NEWS

Please refer to the Validations and normalisations for cross-asset non-standard products document

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 template supports the input

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

The DSB has adopted the ISO Currency Code list (ISO 4217) for all currency attributes. To accommodate offshore currencies, the DSB has introduced ‘Place of Settlement’

Where required the DSB has implemented normalization rules over the attributes to ensure that a single ISIN can be generated for any combination of attribute values

The DSB is bound by open data principles meaning that all data submitted, used and made publicly available by the DSB must be free from any

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 the FpML change process

The DSB has sourced the enumerated list from ESMA’s Transitional Transparency reporting data exercise that consolidated Index names traded and submitted by EU Trading Venues. This

The DSB has sourced the Index names from IHSMarkit and are published as the legal long name. This list is free from any IPR issues and

The DSB has sourced the Commodities Reference Rate from ISDA 2.0 2015 taxonomy. This list is free from any IPR issues and is in compliance with