Change Log

# Former Version Change Version Tab Old Ref # New Ref # Asset Class Base Product Sub-Product Transaction Type Details of change
1 2012-03-01 2012-10-22 Introduction Publication date updated
2 2012-03-01 2012-10-22 Credit Full Taxonomy 37 Credit Single Name Muni StandardUS Municipal Full Faith And Credit New addition
3 2012-03-01 2012-10-22 Credit Full Taxonomy 38 Credit Single Name Muni StandardUS Municipal General Fund New addition
4 2012-03-01 2012-10-22 Credit Full Taxonomy 39 Credit Single Name Muni StandardUS Municipal Revenue New addition
5 2012-03-01 2012-10-22 Credit Full Taxonomy 55 Credit Single Name ABS CMBS Removed
6 2012-03-01 2012-10-22 Credit Full Taxonomy 56 Credit Single Name ABS European CMBS Removed
7 2012-03-01 2012-10-22 Credit Full Taxonomy 57 Credit Single Name ABS European RMBS Removed
8 2012-03-01 2012-10-22 Credit Full Taxonomy 58 Credit Single Name ABS RMBS Removed
9 2012-03-01 2012-10-22 Credit Full Taxonomy 58 Credit Single Name ABS MBS New addition
10 2012-03-01 2012-10-22 Credit Full Taxonomy 59 Credit Single Name ABS European MBS New addition
11 2012-03-01 2012-10-22 Credit Full Taxonomy 59 Credit Index Tranche CDX CDX Emerging Markets Diversified Tranche Removed
12 2012-03-01 2012-10-22 Credit Full Taxonomy 67 Credit Index Tranche MCDX MCDX Tranche New addition
13 2012-03-01 2012-10-22 Credit Full Taxonomy 107 Credit Swaptions MCDX MCDX Swaption New addition
14 2012-03-01 2012-10-22 Credit Full Taxonomy 113 Credit Exotic Structured CDS Index Contingent CDS New addition
15 2012-03-01 2012-10-22 Credit Full Taxonomy 112 Credit Exotic Structured CDS Long form Bespoke Removed
16 2012-03-01 2012-10-22 Credit Full Taxonomy 113 Credit Exotic Structured CDS Standard Terms Bespoke Removed
17 2012-03-01 2012-10-22 Credit Full Taxonomy 112 Credit Exotic Structured CDS Bespoke Tranche New addition
18 2012-03-01 2012-10-22 Equity Taxonomy Full 34 Equity Other New addition
2014-10-22 [TBD] Introduction Publication date updated
19 2014-10-22 [TBD] Credit Taxonomy Credit Index of SP added
20 2014-10-22 [TBD] Credit Full Taxonomy Credit Index SP New addition
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The following spreadsheet contains the most recent ISDA OTC Derivatives Taxonomies for Credit, Interest Rate,
Commodity, Foreign Exchange and Equity. Contact: Karel Engelen - kengelen@isda.org

Publication of this version: [TBD, 2014]

 Credit Taxonomy
Base Total Return
Product Index Swap Index Tranche Exotic Single Name Swaptions
CDX CDX Corporate ref ob only ABS CDX
LCDX LCDX Structured CDS Corporate Corporate
MCDX CDX Structured Tranche Other Loans iTraxx
iTraxx iTraxx Muni Muni
ABX iTraxx Structured Tranche Recovery CDS Sovereign
Sub-product

CMBX ABX Sovereign MCDX

IOS MCDX
MBX
PO
PrimeX
TRX
SP
For Transaction types 'under' sub-products- see CDS Full Taxonomy
The 'Other' sub-product under the Exotic base product represents any transaction type that does not fall into existing base/sub-product/transaction types
 Credit Taxonomy
# Asset Class Base Product Sub-Product Transaction Type
1 Credit Single Name ABS CDS on CDO
2 Credit Single Name Corporate AsiaCorporate
3 Credit Single Name Corporate Australia Corporate
4 Credit Single Name Corporate Emerging European Corporate
5 Credit Single Name Corporate Emerging European Corporate LPN
6 Credit Single Name Corporate European Corporate
7 Credit Single Name Corporate Japan Corporate
8 Credit Single Name Corporate Latin America Corporate
9 Credit Single Name Corporate Latin America Corporate Bond
10 Credit Single Name Corporate Latin America Corporate Bond Or Loan
11 Credit Single Name Corporate New Zealand Corporate
12 Credit Single Name Corporate North American Corporate
13 Credit Single Name Corporate Singapore Corporate
14 Credit Single Name Corporate Standard Asia Corporate
15 Credit Single Name Corporate Standard Australia Corporate
16 Credit Single Name Corporate Standard Emerging European Corporate
17 Credit Single Name Corporate Standard Emerging European Corporate LPN
18 Credit Single Name Corporate Standard Japan Corporate
19 Credit Single Name Corporate Standard Latin America Corporate Bond
20 Credit Single Name Corporate Standard Latin America Corporate Bond Or Loan
21 Credit Single Name Corporate Standard New Zealand Corporate
22 Credit Single Name Corporate Standard North American Corporate
23 Credit Single Name Corporate Standard Singapore Corporate
24 Credit Single Name Corporate Standard Subordinated European Insurance Corporate
25 Credit Single Name Corporate Standard Sukuk Corporate
26 Credit Single Name Corporate Subordinated European Insurance Corporate
27 Credit Single Name Corporate Sukuk Corporate
28 Credit Single Name Corporate Standard European Corporate
29 Credit Single Name Recovery CDS Fixed Recovery Swaps
30 Credit Single Name Recovery CDS Recovery Locks
31 Credit Single Name Loans ELCDS
32 Credit Single Name Loans LCDS
33 Credit Single Name Loans Standard LCDS Bullet
34 Credit Single Name Muni US Municipal Full Faith And Credit
35 Credit Single Name Muni US Municipal General Fund
36 Credit Single Name Muni US Municipal Revenue
37 Credit Single Name Muni StandardUS Municipal Full Faith And Credit
38 Credit Single Name Muni StandardUS Municipal General Fund
39 Credit Single Name Muni StandardUS Municipal Revenue
40 Credit Single Name Sovereign Asia Sovereign
41 Credit Single Name Sovereign Australia Sovereign
42 Credit Single Name Sovereign Emerging European And Middle Eastern Sovereign
43 Credit Single Name Sovereign Japan Sovereign
44 Credit Single Name Sovereign Latin America Sovereign
45 Credit Single Name Sovereign New Zealand Sovereign
46 Credit Single Name Sovereign Singapore Sovereign
47 Credit Single Name Sovereign Standard Asia Sovereign
48 Credit Single Name Sovereign Standard Australia Sovereign
49 Credit Single Name Sovereign Standard Emerging European And Middle Eastern Sovereign
50 Credit Single Name Sovereign Standard Japan Sovereign
51 Credit Single Name Sovereign Standard Latin America Sovereign
52 Credit Single Name Sovereign Standard New Zealand Sovereign
53 Credit Single Name Sovereign Standard Singapore Sovereign
54 Credit Single Name Sovereign Standard Sukuk Sovereign
55 Credit Single Name Sovereign Standard Western European Sovereign
56 Credit Single Name Sovereign Sukuk Sovereign
57 Credit Single Name Sovereign Western European Sovereign
58 Credit Single Name ABS MBS
59 Credit Single Name ABS European MBS
60 Credit Index Tranche CDX CDX Tranche HY
61 Credit Index Tranche CDX CDX Tranche IG
62 Credit Index Tranche CDX CDX Tranche XO
 Credit Taxonomy
# Asset Class Base Product Sub-Product Transaction Type
63 Credit Index Tranche CDX Standard CDX Tranche HY
64 Credit Index Tranche CDX Standard CDX Tranche IG
65 Credit Index Tranche LCDX LCDX Tranche
66 Credit Index Tranche LCDX Standard LCDX Bullet Tranche
67 Credit Index Tranche MCDX MCDX Tranche
68 Credit Index Tranche CDX Structured Tranche CDX Blended Tranche
69 Credit Index Tranche CDX Structured Tranche CDX Risky Zero Tranche
70 Credit Index Tranche iTraxx iTraxx Asia Ex Japan Tranche
71 Credit Index Tranche iTraxx iTraxx Australia Tranche
72 Credit Index Tranche iTraxx iTraxx Europe Tranche
73 Credit Index Tranche iTraxx iTraxx Japan Tranche
74 Credit Index Tranche iTraxx Standard iTraxx Europe Tranche
75 Credit Index Tranche iTraxx Structured Tranche iTraxx Blended Tranche
76 Credit Index Tranche iTraxx Structured Tranche iTraxx Risky Zero Tranche
77 Credit Index Tranche ABX ABX Tranche
78 Credit Index CDX CDX HY
79 Credit Index CDX CDX IG
80 Credit Index CDX CDX XO
81 Credit Index CDX CDX Emerging Markets
82 Credit Index CDX CDX Emerging Markets Diversified
83 Credit Index LCDX LCDX
84 Credit Index LCDX Standard LCDX Bullet
85 Credit Index MCDX MCDX
86 Credit Index iTraxx iTraxx Asia Ex Japan
87 Credit Index iTraxx iTraxx Australia
88 Credit Index iTraxx iTraxx Europe
89 Credit Index iTraxx iTraxx Japan
90 Credit Index iTraxx iTraxx Lev X
91 Credit Index iTraxx iTraxx Sov X
92 Credit Index iTraxx Itraxx SDI
93 Credit Index ABX ABX HE
94 Credit Index CMBX CMBX
95 Credit Index IOS IOS
96 Credit Index MBX MBX
97 Credit Index PO PO
98 Credit Index PrimeX PrimeX
99 Credit Index TRX TRX
100 Credit Index SP
101 Credit Total Return Swap
102 Credit Swaptions iTraxx iTraxx Asia Ex Japan Swaption
103 Credit Swaptions iTraxx iTraxx Australia Swaption
104 Credit Swaptions iTraxx iTraxx Japan Swaption
105 Credit Swaptions iTraxx iTraxx Sov X Swaption
106 Credit Swaptions Muni CDS Swaption
107 Credit Swaptions CDX CDX Swaption
108 Credit Swaptions MCDX MCDX Swaption
109 Credit Swaptions iTraxx iTraxx Europe Swaption
110 Credit Swaptions Sovereign CDS Swaption
111 Credit Swaptions Corporate CDS Swaption
112 Credit Exotic Corporate Ref ob only
113 Credit Exotic Structured CDS Contingent CDS
114 Credit Exotic Structured CDS Index Contingent CDS
115 Credit Exotic Structured CDS First to Default Nth to Default
116 Credit Exotic Structured CDS Bespoke Tranche
117 Credit Exotic Other
For Transaction types 'under' sub-products- see CDS Full Taxonomy
The 'Other' sub-product under the Exotic base product represents any transaction type that does not fall into existing base/sub-product/transaction types