NEWS

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 UPIs/ISINs for Credit Derivatives where the underlying index does not have a Series, Version or Term (such

To ensure the UPI and OTC ISIN can be created, validated, and returned to users near real time, the only validation the DSB performs on the

The DSB provides support for the following templates for Commodity Multi-Exotic instruments: Asset Class Instrument Type Product Commodities Swap Multi_Exotic_Swap Commodities Option Multi_Exotic_Option Commodities Forward Multi_Exotic_Forward

As agreed by members of the DSB Commodities Taskforce, Commodity Multi-Exotic Templates should be used where an underlying index or reference rate spans multiple commodity types