Release Milestones

Sep 2019 Release Milestones Status Notification
Product Committee Approval 16 Apr 2019 Completed
Draft Documentation Available 17 Jun 2019 Completed 2019-06-17-notification
Final Documentation Available 24 Jun 2019 Completed 2019-06-24-notification
UAT Release 7 Jul 2019 Completed 2019-07-06-notification
Final Go/No-Go Decision 18 Sep 2019 Completed 2019-09-18-notification
Production Release 22 Sep 2019 Completed 2019-09-22-notification

JSON and Documentation Links

Product Templates
Templates Link
Documentation Link
Other Documentation Term of Contract FAQ
Tenor Calculation Spec
Replaces Tenor Calculator functionality document

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.