheme/terminating-event-1-2.xml - - - - - Status of the set of payments once the matching process is - performed. - - - http://www.fpml.org/coding-scheme/trade-cashflows-status - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0 - http://www.fpml.org/coding-scheme/trade-cashflows-status-1-0.xml - - - - - A list of settlement tasks at the trade level, the completion of which are - prerequisites to the settlement of a trade (or allocation). - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trade-settlement-task-type - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0 - http://www.fpml.org/coding-scheme/trade-settlement-task-type-1-0.xml - - - - - Specifies the type of trading capacity, as defined under ESMA MiFID II / - MIFIR. - 2017-07-19 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-capacity-1-0.xml - - - - - 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. - 2017-12-22 - - - http://www.fpml.org/coding-scheme/trading-party-role - http://www.fpml.org/coding-scheme/trading-party-role-1-0 - http://www.fpml.org/coding-scheme/trading-party-role-1-0.xml - - - - - Specifies the type of waiver indicator, as defined under ESMA MiFID - II. - 2017-02-17 - - - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0 - http://www.fpml.org/coding-scheme/esma-mifir-trading-waiver-2-0.xml - - - - - Indicates a type of transaction characteristic. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/transaction-characteristic - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0 - http://www.fpml.org/coding-scheme/transaction-characteristic-1-0.xml - - - - - Defines the list of transport currencies admissible as part of the ISDA - Standard Credit Support Annex document. - 2014-05-06 - - - http://www.fpml.org/coding-scheme/transport-currency - http://www.fpml.org/coding-scheme/transport-currency-1-0 - http://www.fpml.org/coding-scheme/transport-currency-1-0.xml - - - - - Indicates the role of a unit in a transaction. - 2016-06-13 - - - http://www.fpml.org/coding-scheme/unit-role - http://www.fpml.org/coding-scheme/unit-role-2-1 - http://www.fpml.org/coding-scheme/unit-role-2-1.xml - - - - - Indicates a type of verification status. - 2012-03-21 - - - http://www.fpml.org/coding-scheme/verification-status - http://www.fpml.org/coding-scheme/verification-status-1-0 - http://www.fpml.org/coding-scheme/verification-status-1-0.xml - - - - - Contains a code representing a trade could be verified (ie. how the - economic terms of a contract could be checked for consistency). - 2012-06-01 - - - http://www.fpml.org/coding-scheme/verification-method - http://www.fpml.org/coding-scheme/verification-method-1-0 - http://www.fpml.org/coding-scheme/verification-method-1-0.xml - - - - - 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. - 2012-10-05 - - - http://www.fpml.org/coding-scheme/weather-data-provider - http://www.fpml.org/coding-scheme/weather-data-provider-1-0 - http://www.fpml.org/coding-scheme/weather-data-provider-1-0.xml - - - - - Specifies CPD Reference Level: millimeters or inches of daily - precipitation HDD Reference Level: degree-days CDD Reference Level: - degree-days. - 2012-08-02 - - - http://www.fpml.org/coding-scheme/weather-index-reference-level - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0 - http://www.fpml.org/coding-scheme/weather-index-reference-level-1-0.xml - - - - - Indicates the reason that a withdrawal was requested. - 2014-01-23 - - - http://www.fpml.org/coding-scheme/withdrawal-reason - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1 - http://www.fpml.org/coding-scheme/withdrawal-reason-1-1.xml - - - - - A list of reasons for withholding tax being applied to a cash - flow. - 2015-07-15 - - - http://www.fpml.org/coding-scheme/withholding-tax-reason - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0 - http://www.fpml.org/coding-scheme/withholding-tax-reason-1-0.xml - - - - - 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. - 2024-02-15 - - - http://www.fpml.org/coding-scheme/business-center - http://www.fpml.org/coding-scheme/business-center-9-3 - http://www.fpml.org/coding-scheme/business-center-9-3.xml - - - - - - 2022-11-18 - - - http://www.fpml.org/coding-scheme/price-quote-units - http://www.fpml.org/coding-scheme/price-quote-units-3-0 - http://www.fpml.org/coding-scheme/price-quote-units-3-0.xml - - - - - - 2023-08-07 - - - http://www.fpml.org/coding-scheme/commodity-reference-price - http://www.fpml.org/coding-scheme/commodity-reference-price-4-0 - http://www.fpml.org/coding-scheme/commodity-reference-price-4-0.xml - - - - - 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. - 2023-11-03 - - - http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-8 - http://www.fpml.org/coding-scheme/floating-rate-index-3-8.xml - - - - - FpML Benchmark rates - 2022-11-30 - - - http://www.fpml.org/coding-scheme/benchmark-rate - http://www.fpml.org/coding-scheme/benchmark-rate-1-3 - http://www.fpml.org/coding-scheme/benchmark-rate-1-3.xml - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-19.xml b/src/main/resources/coding-schemes/fpml/set-of-schemes-2-20.xml similarity index 97% rename from src/main/resources/coding-schemes/fpml/set-of-schemes-2-19.xml rename to src/main/resources/coding-schemes/fpml/set-of-schemes-2-20.xml index 4c1b0d5..14b5475 100644 --- a/src/main/resources/coding-schemes/fpml/set-of-schemes-2-19.xml +++ b/src/main/resources/coding-schemes/fpml/set-of-schemes-2-20.xml @@ -1,62 +1,67 @@ - - + + Definition of references to the set of FpML coding schemes. - 2024-04-26 + 2024-11-15 The International Swaps and Derivatives Association, Inc. (ISDA) has published a - new basic and enhanced coding-scheme catalog versions 2-19 published on April 26, 2024. - Below are the changes compared to the previous version 2-18 published on March 14, 2024. + 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:
          -
        • CAD-CORRA Compounded Index
          • -
        • EUR-EuroSTR FTSE Term
          • -
        • USD-TBILL Auction High Rate
          • +
        • EUR-EuroSTR ICE Swap Rate
          • +
        • IDR-INDONIA
          • +
        • IDR-INDONIA-OIS Compound
          • +
        • PHP-ORR
          • +
        • USD-SOFR ICE Swap Rate Spreads
      • 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
            • -
          -
          • +
        • 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 3-8 to 3-9
        • -
      • Publication Date: 2024-04-26
        • +
      • Version changed from 3-9 to 3-10
        • +
      • Publication Date: 2024-11-15
      • -
    • 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”).
          • -
        +
      • rateAdministratorScheme +
          +
        • New administrator added:
            +
          • Central Bank of the Philippines (Bangko Sentral ng Pilipinas)
            • +
          • -
        • Source: FpML
          • -
        • Version changed from 1-1 to 1-2
          • -
        • Publication Date: 2024-04-26
          • -
        -
        • +
      • 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:
      @@ -73,10 +78,10 @@ FpML Set of Coding Schemes - 2-19 + 2-20 http://www.fpml.org/coding-scheme/set-of-schemes - http://www.fpml.org/coding-scheme/set-of-schemes-2-19 - http://www.fpml.org/coding-scheme/set-of-schemes-2-19.xml + http://www.fpml.org/coding-scheme/set-of-schemes-2-20 + http://www.fpml.org/coding-scheme/set-of-schemes-2-20.xml @@ -365,6 +370,18 @@ http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1 http://www.fpml.org/coding-scheme/cftc-clearing-exception-and-exemptions-1-1.xml + + + + The reason a trade is exempted from a clearing mandate as defined by the + Canadian Securities Administrators (CSA). + 2024-11-15 + + + http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions + http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions-1-0 + http://www.fpml.org/coding-scheme/csa-clearing-exception-and-exemptions-1-0.xml + @@ -827,12 +844,12 @@ Specifies a set of standard contract definitions relevant to the transaction - 2021-08-16 + 2024-11-15 http://www.fpml.org/coding-scheme/contractual-definitions - http://www.fpml.org/coding-scheme/contractual-definitions-3-8 - http://www.fpml.org/coding-scheme/contractual-definitions-3-8.xml + http://www.fpml.org/coding-scheme/contractual-definitions-3-9 + http://www.fpml.org/coding-scheme/contractual-definitions-3-9.xml @@ -2844,12 +2861,12 @@ 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. - 2024-04-26 + 2024-11-15 http://www.fpml.org/coding-scheme/floating-rate-index - http://www.fpml.org/coding-scheme/floating-rate-index-3-9 - http://www.fpml.org/coding-scheme/floating-rate-index-3-9.xml + http://www.fpml.org/coding-scheme/floating-rate-index-3-10 + http://www.fpml.org/coding-scheme/floating-rate-index-3-10.xml diff --git a/src/main/resources/coding-schemes/fpml/settled-entity-matrix-source-1-0.xml b/src/main/resources/coding-schemes/fpml/settled-entity-matrix-source-1-0.xml index da418fe..c2cc9bc 100644 --- a/src/main/resources/coding-schemes/fpml/settled-entity-matrix-source-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/settled-entity-matrix-source-1-0.xml @@ -1,9 +1,9 @@ - - + + Used to specify the relevant settled entity matrix - source. + source. @@ -43,8 +43,8 @@ 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. + purpose by the parties. The list is not included as part of the electronic + confirmation. diff --git a/src/main/resources/coding-schemes/fpml/settlement-date-1-0.xml b/src/main/resources/coding-schemes/fpml/settlement-date-1-0.xml index 20a7ce4..1081e71 100644 --- a/src/main/resources/coding-schemes/fpml/settlement-date-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/settlement-date-1-0.xml @@ -1,12 +1,12 @@ - - + + 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. + 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. 2015-01-20 diff --git a/src/main/resources/coding-schemes/fpml/settlement-method-1-0.xml b/src/main/resources/coding-schemes/fpml/settlement-method-1-0.xml index e392f66..bfe8b9c 100644 --- a/src/main/resources/coding-schemes/fpml/settlement-method-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/settlement-method-1-0.xml @@ -1,9 +1,9 @@ - - + + The specification of the method for settling a particular - trade. + trade. diff --git a/src/main/resources/coding-schemes/fpml/settlement-price-default-election-1-0.xml b/src/main/resources/coding-schemes/fpml/settlement-price-default-election-1-0.xml index e2d03e6..51ce4c2 100644 --- a/src/main/resources/coding-schemes/fpml/settlement-price-default-election-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/settlement-price-default-election-1-0.xml @@ -1,9 +1,9 @@ - - + + Specifies the method according to which an amount or a date is - determined. + determined. diff --git a/src/main/resources/coding-schemes/fpml/settlement-price-source-1-0.xml b/src/main/resources/coding-schemes/fpml/settlement-price-source-1-0.xml index 369e65b..31eb324 100644 --- a/src/main/resources/coding-schemes/fpml/settlement-price-source-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/settlement-price-source-1-0.xml @@ -1,9 +1,9 @@ - - + + The source from which the settlement price is to be - obtained. + obtained. @@ -43,7 +43,7 @@ The bid price per share on the exchange at the valuation time on the - valuation date + valuation date @@ -55,7 +55,7 @@ The mid-market price per share on the exchange at the valuation time on - the valuation date + the valuation date @@ -67,9 +67,9 @@ 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. + 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. @@ -81,7 +81,7 @@ The offer price per share on the exchange at the valuation time on the - valuation date + valuation date @@ -93,8 +93,8 @@ (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 + the valuation date, or (ii) the official closing level of the index, as + published by the index sponsor, on the valuation date @@ -106,11 +106,11 @@ 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 + 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 @@ -122,8 +122,8 @@ 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 + exchange business day immediately prior to the expiration date equal to the + weighted average of the last 10% traded volume on the share diff --git a/src/main/resources/coding-schemes/fpml/settlement-rate-option-2-11.xml b/src/main/resources/coding-schemes/fpml/settlement-rate-option-2-11.xml index caec845..8a2370d 100644 --- a/src/main/resources/coding-schemes/fpml/settlement-rate-option-2-11.xml +++ b/src/main/resources/coding-schemes/fpml/settlement-rate-option-2-11.xml @@ -1,9 +1,9 @@ - - + + Defines a scheme of settlement rate options specified in the Annex A to - the 1998 FX and Currency Option Definitions. + the 1998 FX and Currency Option Definitions. 2018-07-10 @@ -44,11 +44,11 @@ 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. + 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. @@ -60,16 +60,16 @@ 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). + 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). @@ -77,9 +77,9 @@ Deprecated usage: ARS.MAE/ARS05 replaces - ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03. + ARS.EMTA.INDUSTRY.SURVEY.RATE/ARS03. See: June 30, 2014 – ISDA/EMTA/FXC amendments to Annex A - Argentine - Peso Rate Source Definition. + Peso Rate Source Definition. @@ -91,16 +91,16 @@ 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). + 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). @@ -112,12 +112,12 @@ 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. + 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. @@ -129,11 +129,11 @@ 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. + 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. @@ -145,11 +145,11 @@ 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. + 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. @@ -161,16 +161,16 @@ 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). + 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). @@ -182,16 +182,16 @@ 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). + 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). @@ -203,11 +203,11 @@ 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. + 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. @@ -219,11 +219,11 @@ 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. + 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. @@ -235,11 +235,11 @@ 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. + 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. @@ -251,12 +251,12 @@ 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. + 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. @@ -268,15 +268,15 @@ 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. + 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. @@ -288,12 +288,12 @@ 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 + 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 @@ -305,14 +305,14 @@ 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. + 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. @@ -324,12 +324,12 @@ 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. + 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. @@ -341,13 +341,13 @@ 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. + 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. @@ -359,12 +359,12 @@ 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. + 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. @@ -376,12 +376,12 @@ 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. + 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. @@ -393,12 +393,12 @@ 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. + 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. @@ -410,12 +410,12 @@ 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. + 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. @@ -427,12 +427,12 @@ 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. + 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. @@ -444,12 +444,12 @@ 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. + 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. @@ -461,11 +461,11 @@ 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. + 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. @@ -477,16 +477,16 @@ 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). + 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). @@ -498,13 +498,13 @@ 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. + 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. @@ -516,13 +516,13 @@ 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. + 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. @@ -534,11 +534,11 @@ 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. + 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. @@ -550,17 +550,17 @@ 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). + 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). @@ -572,14 +572,14 @@ 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. + 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. @@ -591,16 +591,16 @@ 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). + 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). @@ -612,12 +612,12 @@ 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. + 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. @@ -629,31 +629,31 @@ 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/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. @@ -665,22 +665,22 @@ 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/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. @@ -692,11 +692,11 @@ 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/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). @@ -708,26 +708,26 @@ 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. + 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. @@ -739,11 +739,11 @@ 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. + 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. @@ -755,10 +755,10 @@ 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. + 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. @@ -770,12 +770,12 @@ 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. + 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. @@ -787,14 +787,14 @@ 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). + 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). @@ -806,17 +806,17 @@ 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). + 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). @@ -828,12 +828,12 @@ 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. + 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. @@ -845,10 +845,10 @@ 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. + 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. @@ -860,10 +860,10 @@ 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. + 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. @@ -875,10 +875,10 @@ 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. + 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. @@ -887,7 +887,7 @@ Deprecated usage:INR.FBIL/INR01 replaces INR.RBIB/INR01. See: July 10, 2018 – ISDA amendments to Annex A - Indian Rupee Rate - Source Definition. + Source Definition. @@ -899,11 +899,11 @@ 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. + 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. @@ -915,16 +915,16 @@ 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). + 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). @@ -936,10 +936,10 @@ 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. + 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. @@ -951,12 +951,12 @@ 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. + 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. @@ -968,16 +968,16 @@ 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). + 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). @@ -989,12 +989,12 @@ 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. + 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. @@ -1006,16 +1006,16 @@ 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). + 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). @@ -1027,10 +1027,10 @@ 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. + 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. @@ -1042,10 +1042,10 @@ 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. + 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. @@ -1057,10 +1057,10 @@ 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. + 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. @@ -1072,10 +1072,10 @@ 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. + 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. @@ -1087,14 +1087,14 @@ 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. + 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. @@ -1106,10 +1106,10 @@ 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. + 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. @@ -1121,16 +1121,16 @@ 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. + 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. @@ -1142,12 +1142,12 @@ 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. + 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. @@ -1159,11 +1159,11 @@ 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. + 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. @@ -1175,11 +1175,11 @@ 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. + 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. @@ -1191,17 +1191,17 @@ 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). + 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). @@ -1213,16 +1213,16 @@ 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). + 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). @@ -1234,11 +1234,11 @@ 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. + 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. @@ -1250,10 +1250,10 @@ 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. + 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. @@ -1265,11 +1265,11 @@ 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. + 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. @@ -1281,12 +1281,12 @@ 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. + 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. @@ -1294,9 +1294,9 @@ Deprecated usage: PHP.BAPPESO/PHP06 replaces - PHP.PDSPESO/PHP06. + PHP.PDSPESO/PHP06. See: April 01, 2018 – ISDA/EMTA/FXC amendments to Annex A - - Philippine Peso Rate Source Definition. + Philippine Peso Rate Source Definition. @@ -1308,12 +1308,12 @@ 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. + 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. @@ -1325,10 +1325,10 @@ 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. + 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. @@ -1340,17 +1340,17 @@ 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). + 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). @@ -1362,10 +1362,10 @@ 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. + 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. @@ -1377,10 +1377,10 @@ 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. + 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. @@ -1392,10 +1392,10 @@ 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. + 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. @@ -1407,17 +1407,17 @@ 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). + 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). @@ -1429,10 +1429,10 @@ 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. + 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. @@ -1444,10 +1444,10 @@ 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. + 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. @@ -1459,17 +1459,17 @@ 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). + 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). @@ -1481,16 +1481,16 @@ 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). + 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). @@ -1502,10 +1502,10 @@ 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. + 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. @@ -1517,10 +1517,10 @@ 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. + 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. @@ -1532,11 +1532,11 @@ 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. + 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. @@ -1548,10 +1548,10 @@ 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. + 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. @@ -1563,11 +1563,11 @@ 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. + 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. @@ -1579,11 +1579,11 @@ 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. + 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. @@ -1595,17 +1595,17 @@ 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). + 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). @@ -1617,13 +1617,13 @@ 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. + 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. @@ -1635,13 +1635,13 @@ 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. + 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. @@ -1653,10 +1653,10 @@ 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. + 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. @@ -1668,16 +1668,16 @@ 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). + 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). @@ -1689,16 +1689,16 @@ 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. + 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. @@ -1710,10 +1710,10 @@ 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. + 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. @@ -1725,11 +1725,11 @@ 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. + 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. @@ -1741,12 +1741,12 @@ 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. + 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. @@ -1758,11 +1758,11 @@ 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. + 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. @@ -1774,17 +1774,17 @@ 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). + 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). diff --git a/src/main/resources/coding-schemes/fpml/sftr-action-type-1-0.xml b/src/main/resources/coding-schemes/fpml/sftr-action-type-1-0.xml index 7c09c6d..2316f32 100644 --- a/src/main/resources/coding-schemes/fpml/sftr-action-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/sftr-action-type-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + is New, Modification, Valuation, Collateral update, Error, Correction, Termination / + Early Termination or Position component. 2019-08-02 diff --git a/src/main/resources/coding-schemes/fpml/sftr-credit-quality-1-0.xml b/src/main/resources/coding-schemes/fpml/sftr-credit-quality-1-0.xml index 4124303..54e8420 100644 --- a/src/main/resources/coding-schemes/fpml/sftr-credit-quality-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/sftr-credit-quality-1-0.xml @@ -1,10 +1,10 @@ - - + + 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; + - Non-investment grade; 'NOTR' - Non-rated. Note: 'NOAP' - "Not applicable" is indicated + by the absence of the 'creditQuality' element; 2019-08-02 diff --git a/src/main/resources/coding-schemes/fpml/spread-schedule-type-1-0.xml b/src/main/resources/coding-schemes/fpml/spread-schedule-type-1-0.xml index 495a681..c27b285 100644 --- a/src/main/resources/coding-schemes/fpml/spread-schedule-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/spread-schedule-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Defines the type of each spread schedule type. @@ -42,7 +42,7 @@ Represents a Long Spread Schedule. Spread schedules defined as "Long" - will be applied to Long Positions. + will be applied to Long Positions. @@ -54,7 +54,7 @@ Represents a Short Spread Schedule. Spread schedules defined as "Short" - will be applied to Short Positions. + will be applied to Short Positions. diff --git a/src/main/resources/coding-schemes/fpml/supervisory-body-2-1.xml b/src/main/resources/coding-schemes/fpml/supervisory-body-2-1.xml index f37d560..1d9da34 100644 --- a/src/main/resources/coding-schemes/fpml/supervisory-body-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/supervisory-body-2-1.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing a supervisory-body that may be supervising - this transaction. + this transaction. 2022-06-10 @@ -110,7 +110,7 @@ Deputy Superintendent of Securities, Service Newfoundland and - Labrador + Labrador diff --git a/src/main/resources/coding-schemes/fpml/tax-form-type-1-0.xml b/src/main/resources/coding-schemes/fpml/tax-form-type-1-0.xml index 582fc72..b0048ef 100644 --- a/src/main/resources/coding-schemes/fpml/tax-form-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/tax-form-type-1-0.xml @@ -1,5 +1,5 @@ - - + + Type of tax form registered. diff --git a/src/main/resources/coding-schemes/fpml/terminating-event-1-1.xml b/src/main/resources/coding-schemes/fpml/terminating-event-1-1.xml deleted file mode 100644 index 43826ce..0000000 --- a/src/main/resources/coding-schemes/fpml/terminating-event-1-1.xml +++ /dev/null @@ -1,395 +0,0 @@ - - - - - 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. - 2015-12-14 - - - - terminatingEventScheme - 1-1 - http://www.fpml.org/coding-scheme/terminating-event - http://www.fpml.org/coding-scheme/terminating-event-1-1 - http://www.fpml.org/coding-scheme/terminating-event-1-1.xml - - - - Code - - 63 - - - - Source - - - - Description - - - - key - - - - - - - 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. - - - - - 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.) - - - - \ No newline at end of file diff --git a/src/main/resources/coding-schemes/fpml/terminating-event-1-2.xml b/src/main/resources/coding-schemes/fpml/terminating-event-1-2.xml index 112fc4f..65a0472 100644 --- a/src/main/resources/coding-schemes/fpml/terminating-event-1-2.xml +++ b/src/main/resources/coding-schemes/fpml/terminating-event-1-2.xml @@ -1,12 +1,12 @@ - - + + 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. + 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. 2023-11-03 @@ -47,7 +47,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (AdditionalDisruptionEvents). + (AdditionalDisruptionEvents). @@ -59,7 +59,7 @@ Indicates the trade was terminated as a result of an - allocation. + allocation. @@ -71,9 +71,9 @@ 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.) + 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.) @@ -85,7 +85,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (ChangeInLaw). + (ChangeInLaw). @@ -97,7 +97,7 @@ Indicates the trade was terminated as a result of a credit - event. + event. @@ -109,7 +109,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (Delisting). + (Delisting). @@ -121,7 +121,7 @@ Indicates the trade was terminated as a result of an option exercise - event. + event. @@ -133,7 +133,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (FailureToDeliver). + (FailureToDeliver). @@ -145,7 +145,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (ForeignOwnershipEvent). + (ForeignOwnershipEvent). @@ -157,8 +157,8 @@ 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.) + netted trades offset each other exactly and as a result there was no resulting + trade.) @@ -170,7 +170,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (HedgingDisruption). + (HedgingDisruption). @@ -182,7 +182,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (IncreasedCostOfHedging). + (IncreasedCostOfHedging). @@ -194,7 +194,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (IncreasedCostOfStockBorrow). + (IncreasedCostOfStockBorrow). @@ -206,7 +206,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (IndexAdjustmentEvents). + (IndexAdjustmentEvents). @@ -218,7 +218,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (InsolvencyFiling). + (InsolvencyFiling). @@ -230,7 +230,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (LossOfStockBorrow). + (LossOfStockBorrow). @@ -242,7 +242,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (MergerEvents). + (MergerEvents). @@ -254,7 +254,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (NationalisationOrInsolvency). + (NationalisationOrInsolvency). @@ -277,7 +277,7 @@ Indicates the trade was terminated as a result of a novation event (the - terms transfer, assignment are also used in the industry). + terms transfer, assignment are also used in the industry). @@ -289,7 +289,7 @@ Indicates the trade was terminated as a result of partial netting. (There - was a residual trade as a result of netting.) + was a residual trade as a result of netting.) @@ -301,7 +301,7 @@ Indicates the trade was terminated as a result of portfolio - compression. + compression. @@ -324,9 +324,9 @@ 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.) + 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.) @@ -338,7 +338,7 @@ Indicates the trade was terminated as a result of strategic - restructuring. + restructuring. @@ -350,7 +350,7 @@ Indicates the trade was terminated as a result of a renaming succession - event. + event. @@ -362,7 +362,7 @@ Indicates the trade was terminated as a result of a reorganization - succession event. + succession event. @@ -374,7 +374,7 @@ Indicates the trade was terminated as a result of an extraordinary event - (TenderOffer). + (TenderOffer). @@ -386,7 +386,7 @@ Indicates the trade was terminated because it was voided. (Trade was - voided before it was cleared/confirmed.) + voided before it was cleared/confirmed.) @@ -398,8 +398,8 @@ Indicates the trade was terminated as a result of withdrawal. (One party - withdrew from the trade prior to confirmation or clearing of the - trade.) + withdrew from the trade prior to confirmation or clearing of the + trade.) diff --git a/src/main/resources/coding-schemes/fpml/trade-cashflows-status-1-0.xml b/src/main/resources/coding-schemes/fpml/trade-cashflows-status-1-0.xml index ff8ea1c..5fb4c80 100644 --- a/src/main/resources/coding-schemes/fpml/trade-cashflows-status-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/trade-cashflows-status-1-0.xml @@ -1,9 +1,9 @@ - - + + Status of the set of payments once the matching process is - performed. + performed. @@ -43,7 +43,7 @@ No corresponding payment (or set of payments) was found in "your" - submitted sets. + submitted sets. @@ -55,7 +55,7 @@ Both sides have the same payment (or set of payments) information within - matching policies. + matching policies. @@ -67,8 +67,8 @@ Both sides have the same payment (or set of payments), but there are - differences greater than the acceptable tolerance in the matching - policies. + differences greater than the acceptable tolerance in the matching + policies. @@ -80,7 +80,7 @@ No corresponding payment (or set of payments) was found in the "other - party's" submitted sets. + party's" submitted sets. diff --git a/src/main/resources/coding-schemes/fpml/trade-settlement-task-type-1-0.xml b/src/main/resources/coding-schemes/fpml/trade-settlement-task-type-1-0.xml index a7401e0..380d5dc 100644 --- a/src/main/resources/coding-schemes/fpml/trade-settlement-task-type-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/trade-settlement-task-type-1-0.xml @@ -1,9 +1,9 @@ - - + + A list of settlement tasks at the trade level, the completion of which are - prerequisites to the settlement of a trade (or allocation). + prerequisites to the settlement of a trade (or allocation). 2017-12-22 @@ -55,7 +55,7 @@ The buyer's vote on an amendment or other asset-related matter is - required. + required. diff --git a/src/main/resources/coding-schemes/fpml/trading-party-role-1-0.xml b/src/main/resources/coding-schemes/fpml/trading-party-role-1-0.xml index 470cd77..a67b4d5 100644 --- a/src/main/resources/coding-schemes/fpml/trading-party-role-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/trading-party-role-1-0.xml @@ -1,10 +1,10 @@ - - + + 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. + also used to associate a party role of the author in relation to a trading + identifier. 2017-12-22 @@ -67,7 +67,7 @@ A Broker/Dealer making a "market" in the loan asset class trading - space. + space. @@ -123,7 +123,7 @@ Vendor that may have a relationship to the loan trade. I.e. issues a - proprietary trade identifier. + proprietary trade identifier. diff --git a/src/main/resources/coding-schemes/fpml/transaction-characteristic-1-0.xml b/src/main/resources/coding-schemes/fpml/transaction-characteristic-1-0.xml index d76a9ee..ec68d2e 100644 --- a/src/main/resources/coding-schemes/fpml/transaction-characteristic-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/transaction-characteristic-1-0.xml @@ -1,5 +1,5 @@ - - + + Indicates a type of transaction characteristic. diff --git a/src/main/resources/coding-schemes/fpml/transport-currency-1-0.xml b/src/main/resources/coding-schemes/fpml/transport-currency-1-0.xml index daff286..eed350f 100644 --- a/src/main/resources/coding-schemes/fpml/transport-currency-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/transport-currency-1-0.xml @@ -1,9 +1,9 @@ - - + + Defines the list of transport currencies admissible as part of the ISDA - Standard Credit Support Annex document. + Standard Credit Support Annex document. 2014-05-06 diff --git a/src/main/resources/coding-schemes/fpml/unit-role-2-1.xml b/src/main/resources/coding-schemes/fpml/unit-role-2-1.xml index b33c974..dce2bcf 100644 --- a/src/main/resources/coding-schemes/fpml/unit-role-2-1.xml +++ b/src/main/resources/coding-schemes/fpml/unit-role-2-1.xml @@ -1,5 +1,5 @@ - - + + Indicates the role of a unit in a transaction. @@ -76,7 +76,7 @@ A business location registered with a supervisor, such as the SEC, where - a transaction was executed. + a transaction was executed. @@ -88,7 +88,7 @@ The unit is the trading desk or other unit that performed the - transaction. + transaction. diff --git a/src/main/resources/coding-schemes/fpml/verification-method-1-0.xml b/src/main/resources/coding-schemes/fpml/verification-method-1-0.xml index d2e578b..e8b27b5 100644 --- a/src/main/resources/coding-schemes/fpml/verification-method-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/verification-method-1-0.xml @@ -1,9 +1,9 @@ - - + + Contains a code representing a trade could be verified (ie. how the - economic terms of a contract could be checked for consistency). + economic terms of a contract could be checked for consistency). 2012-06-01 @@ -44,7 +44,7 @@ Verification via a shared verification facility or platform, or a - private/bilateral electronic system. + private/bilateral electronic system. @@ -56,7 +56,7 @@ Verification via a human-readable written document (possibly transmitted - electronically). + electronically). diff --git a/src/main/resources/coding-schemes/fpml/verification-status-1-0.xml b/src/main/resources/coding-schemes/fpml/verification-status-1-0.xml index 0a98a30..ae021f0 100644 --- a/src/main/resources/coding-schemes/fpml/verification-status-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/verification-status-1-0.xml @@ -1,5 +1,5 @@ - - + + Indicates a type of verification status. diff --git a/src/main/resources/coding-schemes/fpml/weather-data-provider-1-0.xml b/src/main/resources/coding-schemes/fpml/weather-data-provider-1-0.xml index cfe193c..1d571bf 100644 --- a/src/main/resources/coding-schemes/fpml/weather-data-provider-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/weather-data-provider-1-0.xml @@ -1,13 +1,13 @@ - - + + 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. + 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. 2012-10-05 @@ -48,7 +48,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -60,7 +60,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -72,7 +72,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -84,7 +84,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -96,7 +96,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -108,7 +108,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -120,7 +120,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -132,7 +132,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -144,7 +144,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -156,7 +156,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -168,7 +168,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -180,7 +180,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -192,7 +192,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -204,7 +204,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -216,7 +216,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -228,7 +228,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -240,7 +240,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -252,7 +252,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -264,7 +264,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -276,7 +276,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -288,7 +288,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -300,7 +300,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -312,7 +312,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -324,7 +324,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -336,7 +336,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -348,7 +348,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -360,7 +360,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. @@ -372,7 +372,7 @@ As defined in 2005 ISDA Commodity Definitions ARTICLE XI, Section 11.17. - Weather Index Stations or Locations. + Weather Index Stations or Locations. diff --git a/src/main/resources/coding-schemes/fpml/weather-index-reference-level-1-0.xml b/src/main/resources/coding-schemes/fpml/weather-index-reference-level-1-0.xml index 982e7aa..9affdd5 100644 --- a/src/main/resources/coding-schemes/fpml/weather-index-reference-level-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/weather-index-reference-level-1-0.xml @@ -1,10 +1,10 @@ - - + + Specifies CPD Reference Level: millimeters or inches of daily - precipitation HDD Reference Level: degree-days CDD Reference Level: - degree-days. + precipitation HDD Reference Level: degree-days CDD Reference Level: + degree-days. 2012-08-02 diff --git a/src/main/resources/coding-schemes/fpml/withdrawal-reason-1-1.xml b/src/main/resources/coding-schemes/fpml/withdrawal-reason-1-1.xml index 1cdffca..3c61ae1 100644 --- a/src/main/resources/coding-schemes/fpml/withdrawal-reason-1-1.xml +++ b/src/main/resources/coding-schemes/fpml/withdrawal-reason-1-1.xml @@ -1,5 +1,5 @@ - - + + Indicates the reason that a withdrawal was requested. @@ -43,7 +43,7 @@ The trade is being withdrawn because it is an option that was - Exercised. + Exercised. @@ -66,7 +66,7 @@ The trade is being withdrawn due to a Portfolio Compression - event. + event. diff --git a/src/main/resources/coding-schemes/fpml/withholding-tax-reason-1-0.xml b/src/main/resources/coding-schemes/fpml/withholding-tax-reason-1-0.xml index 1d064bc..897b94b 100644 --- a/src/main/resources/coding-schemes/fpml/withholding-tax-reason-1-0.xml +++ b/src/main/resources/coding-schemes/fpml/withholding-tax-reason-1-0.xml @@ -1,9 +1,9 @@ - - + + A list of reasons for withholding tax being applied to a cash - flow. + flow. 2015-07-15 @@ -44,15 +44,15 @@ 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. + 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. @@ -64,8 +64,8 @@ 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. + by treaty) to all payments of fixed or determinable annual or periodical + ("FDAP") income. @@ -77,11 +77,11 @@ 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. + 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. @@ -93,8 +93,8 @@ 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.  + nonresident alien is an alien who has not passed the green card test or the + substantial presence test.  diff --git a/src/main/resources/coding-schemes/fpml/xml.xsd b/src/main/resources/coding-schemes/fpml/xml.xsd new file mode 100644 index 0000000..9adbc7e --- /dev/null +++ b/src/main/resources/coding-schemes/fpml/xml.xsd @@ -0,0 +1,134 @@ + + + + + + See http://www.w3.org/XML/1998/namespace.html and + http://www.w3.org/TR/REC-xml for information about this namespace. + + This schema document describes the XML namespace, in a form + suitable for import by other schema documents. + + Note that local names in this namespace are intended to be defined + only by the World Wide Web Consortium or its subgroups. The + following names are currently defined in this namespace and should + not be used with conflicting semantics by any Working Group, + specification, or document instance: + + base (as an attribute name): denotes an attribute whose value + provides a URI to be used as the base for interpreting any + relative URIs in the scope of the element on which it + appears; its value is inherited. This name is reserved + by virtue of its definition in the XML Base specification. + + id (as an attribute name): denotes an attribute whose value + should be interpreted as if declared to be of type ID. + The xml:id specification is not yet a W3C Recommendation, + but this attribute is included here to facilitate experimentation + with the mechanisms it proposes. Note that it is _not_ included + in the specialAttrs attribute group. + + lang (as an attribute name): denotes an attribute whose value + is a language code for the natural language of the content of + any element; its value is inherited. This name is reserved + by virtue of its definition in the XML specification. + + space (as an attribute name): denotes an attribute whose + value is a keyword indicating what whitespace processing + discipline is intended for the content of the element; its + value is inherited. This name is reserved by virtue of its + definition in the XML specification. + + Father (in any context at all): denotes Jon Bosak, the chair of + the original XML Working Group. This name is reserved by + the following decision of the W3C XML Plenary and + XML Coordination groups: + + In appreciation for his vision, leadership and dedication + the W3C XML Plenary on this 10th day of February, 2000 + reserves for Jon Bosak in perpetuity the XML name + xml:Father + + + + + This schema defines attributes and an attribute group + suitable for use by + schemas wishing to allow xml:base, xml:lang or xml:space attributes + on elements they define. + + To enable this, such a schema must import this schema + for the XML namespace, e.g. as follows: + <schema . . .> + . . . + <import namespace="http://www.w3.org/XML/1998/namespace" + schemaLocation="http://www.w3.org/2001/03/xml.xsd"/> + + Subsequently, qualified reference to any of the attributes + or the group defined below will have the desired effect, e.g. + + <type . . .> + . . . + <attributeGroup ref="xml:specialAttrs"/> + + will define a type which will schema-validate an instance + element with any of those attributes + + + + In keeping with the XML Schema WG's standard versioning + policy, this schema document will persist at + http://www.w3.org/2004/10/xml.xsd. + At the date of issue it can also be found at + http://www.w3.org/2001/xml.xsd. + The schema document at that URI may however change in the future, + in order to remain compatible with the latest version of XML Schema + itself, or with the XML namespace itself. In other words, if the XML + Schema or XML namespaces change, the version of this document at + http://www.w3.org/2001/xml.xsd will change + accordingly; the version at + http://www.w3.org/2004/10/xml.xsd will not change. + + + + + + Attempting to install the relevant ISO 2- and 3-letter + codes as the enumerated possible values is probably never + going to be a realistic possibility. See + RFC 3066 at http://www.ietf.org/rfc/rfc3066.txt and the IANA registry + at http://www.iana.org/assignments/lang-tag-apps.htm for + further information. + + + + + + + + + + + + + + + See http://www.w3.org/TR/xmlbase/ for + information about this attribute. + + + + + + See http://www.w3.org/TR/xml-id/ for + information about this attribute. + + + + + + + + + + diff --git a/src/test/java/com/regnosys/testing/schemeimport/LatestSchemesImportTest.java b/src/test/java/com/regnosys/testing/schemeimport/LatestSchemesImportTest.java index 7145026..54bef15 100644 --- a/src/test/java/com/regnosys/testing/schemeimport/LatestSchemesImportTest.java +++ b/src/test/java/com/regnosys/testing/schemeimport/LatestSchemesImportTest.java @@ -55,7 +55,7 @@ public void downloadLatestVersions() throws IOException, NoSuchAlgorithmExceptio fos.getChannel().transferFrom(rbc, 0, Long.MAX_VALUE); String checksum = getZipCheckSum(Paths.get(CODE_LIST_ZIP)); - assertEquals("f4e20644ca711aaa443c03980cb8b785", checksum, "CodeList zip has been updated, run again with WRITE_LATEST_VERSION enabled then update expected checksum"); + assertEquals("3ab83d8417b8cd0da8678b789112211b", checksum, "CodeList zip has been updated, run again with WRITE_LATEST_VERSION enabled then update expected checksum"); if (WRITE_LATEST_VERSION) { //Unzip from CodeList just being downloaded From 46a6362eafe06ec9c2f79228c0b39e93db012ba7 Mon Sep 17 00:00:00 2001 From: hugohills-regnosys Date: Fri, 15 Nov 2024 11:17:09 +0000 Subject: [PATCH 3/4] Revert accidental commit --- pom.xml | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pom.xml b/pom.xml index ddb183a..82abe77 100644 --- a/pom.xml +++ b/pom.xml @@ -98,7 +98,7 @@ 2.27.0 1.6 - 1.9.23 + 1.7.21 2.12.0 2.3.1 32.0.1-jre From 58093b356551838bf192cd45b851f2a20136620d Mon Sep 17 00:00:00 2001 From: hugohills-regnosys Date: Fri, 15 Nov 2024 11:33:40 +0000 Subject: [PATCH 4/4] Temporarily re-add CodeList.xsd - it should be replaced by genericcode.xsd --- .../coding-schemes/fpml/CodeList.xsd | 849 ++++++++++++++++++ 1 file changed, 849 insertions(+) create mode 100644 src/main/resources/coding-schemes/fpml/CodeList.xsd diff --git a/src/main/resources/coding-schemes/fpml/CodeList.xsd b/src/main/resources/coding-schemes/fpml/CodeList.xsd new file mode 100644 index 0000000..97c6e91 --- /dev/null +++ b/src/main/resources/coding-schemes/fpml/CodeList.xsd @@ -0,0 +1,849 @@ + + + + + Container for any XML content which is in a different namespace to the Schema's target namespace. + + + + + + + + Document type for the definition of a column set, which is a set of code list columns and/or keys. + + + + + General document information for the column set. + + + + + Details of the column set. + + + + + + Identification of the default datatype library for the column set. + + + + + + Top-level element for the definition of a column set. + + + + + Document type for the definition of a simple or derived code list. + + + + + General document information for the code list. + + + + + A choice between a column set definition and a column set reference. + + + + + A choice between a simple code list definition and a derived code list definition. + + + + + + + Top-level element for the definition of a code list. + + + + + Document type for the definition of a set of code lists. + + + + + General document information for the code list set. + + + + + + + + Top-level element for the definition of a code list set + + + + + Identification and location information for a resource. + + + + + Name(s) for the resource. + + + + + Version of the resource. + + + + + Canonical URI which serves as a unique identifier for all versions of the resource. + + + + + Identification and location URIs for the resource. + + + + + + + User annotation information for a resource. + + + + + Human-readable information about the resource. + + + + + Machine-readable information about the resource. + + + + + + + General document information. + + + + + User annotation information for the document. + + + + + Identification and location information for the resource defined by the document. + + + + + + + Specific details of a column set. + + + + + A choice between a column definition and a column reference. + + + + + A choice between a key definition and a key reference. + + + + + + + A choice between a column definition and a column reference. + + + + + Definition of a column. + + + + + Reference to a column defined in an external column set or code list. + + + + + + + A choice between a key definition and a key reference. + + + + + Definition of a key. + + + + + Reference to a key defined in an external column set or code list. + + + + + + + Definition of a column. + + + + + User information about the column. + + + + + Name(s) of the column. + + + + + Data type of the column. + + + + + + ID which identifies the column within the document. + + + + + Whether the column is required or optional. + + + + + + Reference to a column defined in an external column set or code list. + + + + + User annotation about the referenced column. + + + + + Identification of the external column set or code list which contains the column definition. + + + + + + ID which identifies the column within the document. + + + + + ID which identifies which identifies the column within the external column set or code list. + + + + + Whether the column is required or optional. + + + + + + Definition of a key. + + + + + User annotation about the key. + + + + + Name(s) of the key. + + + + + References to the document IDs of the columns which make up the key. Only required columns can form part of a key. + + + + + + ID which identifies the key within the document. + + + + + + Reference to a key defined in an external column set or code list. + + + + + User annotation about the referenced key. + + + + + Identification of the external column set or code list which contains the key definition. + + + + + + ID which identifies the key within the document. + + + + + ID which identifies which identifies the key within the external column set or code list. + + + + + + A choice between a column set definition and a column set reference. + + + + + Definition of a column set. + + + + + Reference to a column set defined in an external column set or code list document. + + + + + + + Definition of a column set. + + + + Details of the column set. + + + + + Identification of the default datatype library for the column set. + + + + + + Reference to a column set defined in an external column set or code list document. + + + + + User annotation about the referenced column set. + + + + + Identification of the external column set or code list document which contains the column set definition. + + + + + + + A choice between a simple code list definition and a derived code list definition. + + + + + Details of a simple code list definition. + + + + + Definition of a derived code list. + + + + + + + Definition of a simple code list. + + + + + User annotation for the code list. + + + + + Row which represents one of the conceptual codes in the code list. + + + + + + + Definition of a derived code list. + + + + + User annotation for the code list. + + + + + A choice of one of the different types of derived code list definition. + + + + + + + Identification and location URIs for a resource. + + + + + Canonical URI which serves as a unique identifier for all versions of the resource. + + + + + Canonical URI which serves as a unique identifier for this version of the resource. + + + + + Suggested retrieval location for this version of the resource. + + + + + + + Reference to a code list defined in an external document. + + + + + User annotation about the referenced code list. + + + + + Identification of the external document which contains the code list definition. + + + + + + + A choice between a simple code list definition, a derived code list definition, or a reference to a code list defined in an external document. + + + + + Definition of a simple code list. + + + + + Definition of a derived code list. + + + + + Reference to a code list defined in an external document. + + + + + + + Attribute set used to identify a resource within the document. + + + + Unique ID within the document for the resource. + + + + + + Attribute set used to identify a resource within an external document. + + + + Unique ID of the resource within the external document. + + + + + + Name(s) for a resource. + + + + + Short name (token) for the resource. + + + + + Long name for the resource. + + + + + + + Data type for a column. + + + + + User annotation for the datatype. + + + + + Facet parameter which refines the datatype. + + + + + + Unique ID for the datatype within its datatype library. + + + + + URI which uniquely identifies the datatype library. If not provided, the datatype library for the enclosing column set is used. + + + + + + Reference to a column which forms part of a key. + + + + + User annotation about the column. + + + + User annotation information for a resource. + + + + + + Human readable information about the resource. + + + + + + + Machine-readable information about the resource. + + + + + + + + + + Reference to the ID of the column within the document. + + + + + + Details of a simple code list definition. + + + + + Reference to the derived code list of which this simple code list is a realisation. + + + + + Definition of the simple code list. + + + + + + + Attribute set which defines the usage of a resource. + + + + Whether the resource is required or optional. + + + + + + Row which represents a conceptual code in a code list. + + + + + User annotation about the row. + + + + + Column value for the row. + + + + + + + A choice between a simple textual value and a complex (structured) XML value. + + + + + Simple textual value. + + + + + Complex (structured) XML value. + + + + + + + Simple textual value. + + + + + + + + Attribute set for referring to a column definition within the document. + + + + Reference to the ID of a column in the document. + + + + + + Individual value from a row which represents a conceptual value in a code list. + + + + + User annotation about the value. + + + + + A choice between a simple textual value and a complex (structured) XML value. + + + + + + Reference to the column with which this value is associated. If not provided, the column is assumed to be the column following the column of the preceding value. + + + + + + A choice of one of the different types of derived code list definition. + + + + + Definition of a column set exclusion filter. + + + + + Definition of a column set inclusion filter. + + + + + Definition of a column set match filter. + + + + + Definition of a column set union filter. + + + + + Definition of a row exclusion filter. + + + + + Definition of a row inclusion filter. + + + + + Definition of a row match filter. + + + + + Definition of a row union filter. + + + + + + + Definition of a row filter. + + + + + User annotation for the row filter. + + + + + Source code list for the row filter. + + + + + Control code list for the row filter. + + + + + + + Input code list for a code list filter or union. + + + + A choice between a simple code list definition, a derived code list definition, or a reference to a code list defined in an external document. + + + + + + Union of one or more code lists. + + + + + User annotation about the union. + + + + + Source code list for the union. + + + + + + + Definition of a column set filter. + + + + + User annotation about the column set filter. + + + + + Source code list for the column set filter. + + + + + Control column set for the column set filter. + + + + + + + Input column set for a code list filter. + + + + A choice between a column set definition and a column set reference. + + + + + + Facet information for refining a datatype. + + + + + + Short name (token) for the datatype facet. + + + + + Long name for the datatype facet. + + + + + + + + Identification of the default datatype library for a column set. + + + + URI which uniquely identifies the default datatype library for the column set. If not provided, defaults to the URI for W3C XML Schema datatypes. + + + + + + Indicates whether the usage of a resource is required or optional. + + + + + + +