A detailed specification for each proposed UPI is contained in the Product Definition documents listed below (by Asset Class).
Each document (known as a Change Request Form or CRF) describes the behaviour of an individual product and contains the following main sections:
- Header: Basic document details including the product name, author, CRF ID and version history.
- Terms of Reference : Statements covering the scope, requirements, dependencies and assumptions that drive the CRF.
- Template Layouts : Request Template and Record Template layouts: showing attributes, format, examples values, source etc.
- Product Functionality : Provides details of the validation process, record normalization, attribute derivation and GUI information.
- Additional Information : Comments and attribute mappings to the ISO 4914 (UPI) standard.
Other sections / appendices are provided if required for the definition of a particular product.
Please download product specific CRFs by using the link provided in the tables below or, if required, the CRFs for a particular Asset Class can be download in one zipped file by using the link at the start of each section.
For further details, please use the links provided in the “Read More” area —->
Rates Products
Click on a link to view a Product Definition document. Click here to download all the Rates Documents in a zipped file.
Asset Class | Instrument Type | Product Name | Document |
RATES | SWAP | Basis | Link |
RATES | SWAP | Basis_OIS | Link |
RATES | OPTION | CapFloor | Link |
RATES | SWAP | Cross_Currency_Basis | Link |
RATES | SWAP | Cross_Currency_Fixed_Fixed | Link |
RATES | SWAP | Cross_Currency_Fixed_Float | Link |
RATES | SWAP | Cross_Currency_Fixed_Float_NDS | Link |
RATES | SWAP | Cross_Currency_Zero_Coupon | Link |
RATES | SWAP | Cross_Currency_Inflation_Swap | Link |
RATES | SWAP | Fixed_Fixed | Link |
RATES | SWAP | Fixed_Float | Link |
RATES | SWAP | Fixed_Float_OIS | Link |
RATES | SWAP | Fixed_Float_ZeroCoupon | Link |
RATES | FORWARD | FRA_Index | Link |
RATES | FORWARD | FRA_Other | Link |
RATES | SWAP | Inflation_Swap | Link |
RATES | SWAP | Inflation_Fixed_Float_YoY | Link |
RATES | SWAP | Inflation_Fixed_Float_Zero_Coupon | Link |
RATES | SWAP | Inflation_Basis | Link |
RATES | SWAP | Inflation_Basis_YoY | Link |
RATES | SWAP | Inflation_Basis_Zero_Coupon | Link |
RATES | OPTION | Inflation_CapFloor | Link |
RATES | OPTION | Swaption | Link |
RATES | OPTION | Debt Option | Link |
RATES | OPTION | Non-Standard | Link |
RATES | SWAP | Non-Standard | Link |
Credit Products
Click on a link to view a Product Definition document. Click here to download all the Credit Documents in a zipped file.
Asset Class | Instrument Type | Product Name | Document |
CREDIT | SWAP | Corporate | Link |
CREDIT | SWAP | Municipal | Link |
CREDIT | SWAP | Sovereign | Link |
CREDIT | SWAP | Loan | Link |
CREDIT | SWAP | ABS | Link |
CREDIT | SWAP | Index Tranche | Link |
CREDIT | SWAP | Index | Link |
CREDIT | SWAP | Total Return Swap | Link |
CREDIT | OPTION | Index Swaption | Link |
CREDIT | OPTION | Single Name Swaption | Link |
CREDIT | SWAP | Non-Standard Swap | Link |
CREDIT | OPTION | Non-Standard Option | Link |
Equity Products
Click on a link to view a Product Definition document. Click here to download all the Equity Documents in a zipped file.
Asset Class | Instrument Type | Product Name | Document |
EQUITY | SWAP | Price_Return_Basic_Performance_Single_Name | Link |
EQUITY | SWAP | Price_Return_Basic_Performance_Single_Index | Link |
EQUITY | SWAP | Price_Return_Basic_Performance_Basket | Link |
EQUITY | SWAP | Parameter_Return_Dividend_Single_Name | Link |
EQUITY | SWAP | Parameter_Return_Dividend_Single_Index | Link |
EQUITY | SWAP | Parameter_Return_Dividend_Basket | Link |
EQUITY | SWAP | Parameter_Return_Variance_Single_Name | Link |
EQUITY | SWAP | Parameter_Return_Variance_Single_Index | Link |
EQUITY | SWAP | Parameter_Return_Variance_Basket | Link |
EQUITY | SWAP | Parameter_Return_Volatility_Single_Name | Link |
EQUITY | SWAP | Parameter_Return_Volatility_Single_Index | Link |
EQUITY | SWAP | Parameter_Return_Volatility_Basket | Link |
EQUITY | SWAP | Price_Return_Basic_Performance_Single_Name_CFD | Link |
EQUITY | SWAP | Price_Return_Basic_Performance_Single_Index_CFD | Link |
EQUITY | SWAP | Price_Return_Basic_Performance_Basket_CFD | Link |
EQUITY | FORWARD | Price_Return_Basic_Performance_Single_Name_CFD | Link |
EQUITY | FORWARD | Price_Return_Basic_Performance_Single_Index_CFD | Link |
EQUITY | FORWARD | Price_Return_Basic_Performance_Basket_CFD | Link |
EQUITY | OPTION | Single_Stock | Link |
EQUITY | OPTION | Single_Index | Link |
EQUITY | OPTION | Basket | Link |
EQUITY | FORWARD | Price_Return_Basic_Performance_Single_Name | Link |
EQUITY | FORWARD | Price_Return_Basic_Performance_Single_Index | Link |
EQUITY | FORWARD | Price_Return_Basic_Performance_Basket | Link |
EQUITY | SWAP | Portfolio Swap | Link |
EQUITY | SWAP | Portfolio Swap Other | Link |
EQUITY | SWAP | Portfolio Swap Single Name | Link |
EQUITY | SWAP | Portfolio Swap Single Index | Link |
EQUITY | SWAP | Non-Standard Swap | Link |
EQUITY | OPTION | Non-Standard Option | Link |
EQUITY | FORWARD | Non-Standard Forward | Link |
Foreign Exchange Products
Click on a link to view a Product Definition document. Click here to download all the Foreign Exchange Documents in a zipped file.
Asset Class | Instrument Type | Product Name | Document |
FOREIGN EXCHANGE | FORWARD | NDF | Link |
FOREIGN EXCHANGE | OPTION | NDO | Link |
FOREIGN EXCHANGE | FORWARD | Forward | Link |
FOREIGN EXCHANGE | OPTION | Vanilla_Option | Link |
FOREIGN EXCHANGE | OPTION | Barrier_Option | Link |
FOREIGN EXCHANGE | OPTION | Digital_Option | Link |
FOREIGN EXCHANGE | FORWARD | Vol_Var | Link |
FOREIGN EXCHANGE | OPTION | Target_Option | Link |
FOREIGN EXCHANGE | OPTION | Forward_Vol_Agreement | Link |
FOREIGN EXCHANGE | FORWARD | Rolling_Spot | Link |
FOREIGN EXCHANGE | FORWARD | Contract_for_Difference | Link |
FOREIGN EXCHANGE | FORWARD | Spread-bet | Link |
FOREIGN EXCHANGE | SWAP | FX Swap | Link |
FOREIGN EXCHANGE | SWAP | NDS | Link |
FOREIGN EXCHANGE | FORWARD | Non-Standard Forward | Link |
FOREIGN EXCHANGE | OPTION | Non-Standard Option | Link |
Commodities Products
Click on a link to view a Product Definition document. Click here to download all the Commodities Documents in a zipped file.
Asset Class | Instrument Type | Product Name | Document |
COMMODITIES | SWAP | Swap | Link |
COMMODITIES | SWAP | Single Index | Link |
COMMODITIES | SWAP | Multi Exotic Swap | Link |
COMMODITIES | SWAP | Basis | Link |
COMMODITIES | OPTION | Option | Link |
COMMODITIES | OPTION | Single Index | Link |
COMMODITIES | OPTION | Multi Exotic Option | Link |
COMMODITIES | FORWARD | Forward | Link |
COMMODITIES | FORWARD | Single Index | Link |
COMMODITIES | FORWARD | Multi Exotic Forward | Link |
COMMODITIES | OPTION | Swaption | Link |
Non Standard Products
Click on a link to view a Product Definition document. Click here to download all the Non-Standard Documents in a zipped file.
- The DSB’s UPI implementation timeline is available here
- UPI home page
- Information about the DSB’s OTC ISIN Product Definitions