2020 SONIA Compounded Index

Asset Class	Template Request Name	Template Record Name
Commodities
Credit
Equity
Foreign Exchange
Other	Request.Other.Option.Non_Standard.InstRefDataReporting.json Request.Other.Other.Non_Standard.InstRefDataReporting.json Request.Other.Swap.Non_Standard.InstRefDataReporting.json	Other.Option.Non_Standard.InstRefDataReporting.V2.json Other.Other.Non_Standard.InstRefDataReporting.V2.json Other.Swap.Non_Standard.InstRefDataReporting.V2.json
Rates	Request.Rates.Forward.FRA_Index.InstRefDataReporting.json Request.Rates.Option.CapFloor.InstRefDataReporting.json Request.Rates.Option.Non_Standard.InstRefDataReporting.json Request.Rates.Swap.Basis.InstRefDataReporting.json Request.Rates.Swap.Basis_OIS.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.json Request.Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Fixed_Float.InstRefDataReporting.json Request.Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.json Request.Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Inflation_Basis.InstRefDataReporting.json Request.Rates.Swap.Non_Standard.InstRefDataReporting.json	Rates.Forward.FRA_Index.InstRefDataReporting.V2.json Rates.Option.CapFloor.InstRefDataReporting.V2.json Rates.Option.Non_Standard.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.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.Swap.Inflation_Basis.InstRefDataReporting.V2.json Rates.Swap.Non_Standard.InstRefDataReporting.V2.json

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.

September 2020 Release	Milestones	Status	Notification
Product Committee Approval	28th July 2020	Completed
Draft Documentation Available	13th Aug 2020	Completed	2021-03-09 Notification
Final Documentation Available	TBC		2021-03-09 Notification
UAT Release	8th Aug 2020	Completed	2020-08-08 Notification
UAT Rollback	20th Mar 2021	Completed	2021-03-21 Notification

Product Templates	Available On
Templates	Normalised De-normalised
Documentation	Annex 7 Indices

DSB ID	Title	Type	Github	Change Request
DSB-659	RATES : Ref Rate : New Reference Rate: SONIA Compound Index	Enumeration	Link	Link

Release Milestones

JSON and Documentation Links

Change Details

Affected Templates

Action Required

Important Links

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