Product Information Archives - Page 4 of 4

IR Zero Coupon Swaps

In order to ensure that UPI/ISIN for IR Fixed – Floating Swaps are generated in a consistent way, DSB users are advised to follow the guidance

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 UPIs/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

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

Term of Contract (updated 25th October 2019)

Posted on 20th May 2019 https://www.anna-dsb.com/download/dsb-term-of-contract-faq/

FX Swap – Non-deliverable (updated 11th Jan 2019)

Posted on 22nd December 2017 FX Swaps that are based on non-deliverable or offshore variations of non-deliverable currencies are supported through the Non-Deliverable Swap (FX.Forward.NDS) template. The

FX Type

Posted on 22nd December 2017 The Bank of International Settlement – Triennial Central Bank Survey September 2016 was used to determine the classification of G8 currency pairs

Underlying ISIN validation

Posted on 22nd December 2017 To ensure the OTC ISIN can be created, validated and returned to users near real time, the only validation the DSB performs