Product Information Archives

FX Swap Product Template – Underlying Asset

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

Product Template Use

Question: I’m unsure of the product template I should use, what should I do? Answer: Unfortunately, the DSB is not in a position to confirm which

Underlier Normalization for Rates Swap Inflation Basis

For Inflation_Basis product, normalization applies if the underlier component selected is “Inflation Rate” vs “Inflation Rate”. Otherwise, normalization does not apply if the underlier component selected

ISIN Not Available

In the event that the user does not have an ISIN to use for a standard product template then “Other” should be employed, for example if

Definition of Reference Rate, Reference Rate Term Value and Unit

DSB users are advised of the following definitions when using the attributes for Reference Rate, Reference Rate Term Value and Unit. Reference Rate: Identifies the reference

Equity Total Return Swap

Posted on 2nd July 2024 Users wishing to generate or retrieve a UPI for an Equity Total Return Swap are advised to use the Price Return Basic

Support for Alternative Underliers

The UPI Service supports the use of alternative identifiers for equity and fixed income underliers. For other underliers, e.g., indices and reference rates underliers, the UPI

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

Unadjusted or Adjusted Expiry Date

Question: In order to avoid duplicate identifiers, when generating or retrieving an OTC ISIN, should the user enter the Unadjusted or Adjusted Expiry Date? Answer: In

FX Type

The Bank of International Settlement – Triennial Central Bank Survey September 2016 was used to determine the classification of G8 currency pairs as FXMJ, Non-G8 currency