Release Milestones
| Jun 2020 Release | Milestones | Status | Notification |
| Product Committee Approval (for USD reference rates) | 25 Feb 2020 | Completed | |
| Product Committee Approval (for Turkish reference rate and credit indices) | 5 May 2020 | Completed | |
| Draft Documentation Available | 28 Apr 2020 | Completed | 2020-04-29_Notification |
| Final Documentation Available | 28 Apr 2020 | Completed | |
| UAT Release (for USD reference rates) | 2 May 2020 | Completed | 2020-05-02_Notification |
| UAT Release (for Turkish reference rate and credit indices) | 16 May 2020 | Completed | 2020-05-14_notification |
| Final Go/No-Go Decision | 17 Jun 2020 | Completed | 2020-06-17_Notification |
| Production and UAT2 Release | 21 Jun 2020 | Completed | 2020-06-21_Notification |
JSON and Documentation Links
| Product Templates | |
| Templates | Link |
| Documentation | Annex 7 Indices |
Change Details
| DSB ID | Title | Type | Github | Change Request | Tech Details |
| New enumerations added | |||||
| DSB-153 | RATES : Ref Rate : Two new Reference Rates to be added to the enumerated list | Enumeration | Link | Link | |
| DSB-154 | RATES : Ref Rate : New Reference Rate: Turkish Lira OIS | Enumeration | Link | Link | |
| DSB-333 | CREDT : New Indices : A number of new Credit Indices are to be added to product templates | Enumeration | Link | Link | |
Affected Templates
| Asset Class | Template Request Name | Template Record Name |
| Rates |
Request.Rates.Swap.Cross_Currency_Fixed_Float.json Request.Rates.Swap.Cross_Currency_Fixed_Float_NDS.json Request.Rates.Swap.Cross_Currency_Zero_Coupon.json Request.Rates.Swap.Fixed_Float.json Request.Rates.Swap.Fixed_Float_OIS.json Request.Rates.Swap.Fixed_Float_Zero_Coupon.json Request.Rates.Option.Non_Standard.json Request.Rates.Forward.FRA_Index.json Request.Rates.Option.CapFloor.json Request.Rates.Swap.Basis.json Request.Rates.Swap.Basis_OIS.json Request.Rates.Swap.Cross_Currency_Basis.json Request.Rates.Swap.Inflation_Basis.json Request.Rates.Swap.Non_Standard.json |
Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.V2.json Rates.Option.Non_Standard.InstRefDataReporting.V2.json Rates.Forward.FRA_Index.InstRefDataReporting.V2.json Rates.Option.CapFloor.InstRefDataReporting.V2.json Rates.Swap.Basis.InstRefDataReporting.V2.json Rates.Swap.Basis_OIS.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.V2.json Rates.Swap.Inflation_Basis.InstRefDataReporting.V2.json Rates.Swap.Non_Standard.InstRefDataReporting.V2.json |
| Other |
Request.Other.Swap.Non_Standard.json Request.Other.Option.Non_Standard.json Request.Other.Other.Non_Standard.json |
Other.Swap.Non_Standard.InstRefDataReporting.V2.json Other.Option.Non_Standard.InstRefDataReporting.V2.json Other.Other.Non_Standard.InstRefDataReporting.V2.json |
| Credit |
Request.Credit.Swap.Index.json Request.Credit.Swap.Index_Tranche.json Request.Credit.Swap.Non_Standard.json Request.Credit.Swap.Total_Return_Swap.json Request.Credit.Option.Non_Standard.json |
Credit.Swap.Index.InstRefDataReporting.V1.json Credit.Swap.Index_Tranche.InstRefDataReporting.V1.json Credit.Swap.Non_Standard.InstRefDataReporting.V1.json Credit.Swap.Total_Return_Swap.InstRefDataReporting.V1.json Credit.Option.Non_Standard.InstRefDataReporting.V1.json |
Action Required
- DSB users seeking to implement associated changes are requested to upgrade to the new template and conduct sufficient testing to satisfy the implementation of the revised DSB template – including testing and consumption of the end of day snapshot files
- DSB users are required to accommodate the new/changed DSB template as early as possible during the UAT period.
- DSB users are required to accommodate the new/changed DSB template into their Production environments.
- DSB users with the ability to create ISINs are requested to assist with the UAT of the DSB template that they wish to use and to notify the DSB of any issues before the Final Go/No-Go Decision Date (see above).
- The DSB’s UAT environment will be unavailable between 12:00 AM UTC on the Saturday of the UAT Release weekend and 12:00 PM UTC on the Sunday of the UAT Release weekend to allow for the implementation.
