Release Milestones

EuroSTR Release Milestones Status Notification
Product Committee Approval 6 Sept 2019 Completed
Draft Documentation Available 12 Sept 2019 Completed 2019-09-12-notification
Final Documentation Available 23 Sept 2019 Completed 2019-09-23-notification
Final Go/No-Go Decision 25 Sept 2019 Completed 2019-09-25-notification
UAT Release 29 Sept 2019 Completed 2019-09-29-notification
Production and UAT2 Release 29 Sept 2019 Completed 2019-09-29-notification
2019-09-28-notification

JSON and Documentation Links

Product Templates
Templates Link
Documentation DSB PROD Product Definitions
Annex 7 Indices

Change Details

DSB ID TitleTypeGithubChange RequestTech Details
Add EuroSTR
ISS-779Add EuroSTR to the list of valid Reference RatesEnumeration#205Link

Affected Templates

Asset ClassTemplate Request NameTemplate Record Name
Rates• 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.Inflation_Basis.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.Non_Standard.InstRefDataReporting.json
• Request.Rates.Option.CapFloor.InstRefDataReporting.json
• Request.Rates.Option.Non_Standard.InstRefDataReporting.json
• Request.Rates.Forward.FRA_Index.InstRefDataReporting.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.Inflation_Basis.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.Non_Standard.InstRefDataReporting.V2.json
• Rates.Option.CapFloor.InstRefDataReporting.V2.json
• Rates.Option.Non_Standard.InstRefDataReporting.V2.json
• Rates.Forward.FRA_Index.InstRefDataReporting.V2.json
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

Action Required

  • DSB users seeking to implement associated changes are requested to upgrade to the new templates
  • DSB users are required to accommodate the new/changed DSB templates into their Production environments.