Release Milestones

Sep 2019 ReleaseMilestonesStatusNotification
Product Committee Approval16 Apr 2019Completed
Draft Documentation Available17 Jun 2019Completed2019-06-17-notification
Final Documentation Available24 Jun 2019Completed2019-06-24-notification
UAT Release7 Jul 2019Completed2019-07-06-notification
Final Go/No-Go Decision18 Sep 2019Completed2019-09-18-notification
Production Release22 Sep 2019Completed2019-09-22-notification

JSON and Documentation Links

Change Details

DSB ID TitleTypeGithubChange Request
Add IR Term of Contract (Field 41) and Tenor Calculator FunctionalityChange Notification
ISS-682RATES : Various : Update templates to include Field 41 attributes and integrate with the Tenor CalculatorNew Functionality
#190Link
ISS-749XASST : Various : Update templates to include Field 41 attributes and integrate with the Tenor CalculatorNew Functionality#194
Add UK Base Rate Change Notification
ISS-684RATES : Various : Add UK-Base-Rate to the list of valid Reference RatesNew enumeration#199Link
Normalisation of DeliveryType and PriceMultiplierChange Notification
ISS-656RATES : Inflation Basis : Set DeliveryType and PriceMultiplied to be optional input valuesValidation#192Link

Affected Templates

Asset ClassTemplate Request NameTemplate Record Name
RatesRequest.Rates.Forward.FRA_Index.InstRefDataReporting.json
Request.Rates.Option.CapFloor.InstRefDataReporting.json
Request.Rates.Option.Non_Standard.InstRefDataReporting.json
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_Fixed.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_Inflation_Swap.InstRefDataReporting.json
Request.Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.json
Request.Rates.Swap.Fixed_Fixed.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.Inflation_Basis.InstRefDataReporting.json
Request.Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.json
Request.Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.json
Request.Rates.Swap.Inflation_Swap.InstRefDataReporting.json
Request.Rates.Swap.Non_Standard.InstRefDataReporting.json
Rates.Forward.FRA_Index.InstRefDataReporting.V2.json
Rates.Option.CapFloor.InstRefDataReporting.V2.json
Rates.Option.Non_Standard.InstRefDataReporting.V2.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_Fixed.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_Inflation_Swap.InstRefDataReporting.V2.json
Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.V2.json
Rates.Swap.Fixed_Fixed.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.Inflation_Basis.InstRefDataReporting.V2.json
Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.V2.json
Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.V2.json
Rates.Swap.Inflation_Swap.InstRefDataReporting.V2.json
Rates.Swap.Non_Standard.InstRefDataReporting.V2.json
OtherRequest.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 and conduct sufficient testing to satisfy the implementation of the revised DSB templates – including testing and consumption of the end of day snapshot files
    • DSB users are required to accommodate the new/changed DSB templates as early as possible during the UAT period.
    • DSB users are required to accommodate the new/changed DSB templates into their Production environments.
  • DSB users with the ability to create ISINs are requested to assist with the UAT of the DSB templates that they wish to use and to notify the DSB of any issues before the Final Go/No-Go Decision Date (see above).
  • The DSB’s UAT environment will be unavailable between 12:00 AM UTC on the Saturday of the UAT Release weekend and 12:00 PM UTC on the Sunday of the UAT Release weekend to allow for the implementation.