Product Information Archives - Page 3 of 4

Offshore Currencies

The DSB has adopted the ISO Currency Code list (ISO 4217) for all currency attributes. To accommodate offshore currencies, the DSB has introduced Place of Settlement

FX Swap Non-Deliverable

FX Swaps that are based on non-deliverable or offshore variations of non-deliverable currencies are supported through the Non-Deliverable Swap template. The template supports the input of

Notional Schedule on Swaps

Question: Each leg of a SWAP can independently have different notional schedules. What should a user do such scenarios? If both legs are Constant -> select

IR Basis (Float vs Float) Swaps

In order to ensure that UPI/ISIN for IR Basis Swaps (i.e.: Float vs Float) are generated in a consistent way, DSB users are advised to follow

FX Forward

The DSB supports the creation of ISINs for several types of FX Forwards*: FX Forward: Where both currencies are deliverable. Non-Deliverable Forward (NDF): Where one or

Settlement Currency

Users submitting a value for Settlement Currency in any FX UPI / ISIN product template are advised that the attribute should not contain XXX without prior

Spot Tenor for Near-Leg

The FX Swap template is designed to allow two underlying FX Forward ISINs (based on the same currency pair) to be specified in the generation of

Commodity Multi-Exotic Templates

UPIs can be created for OTC derivatives based on a custom basket underlier. However, in accordance with the ISO 4914 (UPI), identifiers for the individual assets

New UPI templates and equivalent OTC ISIN templates

Question: When new UPI templates are introduced, that industry believes may not also require an OTC ISIN (e.g. where the instrument may not be in the

Posted on 22nd December 2017 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#s5.91 The DSB is aligned with