NEWS

In order to ensure that UPI/ISIN for IR Fixed – Floating Swaps are generated in a consistent way, DSB users are advised to follow the guidance

The Cross-Currency Fixed-Float NDS template does not currently support the Settlement Currency.  It is advised that the users should use the alternate template Rates Swap Cross-Currency

Question: Are the OIS-specific Rates templates still required and, if so, what guidance should be provided for their use? Answer:  In order to address possible duplication

Question: Are there any circumstances under which an IRS could have a negative Reference Rate Term? Answer:  In order to conform to accepted market practice, users

Question: When generating or retrieving an OTC ISIN or UPI for an Index or Index Tranche CDS, what value should be used for the Underlying Index

Where there are examples of products that include components from multiple issuer types, users are advised to set Underlying Issuer Type to “Corporate” in all cases

The DSB has sourced the list of Floating Rate Indices from FpML, specifically the following schema: https://www.fpml.org/spec/coding-scheme/fpml-schemes.html The DSB is aligned with the FpML change process

Contract Specification enumerated values are based on the FpML Matrix Term Scheme and are filtered to support the appropriate entries for the selected Single Name CDS

Users are advised to define the underlying asset for these products by entering an LEI. If the Legal Entity in question has not been assigned an

In order to ensure consistency when creating or retrieving ISINs for Credit Derivatives where the underlying index does not have a Series, Version or Term (such