Release Milestones
| DE 2020 Release | Milestones | Status | Notification |
| Final Documentation Available | 30 Apr 2020 | Completed | |
| UAT Release | 03 May 2020 | Completed | 2020-04-20_notification |
| Final Go/No-Go Decision | 24 Jun 2020 | Completed | 2020-06-24_notification |
| Production Release | 28 Jun 2020 | Completed | 2020-06-28_notification |
Change Details
| DSB ID | Title | Type |
| Release of normalised templates | ||
| DSB-143 | Dynamic Enumerations Project | New Templates |
Affected Templates
| Asset Class | Template Request Name | Template Record Name |
| Commodities | Request.Commodities.Forward.Forward.InstRefDataReporting.json Request.Commodities.Forward.Multi_Exotic_Forward.InstRefDataReporting.json Request.Commodities.Forward.Single_Index.InstRefDataReporting.json Request.Commodities.Option.Multi_Exotic_Option.InstRefDataReporting.json Request.Commodities.Option.Option.InstRefDataReporting.json Request.Commodities.Option.Single_Index.InstRefDataReporting.json Request.Commodities.Option.Swaption.InstRefDataReporting.json Request.Commodities.Swap.Basis_Swap.InstRefDataReporting.json Request.Commodities.Swap.Multi_Exotic_Swap.InstRefDataReporting.json Request.Commodities.Swap.Single_Index.InstRefDataReporting.json Request.Commodities.Swap.Swap.InstRefDataReporting.json |
Commodities.Forward.Forward.InstRefDataReporting.V1.json Commodities.Forward.Multi_Exotic_Forward.InstRefDataReporting.V1.json Commodities.Forward.Single_Index.InstRefDataReporting.V1.json Commodities.Option.Multi_Exotic_Option.InstRefDataReporting.V1.json Commodities.Option.Option.InstRefDataReporting.V1.json Commodities.Option.Single_Index.InstRefDataReporting.V1.json Commodities.Option.Swaption.InstRefDataReporting.V1.json Commodities.Swap.Basis_Swap.InstRefDataReporting.V1.json Commodities.Swap.Multi_Exotic_Swap.InstRefDataReporting.V1.json Commodities.Swap.Single_Index.InstRefDataReporting.V1.json Commodities.Swap.Swap.InstRefDataReporting.V1.json |
| Credit | Request.Credit.Option.Index_Swaption.InstRefDataReporting.json Request.Credit.Option.Non_Standard.InstRefDataReporting.json Request.Credit.Option.Single_Name_Swaption.InstRefDataReporting.json Request.Credit.Swap.ABS.InstRefDataReporting.json Request.Credit.Swap.Corporate.InstRefDataReporting.json Request.Credit.Swap.Index.InstRefDataReporting.json Request.Credit.Swap.Index_Tranche.InstRefDataReporting.json Request.Credit.Swap.Loan.InstRefDataReporting.json Request.Credit.Swap.Municipal.InstRefDataReporting.json Request.Credit.Swap.Non_Standard.InstRefDataReporting.json Request.Credit.Swap.Sovereign.InstRefDataReporting.json Request.Credit.Swap.Total_Return_Swap.InstRefDataReporting.json | Credit.Option.Index_Swaption.InstRefDataReporting.V1.json Credit.Option.Non_Standard.InstRefDataReporting.V1.json Credit.Option.Single_Name_Swaption.InstRefDataReporting.V1.json Credit.Swap.ABS.InstRefDataReporting.V1.json Credit.Swap.Corporate.InstRefDataReporting.V1.json Credit.Swap.Index.InstRefDataReporting.V1.json Credit.Swap.Index_Tranche.InstRefDataReporting.V1.json Credit.Swap.Loan.InstRefDataReporting.V1.json Credit.Swap.Municipal.InstRefDataReporting.V1.json Credit.Swap.Non_Standard.InstRefDataReporting.V1.json Credit.Swap.Sovereign.InstRefDataReporting.V1.json Credit.Swap.Total_Return_Swap.InstRefDataReporting.V1.json |
| Equity | Request.Equity.Forward.Non_Standard.InstRefDataReporting.json Request.Equity.Forward.Price_Return_Basic_Performance_Basket.InstRefDataReporting.json Request.Equity.Forward.Price_Return_Basic_Performance_Basket_CFD.InstRefDataReporting.json Request.Equity.Forward.Price_Return_Basic_Performance_Single_Index.InstRefDataReporting.json Request.Equity.Forward.Price_Return_Basic_Performance_Single_Index_CFD.InstRefDataReporting.json Request.Equity.Forward.Price_Return_Basic_Performance_Single_Name.InstRefDataReporting.json Request.Equity.Forward.Price_Return_Basic_Performance_Single_Name_CFD.InstRefDataReporting.json Request.Equity.Option.Basket.InstRefDataReporting.json Request.Equity.Option.Non_Standard.InstRefDataReporting.json Request.Equity.Option.Single_Index.InstRefDataReporting.json Request.Equity.Option.Single_Name.InstRefDataReporting.json Request.Equity.Swap.Non_Standard.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Dividend_Basket.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Dividend_Single_Index.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Dividend_Single_Name.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Variance_Basket.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Variance_Single_Index.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Variance_Single_Name.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Volatility_Basket.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Volatility_Single_Index.InstRefDataReporting.json Request.Equity.Swap.Parameter_Return_Volatility_Single_Name.InstRefDataReporting.json Request.Equity.Swap.Portfolio_Swap.InstRefDataReporting.json Request.Equity.Swap.Portfolio_Swap_Other.InstRefDataReporting.json Request.Equity.Swap.Portfolio_Swap_Single_Index.InstRefDataReporting.json Request.Equity.Swap.Portfolio_Swap_Single_Name.InstRefDataReporting.json Request.Equity.Swap.Price_Return_Basic_Performance_Basket.InstRefDataReporting.json Request.Equity.Swap.Price_Return_Basic_Performance_Basket_CFD.InstRefDataReporting.json Request.Equity.Swap.Price_Return_Basic_Performance_Single_Index.InstRefDataReporting.json Request.Equity.Swap.Price_Return_Basic_Performance_Single_Index_CFD.InstRefDataReporting.json Request.Equity.Swap.Price_Return_Basic_Performance_Single_Name.InstRefDataReporting.json Request.Equity.Swap.Price_Return_Basic_Performance_Single_Name_CFD.InstRefDataReporting.json | Equity.Forward.Non_Standard.InstRefDataReporting.V1.json Equity.Forward.Price_Return_Basic_Performance_Basket.InstRefDataReporting.V1.json Equity.Forward.Price_Return_Basic_Performance_Basket_CFD.InstRefDataReporting.V1.json Equity.Forward.Price_Return_Basic_Performance_Single_Index.InstRefDataReporting.V1.json Equity.Forward.Price_Return_Basic_Performance_Single_Index_CFD.InstRefDataReporting.V1.json Equity.Forward.Price_Return_Basic_Performance_Single_Name.InstRefDataReporting.V1.json Equity.Forward.Price_Return_Basic_Performance_Single_Name_CFD.InstRefDataReporting.V1.json Equity.Option.Basket.InstRefDataReporting.V1.json Equity.Option.Non_Standard.InstRefDataReporting.V1.json Equity.Option.Single_Index.InstRefDataReporting.V1.json Equity.Option.Single_Name.InstRefDataReporting.V1.json Equity.Swap.Non_Standard.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Dividend_Basket.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Dividend_Single_Index.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Dividend_Single_Name.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Variance_Basket.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Variance_Single_Index.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Variance_Single_Name.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Volatility_Basket.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Volatility_Single_Index.InstRefDataReporting.V1.json Equity.Swap.Parameter_Return_Volatility_Single_Name.InstRefDataReporting.V1.json Equity.Swap.Portfolio_Swap.InstRefDataReporting.V1.json Equity.Swap.Portfolio_Swap_Other.InstRefDataReporting.V1.json Equity.Swap.Portfolio_Swap_Single_Index.InstRefDataReporting.V1.json Equity.Swap.Portfolio_Swap_Single_Name.InstRefDataReporting.V1.json Equity.Swap.Price_Return_Basic_Performance_Basket.InstRefDataReporting.V1.json Equity.Swap.Price_Return_Basic_Performance_Basket_CFD.InstRefDataReporting.V1.json Equity.Swap.Price_Return_Basic_Performance_Single_Index.InstRefDataReporting.V1.json Equity.Swap.Price_Return_Basic_Performance_Single_Index_CFD.InstRefDataReporting.V1.json Equity.Swap.Price_Return_Basic_Performance_Single_Name.InstRefDataReporting.V1.json Equity.Swap.Price_Return_Basic_Performance_Single_Name_CFD.InstRefDataReporting.V1.json |
| Foreign Exchange | Request.Foreign_Exchange.Forward.Contract_For_Difference.InstRefDataReporting.json Request.Foreign_Exchange.Forward.Forward.InstRefDataReporting.json Request.Foreign_Exchange.Forward.NDF.InstRefDataReporting.json Request.Foreign_Exchange.Forward.Non_Standard.InstRefDataReporting.json Request.Foreign_Exchange.Forward.Rolling_Spot.InstRefDataReporting.json Request.Foreign_Exchange.Forward.Spreadbet.InstRefDataReporting.json Request.Foreign_Exchange.Forward.Vol_Var.InstRefDataReporting.json Request.Foreign_Exchange.Option.Barrier_Option.InstRefDataReporting.json Request.Foreign_Exchange.Option.Digital_Option.InstRefDataReporting.json Request.Foreign_Exchange.Option.Forward_Vol_Agreement.InstRefDataReporting.json Request.Foreign_Exchange.Option.NDO.InstRefDataReporting.json Request.Foreign_Exchange.Option.Non_Standard.InstRefDataReporting.json Request.Foreign_Exchange.Option.Target_Option.InstRefDataReporting.json Request.Foreign_Exchange.Option.Vanilla_Option.InstRefDataReporting.json Request.Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.json Request.Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.json | Foreign_Exchange.Forward.Contract_For_Difference.InstRefDataReporting.V1.json Foreign_Exchange.Forward.Forward.InstRefDataReporting.V1.json Foreign_Exchange.Forward.NDF.InstRefDataReporting.V1.json Foreign_Exchange.Forward.Non_Standard.InstRefDataReporting.V1.json Foreign_Exchange.Forward.Rolling_Spot.InstRefDataReporting.V1.json Foreign_Exchange.Forward.Spreadbet.InstRefDataReporting.V1.json Foreign_Exchange.Forward.Vol_Var.InstRefDataReporting.V1.json Foreign_Exchange.Option.Barrier_Option.InstRefDataReporting.V1.json Foreign_Exchange.Option.Digital_Option.InstRefDataReporting.V1.json Foreign_Exchange.Option.Forward_Vol_Agreement.InstRefDataReporting.V1.json Foreign_Exchange.Option.NDO.InstRefDataReporting.V1.json Foreign_Exchange.Option.Non_Standard.InstRefDataReporting.V1.json Foreign_Exchange.Option.Target_Option.InstRefDataReporting.V1.json Foreign_Exchange.Option.Vanilla_Option.InstRefDataReporting.V1.json Foreign_Exchange.Swap.FX_Swap.InstRefDataReporting.V1.json Foreign_Exchange.Swap.Non_Deliverable_FX_Swap.InstRefDataReporting.V1.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.V1.json Other.Option.Non_Standard.InstRefDataReporting.V2.json Other.Other.Non_Standard.InstRefDataReporting.V1.json Other.Other.Non_Standard.InstRefDataReporting.V2.json Other.Swap.Non_Standard.InstRefDataReporting.V1.json Other.Swap.Non_Standard.InstRefDataReporting.V2.json |
| Rates | Request.Rates.Forward.FRA_Index.InstRefDataReporting.json Request.Rates.Forward.FRA_Other.InstRefDataReporting.json Request.Rates.Option.CapFloor.InstRefDataReporting.json Request.Rates.Option.Debt_Option.InstRefDataReporting.json Request.Rates.Option.Inflation_CapFloor.InstRefDataReporting.json Request.Rates.Option.Non_Standard.InstRefDataReporting.json Request.Rates.Option.Swaption.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_YoY.InstRefDataReporting.json Request.Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.json Request.Rates.Swap.Inflation_Fixed_Float_Zero_Coupon.InstRefDataReporting.json Request.Rates.Swap.Inflation_Swap.InstRefDataReporting.json Request.Rates.Swap.Non_Standard.InstRefDataReporting.json | Rates.Forward.FRA_Index.InstRefDataReporting.V1.json Rates.Forward.FRA_Index.InstRefDataReporting.V2.json Rates.Forward.FRA_Other.InstRefDataReporting.V1.json Rates.Option.CapFloor.InstRefDataReporting.V1.json Rates.Option.CapFloor.InstRefDataReporting.V2.json Rates.Option.Debt_Option.InstRefDataReporting.V1.json Rates.Option.Inflation_CapFloor.InstRefDataReporting.V1.json Rates.Option.Non_Standard.InstRefDataReporting.V1.json Rates.Option.Non_Standard.InstRefDataReporting.V2.json Rates.Option.Swaption.InstRefDataReporting.V1.json Rates.Swap.Basis.InstRefDataReporting.V1.json Rates.Swap.Basis.InstRefDataReporting.V2.json Rates.Swap.Basis_OIS.InstRefDataReporting.V1.json Rates.Swap.Basis_OIS.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.V1.json Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Fixed.InstRefDataReporting.V1.json Rates.Swap.Cross_Currency_Fixed_Fixed.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.V1.json Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.V1.json Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Inflation_Swap.InstRefDataReporting.V1.json Rates.Swap.Cross_Currency_Inflation_Swap.InstRefDataReporting.V2.json Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.V1.json Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Fixed_Fixed.InstRefDataReporting.V1.json Rates.Swap.Fixed_Fixed.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float.InstRefDataReporting.V1.json Rates.Swap.Fixed_Float.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.V1.json Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.V2.json Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.V1.json Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Inflation_Basis.InstRefDataReporting.V1.json Rates.Swap.Inflation_Basis.InstRefDataReporting.V2.json Rates.Swap.Inflation_Basis_YoY.InstRefDataReporting.V1.json Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.V1.json Rates.Swap.Inflation_Basis_Zero_Coupon.InstRefDataReporting.V2.json Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.V1.json Rates.Swap.Inflation_Fixed_Float_YoY.InstRefDataReporting.V2.json Rates.Swap.Inflation_Fixed_Float_Zero_Coupon.InstRefDataReporting.V1.json Rates.Swap.Inflation_Swap.InstRefDataReporting.V1.json Rates.Swap.Inflation_Swap.InstRefDataReporting.V2.json Rates.Swap.Non_Standard.InstRefDataReporting.V1.json Rates.Swap.Non_Standard.InstRefDataReporting.V2.json |
Action Required
- The DSB recommends that users who rely on the affected attributes adopt the change to help their operational efficiency, with the Technology Advisory Committee having requested a period of parallel template operation.
- The decision of when to adopt the new normalised templates will be made by each individual user.
- There will be no changes made to the current product templates (de-normalised) which is currently being used by all users in order to ensure that operational continuity is not affected.
- The DSB will provide sufficient notice before the current (de-normalised) version of the templates are removed from use.
